VOL. 36 · NO. 6 | November 2008
Ann. Probab. 36 (6), (November 2008) Open Access
No abstract available
Ann. Probab. 36 (6), (November 2008) Open Access
No abstract available
Dmitry Dolgopyat, Leonid Koralov
Ann. Probab. 36 (6), 1999-2049, (November 2008) DOI: 10.1214/07-AOP372 Open Access
KEYWORDS: averaging, Markov process, Diophantine condition, Hamiltonian flow, gluing conditions, diffusion on a graph, 60J60, 34E10
Martin Hairer, Jonathan C. Mattingly
Ann. Probab. 36 (6), 2050-2091, (November 2008) DOI: 10.1214/08-AOP392 Open Access
KEYWORDS: stochastic PDEs, Wasserstein distance, ergodicity, Mixing, spectral gap, 37A30, 37A25, 60H15
Jin Ma, Jianfeng Zhang, Ziyu Zheng
Ann. Probab. 36 (6), 2092-2125, (November 2008) DOI: 10.1214/08-AOP0383 Open Access
KEYWORDS: forward–backward stochastic differential equations, weak solutions, Martingale problems, viscosity solutions, uniqueness, 60H10, 35K55, 60H30
Leonid (Aryeh) Kontorovich, Kavita Ramanan
Ann. Probab. 36 (6), 2126-2158, (November 2008) DOI: 10.1214/07-AOP384 Open Access
KEYWORDS: concentration inequality, McDiarmid’s bound, bounded martingale differences, Markov chains, contracting Markov chains, hidden Markov chains, mixing coefficients, 60E15, 60J10, 60G42
Ivan Nourdin
Ann. Probab. 36 (6), 2159-2175, (November 2008) DOI: 10.1214/07-AOP385 Open Access
KEYWORDS: fractional Brownian motion, Breuer and Major theorem, weighted quadratic variation, weighted cubic variation, Exact rate of convergence, Malliavin calculus, 60F05, 60G15, 60H07
Olav Kallenberg
Ann. Probab. 36 (6), 2176-2214, (November 2008) DOI: 10.1214/07-AOP386 Open Access
KEYWORDS: Measure-valued branching diffusions, Super-Brownian motion, historical clusters, local distributions, neighborhood measures, hitting probabilities, Palm distributions, self-similarity, moment densities, Local extinction, 60G57, 60J60, 60J80
Patrizia Berti, Luca Pratelli, Pietro Rigo
Ann. Probab. 36 (6), 2215-2234, (November 2008) DOI: 10.1214/07-AOP387 Open Access
KEYWORDS: ergodicity, Gibbs sampler, iterated conditional expectation, Markov chain, Strong law of large numbers, sufficiency, 60A05, 60A10, 60J22, 65C05
Jean Picard
Ann. Probab. 36 (6), 2235-2279, (November 2008) DOI: 10.1214/07-AOP388 Open Access
KEYWORDS: Lebesgue–Stieltjes integrals, Rough paths, Real trees, variations of paths, fractional Brownian motion, Lévy processes, 60G17, 60H05, 26A42
Omar El-Dakkak, Giovanni Peccati
Ann. Probab. 36 (6), 2280-2310, (November 2008) DOI: 10.1214/07-AOP389 Open Access
KEYWORDS: exchangeable sequences, Hoeffding decompositions, Pólya urns, weak independence, 60G09, 60G99
Richard F. Bass, Krzysztof Burdzy
Ann. Probab. 36 (6), 2311-2331, (November 2008) DOI: 10.1214/08-AOP390 Open Access
KEYWORDS: Pathwise uniqueness, Reflecting Brownian motion, Local time, strong solutions, Harmonic functions, 60J65, 60H10
Clément Pellegrini
Ann. Probab. 36 (6), 2332-2353, (November 2008) DOI: 10.1214/08-AOP391 Open Access
KEYWORDS: Quantum trajectory, stochastic integral convergence, stochastic process, 60F05, 60G35, 60J60
Alexander Roitershtein
Ann. Probab. 36 (6), 2354-2387, (November 2008) DOI: 10.1214/08-AOP393 Open Access
KEYWORDS: central limit theorem, environment viewed from the particle, hitting times, random walks on a strip, random environment, Renewal structure, Strong law of large numbers, 60K37, 60F05, 60F10
Francesco Caravenna, Jean-Dominique Deuschel
Ann. Probab. 36 (6), 2388-2433, (November 2008) DOI: 10.1214/08-AOP395 Open Access
KEYWORDS: pinning model, wetting model, phase transition, Entropic repulsion, Markov renewal theory, local limit theorem, Perron–Frobenius theorem, 60K35, 60F05, 82B41
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