VOL. 2 | 2005
Edward C. Waymire
Probab. Surveys 2, 1-32, (2005) DOI: 10.1214/154957805100000078 Open Access
KEYWORDS: incompressible Navier-Stokes, Fourier transform, mild solution, multi-type branching random walk, multiplicative cascade, background radiation process, majorizing kernels, stochastic iteration, 60H30, 35Q30, 60J80, 76D05
Martin Hildebrand
Probab. Surveys 2, 33-63, (2005) DOI: 10.1214/154957805100000087 Open Access
KEYWORDS: Random walk, Finite group, upper bound lemma, Fourier analysis, 60-02, 60B15
Sourav Chatterjee, Persi Diaconis, Elizabeth Meckes
Probab. Surveys 2, 64-106, (2005) DOI: 10.1214/154957805100000096 Open Access
Richard C. Bradley
Probab. Surveys 2, 107-144, (2005) DOI: 10.1214/154957805100000104 Open Access
KEYWORDS: strong mixing conditions, Stationary sequences, 60G10
Wendelin Werner
Probab. Surveys 2, 145-190, (2005) DOI: 10.1214/154957805100000113 Open Access
KEYWORDS: 60D05, 60J65, 30C99
Jean Bertoin, Marc Yor
Probab. Surveys 2, 191-212, (2005) DOI: 10.1214/154957805100000122 Open Access
KEYWORDS: Lévy process, exponential functional, subordinator, Self-similar Markov process, Moment problem, 60 G 51, 60 J 55, 60 G 18, 44 A 60
Vivek S. Borkar
Probab. Surveys 2, 213-244, (2005) DOI: 10.1214/154957805100000131 Open Access
KEYWORDS: controlled diffusions, optimal control, dynamic programming, Hamilton-Jacobi-Bellman equations, partial observations, 93E20, 60H30
Jean-François Le Gall
Probab. Surveys 2, 245-311, (2005) DOI: 10.1214/154957805100000140 Open Access
KEYWORDS: Random tree, contour process, conditioned tree, Brownian motion, Brownian excursion, real tree, coding of trees, CRT, Brownian snake, Exit measure, partial differential equation, 60J80, 05C05, 35J65, 60C05, 60J65
Hiroyuki Matsumoto, Marc Yor
Probab. Surveys 2, 312-347, (2005) DOI: 10.1214/154957805100000159 Open Access
KEYWORDS: Brownian motion, Bessel process, Lamperti’s relation, Hartman-Watson distributions, 60J65
Hiroyuki Matsumoto, Marc Yor
Probab. Surveys 2, 348-384, (2005) DOI: 10.1214/154957805100000168 Open Access
KEYWORDS: Brownian motion, Hyperbolic space, heat kernel, random environment, Lévy’s theorem, Pitman’s theorem, 60J65, 60J60, 60H30
Wolfgang König
Probab. Surveys 2, 385-447, (2005) DOI: 10.1214/154957805100000177 Open Access
KEYWORDS: Random matrix theory, Vandermonde determinant, GUE, orthogonal polynomial method, bulk and edge scaling, eigenvalue spacing, Tracy-Widom distribution, Corner growth model, noncolliding processes, Ulam’s problem, 15A52, 33C45, 60-02, 60C05, 60F05, 60K35, 82C22, 82C41, 05E10, 15A90, 42C05
Péter Major
Probab. Surveys 2, 448-505, (2005) DOI: 10.1214/154957805100000186 Open Access
KEYWORDS: multiple Wiener–Itô integrals, (degenerate) U-statistics, large-deviation type estimates, diagram formula, symmetrization, decoupling method, L_{p}-dense classes of functions, 60F10, 60G50
Huyên Pham
Probab. Surveys 2, 506-549, (2005) DOI: 10.1214/154957805100000195 Open Access
KEYWORDS: controlled diffusions, dynamic programming, maximum principle, viscosity solutions, Backward stochastic differential equations, finance, 93E20, 49J20, 49L20, 60H30
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