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Articles
Denis Denisov, Vitali Wachtel
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/15-ECP3995
KEYWORDS: Random walk, Local time, second Ray-Knight theorem, 60G50, 60G40, 60F17
Rami Atar, Subhamay Saha
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4370
KEYWORDS: diffusion limits, Halfin-Whitt regime, serve-the-longest queue, heavy-traffic, 60F17, 60J60, 60K25
Marco Fuhrman, Huyên Pham, Federica Zeni
Electron. Commun. Probab. 21, 1-7, (2016) DOI: 10.1214/16-ECP4123
KEYWORDS: Optimal stopping, Backward stochastic differential equations, randomized stopping, 60G40, 60H10
Roman Kotecký, Piotr Miłoś, Daniel Ueltschi
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4540
KEYWORDS: random interchange, Random Stirring, long cycles, quantum Heisenberg model, 60C05, 60K35, 82B20, 82B31
Ruojun Huang, Takashi Kumagai
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/15-ECP4347
KEYWORDS: Heat kernel estimates, recurrence, stability, time-dependent random walks, transience, 60J35, 60J05, 60J25, 60J45
Shaul K. Bar-Lev, Gérard Letac
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP4458
KEYWORDS: exponential family, exponential distribution, geometric distribution, order statistics, Radon measure, 62E10
Terry Lyons, Danyu Yang
Electron. Commun. Probab. 21, 1-18, (2016) DOI: 10.1214/16-ECP3795
KEYWORDS: Rough paths theory, pathwise Itô solution, Stratonovich solution, 60H10, 60G17
Oded Regev, Igor Shinkar
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP4392
KEYWORDS: Continuous-time random walk, lamplighter graph, 60J27
Michael Damron, Hana Kogan, Charles M. Newman, Vladas Sidoravicius
Electron. Commun. Probab. 21, 1-4, (2016) DOI: 10.1214/16-ECP4785
KEYWORDS: coarsening models, zero-temperature Glauber dynamics, frozen vertex, 60K35, 82C22
David Dereudre
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP4368
KEYWORDS: Specific entropy, pairwise potential, Strauss model, Quermass-interaction, 60D05, 60G10, 60G55, 60G57, 60G60
Julian Tugaut
Electron. Commun. Probab. 21, 1-7, (2016) DOI: 10.1214/16-ECP4160
KEYWORDS: self-stabilizing diffusion, Exit time, large deviations, Coupling method, 60F10, 60J60, 60H10
Carolina Grejo, Fábio Machado, Alejandro Roldán-Correa
Electron. Commun. Probab. 21, 1-5, (2016) DOI: 10.1214/16-ECP4570
KEYWORDS: GMS model, Random walk, Gauss hypergeometric function, 60J20, 60G50, 33C05
Titus Lupu, Wendelin Werner
Electron. Commun. Probab. 21, 1-7, (2016) DOI: 10.1214/16-ECP4733
KEYWORDS: Ising model, random currents, loop-soups, Gaussian free field, 60K35, 82B20
Mikhail Isaev, Brendan D. McKay
Electron. Commun. Probab. 21, 1-7, (2016) DOI: 10.1214/16-ECP4372
KEYWORDS: complex random variable, exponential function, bound, diameter, Hoeffding, 60E15, 33B10
Tal Orenshtein, Renato Soares dos Santos
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP4426
KEYWORDS: Random walk, Dynamic random environment, Zero-one law, transience, recurrence, 60F20, 60K37, 82B41, 82C44
Wai-Tong Louis Fan
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4694
KEYWORDS: Random walk, Reflected diffusion, Local time, heat kernel, Robin boundary problem, 60F17, 60J55, 35K10, 35J25, 49M25
Gilles Stupfler
Electron. Commun. Probab. 21, 1-13, (2016) DOI: 10.1214/16-ECP4638
KEYWORDS: kernel density estimator, weak convergence, $\ell ^{\infty }$ space, tightness, 60F17, 62G07, 62G20
Mirko D’Ovidio, Enzo Orsingher, Ludmila Sakhno
Electron. Commun. Probab. 21, 1-15, (2016) DOI: 10.1214/16-ECP4411
KEYWORDS: higher-order heat equations, Weyl fractional derivatives, Airy functions, spectral densities, 60K99, 60G60
Giovanni Conforti
Electron. Commun. Probab. 21, 1-13, (2016) DOI: 10.1214/16-ECP4762
KEYWORDS: Bridges, counting processes, duality formula, tail estimates, 60J27, 60J75
Federico Polito, Enrico Scalas
Electron. Commun. Probab. 21, 1-14, (2016) DOI: 10.1214/16-ECP4383
KEYWORDS: fractional point processes, Lévy processes, Prabhakar integral, Prabhakar derivative, time-change, Subordination, 60G51, 60G22, 26A33
Yaozhong Hu, Jingyu Huang, David Nualart
Electron. Commun. Probab. 21, 1-13, (2016) DOI: 10.1214/16-ECP4364
KEYWORDS: Stochastic heat equation, Feynman-Kac formula, intermittency front, Malliavin calculus, Comparison principle, 60H15, 60H07
Cameron Bruggeman, Johannes Ruf
Electron. Commun. Probab. 21, 1-7, (2016) DOI: 10.1214/16-ECP4544
KEYWORDS: diffusion, hitting time, Support, 60J60
Adam Osȩkowski
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4586
KEYWORDS: martingale, weight, maximal inequality, Differential subordination, 60G44
Xue-Mei Li
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4646
KEYWORDS: sum of squares of vector fields, adjoint process, hypoelliptic kernel, 60GXX, 60Hxx, 58J65, 58J70
Zhe Yang, Dimbinirina Ramarimbahoaka, Robert J. Elliott
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4102
KEYWORDS: BSDEs, Comparison theorem, converse comparison, Markov chain, 60H15
Jiří Černý, Artem Sapozhnikov
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4750
KEYWORDS: Random walk, mixing time, Isoperimetric inequality, Random interlacements, coupling, 60K37, 58J35
Lorenzo Federico, Remco van der Hofstad, Tim Hulshof
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP4479
KEYWORDS: connectivity threshold, percolation, random graph, critical window, 05C40, 60K35, 82B43
J. van den Berg, R.P. Conijn
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4452
KEYWORDS: Critical percolation, number of clusters, logarithmic correction term, 60K35, 82B43
Tadeusz Kulczycki
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4591
KEYWORDS: Lévy process, Exit time, Survival probability, concavity, first eigenfunction, 60G51
Titus Lupu
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4571
KEYWORDS: random walk loop soup, loop percolation, 60K35
Alexandre Richard
Electron. Commun. Probab. 21, 1-15, (2016) DOI: 10.1214/16-ECP4727
KEYWORDS: stationarity, Random fields, ‎spectral representation, fractional Brownian motion, 60G10, 60G57, 60G60, 60G15, 28C20
Tibor K. Pogány, Saralees Nadarajah
Electron. Commun. Probab. 21, 1, (2016) DOI: 10.1214/16-ECP2
KEYWORDS: acknowledgement, cdf, proposition, 60F99, 33C99
No abstract available
Yuri Kifer
Electron. Commun. Probab. 21, 1, (2016) DOI: 10.1214/16-ECP1
KEYWORDS: laws of large numbers, large deviations, Nonconventional setup, 60F15
Sean Ledger
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP4754
KEYWORDS: Skorokhod M1 topology, compacntess and tightness characterisation, tempered distribution, countably Hilbertian nuclear space, 60G07, 60F17
Reda Chhaibi
Electron. Commun. Probab. 21, 1-13, (2016) DOI: 10.1214/16-ECP4055
KEYWORDS: $q$-calculus, $q$-gamma random variable, exponential functionals of compound Poisson process, $q$-analogue of Dufresne’s identity for exponential functionals of Brownian motion, Wiener-Hopf factorization, 33D05, 60J27, 60J65
Christian Houdré, Heinrich Matzinger
Electron. Commun. Probab. 21, 1-19, (2016) DOI: 10.1214/16-ECP4029
KEYWORDS: longest common subsequences, optimal alignments, Last passage percolation, edit/Levensthein distance, 05A05, 60C05, 60F10
Paulo R. Ruffino, Leandro Morgado
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4764
KEYWORDS: Stochastic geometry, stochastic delay differential equations, parallel transport, linear frame bundle, Stochastic differential equations with jumps, 60H10, 34K50, 53C05
Stefano De Marco, Antoine Jacquier, Patrick Roome
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4088
KEYWORDS: large deviations, non-convex rate function, Gärtner-Ellis, Stochastic processes, 60F10
Robert Graf
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4786
KEYWORDS: forest-fire model, half-plane, Self-organized criticality, 60K35, 82C22, 82B43
Kristina Schubert
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP3
KEYWORDS: empirical eigenvalue distribution, dependent matrix entries, semi-circle distribution, 60B20, 60F15, 60K35
Seok Young Hong, Mikhail Lifshits, Alexander Nazarov
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4708
KEYWORDS: Small deviations, Spectral asymptotics, Stationary sequences, 60G15, 47G30
Elnur Emrah
Electron. Commun. Probab. 21, 1-16, (2016) DOI: 10.1214/16-ECP4
KEYWORDS: Corner growth model, Directed last-passage percolation, exactly solvable models, limit shape, 60K35, 60K37
Aleksandar Mijatović, Martijn Pistorius
Electron. Commun. Probab. 21, 1-18, (2016) DOI: 10.1214/16-ECP4359
KEYWORDS: Reflected Lévy process, Asymptotic independence, limiting overshoot, Cramér condition, 60G51, 60F05, 60G17
Ivan Corwin, Fabio Lucio Toninelli
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4624
KEYWORDS: Interacting particle system, Interface growth, $q$-Whittaker particle system, 82C20, 60J10, 60K35, 82C24
Emanuele Caglioti, Maria Infusino, Tobias Kuna
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4620
KEYWORDS: truncated moment problem, realizability, Point processes, translation invariant, infinite dimensional moment problem, 44A60, 60G55, 82B20
Martin Huesmann
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4590
KEYWORDS: Optimal transport, Random measures, Shift-coupling, Allocation, extra head scheme, 60G57, 60G55, 49Q20
Itai Benjamini, Eric Foxall, Ori Gurel-Gurevich, Matthew Junge, Harry Kesten
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP5
KEYWORDS: Random walk, Interacting particle system, multiple random walks, recurrence, 60J27
Simon Campese, Ivan Nourdin, Giovanni Peccati, Guillaume Poly
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4615
KEYWORDS: Markov diffusion generator, Fourth moment theorem, multivariate normal approximations, 60F05, 60J35, 60J99
Yanqi Qiu
Electron. Commun. Probab. 21, 1-6, (2016) DOI: 10.1214/16-ECP7
KEYWORDS: Random matrix, invertible matrix, commutative compact local ring, truncation, asymptotic law, 60B20, 15B33, 60B10
Andrzej Pyć, Tomasz Żak
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP8
KEYWORDS: hyperbolic Bessel process, hyperbolic Brownian motion, 60J60, 60J65
Péter Kevei
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP9
KEYWORDS: perpetuity equation, stochastic difference equation, strong renewal theorem, exponential functional, maximum of random walk, implicit renewal theorem, 60H25, 60E99
Yuu Hariya
Electron. Commun. Probab. 21, 1-6, (2016) DOI: 10.1214/16-ECP10
KEYWORDS: Normalized Brownian excursion, Local time, Jeulin’s identity, 60J65, 60J55
Carl-Erik Gauthier
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4547
KEYWORDS: Reinforced processes, Self-interacting diffusions, asymptotic pseudotrajectories, rate of convergence, 60K35, 60G17, 60J60
Réka Szabó, Daniel Valesin
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP11
KEYWORDS: interacting particle systems, contact process, phase transition, 82C22
Solesne Bourguin
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP12
KEYWORDS: Fourth moment theorem, diagram formula, multidimensional free limit theorems, semicircular distribution, free Poisson chaos, 46L54, 81S25, 60H05
Lester Mackey, Jackson Gorham
Electron. Commun. Probab. 21, 1-14, (2016) DOI: 10.1214/16-ECP15
KEYWORDS: Stein’s method, Stein factors, multivariate log-concave distribution, overdamped Langevin diffusion, generator method, synchronous coupling, Stein discrepancy, 60J60, 62E17, 60E15
Xin Sun, David B. Wilson
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4477
KEYWORDS: hamburger-cheeseburger bijection, Random planar map, abelian sandpile model, cycle-rooted spanning tree, 82B20, 60C05, 05C05
Nathanaël Enriquez, Laurent Ménard
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP4351
KEYWORDS: random matrices, Moments method, 60B20
Ellen Baake, Ute Lenz, Anton Wakolbinger
Electron. Commun. Probab. 21, 1-16, (2016) DOI: 10.1214/16-ECP16
KEYWORDS: common ancestor type distribution, ancestral selection graph, lookdown graph, Pruning, $\Lambda$-Wright-Fisher diffusion, selection, mutation, strong pathwise Siegmund duality, flights, 60J75, 92D15, 60C05, 05C80
Wolfgang Löhr, Thomas Rippl
Electron. Commun. Probab. 21, 1-16, (2016) DOI: 10.1214/16-ECP17
KEYWORDS: boundedly finite measure, weak$^{\#}$-convergence of measures, vague convergence, separating, convergence determining, Le Cam theorem, Stone-Weierstrass, 60K35
Chiranjib Mukherjee, Alexander Shamov, Ofer Zeitouni
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP18
KEYWORDS: directed polymer in continuum, Stochastic heat equation, Kardar-Parisi-Zhang equation, 60J65, 60J55, 60F10
K. Bruce Erickson
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP4688
KEYWORDS: Random walk, zeros of diffusion, Skorokhod embedding, special subordinator, 60F20, 60G50, 60J60, 60J65, 60J55, 60K99
Hermann Thorisson
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP4644
KEYWORDS: Skorohod representation, Convergence in distribution, convergence in density, widening time window, 60B10, 60G99
Sanchayan Sen
Electron. Commun. Probab. 21, 1-15, (2016) DOI: 10.1214/16-ECP20
KEYWORDS: Bohman-Frieze process, Achlioptas process, bounded-size rules, branching process, subcritical regime, 60C05, 05C80
Peter Orbanz, Balazs Szegedy
Electron. Commun. Probab. 21, 1-4, (2016) DOI: 10.1214/16-ECP14
KEYWORDS: Graph limits, Random graphs, 05C80
Jean Bertoin, Robin Stephenson
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP13
KEYWORDS: Growth-fragmentation, self-similarity, branching process, spine decomposition, 60F17, 60G51, 60J25, 60J80
Iosif Pinelis
Electron. Commun. Probab. 21, 1-5, (2016) DOI: 10.1214/16-ECP23
KEYWORDS: Probability inequalities, generalized moment comparison, tail comparison, sums of independent random vectors, Gaussian random vectors, uniform distribution on spheres, 60E15, 60G15, 60G50
David Aldous
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP21
KEYWORDS: bond percolation, incipient giant component, Concentration inequalities, 60K35, 05C80
Ilya Molchanov, Florian Wespi
Electron. Commun. Probab. 21, 1-11, (2016) DOI: 10.1214/16-ECP19
KEYWORDS: Convex hull, intrinsic volume, mixed volume, Lévy process, Stable law, 60G51, 60D05, 52A22
Sergey Bocharov, Simon C. Harris
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP22
KEYWORDS: Brownian motion, Local time, Catalytic branching, 60J55, 60J65, 60J80
Beatrice Acciaio, Irina Penner
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP3963
KEYWORDS: honest time, predictable stopping time, predictable set, local martingale, time of maximum, 60G07, 60G44
Erhan Bayraktar, Yuchong Zhang
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP24
KEYWORDS: Mean field games, competition, common noise, rank-dependent interaction, non-local interaction, strong formulation, 60H, 91A
Pavel Yaskov
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP4748
KEYWORDS: the Marchenko-Pastur theorem, random matrices, 60B20
Arnaud Guillin, Pierre Monmarché
Electron. Commun. Probab. 21, 1-14, (2016) DOI: 10.1214/16-ECP25
KEYWORDS: hypocoercivity, Ornstein-Uhlenbeck process, irreversibility, optimal sampling, 60J60, 35K10, 65C05
Archil Gulisashvili, Blanka Horvath, Antoine Jacquier
Electron. Commun. Probab. 21, 1-13, (2016) DOI: 10.1214/16-ECP26
KEYWORDS: SABR model, hitting times, Brownian motion on a manifold, 58J65, 60J60
Jeffrey Kuan
Electron. Commun. Probab. 21, 1-15, (2016) DOI: 10.1214/16-ECP27
KEYWORDS: Hard–edge, reflecting boundary, Pearcey, symplectic, 60
Ioannis Kontoyiannis, Sean P. Meyn
Electron. Commun. Probab. 21, 1-10, (2016) DOI: 10.1214/16-ECP4737
KEYWORDS: Markov process, continuous time, generator, stochastic Lyapunov function, ergodicity, 60J25, 37A30, 47H99
Chang-Song Deng, René L. Schilling
Electron. Commun. Probab. 21, 1-5, (2016) DOI: 10.1214/16-ECP31
KEYWORDS: Bernstein function, complete Bernstein function, subordinator, 30E20, 30H15, 60G51
Masaki Wada
Electron. Commun. Probab. 21, 1-14, (2016) DOI: 10.1214/16-ECP30
KEYWORDS: Feynman-Kac functional, penalization problem, Symmetric stable process, Schrödinger form, Criticality, Dirichlet form, 60J45, 60J40, 35J10
Lester Mackey, Jackson Gorham
Electron. Commun. Probab. 21, 1-2, (2016) DOI: 10.1214/16-ECP32
KEYWORDS: Erratum, 60J60, 62E17, 60E15
Vincent Bansaye, Thomas G. Kurtz, Florian Simatos
Electron. Commun. Probab. 21, 1-9, (2016) DOI: 10.1214/16-ECP6
KEYWORDS: tightness, fixed points of discontinuity, varying environment, 60B10
Tobias Johnson, Matthew Junge
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP29
KEYWORDS: frog model, transience, recurrence, phase transition, trees, stochastic dominance, 60K35, 60J80, 60J10
Donald A. Dawson, Shui Feng
Electron. Commun. Probab. 21, 1-8, (2016) DOI: 10.1214/16-ECP34
KEYWORDS: Dirichlet process, Poisson-Dirichlet distribution, homozygosity, large deviation, 65G17, 65G60
Vanja Wagner
Electron. Commun. Probab. 21, 1-12, (2016) DOI: 10.1214/16-ECP28
KEYWORDS: Green functions, subordinator, Subordinate Brownian motion, Harmonic functions, Harnack inequality, boundary Harnack principle, Feynman-Kac transform, conditional gauge theorem, 60G51, 60J45, 60J57
Subhroshekhar Ghosh
Electron. Commun. Probab. 21, 1-14, (2016) DOI: 10.1214/16-ECP4532
KEYWORDS: Point processes, Palm measures, rigidity, 60G55, 82B21
László Erdős, Dominik Schröder
Electron. Commun. Probab. 21, 1-15, (2016) DOI: 10.1214/16-ECP38
KEYWORDS: Linear eigenvalue statistics, central limit theorem, non-Gaussian fluctuation, 60B20, 15B52
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