VOL. 26 · NO. 4 | October 1998
Jean-François Le Gall, Yves Le Jan
Ann. Probab. 26 (4), 1407-1432, (October 1998) DOI: 10.1214/aop/1022855868 Open Access
KEYWORDS: branching process, Lévy process, Lévy snake, Superprocess, Exploration process, Laplace functionals, moment functionals, 60J80, 60J30, 60G57
Francis Comets, Mikhail Menshikov, Serguei Popov
Ann. Probab. 26 (4), 1433-1445, (October 1998) DOI: 10.1214/aop/1022855869 Open Access
KEYWORDS: Random walk, random string, Lyapunov function, random medium, Disordered systems, Product of random matrices, Lyapunov exponents, 60J10, 60J80
Martin P. W. Zerner
Ann. Probab. 26 (4), 1446-1476, (October 1998) DOI: 10.1214/aop/1022855870 Open Access
KEYWORDS: Random walk in random environment, shape theorem, Lyapounov exponent, large deviations, 60F10, 82C41
Yueyun Hu, Zhan Shi
Ann. Probab. 26 (4), 1477-1521, (October 1998) DOI: 10.1214/aop/1022855871 Open Access
KEYWORDS: random environment, Integral test, Lévy's class, 60J60, 60J15, 60F15
Jak{\v{s}}a Cvitani{\'c}, Ioannis Karatzas, H. Mete Soner
Ann. Probab. 26 (4), 1522-1551, (October 1998) DOI: 10.1214/aop/1022855872 Open Access
KEYWORDS: Backward SDEs, convex constraints, Stochastic control, 60H10, 93E20, 60G40
Rami Atar
Ann. Probab. 26 (4), 1552-1574, (October 1998) DOI: 10.1214/aop/1022855873 Open Access
KEYWORDS: Nonlinear filtering, Exponential stability, conditional density bounds, 93E11, 93E15, 60G35, 60J60
Frédéric Pradeilles
Ann. Probab. 26 (4), 1575-1613, (October 1998) DOI: 10.1214/aop/1022855874 Open Access
KEYWORDS: large deviations, degenerate diffusion-transmutation process, sub-Riemannian metric, Backward stochastic differential equations, systems of reaction-diffusion equations, Hamilton-Jacobi equations, viscosity solutions, 35K57, 35K65, 49L25, 60F10, 60H30
Goran Peskir
Ann. Probab. 26 (4), 1614-1640, (October 1998) DOI: 10.1214/aop/1022855875 Open Access
KEYWORDS: Optimal stopping, maximum process, diffusion process, the principle of smooth fit, the maximality principle, optimal stopping boundary, Doob and Hardy-Littlewood inequalities, 60G40, 60J60, 34A34, 35G15, 60E15, 60J25, 60G44, 60J65, 34B05
Michelle Boué, Paul Dupuis
Ann. Probab. 26 (4), 1641-1659, (October 1998) DOI: 10.1214/aop/1022855876 Open Access
KEYWORDS: variational representation, Brownian motion, large deviations, Relative entropy, 60H99, 60J60, 60J65, 60F10
Peter Ney, A. de Acosta
Ann. Probab. 26 (4), 1660-1682, (October 1998) DOI: 10.1214/aop/1022855877 Open Access
KEYWORDS: large deviations, Markov chains, convergence parameter, Banach space, 60F10, 60J55
Jim Pitman, Marc Yor
Ann. Probab. 26 (4), 1683-1702, (October 1998) DOI: 10.1214/aop/1022855878 Open Access
KEYWORDS: Brownian bridge, Brownian excursion, Brownian scaling, path transformation, Williams' decomposition, Local time, Bessel process, range process, 60J65, 60G18, 60J60
David Aldous, Jim Pitman
Ann. Probab. 26 (4), 1703-1726, (October 1998) DOI: 10.1214/aop/1022855879 Open Access
KEYWORDS: Brownian excursion, Continuum random tree, Random forest, splitting, stable subordinator, Stochastic coalescence, stochastic fragmentation, 60J25, 60C05, 60J65
André Goldman
Ann. Probab. 26 (4), 1727-1750, (October 1998) DOI: 10.1214/aop/1022855880 Open Access
KEYWORDS: Poisson line process, Crofton cell, Random polygons, perimeter of the convex hull of Brownian motion, Eigenvalues, 60D05, 60J65, 35P20, 52A22, 60F10
Thomas Mountford, Ted Sweet
Ann. Probab. 26 (4), 1751-1780, (October 1998) DOI: 10.1214/aop/1022855881 Open Access
KEYWORDS: Nearest particle system, critical, reversible, spectral gap, 82C22
Christopher Hoffman
Ann. Probab. 26 (4), 1781-1787, (October 1998) DOI: 10.1214/aop/1022855882 Open Access
KEYWORDS: predictability profile, nearest neighbor processes, 60G07
G. R. Grimmett, A. M. Stacey
Ann. Probab. 26 (4), 1788-1812, (October 1998) DOI: 10.1214/aop/1022855883 Open Access
KEYWORDS: percolation, enhancement, critical probability, 60K35, 82B43
Kenneth S. Brown, Persi Diaconis
Ann. Probab. 26 (4), 1813-1854, (October 1998) DOI: 10.1214/aop/1022855884 Open Access
KEYWORDS: Random walk, Markov chain, hyperplane arrangement, zonotope, Eigenvalues, diagonalizable matrix, oriented matroid, 60J10, 52B30
Tzong-Yow Lee, Horng-Tzer Yau
Ann. Probab. 26 (4), 1855-1873, (October 1998) DOI: 10.1214/aop/1022855885 Open Access
KEYWORDS: none, none
Elise Janvresse
Ann. Probab. 26 (4), 1874-1912, (October 1998) DOI: 10.1214/aop/1022855886 Open Access
KEYWORDS: Infinite interacting particle systems, Hydrodynamic limit, nongradient methods, symmetric simple exclusion process, 60K35, 82C22
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