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Articles
Itai Benjamini, Nicolas Curien
Electron. Commun. Probab. 17, 1-10, (2012) DOI: 10.1214/ECP.v17-1700
KEYWORDS: Galton-Watson trees, random snake, recurrence, 60J80
Jacob van den Berg, Demeter Kiss, Pierre Nolin
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-1694
KEYWORDS: percolation, frozen cluster, 60K35, 82B43
Fabian Freund
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-1704
KEYWORDS: Almost sure convergence, Coalescent, external branches, mutation, 60F15, 05C05, 60F25, 92D15
Erwan Hillion
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-1707
KEYWORDS: Olkin-Shepp conjecture, concavity of entropy, Binomial distribution, 60E15, 94A17
Leslie Goldberg, Mark Jerrum
Electron. Commun. Probab. 17, 1-6, (2012) DOI: 10.1214/ECP.v17-1712
KEYWORDS: Glauber dynamics, Independent sets in graphs, Markov chains, mixing time, randomised algorithms, 60J10, 05C31, 05C69, 68Q17
Denis Denisov, Vitali Wachtel
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-1757
KEYWORDS: Random walk, supremum, Cycle maximum, heavy-tailed distribution, stopping time, 60G70, 60K30, 60K25
Eric Cator, Leandro Pimentel, Marcio Souza
Electron. Commun. Probab. 17, 1-7, (2012) DOI: 10.1214/ECP.v17-1727
KEYWORDS: Last passage percolation, Interacting particle system, Hammersley process, Equilibrium measure, 60C05, 60K35, 60F05
Carl Mueller, Zhixin Wu
Electron. Commun. Probab. 17, 1-10, (2012) DOI: 10.1214/ECP.v17-1774
KEYWORDS: heat equation, White noise, Stochastic partial differential equations, 60H15, 35R60, 35K05
Alain-Sol Sznitman
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-1792
KEYWORDS: Random interlacements, Gaussian free field, isomorphism theorem, generalized second Ray-Knight theorem, 60K35, 60J27, 60G15, 60F05
Wolfgang König, Michele Salvi, Tilman Wolff
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-1820
KEYWORDS: Continuous-time random walk, Random conductances, randomized Laplace operator, large deviations, Donsker-Varadhan rate function, 60G50, 05C81, 60J55, 60F10
Octavio Arizmendi, Carlos Vargas
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1773
KEYWORDS: Free probability, free multiplicative convolution, non-crossing partitions, 46L54, 15A52
Dan Goreac, Oana Silvia Serea
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-1844
KEYWORDS: occupational measures, Stochastic control, dynamic programming principles, 93E20, 49L20, 49L25
Wiktor Ejsmont
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-1865
KEYWORDS: Free Meixner law, conditional expectation, free cumulants, Laha-Lukacs theorem, noncommutative quadratic regression, von Neumann algebras, 46L54, 46L53
Daniel Hsu, Sham Kakade, Tong Zhang
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1869
Valentina Cammarota, Peter Mörters
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-1809
KEYWORDS: Brownian motion, Hausdorff dimension, Hausdorff gauge, Local time, point of infinite multiplicity, uniform dimension estimates, 60J65
James Zhao
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-1956
KEYWORDS: Ewens sampling formula, Feller coupling, Logarithmic combinatorial structures, perturbation, Poisson-Dirichlet limit, central limit theorem, Erdos-Turan theorem, 60F05, 60C05
Anton Klimovsky
Electron. Commun. Probab. 17, 1-14, (2012) DOI: 10.1214/ECP.v17-1994
KEYWORDS: Gaussian random fields, isotropic increments, random energy model, hierarchical replica symmetry breaking, Parisi Ansatz, 60K35, 82B44, 82D30, 60G15, 60G60, 60F10
Itai Benjamini, Ariel Yadin, Ofer Zeitouni
Electron. Commun. Probab. 17, 1, (2012) DOI: 10.1214/ECP.v17-2014
Adrien Hardy
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-1818
KEYWORDS: large deviations, Coulomb gas, random matrices, compactification, 60F10, 60B20, 82B21
Kenneth Maples, Ashkan Nikeghbali, Dirk Zeindler
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1934
KEYWORDS: random permutation, generalized Ewens measure, Total number of cycles, central limit theorem, large deviations, 60C05, 60F05, 60F10
Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-2053
KEYWORDS: characteristic functions, quantiles, Entropy, 60E
Bruno Schapira
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2084
KEYWORDS: Self-interacting random walk, Reinforced random walk, $0$-$1$ law, 60F20, 60K35
Stavros Vakeroudis, Marc Yor
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-2090
KEYWORDS: Bougerol's identity, Infinite divisibility, Chebyshev polynomials, L\'{e}vy measure, Thorin measure, generalized Gamma convolution (GGC), 60J65, 60E07
Marcel Nutz
Electron. Commun. Probab. 17, 1-7, (2012) DOI: 10.1214/ECP.v17-2099
KEYWORDS: Pathwise stochastic integral, Aggregation, non-dominated model, second order BSDE, g-expectation, medial limit, 60H05
Sylvain Delattre, Mathieu Rosenbaum
Electron. Commun. Probab. 17, 1-7, (2012) DOI: 10.1214/ECP.v17-1834
KEYWORDS: Hypothesis testing, Tsirelson's equation, 62F03, 62F05
Alexander Gnedin, Alexander Marynych
Electron. Commun. Probab. 17, 1-5, (2012) DOI: 10.1214/ECP.v17-2011
KEYWORDS: records, planar Poisson process, distributional identities, 60G70, 60E99
Michael Cranston, Stanislav Molchanov
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2063
KEYWORDS: concentration inequality, isotropy, 60F05, 60E15
Sean O'Rourke
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-2020
KEYWORDS: Random matrix theory, Marchenko-Pastur law, Stieltjes transform, 60B20, 47A10, 15A18‎
Pavel Chigansky, Fima Klebaner
Electron. Commun. Probab. 17, 1-10, (2012) DOI: 10.1214/ECP.v17-2009
KEYWORDS: Compound Poisson, weak convergence, Tikhomirov's method, threshold estimation, 60F05, 62F12, 62M10
Eviatar Procaccia, Ron Rosenthal
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-2185
KEYWORDS: isoperimetric constant, percolation, Concentration, 60K35, 82B43
Enkelejd Hashorva, Lanpeng Ji, Zhongquan Tan
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-1921
KEYWORDS: Gaussian products, infinite sums, random deflation, exact tail asymptotics, max-domain of attraction, regular variation, chi-square distribution, 60G70, 60G15
Manon Defosseux
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-2193
KEYWORDS: Interacting particle model, intertwining, Schur processes, random matrices, Gelfand-Tsetlin patterns, 60J05, 60K35, 60B20
Zenghu Li, Fei Pu
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1915
KEYWORDS: Strong solution, jump-typestochastic equation, Pathwise uniqueness, Non-Lipschitz condition, 60H20, 60H10
Enzo Orsingher, Mirko D'Ovidio
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-1885
KEYWORDS: Pseudo-process, higher-order heat equation, Airy functions, Cauchy distribution, Stable laws, fractional diffusion equations, 60G52, 35C05
Dmitry Dolgopyat, Elena Kosygina
Electron. Commun. Probab. 17, 1-14, (2012) DOI: 10.1214/ECP.v17-2213
KEYWORDS: excited random walk, Cookie walk, branching process, random environment, perturbed Brownian motion, 60K37, 60F17, 60G50
Ivan Nourdin, Guillaume Poly
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-2023
KEYWORDS: convergence in law, second Wiener chaos, second Wigner chaos, quadratic form, Free probability, 46L54, 60F05, 60G15, 60H05
Sneha Subramanian
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-2040
KEYWORDS: critical points, random polynomials, Pemantle-Rivin conjecture, 60G99
Ronald Doney, Elinor Jones
Electron. Commun. Probab. 17, 1-11, (2012) DOI: 10.1214/ECP.v17-2282
KEYWORDS: limit theorems, Random walks, Stable laws, 60G50, 60G52, 60E07
Paul Balança, Erick Herbin
Electron. Commun. Probab. 17, 1-14, (2012) DOI: 10.1214/ECP.v17-1903
KEYWORDS: Ornstein-Uhlenbeck process, Markov property, multiparameter and set-indexed processes, stationarity, 60G10, 60G15, 60G60, 60J25
Roger Tribe, Jonathan Yip, Oleg Zaboronski
Electron. Commun. Probab. 17, 1-7, (2012) DOI: 10.1214/ECP.v17-2133
KEYWORDS: Extended Pfaffian point process, annihilating Brownian motions, Coalescing Brownian motions, 60K35, 60G55
Wilfried Huss, Ecaterina Sava
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-2096
KEYWORDS: Graphs, directed covers, rotor-router walks, multitype branching process, recurrence, transience, 05C05, 05C25, 82C20
Itai Benjamini, Nicolas Curien, Agelos Georgakopoulos
Electron. Commun. Probab. 17, 1-5, (2012) DOI: 10.1214/ECP.v17-1913
KEYWORDS: Random walks, Planar graphs, Liouville property, intersection, 05C81
Benjamin Jourdain
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-2115
KEYWORDS: Poincaré inequality, transport inequality, chi-square pseudo-distance, Wasserstein distance, 26D10, 60E15
Luca Avena
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2081
KEYWORDS: Random conductances, Law of Large Numbers, invariance principle, Exclusion process, 60K37, 82C22
Michal Wojtylak
Electron. Commun. Probab. 17, 1-14, (2012) DOI: 10.1214/ECP.v17-2148
KEYWORDS: Random matrix, Wigner matrix, eigenvalue, limit distribution of eigenvalues, $\Pi_1$-space, 15B52, 15B30, 47B50
Katsunori Ano, Roman Ivanov
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-1805
KEYWORDS: Optimal stopping, exponential Lévy process, predicting, selling of asset, utility function, 60G25, 60G51, 60G70
Noufel Frikha, Stéphane Menozzi
Electron. Commun. Probab. 17, 1-15, (2012) DOI: 10.1214/ECP.v17-1952
KEYWORDS: Non asymptotic bounds, Euler scheme, Stochastic approximation algorithms, Gaussian concentration, 60H35, 65C30, 65C05
Nicolas Perkowski, Johannes Ruf
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-1955
KEYWORDS: Doob’s h-transform, Change of measure, upward conditioning, downward conditioning, local martingale, diffusion, nullset, Bessel process, 60G44, 60H99, 60J60
Maria Fittipaldi, Joaquin Fontbona
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1972
KEYWORDS: Stochastic differential equations, continuous-state branching processes, Non-extinction, immigration, 60J80, 60H20, 60H10
Martin Klimmek
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-1976
KEYWORDS: diffusion, inverse problem, H-transform, local-martingale, exponential time, 60J60, 60J55
Stéphane Boucheron, Maud Thomas
Electron. Commun. Probab. 17, 1-12, (2012) DOI: 10.1214/ECP.v17-2210
KEYWORDS: Concentration inequalities, entropy method, order statistics, 60E15, 60F10, 60G70, 62G30, 62G32
Daniel Hsu, Sham Kakade, Tong Zhang
Electron. Commun. Probab. 17, 1-6, (2012) DOI: 10.1214/ECP.v17-2079
KEYWORDS: tail inequality, quadratic form, subgaussian random vectors, subgaussian chaos, 60F10
Frédérique Watbled
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-2221
KEYWORDS: directed polymers in random environment, Free energy, Infinite divisibility, FKG inequality, 60K37, 82D30, 60E07
Ivan Nourdin, Guillaume Poly
Electron. Commun. Probab. 17, 1-3, (2012) DOI: 10.1214/ECP.v17-2383
KEYWORDS: second Wiener chaos, second Wigner chaos, 46L54, 60F05, 60G15, 60H05
Dilip Madan, Marc Yor
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2206
KEYWORDS: Appell, Bell and Scheffer polynomials, subordinator, Lévy measure, 60H05
Michel Benaïm, Stéphane Le Borgne, Florent Malrieu, Pierre-André Zitt
Electron. Commun. Probab. 17, 1-14, (2012) DOI: 10.1214/ECP.v17-1932
KEYWORDS: coupling, ergodicity, linear differential equations, Piecewise deterministic Markov process, Switched dynamical systems, Wasserstein distance, 60J75, 60J25, 93E15, 34D23
Asaf Nachmias, Yuval Peres
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2139
KEYWORDS: percolation, Self avoiding walk, Non-amenable graphs, 82B43
Jacob van den Berg, Rene Conijn
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-2263
KEYWORDS: Critical percolation, cluster size, 60K35, 60C05
Xiequan Fan, Ion Grama, Quansheng Liu
Electron. Commun. Probab. 17, 1-8, (2012) DOI: 10.1214/ECP.v17-2318
KEYWORDS: large deviation, Martingales, Exponential inequality, Bernstein type inequality, 60F10, 60G42, 60E15
Noufel Frikha, Stéphane Menozzi
Electron. Commun. Probab. 17, 1-2, (2012) DOI: 10.1214/ECP.v17-2495
KEYWORDS: Non asymptotic bounds, Euler scheme, Stochastic approximation algorithms, Gaussian concentration, 60H35, 65C30, 65C05
Aleksandar Mijatovic, Mikhail Urusov
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-1825
KEYWORDS: Integral functional, One-dimensional diffusion, Local time, Bessel process, Ray-Knight theorem, Williams theorem, 60H10, 60J60
Umut Çetin
Electron. Commun. Probab. 17, 1-13, (2012) DOI: 10.1214/ECP.v17-2310
KEYWORDS: Azéma's martingale, excursions of Brownian motion, skew Brownian motion, optional projection, Local times, 60G35, 60J55, 60H10
Stavros Vakeroudis, Marc Yor
Electron. Commun. Probab. 17, 1-9, (2012) DOI: 10.1214/ECP.v17-2319
KEYWORDS: arc-sine law, Brownian spider, Skew Bessel process, stable variables, Subordinators, Walsh Brownian motion, 60J60, 60J65, 60J70, 60G52
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