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Articles
Xiequan Fan, Ion Grama, Quansheng Liu
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-3496
KEYWORDS: Exponential inequality, Martingales, changes of probability measure, Freedman's inequality, De la Pena's inequality, Pinelis' inequality, Bernstein's inequality, linear regressions, autoregressive processes, 60E15, 60G42
Yinshan Chang
Electron. J. Probab. 20, 1-32, (2015) DOI: 10.1214/EJP.v20-3176
KEYWORDS: loop soup, loop clusters, Renewal process, subordinator, 60K15, 60K35
Thomas Mountford, Maria Eulalia Vares
Electron. J. Probab. 20, 1-17, (2015) DOI: 10.1214/EJP.v20-3439
KEYWORDS: contact process, interacting particle systems, Dynamic random environment, central limit theorem, metastability, 60K35, 82C22, 60K37
Cecilia Holmgren, Svante Janson
Electron. J. Probab. 20, 1-51, (2015) DOI: 10.1214/EJP.v20-3627
KEYWORDS: fringe trees, Stein's method, Couplings, limit laws, Binary search trees, Random recursive trees, 60C05, 05C05, 60F05
Arvind Ayyer, Jérémie Bouttier, Sylvie Corteel, François Nunzi
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3495
KEYWORDS: Markov chain, combinatorics, Juggling, 60C05, 60J10, 05A17, 05A18, 82C23
Kenneth Alexander, Gökhan Yıldırım
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3379
KEYWORDS: Random walk, Depinning transition, Pinning, Lipschitz percolation, 82B44, 82D60, 60K35
Patrick Rebeschini, Ramon van Handel
Electron. J. Probab. 20, 1-46, (2015) DOI: 10.1214/EJP.v20-3281
KEYWORDS: filtering in infinite dimension, conditional ergodicity and mixing, Phase transitions, 37A50, 60G35, 60K35, 82B26, 82B44
Pietro Caputo, Fabio Martinelli, Fabio Toninelli
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3849
KEYWORDS: Random walks, Pinning, Entropic repulsion, contour models, 60K35, 82B41, 82C24
Cecilia Holmgren, Svante Janson
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3577
KEYWORDS: Random trees, Polya urns, Normal limit laws, M-ary search trees, 60C05, 05C05, 60F05, 68P05
Laurence Field, Gregory Lawler
Electron. J. Probab. 20, 1-14, (2015) DOI: 10.1214/EJP.v20-3714
KEYWORDS: Schramm-Loewner evolution, Brownian motion, 60J67, 60J65
Nicholas Travers
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3602
KEYWORDS: random permutation, Inversions, Longest increasing subsequence, Power of Choice, 60C, 60F
Bakarime Diomande, Adrian Zalinescu
Electron. J. Probab. 20, 1-35, (2015) DOI: 10.1214/EJP.v20-2741
KEYWORDS: optimal control, Stochastic variational inequalities, SDEs with delay, Time-advanced backward stochastic differential equations, 93EXX, 93E20, 60H10, 60H20
Krzysztof Burdzy
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3845
KEYWORDS: Brownian motion, reflected Brownian motion, stirring, 60J65
Florence Merlevède, Emmanuel Rio
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3746
KEYWORDS: dditive functionals, Markov chains, renewal processes, partial sums, Harris recurrent, Strong mixing, absolute regularity, geometric ergodicity, invariance principle, strong approximation, 60F17
Konstantinos Spiliopoulos
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3729
KEYWORDS: large deviations, multiscale diffusions, random coefficients, quenched homogenization, 60F10, 60F99, 60G17, 60J60
Christina Goldschmidt, Bénédicte Haas
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-3690
KEYWORDS: stable Lévy trees, line-breaking, generalized Mittag-Leffler distributions, Dirichlet distributions, 05C05, 60J25, 60G52, 60J80
Hubert Lacoin, Augusto Teixeira
Electron. J. Probab. 20, 1-23, (2015) DOI: 10.1214/EJP.v20-3241
KEYWORDS: metastability, Polymers, statistical mechanics, substrate, wetting, AMS MSC 2010: 82C24, 82C05
Oren Louidor, Will Perkins
Electron. J. Probab. 20, 1-19, (2015) DOI: 10.1214/EJP.v20-2147
KEYWORDS: Branching random walk, large deviations, 60J80, 60F10
Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić
Electron. J. Probab. 20, 1-23, (2015) DOI: 10.1214/EJP.v20-3696
KEYWORDS: generalized stochastic process, chaos expansion, stochastic evolution equation, Wick product, White noise, $C_0-$semigroup, infinitesimal generator, stochastic operator, 60H30, 60H40, 60G20, 60H07, 47D06, 46N30
George Deligiannidis, Magda Peligrad, Sergey Utev
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-3183
KEYWORDS: Markov chains, asymptotic variance, harmonic measure, 60G10 60J05 30C85
Yulin Song, Xicheng Zhang
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3287
Dariusz Buraczewski, Ewa Damek, Tomasz Przebinda
Electron. J. Probab. 20, 1-35, (2015) DOI: 10.1214/EJP.v20-3708
KEYWORDS: Stochastic recursions, random difference equation, stationary measure, rate of convergence, Renewal theorem, spectral gap, 60K05, 37A30
Kasra Alishahi, Mohammadsadegh Zamani
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3733
KEYWORDS: random matrices, Determinantal point processes, Discrepancy, Riesz energies, 60B20, 15B52, 11K38, 52A40
Enrique Guerra, Alejandro Ramirez
Electron. J. Probab. 20, 1-17, (2015) DOI: 10.1214/EJP.v20-3655
KEYWORDS: Random walk in random environment, ballisticity conditions, effective criterion, 60K37, 82D30
Neil O'Connell, Janosch Ortmann
Electron. J. Probab. 20, 1-18, (2015) DOI: 10.1214/EJP.v20-3787
KEYWORDS: Polymer models, geometric RSK correspondence, Whittaker functions, 60B20, 82B23, 05E05, 05E10
Van Hao Can, Bruno Schapira
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-3859
KEYWORDS: contact process, Random graphs, configuration model, metastability, 82C22, 60K35, 05C80
Yann Demichel, Ana-Karina Fermin, Philippe Soulier
Electron. J. Probab. 20, 1-32, (2015) DOI: 10.1214/EJP.v20-3777
KEYWORDS: elliptical distributions, Interpoint Distance, Extreme value theory, Gumbel distribution, 60D05, 60F05
Matthew Roberts
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-2912
KEYWORDS: Branching Brownian motion, Consistent Minimal Displacement, Survival probability, Growth rate, 60J80
Andrey Sarantsev
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-3279
KEYWORDS: reflected Brownian motion, Competing Brownian particles, Triple collisions, gap process, Asymmetric collisions, 60K35, 60J65, 60H10
Denis Villemonais
Electron. J. Probab. 20, 1-18, (2015) DOI: 10.1214/EJP.v20-3482
KEYWORDS: Particle system, process with absorption, Quasi-stationary distributions, birth and death processes, 37A25, 60B10, 60F99
Glauco Valle, Luiz Renato Fontes, Leon Valencia
Electron. J. Probab. 20, 1-40, (2015) DOI: 10.1214/EJP.v20-3395
KEYWORDS: Spanning trees, Brownian web, Poisson point processes, Poisson tree, Coalescing processes, invariance principle, 60K35, 60K37
Enrique Andjel, François Ezanno, Pablo Groisman, Leonardo Rolla
Electron. J. Probab. 20, 1-16, (2015) DOI: 10.1214/EJP.v20-3881
KEYWORDS: contact process, 65K35
Arnaud Rousselle
Electron. J. Probab. 20, 1-32, (2015) DOI: 10.1214/EJP.v20-4006
KEYWORDS: Random walk in random environment, Delaunay triangulation, point process, quenched invariance principle, Isoperimetric inequalities, Primary: 60K37, 60D05, 60G55, 05C81, 60F17
Patrizia Berti, Luca Pratelli, Pietro Rigo
Electron. J. Probab. 20, 1-21, (2015) DOI: 10.1214/EJP.v20-3321
KEYWORDS: Arbitrage, convex cone, equivalent martingale measure, Equivalent probability measure with given marginals, Finitely additive probability, fundamental theorem of asset pricing, 60A05, 60A10, 28C05, 91B25, 91G10
David Aldous, Daniel Lanoue, Justin Salez
Electron. J. Probab. 20, 1-18, (2015) DOI: 10.1214/EJP.v20-3582
KEYWORDS: Coalescent, Exchangeable, Interacting particle system, martingale, social dynamics, 60J27, 60K35
Rafał Latała, Tomasz Tkocz
Electron. J. Probab. 20, 1-17, (2015) DOI: 10.1214/EJP.v20-3625
KEYWORDS: suprema of stochastic processes, chaining methods, Sudakov minoration principle, 60E15, 60G17, 60G50
Rudolf Grübel, Igor Michailow
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-3832
KEYWORDS: Doob-Martin compactification, Markov chains, path length, Random trees, Harris trees, Wiener index, 60C05, 05C05, 60J50, 68Q87
Saul Jacka, Aleksandar Mijatovic
Electron. J. Probab. 20, 1-39, (2015) DOI: 10.1214/EJP.v20-2307
KEYWORDS: generalised mirror and synchronous coupling of Brownian motion, coupling time and tracking error of regime-switching martingales, Bellman principle, Continuous-time Markov chains, stochastic integrals, 60H05, 60J27, 93E20
Khalil Chouk, Samy Tindel
Electron. J. Probab. 20, 1-39, (2015) DOI: 10.1214/EJP.v20-3041
KEYWORDS: Young integrals, rough path, stochastic integral, Malliavin calculus, 60H07, 60G15, 60G22
Stefano Favaro, Shui Feng
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-3668
KEYWORDS: Bayesian nonparametrics, discovery probability, Ewens-Pitman sampling model, Exchangeable random partition, large deviations, Population genetics, species sampling problems, 60F10, 92D10
Erik Broman, Johan Tykesson
Electron. J. Probab. 20, 1-25, (2015) DOI: 10.1214/EJP.v20-3645
KEYWORDS: Hyperbolic space, continuum percolation, 60K35, 82B43
Radosław Adamczak, Piotr Miłoś
Electron. J. Probab. 20, 1-35, (2015) DOI: 10.1214/EJP.v20-4233
Gabriel Berzunza
Electron. J. Probab. 20, 1-23, (2015) DOI: 10.1214/EJP.v20-3789
KEYWORDS: Random tree, branching process, percolation, giant cluster, Fluctuations, 60F05, 60J80
Ivan Matic, David Sivakoff
Electron. J. Probab. 20, 1-19, (2015) DOI: 10.1214/EJP.v20-3874
KEYWORDS: deterministic walks, excited random environments, large deviations, 60F10
Vlada Limic, Anna Talarczyk
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3818
KEYWORDS: Kingman coalescent, $\Lambda$-coalescent, coming down from infinity, Functional limit theorems, Diffusion processes, Poisson random measure, 60J25, 60F17, 92D25, 60J60, 60G55
Nicolas Perkowski, David Prömel
Electron. J. Probab. 20, 1-15, (2015) DOI: 10.1214/EJP.v20-3534
KEYWORDS: It\^o formula, Local times, model uncertainty, Tanaka formula, 60H05, 60J60, 91G99
Alexander Drewitz, Pierre-Francois Rodriguez
Electron. J. Probab. 20, 1-39, (2015) DOI: 10.1214/EJP.v20-3416
KEYWORDS: Gaussian free field, percolation, Level sets, long-range dependence, Decoupling inequalities, high dimensions, 60G15, 60G60, 60K35, 82B43
Tomasz Juszczyszyn, Mateusz Kwaśnicki
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-3440
KEYWORDS: Lévy process, hitting time of points, completely monotone jumps, complete Bernstein function, Subordinate Brownian motion, 60G51, 60J45
Thomas Mountford, Jean-Christophe Mourrat
Electron. J. Probab. 20, 1-18, (2015) DOI: 10.1214/EJP.v20-3489
KEYWORDS: Lyapunov exponents, Random walk in random potential, Anderson model, 82B44, 82D30, 60K37
Plamen Turkedjiev
Electron. J. Probab. 20, 1-49, (2015) DOI: 10.1214/EJP.v20-3022
KEYWORDS: backward stochastic differential equation, Approximation schemes, Malliavin calculus, representation theorem, a priori estimates, 60H35, 65C30, 60H07, 60H10
Titus Lupu, Jim Pitman, Wenpin Tang
Electron. J. Probab. 20, 1-31, (2015) DOI: 10.1214/EJP.v20-3744
KEYWORDS: Brownian quartet, Bessel bridges/processes, Markov property, Path decomposition, semi-martingale property, size-biased sampling, Vervaat transform, 60C05, 60J60, 60J65
Konrad Kolesko, Sebastian Mentemeier
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-4022
KEYWORDS: Multivariate Smoothing Transform, Branching random walk, derivative martingale, Harris recurrence, Products of random matrices, Markov random walk, 60E05, 60J80, 60G44
Sjoerd Dirksen
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3760
KEYWORDS: generic chaining, Deviation inequalities, suprema of empirical processes, restricted isometry property, chaos processes
Raluca Balan, Maria Jolis, Lluis Quer-Sardanyons
Electron. J. Probab. 20, 1-36, (2015) DOI: 10.1214/EJP.v20-3719
KEYWORDS: Stochastic wave equation, Stochastic heat equation, fractional Brownian motion, random field solution, 60H15, 60H05
Yaozhong Hu, Jingyu Huang, David Nualart, Samy Tindel
Electron. J. Probab. 20, 1-50, (2015) DOI: 10.1214/EJP.v20-3316
KEYWORDS: fractional Brownian motion, Malliavin calculus, Skorohod integral, Young's integral, Stochastic partial differential equations, Feynman-Kac formula, Intermittency, 60G15, 60H07, 60H10, 65C30
Pierre Andreoletti, Alexis Devulder
Electron. J. Probab. 20, 1-58, (2015) DOI: 10.1214/EJP.v20-3173
KEYWORDS: Diffusion in a random potential, Localization, Aging, Renewal theorem, AMS MSC 2010 60F05, 60K05, 60K37, 60J60, 82D30
Guillaume Lecué, Shahar Mendelson
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3525
KEYWORDS: empirical process, phase recovery, minimax theory, 62G99
Paul Fearnhead, Paul Jenkins, Yun Song
Electron. J. Probab. 20, 1-25, (2015) DOI: 10.1214/EJP.v20-3564
KEYWORDS: diffusion, sampling distribution, coupling, Population genetics, recombination, 92D15
Louis-Pierre Arguin, Olivier Zindy
Electron. J. Probab. 20, 1-19, (2015) DOI: 10.1214/EJP.v20-3077
KEYWORDS: Gaussian free field, Gibbs measure, Poisson-Dirichlet variable, Spin glasses, 60G15, 60F05, 82B44, 60G70, 82B26
Martin Larsson
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-3785
KEYWORDS: Matrix-valued process, Bessel process, Wishart process, Muckenhoupt weight, positive determinant matrix, reflecting boundary condition, 60J35, 60J45, 31C25
Jim Pitman, Wenpin Tang
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-3911
KEYWORDS: Absolute continuity, Local times, moving-window process, Path decomposition, Palm measure, random walk approximation, Slepian process/zero set, Stationary processes, von Neumann's rejection sampling, 60G17, 60J55, 60J65
Yueyun Hu, Zhan Shi
Electron. J. Probab. 20, 1-14, (2015) DOI: 10.1214/EJP.v20-4051
KEYWORDS: Biased random walk on the Galton--Watson tree, Branching random walk, Local time, most visited site, 60J80, 60G50, 60K37
Jinghai SHAO
Electron. J. Probab. 20, 1-15, (2015) DOI: 10.1214/EJP.v20-4018
KEYWORDS: Regime-switching diffusions, M-matrix, recurrence, ergodicity, 60A10, 60J60, 60J10
Daniel Lanoue
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3559
KEYWORDS: Markov chains, Stochastic Social Dynamics, 60K35
Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou
Electron. J. Probab. 20, 1-31, (2015) DOI: 10.1214/EJP.v20-3569
KEYWORDS: Second order backward stochastic differential equation, backward stochastic differential equation with jumps, model uncertainty, PIDEs, viscosity solutions, 60H10, 60H30
Dylan Possamai, Nabil Kazi-Tani, Chao Zhou
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-3363
KEYWORDS: BSDEs, quadratic growth, jumps, fixed-point theorem, 60H10, 60H30
Cristina Costantini, Thomas Kurtz
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3624
KEYWORDS: Martingale problems, uniqueness, metric space, viscosity solution, boundary conditions, constrained martingale problem, 60J25, 60J35, 60G46, 47D07
Bastien Mallein
Electron. J. Probab. 20, 1-40, (2015) DOI: 10.1214/EJP.v20-2828
KEYWORDS: Branching random walk, Random walk, time-inhomogeneous environment, 60J80, 60G50
Patrik Ferrari, Herbert Spohn, Thomas Weiss
Electron. J. Probab. 20, 1-41, (2015) DOI: 10.1214/EJP.v20-4177
KEYWORDS: reflected Brownian motion, KPZ universality class, 60J65
Aurélien Alfonsi, Benjamin Jourdain, Arturo Kohatsu-Higa
Electron. J. Probab. 20, 1-31, (2015) DOI: 10.1214/EJP.v20-4195
KEYWORDS: Euler scheme, Wasserstein distance, Optimal transport, 65C30, 60H35, 49K99
Quentin Berger, Julien Poisat
Electron. J. Probab. 20, 1-35, (2015) DOI: 10.1214/EJP.v20-3514
KEYWORDS: pinning model, Copolymer Model, critical curve, Fractional moments, coarse graining, Correlations, 82B44, 2D60, 60K35
Cong Dan Pham
Electron. J. Probab. 20, 1-25, (2015) DOI: 10.1214/EJP.v20-3522
KEYWORDS: Exited random walks, Monotonicity, random cookies environments, cut times, 60G50
Sandra Kliem, Wolfgang Loehr
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-3969
KEYWORDS: mark function, tree-valued Fleming-Viot process, mutation, marked metric measure space, Gromov-weak topology, Prohorov metric, Lusin's theorem, 60K35, 60J25, 60G17, 60G57
Mathav Murugan, Laurent Saloff-Coste
Electron. J. Probab. 20, 1-21, (2015) DOI: 10.1214/EJP.v20-3989
KEYWORDS: sub-Gaussian estimate, heavy-tailed random walk, 60J10, 60J75, 60J15
Vincent Bansaye, Florian Simatos
Electron. J. Probab. 20, 1-36, (2015) DOI: 10.1214/EJP.v20-3812
KEYWORDS: branching process, varying environment, Scaling limit, 60F17, 60J80, 60K37
Guan-Yu Chen, Laurent Saloff-Coste
Electron. J. Probab. 20, 1-47, (2015) DOI: 10.1214/EJP.v20-4077
KEYWORDS: birth and death chains, cutoffs, 60J10, 60J27
Henry Towsner
Electron. J. Probab. 20, 1-23, (2015) DOI: 10.1214/EJP.v20-4188
KEYWORDS: Markov chain, graph limit, ultraproduct, 60J25, 03C20
Stephan Huckemann, Jonathan Mattingly, Ezra Miller, James Nolen
Electron. J. Probab. 20, 1-34, (2015) DOI: 10.1214/EJP.v20-3887
KEYWORDS: Frechet mean, central limit theorem, Law of Large Numbers, stratified space, nonpositive curvature, 60B99, 60F05
Daniel Paulin
Electron. J. Probab. 20, 1-32, (2015) DOI: 10.1214/EJP.v20-4039
KEYWORDS: Concentration inequalities, Markov chain, mixing time, spectral gap, coupling, 60E15, 60J05, 60J10, 28A35, 05C81, 68Q87
Amarjit Budhiraja, Paul Dupuis, Markus Fischer, Kavita Ramanan
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-4003
KEYWORDS: nonlinear Markov processes, weakly interact- ing particle systems, interacting Markov chains, mean field limit, stability, metastability, Lyapunov functions, Relative entropy, large deviations, 60K35, 93D30, 34D20, 60F10, 60K25
Amarjit Budhiraja, Paul Dupuis, Markus Fischer, Kavita Ramanan
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-4004
KEYWORDS: nonlinear Markov processes, weakly interact- ing particle systems, interacting Markov chains, mean field limit, stability, metastability, Lyapunov functions, Relative entropy, large deviations, 60K35, 93D30, 34D20, 60F10, 60K25
David Hobson
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-4121
KEYWORDS: Skorokhod embedding, time-homogeneous diffusion, minimality, 60G40, 60J60, 60G44
Gerald Trutnau, Youssef Ouknine, Francesco Russo
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3640
KEYWORDS: skew Brownian motion, Local time, strong existence, Pathwise uniqueness, transience, recurrence, positive recurrence, 31C25, 60J60, 60J55, 31C15, 60B10
Marton Balazs, Attila Nagy
Electron. J. Probab. 20, 1-32, (2015) DOI: 10.1214/EJP.v20-4045
KEYWORDS: non-attractive particle system, long range dependent rates, double branching annihilating random walk, parity conserving, positive recurrence, interface tightness, 60K35
Ying Jiao, Shanqiu Li
Electron. J. Probab. 20, 1-21, (2015) DOI: 10.1214/EJP.v20-3296
KEYWORDS: Enlargement of filtration, generalized density approach, default modelling, 60G07, 60G44, 91G40
Radosław Wieczorek
Electron. J. Probab. 20, 1-17, (2015) DOI: 10.1214/EJP.v20-4060
KEYWORDS: fragmentation, Stochastic particle systems, loss of mass, Shattering, Martingale problem, 60J35, 60J80, 70F45
Herbert Spohn, Tomohiro Sasamoto
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-3926
KEYWORDS: nonreversible interacting diffusion processes, asymptotic analysis, 60K35, 82C22, 82C24
Ross Maller
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-3839
KEYWORDS: Trimmed Lévy process, Almost sure convergence, strong laws, 60G51, 60G52, 60E07, 60G55, 60F05
Federico Bassetti, Lucia Ladelli, Daniel Matthes
Electron. J. Probab. 20, 1-34, (2015) DOI: 10.1214/EJP.v20-3531
KEYWORDS: central limit theorems, Inelastic Boltzmann Equation, Infinite Energy Solutions, Normal Domain of Attraction, Multidimensional Stable Laws, 60F05, 60K40, 82C40
Sami Assaf, Noah Forman, Jim Pitman
Electron. J. Probab. 20, 1-39, (2015) DOI: 10.1214/EJP.v20-3479
KEYWORDS: Excursion theory, path transformation, Brownian motion, 60C05, 60J55
Ronald Doney, Victor Rivero
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-3879
KEYWORDS: Subordinators, first passage time distribution, Local limit theorems, Feller class, 62E17, 60G51, 60F10
François Delarue, Stéphane Menozzi, Eulalia Nualart
Electron. J. Probab. 20, 1-39, (2015) DOI: 10.1214/EJP.v20-4012
KEYWORDS: Landau equation for Maxwellian molecules, Stochastic analysis, Heat kernel estimates on groups, large deviations, 60H30, 60H40, 60H10
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
Electron. J. Probab. 20, 1-15, (2015) DOI: 10.1214/EJP.v20-4108
KEYWORDS: hypercontractivity, functional stochastic partial differential equation, Harnack inequality, coupling, 60H15, 60J60
Andrej Depperschmidt, Étienne Pardoux, Peter Pfaffelhuber
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-4286
KEYWORDS: ancestral recombination graph, Kingman coalescent, tree-valued process, Gromov-Hausdorff metric, 92D15, 60G10, 60K35
Marcelo Hilário, Frank den Hollander, Vladas Sidoravicius, Renato Soares dos Santos, Augusto Teixeira
Electron. J. Probab. 20, 1-35, (2015) DOI: 10.1214/EJP.v20-4437
KEYWORDS: Random walk, Dynamic random environment, Strong law of large numbers, functional central limit theorem, large deviation bound, Poisson point process, coupling, renormalisation, Regeneration times, 60F15, 60K35, 60K37, 82B41, 82C22, 82C44
Claudia Ceci, Alessandra Cretarola, Katia Colaneri
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-3204
KEYWORDS: Local risk-minimization, partial information, Markovian processes, Filtering, 60J25, 60G35, 91B28, 60J75, 60J60
Matthew Junge
Electron. J. Probab. 20, 1-18, (2015) DOI: 10.1214/EJP.v20-4191
KEYWORDS: Probability
Erich Baur, Jean Bertoin
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3866
KEYWORDS: Random recursive tree, Destruction of graphs, Fragmentation process, cluster sizes, Ornstein-Uhlenbeck type process, 60J25, 60J80, 60K35
Itai Benjamini, Romain Tessera
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3940
KEYWORDS: first passage percolation, nilpotent groups, asymptotic cone, invariant random metric on groups, 46B85, 20F69, 22D10, 20E22
Richard Eon, Mihai Gradinaru
Electron. J. Probab. 20, 1-19, (2015) DOI: 10.1214/EJP.v20-4068
KEYWORDS: stable Lévy noise, non-linear Langevin type equation, Lévy driven stochastic differential equation, Brownian motion, exponential ergodic processes, Lyapunov function, convergence in probability, functional central limit theorem for martingales, 60F17, 60G52, 60J75, 60J65, 60H10, 60G44
Edward Crane, Nic Freeman, Bálint Tóth
Electron. J. Probab. 20, 1-33, (2015) DOI: 10.1214/EJP.v20-4035
KEYWORDS: Erdős-Rényi random graph, forest fire, Self-organized criticality, Smoluchowski coagulation equation, 60K35, 05C80, 35Q82, 82C27
Bálint Vető
Electron. J. Probab. 20, 1-22, (2015) DOI: 10.1214/EJP.v20-4241
KEYWORDS: interacting particle systems, KPZ universality class, q-Hahn TASEP, Current fluctuation, Tracy–Widom distribution, 60K35, 60B20
Pierre Tarrago
Electron. J. Probab. 20, 1-33, (2015) DOI: 10.1214/EJP.v20-4196
KEYWORDS: compositions, descent set, permutation, Asymptotic independence, 05A16, 60C05, 60F05
Christian Webb
Electron. J. Probab. 20, 1-21, (2015) DOI: 10.1214/EJP.v20-4296
KEYWORDS: Random Unitary Matrix, characteristic polynomial, Gaussian multiplicative chaos, 15A52, 60G57
François Huveneers, François Simenhaus
Electron. J. Probab. 20, 1-42, (2015) DOI: 10.1214/EJP.v20-3906
KEYWORDS: Random walk in dynamic random environment, limit theorem, renormalization, renewal times, 60K37, 60F17
Agnes Lamacz, Stefan Neukamm, Felix Otto
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-3618
KEYWORDS: quantitative stochastic homogenization, percolation, Corrector, 39A70, 60K37, 60F17
Shankar Bhamidi, Jan Hannig, Chia Ying Lee, James Nolen
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-2696
KEYWORDS: Erd\H{o}s-Rényi random graphs, exponential random graphs, rare event simulation, large deviations, Graph limits, 60C05, 05C80, 60F10
Reda Chhaibi
Electron. J. Probab. 20, 1-20, (2015) DOI: 10.1214/EJP.v20-3666
KEYWORDS: Beta-gamma algebra identities, Exponential functionals of Brownian motion, Braid relations, total positivity, Brownian motion, 60B15, 60B20, 60J65
Christian Döbler
Electron. J. Probab. 20, 1-34, (2015) DOI: 10.1214/EJP.v20-3933
KEYWORDS: Stein's method, Exchangeable pairs, Beta distribution, Pólya urn model, 60F05, 60E99
Jürgen Angst, Ismaël Bailleul, Camille Tardif
Electron. J. Probab. 20, 1-40, (2015) DOI: 10.1214/EJP.v20-4054
KEYWORDS: Diffusion processes, finite speed propagation, Riemannian manifolds, Homogenization‎, Rough paths theory, Poisson boundary, 60J60, 58J65, 60J45
David Herzog, Jonathan Mattingly
Electron. J. Probab. 20, 1-43, (2015) DOI: 10.1214/EJP.v20-4047
KEYWORDS: Stochastic differential equations, Lyapunov functions, Invariant measures, Stochastic Stabilization, Intermittency, heavy-tailed distributions, 60H10, 37H10, 37B25
Alberto Chiarini, Jean-Dominique Deuschel
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-4190
KEYWORDS: local central limit theorem, Harnack inequality, Moser iteration, Diffusions in random environment, 31B05, 60K37
David Herzog, Jonathan Mattingly
Electron. J. Probab. 20, 1-37, (2015) DOI: 10.1214/EJP.v20-4048
KEYWORDS: Noise-induced stabilization, Lyapunov functions, 60H10, 37H10, 37B25
Olivier Wintenberger
Electron. J. Probab. 20, 1-27, (2015) DOI: 10.1214/EJP.v20-3558
Tim Hulshof
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-3935
KEYWORDS: percolation, Branching random walk, Mean-field behavior, Critical exponent, 60K35, 82B27, 82B43
Enrico Baroni, Remco van der Hofstad, Júlia Komjáthy
Electron. J. Probab. 20, 1-48, (2015) DOI: 10.1214/EJP.v20-3749
KEYWORDS: random networks, configuration model, competition, power law degrees, typical distances, co-existence, 60C05, 05C80, 05C82, 90B15, 91D30
Alexander Drewitz, Michael Scheutzow, Maite Wilke-Berenguer
Electron. J. Probab. 20, 1-23, (2015) DOI: 10.1214/EJP.v20-4251
KEYWORDS: Lipschitz percolation, Random surface, $\rho$-percolation, 60K35, 82B20, 82B41, 82B43
Steven Lalley, Bowei Zheng
Electron. J. Probab. 20, 1-29, (2015) DOI: 10.1214/EJP.v20-4466
KEYWORDS: Branching Brownian motion, barrier, power law, Weierstrass elliptic function, Singularity analysis, 60J80, 60J15, 34M35
Giacomo Zanella, Sergei Zuyev
Electron. J. Probab. 20, 1-26, (2015) DOI: 10.1214/EJP.v20-4158
KEYWORDS: stable distribution, discrete stability, Lévy measure, point process, Poisson process, Cox process, random measure, branching process, CB-process, 60E07, 60G55, 60J85, 60J68
Martin Venker, Kristina Schubert
Electron. J. Probab. 20, 1-37, (2015) DOI: 10.1214/EJP.v20-4436
KEYWORDS: random matrices, Repulsive Particle Systems, Empirical Spacings, Unfolding, Gaudin Distribution, rates of convergence, 60B20, 82C22, 42C05
Vladislav Kargin
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-3937
KEYWORDS: random matrices, Chebyshev polynomials, non-backtracking paths, 60B20
Roberto Fernandez, Francesco Manzo, Francesca Nardi, Elisabetta Scoppola
Electron. J. Probab. 20, 1-37, (2015) DOI: 10.1214/EJP.v20-3656
KEYWORDS: asymptotic exponential behavior, hitting times, metastability, Tunneling, 60J27-60J28-82C05
Peter Eichelsbacher, Christoph Thäle
Electron. J. Probab. 20, 1-28, (2015) DOI: 10.1214/EJP.v20-4136
KEYWORDS: contractions, Cumulants, Gaussian processes, Laplace distribution, Malliavin calculus, Non-central limit theorem, rates of convergence, Stein's method, Universality, Variance-Gamma distribution, Wiener Chaos, 60F05, 60G15, 60H05, 60H07
Jian Ding, Subhajit Goswami
Electron. J. Probab. 20, 1-21, (2015) DOI: 10.1214/EJP.v20-4111
KEYWORDS: Combinatorial optimization, stochastic distance model, percolation, 60C05, 60G70
David Dereudre, Pierre Houdebert
Electron. J. Probab. 20, 1-24, (2015) DOI: 10.1214/EJP.v20-4718
KEYWORDS: Gibbs point process, phase transition, Specific entropy, Boolean model, Widom-Rowlinson model, Fortuin-Kasteleyn representation, 60D05, 60G10, 60G55, 60G57, 60G60
Julia Storm, Dirk Zeindler
Electron. J. Probab. 20, 1-34, (2015) DOI: 10.1214/EJP.v20-4331
KEYWORDS: random permutation, order of a permutation, Local limit theorems, large deviations, 60C05, 60B15, 60F17
Alexander Fromm, Peter Imkeller, David Prömel
Electron. J. Probab. 20, 1-38, (2015) DOI: 10.1214/EJP.v20-3758
KEYWORDS: BMO process, BSDE, decoupling field, forward backward stochastic differential equation, FBSDE, Skorokhod embedding, variational differentiation, 60G40, 60H30, 93E20
Pierre Monmarché
Electron. J. Probab. 20, 1-30, (2015) DOI: 10.1214/EJP.v20-3581
KEYWORDS: PDMP, functional inequalities, 60J75
Loïc Richier
Electron. J. Probab. 20, 1-45, (2015) DOI: 10.1214/EJP.v20-4041
KEYWORDS: Random planar maps, percolation, Critical threshold, Crossing probabilities, 05C80, 60K35, 60K37
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