VIEW ALL ABSTRACTS +
Articles
Ben Hambly, Martin Barlow
Electron. J. Probab. 14, 1-26, (2009) DOI: 10.1214/EJP.v14-587
KEYWORDS: percolation, Random walk, Harnack inequality, local limit theorem, 60G50, 31B05
Randal Douc, Eric Moulines, Yaacov Ritov
Electron. J. Probab. 14, 27-49, (2009) DOI: 10.1214/EJP.v14-593
KEYWORDS: Hidden Markov chain, stability, non-linear filtering, coupling, 93E11, 60J57
Rami Atar, Siva Athreya, Zhen-Qing Chen
Electron. J. Probab. 14, 50-71, (2009) DOI: 10.1214/EJP.v14-597
KEYWORDS: Brownian motion, Exit time, Feynman-Kac transform, Lipschitz domain, Dirichlet Laplacian, ground state, boundary Harnack principle, Green function estimates, semilinear elliptic equation, Schauder's fixed point theorem, 60H30, 60J45, 35J65, 60J35, 35J10
Ricardo Vélez Ibarrola, Tomas Prieto-Rumeau
Electron. J. Probab. 14, 72-86, (2009) DOI: 10.1214/EJP.v14-602
KEYWORDS: de Finetti theorem, exchangeability, random assignment processes, 60G09
Svante Janson
Electron. J. Probab. 14, 86-118, (2009) DOI: 10.1214/EJP.v14-603
KEYWORDS: random graph, Giant component, k-core, Bootstrap percolation, 60C05, 05C80
Gregor Sega
Electron. J. Probab. 14, 119-138, (2009) DOI: 10.1214/EJP.v14-598
KEYWORDS: Growth model, asymptotic propagation velocity, Invariant distribution, 60K35, 82B23, 82C22
Alexander Weiss
Electron. J. Probab. 14, 139-160, (2009) DOI: 10.1214/EJP.v14-594
KEYWORDS: Financial markets, market stability, stochastic dynamics, recurrence, transience, 60J65, 60K10
Anton Bovier, Anton Klimovsky
Electron. J. Probab. 14, 161-241, (2009) DOI: 10.1214/EJP.v14-611
KEYWORDS: Sherrington-Kirkpatrick model, multidimensional spins, quenched large deviations, concentration of measure, Gaussian spins, convexity, Parisi functional, Parisi formula, 60K35, 82B44, 60F10
Jesse Taylor, Amandine Véber
Electron. J. Probab. 14, 242-288, (2009) DOI: 10.1214/EJP.v14-595
KEYWORDS: genealogy, Xi-coalescent, extinction/recolonization, disturbance, metapopulation, Population genetics, separation of time scales, 60J25, 60J75
Gerold Alsmeyer, Alex Iksanov
Electron. J. Probab. 14, 289-313, (2009) DOI: 10.1214/EJP.v14-596
KEYWORDS: Branching random walk, martingale, moments, perpetuity, 60J80, 60G42, 60K05
Mohammud Foondun
Electron. J. Probab. 14, 314-340, (2009) DOI: 10.1214/EJP.v14-604
KEYWORDS: Integro-differential operators. Harnack inequality. Heat kernel, Holder continuity, 60J35, 60J75
Antoine Lejay
Electron. J. Probab. 14, 341-364, (2009) DOI: 10.1214/EJP.v14-613
A. Barbour, A. Gnedin
Electron. J. Probab. 14, 365-384, (2009) DOI: 10.1214/EJP.v14-608
KEYWORDS: occupancy problem, Normal approximation, poissonization, regular variation, 60F05, 60C05
Janko Gravner, Alexander Holroyd
Electron. J. Probab. 14, 385-399, (2009) DOI: 10.1214/EJP.v14-607
KEYWORDS: Bootstrap percolation, cellular automaton, crossover, finite-size scaling, metastability, 60K35, 82B43
Bo Chen, Daniel Ford, Matthias Winkel
Electron. J. Probab. 14, 400-430, (2009) DOI: 10.1214/EJP.v14-616
KEYWORDS: Alpha-gamma tree, splitting rule, sampling consistency, Self-similar fragmentation, dislocation measure, Continuum random tree, R-tree, Markov branching model, 60J80
Laurent Tournier
Electron. J. Probab. 14, 431-451, (2009) DOI: 10.1214/EJP.v14-609
KEYWORDS: random walks in random environment, Dirichlet distribution, Exit time, reinforced random walks, quotient graph, Ballisticity, 60K37, 60J10, 82D30
Wlodek Bryc, Virgil Pierce
Electron. J. Probab. 14, 452-476, (2009) DOI: 10.1214/EJP.v14-606
KEYWORDS: Gaussian Symplectic Ensemble, quaternion Wishart, moments, Mobius graphs, Euler characteristic, 15A52, 60G15, 05A15
Khaled Bahlali, A Elouaflin, Etienne Pardoux
Electron. J. Probab. 14, 477-499, (2009) DOI: 10.1214/EJP.v14-627
KEYWORDS: Backward stochastic differential equations (BSDEs), $L^p$-viscosity solution for PDEs, Homogenization‎, Jakubowski S-topology, limit in the Cesaro sense, 60H20, 60H30, 35K60
Laurent Denis, Anis Matoussi, Lucretiu Stoica
Electron. J. Probab. 14, 500-530, (2009) DOI: 10.1214/EJP.v14-629
KEYWORDS: Stochastic partial differential equation, Ito's formula, maximum principle, Moser's iteration, 60H15, 60G46, 35R60
Fabio Toninelli
Electron. J. Probab. 14, 531-547, (2009) DOI: 10.1214/EJP.v14-612
KEYWORDS: copolymers at selective interfaces, fractional moment estimates, Coarse-graining, 60K35, 82B44, 60K37
Mohammud Foondun, Davar Khoshnevisan
Electron. J. Probab. 14, 548-568, (2009) DOI: 10.1214/EJP.v14-614
KEYWORDS: Stochastic partial differential equations, Levy processes, 60H15, 82B44
Nina Gantert, Serguei Popov, Marina Vachkovskaia
Electron. J. Probab. 14, 569-593, (2009) DOI: 10.1214/EJP.v14-631
KEYWORDS: confinement of RWRE, survival time, quenched and annealed tails, nestling RWRE, branching random walks in random environment, 60K37
Muneya Matsui, Narn-Rueih Shieh
Electron. J. Probab. 14, 594-611, (2009) DOI: 10.1214/EJP.v14-628
KEYWORDS: Long memory (Long range dependence), fractional Brownian motion, fractional Ornstein-Uhlenbeck process, Exponential process, Burkholder-Davis-Gundy inequalities, 60G17, 60G15, 62M10, 60G10
Jean-Francois Chassagneux, Bruno Bouchard
Electron. J. Probab. 14, 612-632, (2009) DOI: 10.1214/EJP.v14-625
KEYWORDS: randomized stopping times, American options, Transaction costs, 91B28, 60G42
Kazumasa Kuwada
Electron. J. Probab. 14, 633-662, (2009) DOI: 10.1214/EJP.v14-634
KEYWORDS: maximal coupling, Markovian coupling, diffusion process, Markov chain, 60H30, 60J10, 60J60, 58J65
Iosif Pinelis
Electron. J. Probab. 14, 663-727, (2009) DOI: 10.1214/EJP.v14-633
KEYWORDS: Disintegration of measures, Wasserstein metric, Kantorovich-Rubinstein theorem, transportation of measures, optimal matching, most symmetric, Hypothesis testing, Confidence regions, Student's t-test, asymmetry, exact inequalities, conservative properties, 28A50, 60E05, 60E15, 62G10, 62G15, 62F03, 62F25, 49K30, 49K45, 49N15, 60G50, 62G35, 62G09, 90C08, 90C46
Mykhaylo Shkolnikov
Electron. J. Probab. 14, 728-751, (2009) DOI: 10.1214/EJP.v14-635
KEYWORDS: Competing particle systems, large deviations, Spin glasses, 60G55, 60G70, 60K40, 62P35
Bernard Delyon
Electron. J. Probab. 14, 752-779, (2009) DOI: 10.1214/EJP.v14-636
KEYWORDS: Mixing, Exponential inequality, Random fields, Weak dependence, 60F99, 60G60
Dawn Woodard, Scott Schmidler, Mark Huber
Electron. J. Probab. 14, 780-804, (2009) DOI: 10.1214/EJP.v14-638
KEYWORDS: Markov chain, rapid mixing, spectral gap, Metropolis algorithm, 65C40
Emmanuel Schertzer, Rongfeng Sun, Jan Swart
Electron. J. Probab. 14, 805-864, (2009) DOI: 10.1214/EJP.v14-641
KEYWORDS: Brownian net, Brownian web, branching-coalescing point set, 82C21, 60K35, 60D05
María Caballero, Víctor Rivero
Electron. J. Probab. 14, 865-894, (2009) DOI: 10.1214/EJP.v14-637
KEYWORDS: Self-similar Markov processes, 60G18, 60G17, 60B10
Ronald Meester, Anne Fey-den Boer, Haiyan Liu
Electron. J. Probab. 14, 895-911, (2009) DOI: 10.1214/EJP.v14-640
KEYWORDS: Sandpile, stationary distribution, coupling, critical density, stabilizability, 60J27, 60F05, 60B10, 82B20
John Appleby, Huizhong Wu
Electron. J. Probab. 14, 912-959, (2009) DOI: 10.1214/EJP.v14-642
KEYWORDS: Stochastic differential equations, Brownian motion, Law of the iterated logarithm, Motoo's theorem, stochastic comparison principle, Stationary processes, inefficient market, 60H10, 60F10, 91B28
Yukio Nagahata, Nobuo Yoshida
Electron. J. Probab. 14, 960-977, (2009) DOI: 10.1214/EJP.v14-644
KEYWORDS: central limit theorem, Linear systems, binary contact path process, diffusive behavior, delocalization, 60K35
Jérôme Dedecker, Florence Merlevède, Emmanuel Rio
Electron. J. Probab. 14, 978-1011, (2009) DOI: 10.1214/EJP.v14-648
KEYWORDS: Minimal and ideal distances, rates of convergence, Martingale difference sequences, 60F05
Robert Masson
Electron. J. Probab. 14, 1012-1073, (2009) DOI: 10.1214/EJP.v14-651
KEYWORDS: Random walk, Loop-erased random walk, Schramm-Loewner evolution, 60G50, 60J65
Ben Hambly, Lisa Jones
Electron. J. Probab. 14, 1074-1079, (2009) DOI: 10.1214/EJP.v14-658
KEYWORDS: Number variance, symmetric $\alpha$-stable processes, controlled variability, Gaussian fluctuations, functional limits, long memory, Gaussian processes, fractional Brownian motion, 60G52, 60G15
Dominic Schuhmacher
Electron. J. Probab. 14, 1080-1116, (2009) DOI: 10.1214/EJP.v14-643
KEYWORDS: point process, Poisson process approximation, Stein's method, point process density, Random field, thinning, total variation distance, Barbour-Brown distance, 60G55, 60E99, 60D05
Martin Hutzenthaler
Electron. J. Probab. 14, 1117-1161, (2009) DOI: 10.1214/EJP.v14-646
KEYWORDS: branching populations, local competition, extinction, survival, Excursion measure, Virgin Island Model, Crump-Mode-Jagers process, general branching process, 60K35, 92D25
Frank Redig, Jean Rene Chazottes
Electron. J. Probab. 14, 1162-1180, (2009) DOI: 10.1214/EJP.v14-657
KEYWORDS: Concentration inequalities, coupling, Markov processes, 60J50, 60J10, 60F15
Zhishui Hu, Qi-Man Shao, Qiying Wang
Electron. J. Probab. 14, 1181-1197, (2009) DOI: 10.1214/EJP.v14-663
KEYWORDS: large deviation, Moderate deviation, self-normalized maximal sum, 60F10, 62E20
Harald Luschgy, Gilles Pagès
Electron. J. Probab. 14, 1198-1221, (2009) DOI: 10.1214/EJP.v14-649
KEYWORDS: Gaussian process, series expansion, Parseval frame, optimal expansion, fractional Ornstein-Uhlenbeck process, 60G15, 42C15
Steffen Dereich, Peter Mörters
Electron. J. Probab. 14, 1222-1267, (2009) DOI: 10.1214/EJP.v14-647
KEYWORDS: Barabasi-Albert model, sublinear preferential attachment, Dynamic random graphs, maximal degree, degree distribution, large deviation principle, Moderate deviation principle, 05C80, 60C05, 90B15
Mathew Joseph
Electron. J. Probab. 14, 1268-1289, (2009) DOI: 10.1214/EJP.v14-655
KEYWORDS: Random walk in random environment, central limit theorem, invariance principle, Green function, 60K37, 60F05, 60F17, 82D30
Balazs Rath, Balint Toth
Electron. J. Probab. 14, 1290-1327, (2009) DOI: 10.1214/EJP.v14-653
KEYWORDS: forest fire model, Erdos-Renyi random graph, Smoluchowski coagulation equations, Self-organized criticality, 60K35
Tomasz Bojdecki, Luis Gorostiza, Anna Talarczyk
Electron. J. Probab. 14, 1328-1371, (2009) DOI: 10.1214/EJP.v14-665
KEYWORDS: Branching particle system, Superprocess, occupation time fluctuation, limit theorem, Stable process, long-range dependence, 60F17, 60J80, 60G18, 60G52
Pierre Picco, Enza Orlandi
Electron. J. Probab. 14, 1372-1416, (2009) DOI: 10.1214/EJP.v14-662
KEYWORDS: phase transition, large deviations random walk, random environment, Kac potential, 60K35, 82B20, 82B43
Jay Rosen, Michael Marcus
Electron. J. Probab. 14, 1417-1455, (2009) DOI: 10.1214/EJP.v14-669
KEYWORDS: Infinite divisibility, Gaussian vectors, critical point, 60E06, 60G15, 60E10
Laurent Saloff-Coste, Jessica Zuniga
Electron. J. Probab. 14, 1456-1494, (2009) DOI: 10.1214/EJP.v14-656
KEYWORDS: Time inhomogeneous Markov chains, Merging, singular value inequalities, 60J10
Clement Dombry, Nadine Guillotin-Plantard
Electron. J. Probab. 14, 1495-1512, (2009) DOI: 10.1214/EJP.v14-659
KEYWORDS: weak convergence, Random walk, Random scenery, Local time, 60F05, 60F25, 60G50
Mustapha Sami
Electron. J. Probab. 14, 1513-1531, (2009) DOI: 10.1214/EJP.v14-667
KEYWORDS: Random walk, $p$-adic groups, 22E35, 60B15, 60G50
David Baker, Marc Yor
Electron. J. Probab. 14, 1532-1540, (2009) DOI: 10.1214/EJP.v14-674
KEYWORDS: Convex order, Brownian sheet, Asian option, Running average, 60G07, 60G60
Alessandra Bianchi, Anton Bovier, Dmitry Ioffe
Electron. J. Probab. 14, 1541-1603, (2009) DOI: 10.1214/EJP.v14-673
KEYWORDS: Disordered system, Glauber dynamics, metastability, potential theory, capacity, 82C44, 60K35, 60G70
Augusto Teixeira
Electron. J. Probab. 14, 1604-1627, (2009) DOI: 10.1214/EJP.v14-670
KEYWORDS: Random walks, Random interlacements, percolation, 60K35, 82C41
Anne-Laure Basdevant, Arvind Singh
Electron. J. Probab. 14, 1628-1669, (2009) DOI: 10.1214/EJP.v14-672
KEYWORDS: Multi-excited random walk, Self-interacting random walk, branching Markov chain, 60F20, 60K35, 60J80
Alain-Sol Sznitman
Electron. J. Probab. 14, 1670-1704, (2009) DOI: 10.1214/EJP.v14-679
KEYWORDS: disconnection, Random walks, Random interlacements, discrete cylinders, 60G50, 60K35, 82C41
Franz Merkl, Silke Rolles
Electron. J. Probab. 14, 1705-1726, (2009) DOI: 10.1214/EJP.v14-671
KEYWORDS: Gibbs measure, rotation, spontaneous symmetry breaking, continuous symmetry, 60K35, 82B20, 82B21
Anne de Bouard, Arnaud Debussche
Electron. J. Probab. 14, 1727-1744, (2009) DOI: 10.1214/EJP.v14-683
KEYWORDS: Korteweg-de Vries equation, Stochastic partial differential equations, White noise, central limit theorem, solitary waves, 35Q53, 60H15, 76B25
Jon Warren, Peter Windridge
Electron. J. Probab. 14, 1745-1769, (2009) DOI: 10.1214/EJP.v14-682
KEYWORDS: Gelfand-Tsetlin cone, conditioned Markov process, Exclusion process, Last passage percolation, random matrices, 60J25, 60C05
Olivier Raimond, Bruno Schapira
Electron. J. Probab. 14, 1770-1789, (2009) DOI: 10.1214/EJP.v14-685
KEYWORDS: reinforced random walks, urn processes, 60F20
Luisa Beghin, Enzo Orsingher
Electron. J. Probab. 14, 1790-1826, (2009) DOI: 10.1214/EJP.v14-675
KEYWORDS: fractional derivative, Fractional heat-wave equations, Finite velocity random motions, Cylindrical waves, Random velocity motions, compound Poisson process, order statistics, Mittag-Leffler function, 60G55, 26A33
S Ethier, Jiyeon Lee
Electron. J. Probab. 14, 1827-1862, (2009) DOI: 10.1214/EJP.v14-684
KEYWORDS: Parrondo's paradox, Markov chain, Strong law of large numbers, central limit theorem, strong mixing property, fundamental matrix, ‎spectral representation, 60J10, 60F05
Dan Crisan, Michael Kouritzin, Jie Xiong
Electron. J. Probab. 14, 1863-1883, (2009) DOI: 10.1214/EJP.v14-687
KEYWORDS: Nonlinear filtering, Ornstein Uhlenbeck Noise, Signal-, 60G35, 60G30
Stephane Boucheron, Gabor Lugosi, Pascal Massart
Electron. J. Probab. 14, 1884-1899, (2009) DOI: 10.1214/EJP.v14-690
KEYWORDS: concentration inequality, convex distance, self-bounding function, 60E15, 60C05, 28A35, 05C80
Fuqing Gao, Yanqing Wang
Electron. J. Probab. 14, 1900-1935, (2009) DOI: 10.1214/EJP.v14-692
KEYWORDS: Wiener sausage, Moderate deviations, large deviations, Laws of the iterated logarithm, 60F10, 60J65
Andrea Collevecchio
Electron. J. Probab. 14, 1936-1962, (2009) DOI: 10.1214/EJP.v14-693
KEYWORDS: reinforced random walks, Strong law of large numbers, central limit theorem, 60K35, 60F15, 60F05
Paavo Salminen, Pierre Vallois
Electron. J. Probab. 14, 1963-1991, (2009) DOI: 10.1214/EJP.v14-686
KEYWORDS: Brownian motion, Bessel process, hitting time, Tauberian theorem, Excursions, 60J60, 60J65, 60J30
Frank Aurzada, Mikhail Lifshits
Electron. J. Probab. 14, 1992-2010, (2009) DOI: 10.1214/EJP.v14-689
KEYWORDS: Small deviations, small ball problem, iterated Brownian motion, iterated fractional Brownian motion, iterated process, Local time, 60G18, 60F99, 60G12, 60G52
Konstantinos Spiliopoulos
Electron. J. Probab. 14, 2011-2037, (2009) DOI: 10.1214/EJP.v14-691
KEYWORDS: Narrow Tubes, Wiener process, reflection, Non-smooth Boundary, gluing conditions, Delay, 60J60, 60J99, 37A50
Francesco Caravenna, Nicolas Pétrélis
Electron. J. Probab. 14, 2038-2067, (2009) DOI: 10.1214/EJP.v14-698
KEYWORDS: Polymer model, pinning model, Random walk, renewal theory, Localization/delocalization transition, 60K35, 60F05, 82B41
Matthieu Fradelizi
Electron. J. Probab. 14, 2068-2090, (2009) DOI: 10.1214/EJP.v14-695
KEYWORDS: dilation, localization lemma, Remez type inequalities, Log-concave measures, large deviations, Small deviations, Khintchine type inequalities, sublevel sets, 46B07, 46B09, 60B11, 52A20, 26D05
Jürgen Gärtner, Frank den Hollander, Grégory Maillard
Electron. J. Probab. 14, 2091-2129, (2009) DOI: 10.1214/EJP.v14-694
KEYWORDS: Parabolic Anderson model, catalytic random medium, Exclusion process, graphical representation, Lyapunov exponents, Intermittency, large deviations, 60H25, 82C44, 60F10, 35B40
Bernard Bercu, Pierre Del Moral, Arnaud Doucet
Electron. J. Probab. 14, 2130-2155, (2009) DOI: 10.1214/EJP.v14-701
KEYWORDS: Multivariate and functional central limit theorems, Random fields, martingale limit theorems, self-interacting Markov chains, Markov chain Monte Carlo methods, Feynman-Kac semigroups, 60F05, 60J05, 60J20, 68U20, 80M31
Mathew Penrose
Electron. J. Probab. 14, 2155-2181, (2009) DOI: 10.1214/EJP.v14-699
KEYWORDS: Berry-Esseen bound, central limit theorem, occupancy scheme, size biased coupling, Stein's method, 60F05, 62E17, 60C05
Krzysztof Burdzy
Electron. J. Probab. 14, 2182-2240, (2009) DOI: 10.1214/EJP.v14-700
KEYWORDS: reflected Brownian motion, Multiplicative functional, 60J65, 60J50
Victor Perez Abreu, Constantin Tudor
Electron. J. Probab. 14, 2241-2263, (2009) DOI: 10.1214/EJP.v14-702
KEYWORDS: Matrix valued process, Complex Wishart distribution, Trace processes, Largest and smallest eigenvalues, propagation of chaos, Fluctuations of moments, free Poisson distribution, 60K35, 60F05
Yu Zhang
Electron. J. Probab. 14, 2264-2286, (2009) DOI: 10.1214/EJP.v14-706
KEYWORDS: directed first passage percolation, Growth model, and phase transition, 60K35
Ivan Nourdin, Frederi Viens
Electron. J. Probab. 14, 2287-2309, (2009) DOI: 10.1214/EJP.v14-707
KEYWORDS: Malliavin calculus, Density, concentration inequality, suprema of Gaussian processes, fractional Brownian motion, 60G15, 60H07
Hironobu Sakagawa
Electron. J. Probab. 14, 2310-2327, (2009) DOI: 10.1214/EJP.v14-711
KEYWORDS: Gaussian field, hard wall, random interface, mass, Random walk representation, 60K35, 82A41, 82B24
Holger van Bargen
Electron. J. Probab. 14, 2328-2351, (2009) DOI: 10.1214/EJP.v14-704
KEYWORDS: Stochastic flows, isotropic Brownian flows, isotropic Ornstein-Uhlenbeck flows, asymptotic behavior of derivatives, 60G15, 60G60, 60F99
Andrew Barbour, Svante Janson
Electron. J. Probab. 14, 2352-2370, (2009) DOI: 10.1214/EJP.v14-709
KEYWORDS: Gaussian process, combinatorial central limit theorem, permutation tableau, Stein's method, 60C05, 60F17, 62E20, 05E10
Endre Csáki, Miklós Csörgö, Antonia Feldes, Pál Révész
Electron. J. Probab. 14, 2371-2390, (2009) DOI: 10.1214/EJP.v14-710
KEYWORDS: Random walk, 2-dimensional comb, strong approximation, 2-dimensional Wiener process, iterated Brownian motion, Laws of the iterated logarithm, 60F17, 60G50, 60J65, 60J10, 60F15
Zhidong Bai, Xiaoying Wang, Wang Zhou
Electron. J. Probab. 14, 2391-2417, (2009) DOI: 10.1214/EJP.v14-705
KEYWORDS: Bernstein polynomial, central limit theorem, Stieltjes transform, Wigner matrices, 15B52, 60F15, 62H99
Matthias Birkner, Jochen Blath
Electron. J. Probab. 14, 2418-2437, (2009) DOI: 10.1214/EJP.v14-712
KEYWORDS: Generalised Fleming-Viot process, flickering random measure, measure-valued diffusion, Lookdown construction, wandering random measure, Neveu superprocess, path properties, tightness, Skorohod topology, 60G57, 60G17
David Dereudre, Hans-Otto Georgii
Electron. J. Probab. 14, 2438-2462, (2009) DOI: 10.1214/EJP.v14-713
KEYWORDS: Delaunay triangulation, Voronoi tessellation, Gibbs measure, Variational principle, Free energy, pressure, large deviations, 60K35, 60D05, 60G55, 82B21
Arup Bose, Rajat Hazra, Koushik Saha
Electron. J. Probab. 14, 2463-2491, (2009) DOI: 10.1214/EJP.v14-714
KEYWORDS: Large dimensional random matrix, Eigenvalues, Circulant matrix, symmetric circulant matrix, Reverse circulant matrix, $k$ circulant matrix, Empirical spectral distribution, Limiting spectral distribution, Moving average process, Spectral density, norma, 15A52, 60F99, 62E20, 60G57
Bernard Bercu, Benoîte de Saporta, Anne Gégout-Petit
Electron. J. Probab. 14, 2492-2526, (2009) DOI: 10.1214/EJP.v14-717
KEYWORDS: Bifurcating autoregressive process, tree-indexed times series, Martingales, Least squares estimation, Almost sure convergence, quadratic strong law, central limit theorem, 60F15, 60F05, 60G42
Dirk Blömker, Wael mohammed
Electron. J. Probab. 14, 2527-2550, (2009) DOI: 10.1214/EJP.v14-716
KEYWORDS: Amplitude equations, quadratic nonlinearities, separation of time- scales, SPDE, 60H15, 60H10, 35R60, 35Q99, 35K35
Hakima Bessaih, Annie Millet
Electron. J. Probab. 14, 2551-2579, (2009) DOI: 10.1214/EJP.v14-719
KEYWORDS: Shell models of turbulence, viscosity coefficient and inviscid models, stochastic PDEs, large deviations, 60H15, 60F10, 76D06, 76M35
Pietro Caputo, Alessandra Faggionato, Alexandre Gaudilliere
Electron. J. Probab. 14, 2580-2616, (2009) DOI: 10.1214/EJP.v14-721
KEYWORDS: Random walk in random environment, recurrence, transience, point process, electrical network, 60K37, 60G55, 60J45
Gérard Biau, Benoit Cadre, David Mason, Bruno Pelletier
Electron. J. Probab. 14, 2617-2635, (2009) DOI: 10.1214/EJP.v14-722
KEYWORDS: support estimation, nonparametric statistics, central limit theorem, Tubular neighborhood, 62G05, 62G20
Hanna Döring, Peter Eichelsbacher
Electron. J. Probab. 14, 2636-2656, (2009) DOI: 10.1214/EJP.v14-723
KEYWORDS: Moderate deviations, Random graphs, Concentration inequalities, U-statistics, Markov chains, random matrices, 60F10, 05C80, 62G20, 15A52, 60F05
Dante DeBlassie
Electron. J. Probab. 14, 2657-2690, (2009) DOI: 10.1214/EJP.v14-726
KEYWORDS: exit place of Brownian motion, parabolic-type domain, Horn-shaped domain, $h$-transform, Green function, harmonic measure, 60J65
Werner Linde, Antoine Ayache
Electron. J. Probab. 14, 2691-2719, (2009) DOI: 10.1214/EJP.v14-727
KEYWORDS: Approximation of operators and processes, Rie-mann--Liouville operator, Riemann--Liouville process, Haar system, trigonometric system, 60G15, 26A33, 47B06, 41A30
Back to Top