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Articles
Steven Evans, Rudolf Grübel, Anton Wakolbinger
Electron. J. Probab. 17, 1-58, (2012) DOI: 10.1214/EJP.v17-1698
KEYWORDS: Harmonic function, H-transform, tail sigma-field, Diffusion limited aggregation, search tree, Dirichlet random measure, Random recursive tree, Chinese restaurant process, Ewens sampling formula, GEM distribution, Mallows model, q-binomial, Catalan, 60J50, 60J10, 68W40
Frank den Hollander, Francesca Nardi, Alessio Troiani
Electron. J. Probab. 17, 1-26, (2012) DOI: 10.1214/EJP.v17-1693
KEYWORDS: Multi-type particle systems, Kawasaki dynamics, metastable region, Metastable transition time, critical droplet, potential theory, Dirichlet form, capacity, 60K35, 82C26
David Croydon, Ben Hambly, Takashi Kumagai
Electron. J. Probab. 17, 1-32, (2012) DOI: 10.1214/EJP.v17-1705
KEYWORDS: Random walk, Mixing, Gromov-Hausdorff convergence, random graph, Galton-Watson tree, fractal graph, 60J10, 05C80
Denis Denisov, Vitali Wachtel
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-1719
KEYWORDS: Dyson's Brownian motion, Doob $h$-transform, superharmonic function, Weyl chamber, Martin boundary, 60G50
Cecilia Holmgren
Electron. J. Probab. 17, 1-27, (2012) DOI: 10.1214/EJP.v17-1723
KEYWORDS: Random trees, Split Trees, renewal theory, 05C05, 05C80, 68W40, 68P10, 68R10, 60C05, 68P05
Anna De Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Vares
Electron. J. Probab. 17, 1-35, (2012) DOI: 10.1214/EJP.v17-1734
KEYWORDS: stirring process, v-functions, truncated correlations, Hydrodynamic limits, non- linear boundary processes, 60K35
Michael Marcus, Jay Rosen
Electron. J. Probab. 17, 1-111, (2012) DOI: 10.1214/EJP.v17-1740
KEYWORDS: central limit theorem, $L^{2}$ norm of increments, Local time, L\'evy process, 60F05, 60J55, 60G51
Alexey Kuznetsov, Juan Carlos Pardo, Mladen Savov
Electron. J. Probab. 17, 1-35, (2012) DOI: 10.1214/EJP.v17-1755
KEYWORDS: Lévy processes, exponential functional, integral equations, Mellin transform, asymptotic expansions, 60G51
Patrizia Berti, Luca Pratelli, Pietro Rigo
Electron. J. Probab. 17, 1-18, (2012) DOI: 10.1214/EJP.v17-1765
KEYWORDS: conditional identity in distribution, empirical process, exchangeability, predictive measure, stable convergence, 60B10, 60F05, 60G09, 60G57
Viorel Barbu, Michael Roeckner
Electron. J. Probab. 17, 1-11, (2012) DOI: 10.1214/EJP.v17-1768
KEYWORDS: Wiener process, porous media equation, Energy method, stochastic flow, 60H15, 35R60
Mariusz Bieniek, Krzysztof Burdzy, Soumik Pal
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-1770
KEYWORDS: Fleming-Viot particle system, extinction, 60G17
Raphaël Rossignol, Leandro Pimentel
Electron. J. Probab. 17, 1-31, (2012) DOI: 10.1214/EJP.v17-1788
KEYWORDS: Random Voronoi tiling, Delaunay graph, first passage percolation, Connective constant, greedy animal, Random walk, 60K35, 60D05
Eviatar Procaccia, Ron Rosenthal
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-1800
KEYWORDS: Random walk, Speed, Environment, 60-XX
Graham Brightwell, Malwina Luczak
Electron. J. Probab. 17, 1-43, (2012) DOI: 10.1214/EJP.v17-1803
KEYWORDS: Random graphs, web graphs, concentration of measure, Martingales, preferential attachment, 05C80, 60J10, 60G42
Alessandra Faggionato
Electron. J. Probab. 17, 1-36, (2012) DOI: 10.1214/EJP.v17-1831
KEYWORDS: Random walk, generalized differential operator, Sturm-Liouville theory, random trap model, random barrier model, self--similarity, Dirichlet--Neumann bracketing, 60K37, 82C44, 34B24
Jérôme Dedecker, Paul Doukhan, Florence Merlevède
Electron. J. Probab. 17, 1-31, (2012) DOI: 10.1214/EJP.v17-1849
KEYWORDS: almost sure invariance principle, strong approximations, Weak dependence, Markov chains, 60F17
Ludger Rüschendorf, Tomonari Sei
Electron. J. Probab. 17, 1-20, (2012) DOI: 10.1214/EJP.v17-1797
KEYWORDS: Optimal stationary couplings, $\bar\varrho$-distance, Stationary processes, Monge--Kantorovich theory, 60E15, 60G10
Daisuke Shiraishi
Electron. J. Probab. 17, 1-24, (2012) DOI: 10.1214/EJP.v17-1742
KEYWORDS: Random walks, cut points, invariant measure, 05C81
Pierre Étoré, Miguel Martinez
Electron. J. Probab. 17, 1-27, (2012) DOI: 10.1214/EJP.v17-1858
KEYWORDS: skew Brownian motion, Local time, Straddling excursion, 60GXX, 60J55
Stewart Ethier, Jiyeon Lee
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-1867
KEYWORDS: Parrondo's capital-dependent games, Markov chain, stationary distribution, fundamental matrix, Strong law of large numbers, central limit theorem, 60J20, 60F05
Clément Laurent
Electron. J. Probab. 17, 1-20, (2012) DOI: 10.1214/EJP.v17-1874
KEYWORDS: large deviations, intersection local times, Self-intersection, 60F10, 60G50, 60J27, 60J55
Matteo Casserini, Freddy Delbaen
Electron. J. Probab. 17, 1-14, (2012) DOI: 10.1214/EJP.v17-1883
KEYWORDS: Predictable projections, stochastic integrals, conformal Brownian motion, Hermite polynomials, Brownian martingales, Widder's representation, 60H05, 60H30, 60G46, 33C45
Marcel Nutz
Electron. J. Probab. 17, 1-23, (2012) DOI: 10.1214/EJP.v17-1892
KEYWORDS: stochastic optimal control, non-Markovian SDE, second order BSDE, $g$-expectation, random $G$-expectation, volatility uncertainty, risk measure, 93E20, 49L20, 60H10, 60G44, 91B30
Yongsheng Song
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-1890
KEYWORDS: uniqueness, representation theorem, $G$-martingale, finite variation, $g$-expectation, 60G48, 60G44
Emilio De Santis, Fabio Spizzichino
Electron. J. Probab. 17, 1-9, (2012) DOI: 10.1214/EJP.v17-1878
KEYWORDS: Competing words, Sub-words, Renewal theorem, Ergodic, 60C05, 65C50
Francesca Collet, Paolo Dai Pra
Electron. J. Probab. 17, 1-40, (2012) DOI: 10.1214/EJP.v17-1896
KEYWORDS: Disordered models, interacting particle systems, mean field interaction, Perturbation theory, 60K35, 82C44
Miguel Martinez, Denis Talay
Electron. J. Probab. 17, 1-30, (2012) DOI: 10.1214/EJP.v17-1905
KEYWORDS: Stochastic differential equations, Divergence Form Operators, Euler discretization scheme, Monte Carlo methods, 60H10, 65U05
László Erdős, Horng-Tzer Yau
Electron. J. Probab. 17, 1-5, (2012) DOI: 10.1214/EJP.v17-1779
KEYWORDS: Wigner random matrix, Mehta, Universality, 15A52, 82B44
Jiří Černý, Serguei Popov
Electron. J. Probab. 17, 1-25, (2012) DOI: 10.1214/EJP.v17-1936
KEYWORDS: Random interlacement, Internal distance, shape theorem, Simple random walk, capacity, 60K35, 82B43, 60G50
Wilfried Huss, Ecaterina Sava
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-1940
KEYWORDS: Growth model, comb lattice, internal diffusion limited aggregation, rotor-router aggregation, divisible sandpile, asymptotic shape, Random walk, rotor-router walk, 60J10, 05C81
Charles Cuthbertson, Alison Etheridge, Feng Yu
Electron. J. Probab. 17, 1-36, (2012) DOI: 10.1214/EJP.v17-1954
KEYWORDS: selective sweep, fixation probability, double mutant, 92D15
Zhen-Qing Chen, Panki Kim, Renming Song
Electron. J. Probab. 17, 1-32, (2012) DOI: 10.1214/EJP.v17-1751
KEYWORDS: Symmetric $\alpha$-stable process, heat kernel, Transition density, Green function, Exit time, L\'evy system, Harmonic function, fractional Laplacian, Laplacian, Brownian motion, 60J35, 47G20, 60J75, 47D07
Mark Huber, Jenny Law
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-1998
KEYWORDS: Monte Carlo, simulation reduction, canonical paths, fpras, 60C05, 65C05, 82B20
Janosch Ortmann
Electron. J. Probab. 17, 1-25, (2012) DOI: 10.1214/EJP.v17-2007
KEYWORDS: large deviations, non-crossing partitions, Free probability, 60F10, 46L54
Iosif Pinelis
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-2026
KEYWORDS: Probability inequalities, large deviations, Rade\-macher random variables, Sums of independent random variables, Student's test, self-normalized sums, Esscher--Cram\'er tilt transform, Generalized moments, Tchebycheff--Markov systems, 60E15, 60F10, 62G10, 62G15, 60G50, 62G35
Richard Bass, Edwin Perkins
Electron. J. Probab. 17, 1-54, (2012) DOI: 10.1214/EJP.v17-2049
KEYWORDS: Stochastic partial differential equations, stochastic differential equ ations, uniqueness, perturbation, Jaffard's theorem, 60H15, 60H10
Ante Mimica, Panki Kim
Electron. J. Probab. 17, 1-23, (2012) DOI: 10.1214/EJP.v17-1930
KEYWORDS: Geometric stable process, Green function, Harnack inequality, Poisson kernel, Harmonic function, potential, subordinator, Subordinate Brownian motion, 60J45, 60G50, 60G51, 60J25, 60J27
Pierre Patie, Mladen Savov
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-2057
KEYWORDS: exponential functional, Lévy processes, Wiener-Hopf factorizations, Infinite divisibility, complete monotonicity, Stable Lévy processes, Special functions, 60G51, 60J55, 60E07, 44A60
Martin Hairer, Marc Ryser, Hendrik Weber
Electron. J. Probab. 17, 1-14, (2012) DOI: 10.1214/EJP.v17-1731
KEYWORDS: SPDEs, Allen-Cahn equation, White noise, Stochastic quantisation, 60H15, 81T08
Andrzej Rozkosz, Leszek Slominski
Electron. J. Probab. 17, 1-27, (2012) DOI: 10.1214/EJP.v17-2062
KEYWORDS: backward stochastic differential equation, semilinear elliptic obstacle problem, measure data, Entropy solution, 60H99, 35J87, 35R06
Hubert Lacoin
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-1761
KEYWORDS: Percolation: Growth model, Directed polymers, phase transition, Random media, 82D60, 60K37, 82B44
Gennady Samorodnitsky, Yi Shen
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-2069
KEYWORDS: stationary process, global supremum location, Bounded variation, Strong mixing, 60G10, 60G17
James Fill, Svante Janson
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-1812
KEYWORDS: QuickSort, average-case analysis of algorithms, poissonization, 60C05, 68W40
Patrik Ferrari, Bálint Vető
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-1811
KEYWORDS: Non-colliding walks, Determinantal processes, tacnode, limit processes, Universality, 60B20, 60G55, 60J65, 60J10
Jian Ding
Electron. J. Probab. 17, 1-18, (2012) DOI: 10.1214/EJP.v17-2089
KEYWORDS: Cover times, Gaussian free fields, Random walks, 60J10, 60G60, 60G15
Peter Kevei, David Mason
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-2092
KEYWORDS: self-normalized sums, Feller class, Stable distributions, 60F05, 60E07
Sylvie Méléard, Viet Chi Tran
Electron. J. Probab. 17, 1-32, (2012) DOI: 10.1214/EJP.v17-2093
KEYWORDS: Nonlinear historical superprocess, Genealogical interacting particle system, limit theorem, Evolution models, 60J80, 60J68, 60K35
Jonathon Peterson
Electron. J. Probab. 17, 1-24, (2012) DOI: 10.1214/EJP.v17-1726
KEYWORDS: excited random walk, large deviations, 60K35, 60F10, 60K37
Nathael Gozlan
Electron. J. Probab. 17, 1-18, (2012) DOI: 10.1214/EJP.v17-1864
KEYWORDS: Optimal transport, Transport-entropy inequalities, Poincaré inequality, 60E15, 26D10
Victor Kleptsyn, Aline Kurtzmann
Electron. J. Probab. 17, 1-37, (2012) DOI: 10.1214/EJP.v17-2121
KEYWORDS: self-attracting diffusion, dynamical system, Free energy, 60K35, 37C50
Fabrice Baudoin, Xuejing Zhang
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-2136
KEYWORDS: Taylor expansion, fractional Brownian motion
Martin Hairer, David Kelly
Electron. J. Probab. 17, 1-38, (2012) DOI: 10.1214/EJP.v17-1807
KEYWORDS: 60H15, 35B27
Hoi Nguyen
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-2165
KEYWORDS: random symmetric matrices, least singular values, 15A52, 15A63, 11B25
Andreas Faller, Ludger Rüschendorf
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-2172
KEYWORDS: best choice problem, Optimal stopping, Poisson process, 60G40, 62L15
Martin Riedler, Michèle Thieullen, Gilles Wainrib
Electron. J. Probab. 17, 1-48, (2012) DOI: 10.1214/EJP.v17-1946
KEYWORDS: Piecewise deterministic Markov processes, infinite-dimensional stochastic processes, Law of Large Numbers, central limit theorem, excitable membrane models, random excitable media, 60J25, 60B12, 60F05, 92C20
Zdzislaw Brzezniak, Mark Veraar
Electron. J. Probab. 17, 1-24, (2012) DOI: 10.1214/EJP.v17-2186
KEYWORDS: Stochastic parabolicity condition, parabolic stochastic evolution, Multiplicative noise, gradient noise, Blow-up, Strong solution, mild solution, maximal regularity, Stochastic partial differential equation, 60H15, 35R60
Vyacheslav Koval, Ronald Meester, Pieter Trapman
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-1977
KEYWORDS: Long-range percolation, renormalisation, ergodicity, 60K35, 37F25, 47A35
Véronique Gayrard
Electron. J. Probab. 17, 1-33, (2012) DOI: 10.1214/EJP.v17-2211
KEYWORDS: Aging, clock processes, random dynamics, random environments, Subordinators, trap models, 82C44, 60K35, 82D30, 60F17
Ostap Hryniv, Iain MacPhee, Mikhail Menshikov, Andrew Wade
Electron. J. Probab. 17, 1-28, (2012) DOI: 10.1214/EJP.v17-2216
KEYWORDS: Heavy-tailed random walks, non-homogeneous random walks, transience, Rate of escape, passage times, last exit times, Semimartingales, random walks on strips, random walks with internal degrees of freedom, Risk process, 60G07, 60J05, 60F15, 60G17, 60G50, 91B30 (Secondary)
Jonathan Breuer, Maurice Duits
Electron. J. Probab. 17, 1-24, (2012) DOI: 10.1214/EJP.v17-1902
KEYWORDS: Random non-intersecting paths, Determinantal point processes, random tilings, 60G55
Laure Dumaz
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-1758
KEYWORDS: self-interacting processes, Local time, 60K35
Samuel Cohen
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-2224
KEYWORDS: Sublinear expectation, capacity, Aggregation, dual representation, 60A10, 60A86, 91B06
Nicolas Champagnat, Persi Diaconis, Laurent Miclo
Electron. J. Probab. 17, 1-41, (2012) DOI: 10.1214/EJP.v17-1830
KEYWORDS: Hahn polynomials, two-dimensional difference equation, neutral Markov chain, multitype population dynamics, Dirichlet eigenvector, Dirichlet eigenvalue, quasi-stationary distribution, Yaglom limit, Coexistence, 60J10, 60J27, 15A18‎, 39A14, 47N30, 92D25
Yanrong Yang, Guangming Pan
Electron. J. Probab. 17, 1-13, (2012) DOI: 10.1214/EJP.v17-2239
KEYWORDS: Canonical correlation coefficients, Empirical spectral distribution, Random matrix, Stieltjes transform, Lindeberg's method, 15B52, 62H15
Raphael Kruse, Stig Larsson
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-2240
KEYWORDS: SPDE, Hölder continuity, temporal and spatial regularity, Multiplicative noise, Lipschitz nonlinearities, linear growth bound, 35B65, 35R60, 60H15
Jason Fulman
Electron. J. Probab. 17, 1-16, (2012) DOI: 10.1214/EJP.v17-2251
KEYWORDS: Random matrix, Stein's method, heat kernel, 60B20, 15B52, 60F05
Ming Fang, Ofer Zeitouni
Electron. J. Probab. 17, 1-18, (2012) DOI: 10.1214/EJP.v17-2253
KEYWORDS: branching random walks, time inhomogeneous environments, 60G50, 60J80
Alan Hammond, Elchanan Mossel, Gábor Pete
Electron. J. Probab. 17, 1-16, (2012) DOI: 10.1214/EJP.v17-2229
KEYWORDS: Decorrelation, hidden Markov chains, hitting and exit times, spectral gap, Dynamical percolation, Exceptional times, scaling limits, 60J25, 60K35, 82B43
Christophe Profeta
Electron. J. Probab. 17, 1-23, (2012) DOI: 10.1214/EJP.v17-2267
KEYWORDS: Penalization, null recurrent diffusions, last passage times, inverse local time, 60J60, 60J55, 60J65
Roberto Oliveira
Electron. J. Probab. 17, 1-12, (2012) DOI: 10.1214/EJP.v17-2274
KEYWORDS: Mixing times, hitting times, Markov chains, 60J10
Martin Hutzenthaler
Electron. J. Probab. 17, 1-49, (2012) DOI: 10.1214/EJP.v17-2278
KEYWORDS: Island model, Virgin Island Model, mean field model, McKean-Vlasov limit, extinction, Excursion measure, many-demes-limit, propagation of chaos, 60K35, 60E15, 92D25
Magdalena Kobylanski, Marie-Claire Quenez
Electron. J. Probab. 17, 1-28, (2012) DOI: 10.1214/EJP.v17-2262
KEYWORDS: Optimal stopping, supermartingale, American options, 60G40
Huili Liu, Xiaowen Zhou
Electron. J. Probab. 17, 1-20, (2012) DOI: 10.1214/EJP.v17-1928
KEYWORDS: $\Lambda$-Fleming-Viot process, $\Lambda$-coalescent, compact support property, Lookdown construction, 60G57, 60J80, 60G17
Andreas Basse-O'Connor, Svend-Erik Graversen, Jan Pedersen
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-2287
KEYWORDS: multiparameter processes, Stationary increments, ‎spectral representation, Integration, 60G51, 60G12, 60H05
Amir Dembo, Nike Sun
Electron. J. Probab. 17, 1-40, (2012) DOI: 10.1214/EJP.v17-2294
KEYWORDS: Multi-type Galton-Watson tree, biased random walk, central limit theorem, random walk with random environment, 60F05, 60K37, 60J80, 60G50
Julian Tugaut
Electron. J. Probab. 17, 1-26, (2012) DOI: 10.1214/EJP.v17-1914
KEYWORDS: self-stabilizing diffusion, Exit time, Exit location, large deviations, interacting particle systems, propagation of chaos, Granular media equation, 60F10, 60J60, 60H10, 82C22
Alexander Gnedin, Alexander Iksanov
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-2002
KEYWORDS: First passage time, number of blocks, regenerative composition, renewal theory, weak convergence, 60F05, 60K05, 60C05
Nadine Guillotin-Plantard, Françoise Pène
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-1843
KEYWORDS: Random walk in random scenery, renewal theory, Local time, stable distribution, 60F05, 60G52
Florian Sobieczky
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-2329
KEYWORDS: Random walks, Annealed Return Probability, Critical Invariant Percolation, Anomalous diffusion, Integrated Density of States, Number of open clusters per vertex, 47B80, 05C81, 60K35, 60J27
Siva Athreya, Jan Swart
Electron. J. Probab. 17, 1-32, (2012) DOI: 10.1214/EJP.v17-2003
KEYWORDS: Reaction-diffusion process, branching, Coalescence, annihilation, thinning, poissonization, 82C22, 60K35, 92D25
Brent Werness
Electron. J. Probab. 17, 1-21, (2012) DOI: 10.1214/EJP.v17-2331
KEYWORDS: Schramm-Loewner Evolutions, H\"older regularity, rough path theory, Young integral, signature, 60J67, 60H05
Riddhipratim Basu, Arup Bose, Shirshendu Ganguly, Rajat Hazra
Electron. J. Probab. 17, 1-33, (2012) DOI: 10.1214/EJP.v17-1970
KEYWORDS: random matrices, Free probability, joint convergence, patterned matrices, Toeplitz matrix, Hankel matrix, Reverse circulant matrix, symmetric circulant matrix, Wigner matrix, 60B20, 60B10, 46L53, 46L54
Mateusz Kwaśnicki
Electron. J. Probab. 17, 1-29, (2012) DOI: 10.1214/EJP.v17-2013
KEYWORDS: Lévy process, First hitting time, Spectral theory, 60G51, 60J45
Nadia Belaribi, Francesco Russo
Electron. J. Probab. 17, 1-28, (2012) DOI: 10.1214/EJP.v17-2349
KEYWORDS: Fokker-Planck, fast diffusion, probabilistic representation, non-linear diffusion, stochastic particle algorithm, 60H30, 60G44, 60J60, 60H07, 35C99, 35K10, 35K55, 35K65, 65C05, 65C35
Christophe Gallesco, Serguei Popov
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-1826
KEYWORDS: ergodic environment, Unbounded jumps, hitting probabilities, exit distribution, 60J10, 60K37
Bruno Massé, Dominique Schneider
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-1900
KEYWORDS: Benford's law, weak convergence, mantissa, Density, 60B10, 11B05, 11K99
Iddo Ben-Ari
Electron. J. Probab. 17, 1-13, (2012) DOI: 10.1214/EJP.v17-1791
KEYWORDS: Principal eigenvalue, Brownian motion, random space-dependent jumps, 35P15, 60J65
Zhigang Bao, Guangming Pan, Wang Zhou
Electron. J. Probab. 17, 1-32, (2012) DOI: 10.1214/EJP.v17-1962
KEYWORDS: Extreme eigenvalues, Sample correlation matrices, Sample covariance matrices, Stieltjes transform, Tracy-Widom law, 15B52, 62H25, 62H10
Jorge Leon, David Márquez-Carreras, Josep Vives
Electron. J. Probab. 17, 1-26, (2012) DOI: 10.1214/EJP.v17-1910
KEYWORDS: Canonical Lévy space, Girsanov tranformations, Lévy and Poisson measures, Malliavin calculus, Pathwise integral, Skorohod integral, 60H10, 60H05, 60H07, 60G51
Andrew Barbour, Malwina Luczak
Electron. J. Probab. 17, 1-16, (2012) DOI: 10.1214/EJP.v17-1760
KEYWORDS: epidemic models, metapopulation processes, countably many types, central limit approximation, Markov population processes, 92D30, 60J27, 60B12
Jason Schweinsberg
Electron. J. Probab. 17, 1-50, (2012) DOI: 10.1214/EJP.v17-2378
KEYWORDS: Bolthausen-Sznitman coalescent, most recent common ancestor, total branch length, 60J25, 60G10, 60G52, 60G55, 92D25
Yukio Nagahata
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-1916
KEYWORDS: Exclusion process, degenerate rate, spectral gap, 60K35
Itai Benjamini, Nicolas Curien
Electron. J. Probab. 17, 1-20, (2012) DOI: 10.1214/EJP.v17-2401
KEYWORDS: Stationary random graph, Simple random walk, ergodic theory, Entropy, Liouville property, 05C80, 28D20
Leif Döring, Matyas Barczy
Electron. J. Probab. 17, 1-39, (2012) DOI: 10.1214/EJP.v17-2402
KEYWORDS: Lévy process, Self-similar Markov process, Lamperti's transformation, jump type SDEs, 60G18, 60H15, 60G51
Dangzheng Liu, Xin Sun, Zhengdong Wang
Electron. J. Probab. 17, 1-22, (2012) DOI: 10.1214/EJP.v17-2006
KEYWORDS: Toeplitz (band) matrix, Hankel matrix, random matrices, Linear statistics of eigenvalues, central limit theorem, 60B20, 60F05
Avanti Athreya, Tiffany Kolba, Jonathan Mattingly
Electron. J. Probab. 17, 1-38, (2012) DOI: 10.1214/EJP.v17-2410
KEYWORDS: SDEs, Lyapunov functions, Invariant measures, Stochastic Stabilization, 37A25, 37A30, 37B25, 60H10
Jean-Christophe Mourrat
Electron. J. Probab. 17, 1-17, (2012) DOI: 10.1214/EJP.v17-2414
KEYWORDS: Random walk among random conductances, central limit theorem, Berry-Esseen estimate, Homogenization‎, 60K37, 60F05, 35B27
Yan Dolinsky
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-2284
KEYWORDS: $G$-expectations, volatility uncertainty, strong approximation theorems, 60F15, 60G44, 91B24
Omer Angel, Vadim Gorin, Alexander Holroyd
Electron. J. Probab. 17, 1-16, (2012) DOI: 10.1214/EJP.v17-2448
KEYWORDS: Sorting network, random sorting, reduced word, Pattern, Young tableau, 60C05, 05E10, 68P10
Jinghai Shao, Feng-Yu Wang, Chenggui Yuan
Electron. J. Probab. 17, 1-18, (2012) DOI: 10.1214/EJP.v17-2140
KEYWORDS: Harnack inequality, log-Harnack inequality, stochastic (functional) differential equation, existence and uniqueness, 60H10, 60J60, 47G20
Radosław Adamczak, Olivier Guédon, Rafał Latała, Alexander Litvak, Krzysztof Oleszkiewicz, Alain Pajor, Nicole Tomczak-Jaegermann
Electron. J. Probab. 17, 1-19, (2012) DOI: 10.1214/EJP.v17-2150
KEYWORDS: convex measures, $\kappa$-concave measure, tail inequalities, small ball probability estimate, 46B06, 60E15, 60F10, 52A23, 52A40
Daniel Conus, Mathew Joseph, Davar Khoshnevisan
Electron. J. Probab. 17, 1-15, (2012) DOI: 10.1214/EJP.v17-2429
KEYWORDS: The stochastic heat equation, Intermittency, islands, peaks, 60H15, 35R60
Olivier Barrière, Antoine Echelard, Jacques Lévy Véhel
Electron. J. Probab. 17, 1-30, (2012) DOI: 10.1214/EJP.v17-2010
KEYWORDS: Hölder regularity, Weierstrass function, Multifractional Brownian motion, self-regulating processes, 60G17, 60G22, 26A16
Ankit Gupta
Electron. J. Probab. 17, 1-55, (2012) DOI: 10.1214/EJP.v17-1964
KEYWORDS: spatial population, density dependence, Fleming-Viot process, cell polarity, site fidelity, carcinogenesis, 60J68, 60J85, 60G57, 60F99
Włodek Bryc, Jacek Wesołowski
Electron. J. Probab. 17, 1-25, (2012) DOI: 10.1214/EJP.v17-1866
KEYWORDS: Bridges, harnesses, Lévy-Meixner processes, Quadratic conditional variances, 60J25
Olga Aryasova, Andrey Pilipenko
Electron. J. Probab. 17, 1-20, (2012) DOI: 10.1214/EJP.v17-2138
KEYWORDS: stochastic flow, Local times, Differentiability with respect to initial data, 60J65, 60H10
Tomasz Klimsiak
Electron. J. Probab. 17, 1-25, (2012) DOI: 10.1214/EJP.v17-1759
KEYWORDS: reflected backward stochastic differential equation, monotone generator, Lp-solutions, 60H20, 60F25
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