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Articles
Amarjit Budhiraja, Zhen-Qing Chen
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-2967
KEYWORDS: Exponential leveling, Reflected diffusions, Dirichlet heat kernel estimates, Skorohod problem, exit time estimates, Friedlin-Wentzell asymptotics, Reflected diffusions, small noise asymptotics
Lingjiong Zhu
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3194
KEYWORDS: large deviations, Engel's series, Sylvester's series, Cantor's products, 60F10, 11K31, 11A67
Nadine Guillotin-Plantard, Julien Poisat, Renato Soares dos Santos
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3002
KEYWORDS: Random walk in random scenery, limit theorem, Local time, associated random variables, 60F05, 60G52
Florent Benaych-Georges, Sandrine Péché
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3027
KEYWORDS: random matrices, Band matrices, largest eigenvalues, Localization, 15A52, 60F05
Yuji Hamana, Hiroyuki Matsumoto
Electron. Commun. Probab. 19, 1-5, (2014) DOI: 10.1214/ECP.v19-3215
KEYWORDS: Bessel process, hitting time, tail probability, 60G40
Luc Devroye, Svante Janson
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3048
KEYWORDS: Simply generated trees, conditioned Galton-Watson trees, Binary search trees, Random recursive trees, protected nodes, fringe trees, 60C05, 05C05
Michal Wojtylak, Patryk Pagacz
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3066
KEYWORDS: Wigner matrix, $H$-selfadjoint matrix, eigenvalue of nonpositive type, Catalan numbers, 15B52, 15B57, 05A19
Éric Marchand, Djilali Ait Aoudia, François Perron, Latifa Ben Hadj Slimene
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3152
KEYWORDS: Arrays, Bernoulli, binomial moments, Dirichlet, Multinomial, Poisson distribution, Poisson mixtures, Runs, 60C05, 60E05, 62E15
Alexisz Gaál
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3047
KEYWORDS: spontaneous symmetry breaking, hard-core potential, rigidity estimate, 60K35, 82B20, 82B21
Yutao Ma, Zhengliang Zhang
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3071
KEYWORDS: circular Cauchy distribution, spectral gap, logarithmic Sobolev inequalities, 60E15, ‎39B62, 26Dxx
Rami Atar, Anindya Goswami, Adam Shwartz
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-2905
KEYWORDS: Multi-class M/M/1, Risk-sensitive control, large deviations, differential games, 60F10, 60K25, 49N70, 93E20
Frank den Hollander, Julien Poisat
Electron. Commun. Probab. 19, 1-16, (2014) DOI: 10.1214/ECP.v19-2681
KEYWORDS: Letters and words, renewal times, empirical process, annealed vs. quenched large deviation principle, Rate function, specific relative entropy, Mixing, 60F10, 60G10
Luisa Beghin
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-2771
KEYWORDS: Symmetric Geometric Stable law, Geometric Stable subordinator, ‎shift operator, Riesz-Feller fractional derivative, Gamma subordinator, 60G52, 34A08, 33E12, 26A33
Arvind Singh
Electron. Commun. Probab. 19, 1-6, (2014) DOI: 10.1214/ECP.v19-3242
KEYWORDS: Self-interacting random walk, Reinforcement, Recurrence and transience, 60K35
Clément Foucart
Electron. Commun. Probab. 19, 1-3, (2014) DOI: 10.1214/ECP.v19-3351
KEYWORDS: Wright-Fisher model, Model with selection, long-time behavior, Lambda-coalescent, Stochastic differential equations, Coming down from inifinity, Duality, 60J25, 60J75, 60J28, 60G09, 92D25, 92D15
Iddo Ben-Ari
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-2756
KEYWORDS: Brownian motion, Brownian motion, coupling, efficient coupling, redistribution, jump-boundary, spectral gap property, jump-process, Speed of convergence, spectral gap, 35P15, 60G40, 60J65
Harishchandra Ramadas
Electron. Commun. Probab. 19, 1-17, (2014) DOI: 10.1214/ECP.v19-2968
KEYWORDS: noisy voter model, Spin system, mixing time, 82C20, 82B20
Chang-Long Yao
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3268
KEYWORDS: Critical percolation, First-passage percolation, Scaling limit, Conformal Loop Ensemble, Law of Large Numbers, 60K35, 82B43
Yan Dolinsky
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-2714
KEYWORDS: Dynkin games, Game options, super–replication, volatility uncertainty, weak convergence, 91G10, 60F05, 60G40
Sebastian Mentemeier
Electron. Commun. Probab. 19, 1-2, (2014) DOI: 10.1214/ECP.v19-3381
Raphaël Cerf
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3015
KEYWORDS: Bernoulli percolation, travel time, 60K35, 82B43
Pietro Siorpaes
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-2972
KEYWORDS: submartingale, compensator, predictable, stopping-time, 60G07, 60G40, 60G44
Zhongyang Li
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3105
Ori Gurel-Gurevich, Yuval Peres, Ofer Zeitouni
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3081
KEYWORDS: Controlled random walks, Martingales
Adam Osekowski
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3151
KEYWORDS: martingale, maximal, weak type inequality, best constant, 60G44, 60G42
Octavio Arizmendi, Arturo Jaramillo
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3354
KEYWORDS: Infinite Divisbility, Free probability, Fourth moment theorem, Gaussian distribution, 46L54, 46L50, 60E07
Nina Gantert, Jan Nagel
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3013
KEYWORDS: Random walk in random environment, Scenery reconstruction, 60K37, 60J10
Simon Harris, Matthew Roberts
Electron. Commun. Probab. 19, 1-6, (2014) DOI: 10.1214/ECP.v19-2641
KEYWORDS: branching processes, spines, Martingales, strong law, 60J80
Anna Karczewska, Carlos Lizama
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3365
KEYWORDS: Stochastic linear Volterra equation, ‎resolvent family, additive perturbation, Stochastic convolution, 60H20, 60H05, 45D05
Antoine Gloria
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3288
KEYWORDS: Random geometry, random point sets, thermodynamic limit, Stochastic homogenization, 60D05, 39A70, 60H25
Martin Kolb, Mladen Savov
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3006
KEYWORDS: Markov processes, Levy processes, ergodicity, ‎Banach spaces, 60J35, 60J25, 60G51, 47D99, 47A10, 37A25
Demeter Kiss
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3438
KEYWORDS: Critical percolation, critical cluster, moment bounds, 82B43, 60K35
Oskari Ajanki, Lászlo Erdős, Torben Krüger
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3121
KEYWORDS: generalised Wigner matrices, generalised random sample covariance matrices, hard edge, Local semicircle law, 15B52, 60B20
Alexander Cox, Martin Klimmek
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-2889
KEYWORDS: diffusion, minimality, local-martingales, Skorokhod embedding problem, 60J60, 60G40, 60J55
Stefan Geiss, Emmanuel Gobet
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-2786
KEYWORDS: parabolic PDE, Qualitative properties of solutions, diffusion, interpolation, 60H30, 46B70, 35K10, 35Bxx
Emmanuel Gobet, Nicolas Landon
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-2975
KEYWORDS: $p$-variation, almost-sure convergence, Optimal stopping times, 60F15, 60G17, 60G40
Anatoli Mogulskii, Eugene Pechersky, Anatoli Yambartsev
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3289
KEYWORDS: large deviations, Markov processes, 60F10
Miklós Rásonyi, Andrea Meireles Rodrigues
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-2990
KEYWORDS: Behavioural finance, Bounded utility, Choquet integral, Continuous-time models, Market completeness, Non-concave utility, Optimal portfolio, probability distortion, 91G10, 49J55, 60H30, 93E20
Richard Arratia, Thomas Liggett, Malcolm Williamson
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-2923
KEYWORDS: thinning, power-law, scale-free, degree distribution, Pareto distribution, 60B10, 05C82
Daniel Ahlberg, Vladas Sidoravicius, Johan Tykesson
Electron. Commun. Probab. 19, 1-6, (2014) DOI: 10.1214/ECP.v19-2611
Nina Gantert, Kavita Ramanan, Franz Rembart
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3266
KEYWORDS: large deviations, weighted sums, subexponential random variables, self-normalized weights, quenched and annealed large deviations, random projections, kernels, Nonparametric regression, 60F10, 62G32
Karen Gunderson, Michal Przykucki
Electron. Commun. Probab. 19, 1-7, (2014) DOI: 10.1214/ECP.v19-3315
KEYWORDS: Bootstrap percolation, Galton-Watson trees, 05C05, 60K35, 60C05, 60J80, 05C80
Dejun Luo
Electron. Commun. Probab. 19, 1-14, (2014) DOI: 10.1214/ECP.v19-3407
KEYWORDS: Fokker–Planck equation, martingale solution, maximal function, singular integral operator, 35Q84, 60H10
Yury Malyshkin, Elliot Paquette
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3461
KEYWORDS: preferential attachment, choice, stochastic approximation, 05C80
Olga Aryasova, Andrey Pilipenko
Electron. Commun. Probab. 19, 1-17, (2014) DOI: 10.1214/ECP.v19-2886
KEYWORDS: stochastic flow, continuous additive functional, Differentiability with respect to initial data, 60J65, 60H10
Jian Ding, Elchanan Mossel
Electron. Commun. Probab. 19, 1-6, (2014) DOI: 10.1214/ECP.v19-3157
KEYWORDS: mixing time, testing monotonicity, 60G15, 60G70
Martin Möhle, Helmut Pitters
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3464
KEYWORDS: Absorption time, Bolthausen-Sznitman coalescent, Green matrix, hitting probabilities, spectral decomposition, Stirling numbers, 60J27, 60C05, 05C05, 92D15
Jeremy Clark
Electron. Commun. Probab. 19, 1-19, (2014) DOI: 10.1214/ECP.v19-2846
Ivan Corwin, Xin Sun
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3504
KEYWORDS: the Airy line ensemble, ergodicity, Gibbs measure, extremal, 82C22, 82B23
Guillaume Barraquand
Electron. Commun. Probab. 19, 1-3, (2014) DOI: 10.1214/ECP.v19-3674
KEYWORDS: q-Hahn process, Markov duality, 60J10, ‎33D45
Gregory Lawler
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-2908
Ghurumuruhan Ganesan
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3490
Xiaowen Zhou
Electron. Commun. Probab. 19, 1-16, (2014) DOI: 10.1214/ECP.v19-3208
KEYWORDS: Superprocess, $\La$-Fleming-Viot process, 60J80, 60G17
Louigi Addario-Berry
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3314
KEYWORDS: Random maps, Random trees, random planar graphs, growth procedures, 60C05, 60J80, 05C10
Bruce Hajek
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3237
KEYWORDS: maximal inequality, semimartingale calculus, drift, martingale, 60G40, 93E20, 60G42, 60G44
Takahiro Hasebe, Alexey Kuznetsov
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3443
KEYWORDS: Free stable distribution, stable distribution, Mellin transform, 46L54, 60E07
Pierre Etoré, Ester Mariucci
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3678
KEYWORDS: $L_1$-distance, Total variation, Additive processes, 60B10, 60E15, 60G51
Thomas Kurtz
Electron. Commun. Probab. 19, 1-16, (2014) DOI: 10.1214/ECP.v19-2833
KEYWORDS: Weak solution, Strong solution, stochastic models, pointwise uniqueness, Pathwise uniqueness, compatible solutions, Stochastic differential equations, Stochastic partial differential equations, Backward stochastic differential equations, Meyer-Zheng condi, 60G05
Daniel Fresen, Richard Vitale
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3376
KEYWORDS: random polytope, Law of Large Numbers, log-concave, expected convex hull, floating body, 60D05, 60F05, 60F15, 52A20, 52A22, 52A23, 53A27, 52B11
Danijel Krizmanic
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3686
KEYWORDS: extremal index, Functional limit theorem, regular variation, Skorohod J_1 topology, Strong mixing, weak convergence, 60F17, 60G52, 60G70
Yuu Hariya
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3025
KEYWORDS: Brascamp-Lieb inequality, Skorokhod embedding, It\^o-Tanaka formula, 82B31, 60G40
Davide Giraudo, Dalibor Volny
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3249
KEYWORDS: central limit theorem, Hilbert space, mixing conditions, strictly stationary process, 60F05, 60G10
Neng-Yi Wang
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3502
KEYWORDS: concentration inequality, Gibbs sampling, Coupling method, Dobrushin's uniqueness condition, $d_{l_2}$-metric, 60E15, 65C05
Izumi Okada
Electron. Commun. Probab. 19, 1-8, (2014) DOI: 10.1214/ECP.v19-3485
Stewart Ethier
Electron. Commun. Probab. 19, 1-4, (2014) DOI: 10.1214/ECP.v19-3684
KEYWORDS: Infinite-dimensional diffusion process, Transition density, two-parameter Poisson–Dirichlet distribution, entrance boundary, 60J60
Noga Alon, Ohad Noy Feldheim
Electron. Commun. Probab. 19, 1-7, (2014) DOI: 10.1214/ECP.v19-3341
KEYWORDS: k-factor, d-dependent, de Bruijn, Ramsey, 60G07, 60C05
Jun Chen, Cyrille Lucas
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3094
KEYWORDS: Dynamical system approach, graph based interactions, ordinary differential equations, Polya's urn, stochastic approximations, 60K35
Benjamin Nehring
Electron. Commun. Probab. 19, 1-5, (2014) DOI: 10.1214/ECP.v19-3622
KEYWORDS: Poisson process, thinning, splitting, Campbell measure, 60G55
Mauro Mariani, Lorenzo Zambotti
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3325
KEYWORDS: large deviations, renewal processes, Sanov theorem, heavy tails, 60K05, 60F10
Fuchang Gao, Zhenxia Liu, Xiangfeng Yang
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3587
KEYWORDS: Conditional persistence, Random walk, Integrated random walk, 60G50, 60F99
Ecaterina Sava-Huss, Wilfried Huss
Electron. Commun. Probab. 19, 1-6, (2014) DOI: 10.1214/ECP.v19-3848
KEYWORDS: rotor-router walks, transience, recurrence, directed cover, 05C05, 05C25, 82C20
Joe Neeman
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3005
KEYWORDS: Gaussian noise stability, Exit time, hitting time, Ornstein-Uhlenbeck process, 60G15
Dmitry Rokhlin
Electron. Commun. Probab. 19, 1-15, (2014) DOI: 10.1214/ECP.v19-3616
KEYWORDS: Stochastic Perron's method, state constraints, viscosity solution, Comparison result, 93E20, 49L25, 60H30
Alexander Marynych, Glib Verovkin
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3641
KEYWORDS: random walk with barrier, recursion with random indices, Renewal process, undershoot, 60C05, 60G09
Matija Vidmar
Electron. Commun. Probab. 19, 1-7, (2014) DOI: 10.1214/ECP.v19-3735
KEYWORDS: Random walks, first entrance/passage times, fluctuation theory, 60G50
Amir Dembo, Ruojun Huang, Vladas Sidoravicius
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3607
KEYWORDS: recurrence, Interacting particle system, Reinforced random walk, random walk on growing domains, 60K35, 82C41, 60G50
Peter Czuppon, Peter Pfaffelhuber
Electron. Commun. Probab. 19, 1-11, (2014) DOI: 10.1214/ECP.v19-3601
KEYWORDS: Tree-indexed Markov chain, weak convergence, tightness, random measure, empirical measure, 60F15, 60F05
Alexander Holroyd, Yuval Peres, Jeffrey Steif
Electron. Commun. Probab. 19, 1-9, (2014) DOI: 10.1214/ECP.v19-3609
KEYWORDS: Wald's identity, stopping time, moment condition, prophet inequality, 60G50
Christian Döbler, Lorenz Pfeifroth
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3740
KEYWORDS: frog model, recurrence, transience, Interacting random walks, 60K35, 60K37
Jetlir Duraj
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3219
KEYWORDS: Killed random walk, Harmonic functions, Martin boundary, 60G50, 60J50
Mihai Sirbu
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3436
KEYWORDS: model uncertainty, Stochastic games, elementary feedback strategies, Stochastic Perron's method, viscosity solutions, 91A05, 91A15, 49L20, 49L25
Stephanie Jacquot
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-2724
KEYWORDS: 60G07
Pavel Yaskov
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3807
KEYWORDS: Covariance matrices, Gram matrices, random matrices, 60B20
Mladen Savov
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3629
KEYWORDS: subordinator, Box-dimension, potential measure, 60J75, 60K99
Dmitry Ostrovsky
Electron. Commun. Probab. 19, 1-13, (2014) DOI: 10.1214/ECP.v19-3608
KEYWORDS: Riemann xi function, Mellin transform, Laplace transform, functional equation, Infinite divisibility, 11M06, 30D05, 30D10, 60E07, 60E10
Michael Marcus
Electron. Commun. Probab. 19, 1-10, (2014) DOI: 10.1214/ECP.v19-3794
KEYWORDS: multivariate gamma distributions, 60E07
Iulia Dahmer, Robert Knobloch, Anton Wakolbinger
Electron. Commun. Probab. 19, 1-12, (2014) DOI: 10.1214/ECP.v19-3318
KEYWORDS: Kingman coalescent, tree length process, Quadratic Variation, look-down graph, 60G17, 92D25
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