VOL. 36 · NO. 2 | March 2008
Ann. Probab. 36 (2), (March 2008) Open Access
No abstract available
Ann. Probab. 36 (2), (March 2008) Open Access
No abstract available
S. R. S. Varadhan
Ann. Probab. 36 (2), 397-419, (March 2008) DOI: 10.1214/07-AOP348 Open Access
KEYWORDS: large deviations, Rare events, 60-02, 60F10
Omer Angel, Jesse Goodman, Frank den Hollander, Gordon Slade
Ann. Probab. 36 (2), 420-466, (March 2008) DOI: 10.1214/07-AOP346 Open Access
KEYWORDS: Invasion percolation cluster, Incipient infinite cluster, r-point function, cluster size, Simple random walk, Poisson point process, 60K35, 82B43
Dapeng Zhan
Ann. Probab. 36 (2), 467-529, (March 2008) DOI: 10.1214/07-AOP342 Open Access
KEYWORDS: Loop-erased random walk, Scaling limit, stochastic Loewner evolution, 60G17, 82B41
Takashi Hara
Ann. Probab. 36 (2), 530-593, (March 2008) DOI: 10.1214/009117907000000231 Open Access
KEYWORDS: Critical behavior, two-point function, Self-avoiding walk, percolation, lattice trees and animals, Lace expansion, 82B27, 82B41, 82B43, 82C41, 60K35
Michael B. Marcus, Jay Rosen
Ann. Probab. 36 (2), 594-622, (March 2008) DOI: 10.1214/009117907000000277 Open Access
KEYWORDS: Gaussian processes, Local times, Levy processes, 60J55, 60G15, 60G17
Włodzimierz Bryc, Wojciech Matysiak, Jacek Wesołowski
Ann. Probab. 36 (2), 623-646, (March 2008) DOI: 10.1214/009117907000000268 Open Access
KEYWORDS: Quadratic conditional variances, harnesses, orthogonal martingale polynomials, hypergeometric orthogonal polynomials, 60J25
Nicole El Karoui, Asma Meziou
Ann. Probab. 36 (2), 647-697, (March 2008) DOI: 10.1214/009117907000000222 Open Access
KEYWORDS: Supermartingale decompositions, max-plus algebra, running supremum process, American options, Optimal stopping, Lévy processes, Convex order, martingale optimization with constraints, portfolio insurance, Azéma–Yor martingales, 60G07, 60G40, 60G51, 16Y60, 60E15, 91B28, 60G44
Krzysztof Burdzy, Zhen-Qing Chen
Ann. Probab. 36 (2), 698-727, (March 2008) DOI: 10.1214/009117907000000240 Open Access
KEYWORDS: reflected Brownian motion, Random walk, killed Brownian motion, Conditioning, martingale, tightness, Skorokhod space, Dirichlet form, 60F17, 60J60, 60J10, 31C25
Noam Berger
Ann. Probab. 36 (2), 728-738, (March 2008) DOI: 10.1214/07-AOP338 Open Access
KEYWORDS: Random walk, random environment, 60K37
Johan Jonasson, Jeffrey E. Steif
Ann. Probab. 36 (2), 739-764, (March 2008) DOI: 10.1214/07-AOP340 Open Access
KEYWORDS: Circle coverings, Brownian motion, Exceptional times, Hausdorff dimension, 60K99
Josep Lluís Solé, Frederic Utzet
Ann. Probab. 36 (2), 765-795, (March 2008) DOI: 10.1214/07-AOP343 Open Access
KEYWORDS: Lévy processes, Kailath–Segall formula, orthogonal polynomials, Teugels martingales, 60G51, 42C05
Allan Sly, Chris Heyde
Ann. Probab. 36 (2), 796-805, (March 2008) DOI: 10.1214/07-AOP345 Open Access
KEYWORDS: fractional Brownian motion, long-range dependence, Stable law, hypercontractivity, 60G15, 60G17, 60G18
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