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Articles
Loïc Chaumont, Ronald Doney
Electron. J. Probab. 13, 1-4, (2008) DOI: 10.1214/EJP.v13-466
KEYWORDS: Lévy process, Conditioned to stay positive, weak convergence, Excursion measure, 60G51, 60G17
Irina Kurkova
Electron. J. Probab. 13, 5-25, (2008) DOI: 10.1214/EJP.v13-475
KEYWORDS: Directed polymers, 60K35
Guan-Yu Chen, Laurent Saloff-Coste
Electron. J. Probab. 13, 26-78, (2008) DOI: 10.1214/EJP.v13-474
KEYWORDS: Cutoff phenomenon, ergodic Markov semigroups, 60J05, 60J25
Grégory Miermont, Mathilde Weill
Electron. J. Probab. 13, 79-106, (2008) DOI: 10.1214/EJP.v13-478
KEYWORDS: Random planar map, invariance principle, multitype spatial Galton-Watson tree, Brownian snake, 60F17, 60J80, 05J30
Christian Houdré, Hua Xu
Electron. J. Probab. 13, 107-134, (2008) DOI: 10.1214/EJP.v13-482
KEYWORDS: spectral measure, random matrices, Infinitely divisibility, Stable Vector, Concentration, 60E07, 60F10, 15A42, 15A52
Nicolas Fournier
Electron. J. Probab. 13, 135-156, (2008) DOI: 10.1214/EJP.v13-480
KEYWORDS: Stochastic differential equations, Jump processes, Regularity of the density, 60H10, 60J75
Mladen Savov
Electron. J. Probab. 13, 157-172, (2008) DOI: 10.1214/EJP.v13-483
KEYWORDS: reflected process, passage times, power law boundaries, 60G51, 60F15, 60K05, 60G40, 60G44
Erik Baurdoux, Andreas Kyprianou
Electron. J. Probab. 13, 173-197, (2008) DOI: 10.1214/EJP.v13-484
KEYWORDS: Stochastic games, Optimal stopping, pasting principles, fluctuation theory, L'evy processes, 60J99, 60G40, 91B70
James Fill, David Wilson
Electron. J. Probab. 13, 198-212, (2008) DOI: 10.1214/EJP.v13-485
KEYWORDS: Knock 'em Down, Game theory, Nash equilibrium, 91A60, 91A05
Pietro Caputo, Fabio Martinelli, Fabio Toninelli
Electron. J. Probab. 13, 213-258, (2008) DOI: 10.1214/EJP.v13-486
KEYWORDS: pinning model, spectral gap, mixing time, coupling, dynamical phase transition, 60K35, 82C20
Youri Davydov, Ilya Molchanov, Sergei Zuyev
Electron. J. Probab. 13, 259-321, (2008) DOI: 10.1214/EJP.v13-487
KEYWORDS: character, convex cone, Laplace transform, LePage series, Lévy measure, point process, Poisson process, random measure, random set, semigroup, stable distribution, union-stability, 60E07, 60B99, 60D05, 60G52, 60G55
Glenn Merlet
Electron. J. Probab. 13, 322-340, (2008) DOI: 10.1214/EJP.v13-488
KEYWORDS: Law of Large Numbers, subadditivity‎, Markov chains, max-plus, stochastic recursive sequences, Products of random matrices, 60F15, 93C65, 60J10, 90B15, 93D209
Damien Lamberton, Gilles Pagès
Electron. J. Probab. 13, 341-373, (2008) DOI: 10.1214/EJP.v13-489
KEYWORDS: Two-armed bandit algorithm, Penalization, stochastic approximation, convergence rate, learning, 62L20, 93C40, 91E40, 68T05, 91B32
Nathanael Berestycki, Rick Durrett
Electron. J. Probab. 13, 374-395, (2008) DOI: 10.1214/EJP.v13-490
KEYWORDS: Random walk, phase transition, adjacent transpositions, Random regular graphs, riffle shuffles, 60C05, 60G50, 60J10
Jyri Lember, Heinrich Matzinger
Electron. J. Probab. 13, 396-466, (2008) DOI: 10.1214/EJP.v13-491
KEYWORDS: Scenery reconstruction, Random walk in random environment, 60G50, 60K37
Luisa Beghin
Electron. J. Probab. 13, 467-485, (2008) DOI: 10.1214/EJP.v13-496
KEYWORDS: Higher-order heat-type equations, fractional derivatives, Wright functions, Stable laws, 60G07, 60E07
Anne-Laure Basdevant, Christina Goldschmidt
Electron. J. Probab. 13, 486-512, (2008) DOI: 10.1214/EJP.v13-494
Giambattista Giacomin
Electron. J. Probab. 13, 513-529, (2008) DOI: 10.1214/EJP.v13-497
KEYWORDS: renewal theory, speed of convergence to equilibrium, exponential tails, Pinning models, decay of correlations, Criticality, 60K05, 60K35, 82B27
Franz Merkl, Silke Rolles
Electron. J. Probab. 13, 530-565, (2008) DOI: 10.1214/EJP.v13-495
KEYWORDS: Reinforced random walk, random environment, 82B41, 60K35, 60K37
Fraser Daly
Electron. J. Probab. 13, 566-587, (2008) DOI: 10.1214/EJP.v13-479
KEYWORDS: Stein-type operator, Stein's method, central limit theorem, Poisson-Charlier approximation, stochastic ordering, 60F05, 60J80, 62E17
Arup Bose, Arnab Sen
Electron. J. Probab. 13, 588-628, (2008) DOI: 10.1214/EJP.v13-501
KEYWORDS: Bounded Lipschitz metric, large dimensional random matrices, Eigenvalues, Wigner matrix, sample variance covariance matrix, Toeplitz matrix, Hankel matrix, Circulant matrix, symmetric circulant matrix, Reverse circulant matrix, palindromic matrix, limit, 60F05, 60F15, 62E20, 60G57
Daniel Conus, Robert Dalang
Electron. J. Probab. 13, 629-670, (2008) DOI: 10.1214/EJP.v13-500
KEYWORDS: martingale measures, stochastic integration, Stochastic wave equation, Stochastic partial differential equations, moment formulae, Hölder continuity, 60H15, 60H20, 60H05
Mark Holmes
Electron. J. Probab. 13, 671-755, (2008) DOI: 10.1214/EJP.v13-499
KEYWORDS: Lattice trees, Super-Brownian motion, Lace expansion, 82B41, 60F05, 60G57, 60K35
Adrian Roellin
Electron. J. Probab. 13, 756-776, (2008) DOI: 10.1214/EJP.v13-503
KEYWORDS: Stein's method, total variation metric, Binomial distribution, local dependence, 60F05
Nicolas Champagnat, Sylvie Roelly
Electron. J. Probab. 13, 777-810, (2008) DOI: 10.1214/EJP.v13-504
KEYWORDS: multitype measure-valued branching processes, conditionedDawson-Watanabe process, critical and subcritical Dawson-Watanabeprocess, conditioned Feller diffusion, remote survival, long time behavior, 60J80, 60G57
Anne-Laure Basdevant, Arvind Singh
Electron. J. Probab. 13, 811-851, (2008) DOI: 10.1214/EJP.v13-498
KEYWORDS: Rates of transience, cookie or multi-excited random walk, Branching process with migration, 60K35, 60J80, 60F05
Evangelia Petrou
Electron. J. Probab. 13, 852-879, (2008) DOI: 10.1214/EJP.v13-502
KEYWORDS: 60H07, 60G51
David Windisch
Electron. J. Probab. 13, 880-897, (2008) DOI: 10.1214/EJP.v13-506
KEYWORDS: Giant component, Vacant set, Random walk, discrete torus, 60K35, 60G50, 82C41, 05C80
Brahim Boufoussi, Marco Dozzi, Raby Guerbaz
Electron. J. Probab. 13, 898-921, (2008) DOI: 10.1214/EJP.v13-505
KEYWORDS: Hausdorff dimension, Level sets, local asymptotic self-similarity, local non-determinism, Local times, 60H10, 60H30, 35K55
David Reynolds, John Appleby
Electron. J. Probab. 13, 922-943, (2008) DOI: 10.1214/EJP.v13-507
KEYWORDS: almost sure exponential asymptotic stability, Liapunov exponent, subexponential distribution, subexponential function, Volterra equations, Ito-Volterra equations, 4K20, 34K50, 60H10, 60H20, 45D05
Mikhail Menshikov, Stanislav Volkov
Electron. J. Probab. 13, 944-960, (2008) DOI: 10.1214/EJP.v13-508
KEYWORDS: Random walks, urn models, Martingales, 60G20, 60K35
Rafal Kulik
Electron. J. Probab. 13, 961-979, (2008) DOI: 10.1214/EJP.v13-510
KEYWORDS: Sample quantiles, linear processes, Empirical processes, Long range dependence, sums of extremes, trimmed sums, 60F05, 60G70
Erik Broman, Federico Camia
Electron. J. Probab. 13, 980-999, (2008) DOI: 10.1214/EJP.v13-511
KEYWORDS: fractal percolation, Crossing probability, critical probability, enhancement/diminishment percolation, Near-critical percolation, 60K35, 60D05, 28A80, 82B43
Radoslaw Adamczak
Electron. J. Probab. 13, 1000-1034, (2008) DOI: 10.1214/EJP.v13-521
KEYWORDS: Concentration inequalities, Empirical processes, Markov chains, 60E15, 60J05
Anis Matoussi, Mingyu Xu
Electron. J. Probab. 13, 1035-1067, (2008) DOI: 10.1214/EJP.v13-522
KEYWORDS: backward stochastic differential equation, reflected backward stochastic differential equation, monotonicity condition, stochastic flow, partial differential equation with obstacle, 35D05, 60H10, 60H30B
Dante DeBlassie
Electron. J. Probab. 13, 1068-1095, (2008) DOI: 10.1214/EJP.v13-524
KEYWORDS: Horn-shaped domain, $h$-transform, Feynman-Kac representation, exit place of Brownian motion, harmonic measure, 60J65
Lorenzo Zambotti
Electron. J. Probab. 13, 1096-1119, (2008) DOI: 10.1214/EJP.v13-525
KEYWORDS: Brownian meander, Brownian excursion, singular conditioning, Stochastic partial differential equations with reflection, 60J65, 60G15, 60H15, 60H07, 37L40
Fabrice Baudoin, Laure Coutin
Electron. J. Probab. 13, 1120-1139, (2008) DOI: 10.1214/EJP.v13-530
KEYWORDS: fractional Brownian motion, Lie group, 60G15, 60G18
Andreas Basse
Electron. J. Probab. 13, 1140-1165, (2008) DOI: 10.1214/EJP.v13-526
KEYWORDS: Semimartingales, Gaussian processes, Stationary processes, moving averages, stochastic convolutions, non-canonical representations, 60G15, 60G10, 60G48, 60G57
Tom Alberts, Scott Sheffield
Electron. J. Probab. 13, 1166-1188, (2008) DOI: 10.1214/EJP.v13-515
KEYWORDS: SLE, Hausdorff dimension, Two-point hitting probability, 60D05, 60K35, 28A80
Sebastian Müller
Electron. J. Probab. 13, 1189-1202, (2008) DOI: 10.1214/EJP.v13-517
KEYWORDS: branching Markov chains, recurrence, transience, random environment, spectral radius, 60K37, 60J10, 60J80
Alexander Cox, Jan Obloj
Electron. J. Probab. 13, 1203-1228, (2008) DOI: 10.1214/EJP.v13-516
KEYWORDS: Skorokhod embedding problem, Random walk, minimal stopping time, Azema-Yor stopping time, Chacon-Walsh stopping time, iterated function system, self-similar set, Fractal, uniform integrability, 60G50, 60G40, 28A80
Ivan Nourdin, Giovanni Peccati
Electron. J. Probab. 13, 1229-1256, (2008) DOI: 10.1214/EJP.v13-534
KEYWORDS: Brownian motion, Brownian motion in random scenery, iterated Brownian motion, limit theorems, Weighted power variations, 60F05, 60G18, 60K37
Lee Gibson
Electron. J. Probab. 13, 1257-1282, (2008) DOI: 10.1214/EJP.v13-531
KEYWORDS: Random walk, infinite graph, visited sites, asymptotic decay rates, polynomial volume growth, Cayley graph, fractal graph, Alfors regular, 60G50, 60J05, 60K37
Ian Davies
Electron. J. Probab. 13, 1283-1306, (2008) DOI: 10.1214/EJP.v13-513
KEYWORDS: excursion measures, asymptotic expansions, 60H10, 41A60
Peter Eichelsbacher, Wolfgang König
Electron. J. Probab. 13, 1307-1336, (2008) DOI: 10.1214/EJP.v13-539
KEYWORDS: Dyson's Brownian motions, Vandermonde determinant, Doob h-transform, non-colliding random walks, non-intersecting random processes, fluctuation theory, 60G50, 60F17
Christof Külske, Alex Opoku
Electron. J. Probab. 13, 1307-1344, (2008) DOI: 10.1214/EJP.v13-560
KEYWORDS: Time-evolved Gibbs measures, non-Gibbsian measures: Dobrushin uniqueness, Phase transitions, specification, posterior metric, 60K35, 82B20, 82B26
Pierre Collet, Antonio Galves, Florencia Leonardi
Electron. J. Probab. 13, 1345-1361, (2008) DOI: 10.1214/EJP.v13-538
KEYWORDS: Chains of infinite order, variable length Markov chains, chains with unbounded variable length memory, Random perturbations, algorithm Context, context trees, 62M09, 60G99
Stefano Bonaccorsi, Carlo Marinelli, Giacomo Ziglio
Electron. J. Probab. 13, 1362-1379, (2008) DOI: 10.1214/EJP.v13-532
KEYWORDS: stochastic PDEs, FitzHugh-Nagumo equation, L&eacute, vy processes, maximal monotone operators, 60H15, 60J75, 47H06, 92C20
Alexei Borodin, Patrik Ferrari
Electron. J. Probab. 13, 1380-1418, (2008) DOI: 10.1214/EJP.v13-541
KEYWORDS: Stochastic growth, KPZ, Determinantal processes, Airy processes, 82C22, 60K35, 15A52
David Croydon, Takashi Kumagai
Electron. J. Probab. 13, 1419-1441, (2008) DOI: 10.1214/EJP.v13-536
KEYWORDS: Random walk, branching process, stable distribution, Transition density, 60K37, 60J80, 60J35
Jason Schweinsberg
Electron. J. Probab. 13, 1442-1478, (2008) DOI: 10.1214/EJP.v13-540
KEYWORDS: Waiting times, mutations, Population genetics, Moran model, 60J99, 60J85, 92D25, 92C50
Jochen Voss
Electron. J. Probab. 13, 1479-1528, (2008) DOI: 10.1214/EJP.v13-564
KEYWORDS: large deviations, Diffusion processes, Stochastic differential equations, 60F10 60H10
Fulvia Confortola, Philippe Briand
Electron. J. Probab. 13, 1529-1561, (2008) DOI: 10.1214/EJP.v13-514
KEYWORDS: Quadratic BSDEs, elliptic PDEs, optimal stochastic control, 60H10, 60H30
Pierre Nolin
Electron. J. Probab. 13, 1562-1623, (2008) DOI: 10.1214/EJP.v13-565
KEYWORDS: Near-critical percolation, arm events, Critical exponents, 60K35, 82B43, 82B27
Marie Albenque, Jean-Francois Marckert
Electron. J. Probab. 13, 1624-1671, (2008) DOI: 10.1214/EJP.v13-563
KEYWORDS: stackmaps, triangulations, Gromov-Hausdorff convergence, Continuum random tree, 60C05, 60F1
Andreas Kyprianou, Victor Rivero
Electron. J. Probab. 13, 1672-1701, (2008) DOI: 10.1214/EJP.v13-567
KEYWORDS: Potential theory for subordinators, Scale functions, Special subordinators, Spectrally negative Lévy processes, 60G51, 60J45
Russell Lyons, Benjamin Morris, Oded Schramm
Electron. J. Probab. 13, 1702-1725, (2008) DOI: 10.1214/EJP.v13-566
KEYWORDS: Spanning trees, Cayley graphs, 60B99, 60D05, 20F32
Véronique Gayrard, Gérard Ben Arous
Electron. J. Probab. 13, 1726-1807, (2008) DOI: 10.1214/EJP.v13-527
KEYWORDS: random walk on hypercubes, lumping, 82C44, 60K35
Richard Bass, Edwin Perkins
Electron. J. Probab. 13, 1808-1885, (2008) DOI: 10.1214/EJP.v13-568
KEYWORDS: Stochastic differential equations, perturbations, resolvents, Cotlar's lemma, Catalytic branching, Martingale problem, Degenerate diffusions, 60H10, 35R15, 60H30
Francisco Piera, Ravi Mazumdar
Electron. J. Probab. 13, 1886-1908, (2008) DOI: 10.1214/EJP.v13-569
KEYWORDS: jump-diffusion processes, pathwise comparisons, state-dependent oblique reflections, Skorokhod maps, stability, ergodicity, 60J60, 60J75, 60G17, 60J50, 60K25, 34D20
Balint Veto, Balint Toth
Electron. J. Probab. 13, 1909-1926, (2008) DOI: 10.1214/EJP.v13-570
KEYWORDS: random walks with long memory, self-repelling, one dimension, oriented edges, Local time, Ray-Knight-theory, coupling, 60G50, 82B41, 82C41
Gideon Amir, Christopher Hoffman
Electron. J. Probab. 13, 1927-1951, (2008) DOI: 10.1214/EJP.v13-571
KEYWORDS: Random walks, Dynamical Random Walks, Dynamical Sensativity, 60G50, 82C41
Elena Kosygina, Martin Zerner
Electron. J. Probab. 13, 1952-1979, (2008) DOI: 10.1214/EJP.v13-572
KEYWORDS: central limit theorem, excited random walk, Law of Large Numbers, positive and negative cookies, recurrence, Renewal structure, transience, 60K35, 60K37, 60J80
Alessandra Bianchi
Electron. J. Probab. 13, 1980-2012, (2008) DOI: 10.1214/EJP.v13-574
KEYWORDS: Glauber dynamics, nonamenable graphs, spectral gap, mixing time, 82C20, 60K35, 82B20, 82C80
Charles Bordenave
Electron. J. Probab. 13, 2014-2030, (2008) DOI: 10.1214/EJP.v13-573
KEYWORDS: branching process, heavy tail phenomena, SIR epidemics, 60J80
Andreas Neuenkirch, Ivan Nourdin, Samy Tindel
Electron. J. Probab. 13, 2031-2068, (2008) DOI: 10.1214/EJP.v13-575
KEYWORDS: Rough paths theory, Delay equation, fractional Brownian motion, Malliavin calculus, 60H05, 60H07, 60G15
Joachim Hermisson, Peter Pfaffelhuber
Electron. J. Probab. 13, 2069-2106, (2008) DOI: 10.1214/EJP.v13-577
KEYWORDS: selective sweep, genetic hitchhiking, soft selective sweep, diffusion approximation, Yule process, random background, 92D15, 60J80, 60J85, 60K37, 92D10
Louis-Pierre Arguin
Electron. J. Probab. 13, 2101-2117, (2008) DOI: 10.1214/EJP.v13-579
KEYWORDS: Point processes, Ultrametricity, Ghirlanda-Guerra identities, 60G55, 60G10, 82B44
Olivier Garet, Régine Marchand
Electron. J. Probab. 13, 2118-2159, (2008) DOI: 10.1214/EJP.v13-581
KEYWORDS: First-passage percolation, competition, Coexistence, Random growth, Moderate deviations, 60K35, 82B43
Siva Athreya, Rahul Roy, Anish Sarkar
Electron. J. Probab. 13, 2160-2189, (2008) DOI: 10.1214/EJP.v13-580
KEYWORDS: random graph, Random Oriented Trees, Random walk, 0505C80, 60K35
Andrew Heunis, Vladimir Lucic
Electron. J. Probab. 13, 2190-2216, (2008) DOI: 10.1214/EJP.v13-585
KEYWORDS: nonlinear filter, innovations conjecture, pathwise-uniqueness, 60G35
Alessandra Faggionato
Electron. J. Probab. 13, 2217-2247, (2008) DOI: 10.1214/EJP.v13-591
KEYWORDS: Disordered system, bond percolation, Random walk in random environment, Exclusion process, Homogenization‎, 60K35, 60J27, 82C44
Carl Mueller, David Nualart
Electron. J. Probab. 13, 2248-2258, (2008) DOI: 10.1214/EJP.v13-589
KEYWORDS: heat equation, White noise, Malliavin calculus, Stochastic partial differential equations, 60H15, 60H07
Vaidotas Zemlys
Electron. J. Probab. 13, 2259-2282, (2008) DOI: 10.1214/EJP.v13-590
KEYWORDS: Brownian sheet, functional central limit theorem, H"older space, invariance principle, triangular array, summation process, 60F17
Alexander Drewitz
Electron. J. Probab. 13, 2283-2336, (2008) DOI: 10.1214/EJP.v13-586
KEYWORDS: Parabolic Anderson model, Lyapunov exponents, Intermittency, large deviations, 60H25, 82C44, 60F10, 35B40
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