VOL. 40 · NO. 1 | January 2012
Ann. Probab. 40 (1), (January 2012) Open Access
No abstract available
Ann. Probab. 40 (1), (January 2012) Open Access
No abstract available
Xiong Jin
Ann. Probab. 40 (1), 1-18, (January 2012) DOI: 10.1214/10-AOP613 Open Access
KEYWORDS: Hausdorff dimension, image of stochastic process, KPZ formula, multiplicative cascade, 60G18, 60G57, 28A78, 28A80
Timo Seppäläinen
Ann. Probab. 40 (1), 19-73, (January 2012) DOI: 10.1214/10-AOP617 Open Access
KEYWORDS: Scaling exponent, Directed polymer, random environment, Superdiffusivity, Burke’s theorem, Partition function, 60K35, 60K37, 82B41, 82D60
Amarjit Budhiraja, Paul Dupuis, Markus Fischer
Ann. Probab. 40 (1), 74-102, (January 2012) DOI: 10.1214/10-AOP616 Open Access
KEYWORDS: large deviations, Interacting random processes, McKean–Vlasov equation, Stochastic differential equation, Delay, weak convergence, Martingale problem, optimal stochastic control, 60F10, 60K35, 60B10, 60H10, 34K50, 93E20
Achim Klenke, Leonid Mytnik
Ann. Probab. 40 (1), 103-129, (January 2012) DOI: 10.1214/10-AOP621 Open Access
KEYWORDS: Mutually catalytic branching, Lévy noise, Stochastic differential equations, Trotter product, Coexistence, segregation of types, 60J65, 60G17, 60J55, 60K35
Itai Benjamini, Stéphane Boucheron, Gábor Lugosi, Raphaël Rossignol
Ann. Probab. 40 (1), 130-145, (January 2012) DOI: 10.1214/10-AOP610 Open Access
KEYWORDS: percolation, random graph, expander, Giant component, sharp threshold, 60K35, 05C80
Geoffrey R. Grimmett, Alexander E. Holroyd
Ann. Probab. 40 (1), 146-161, (January 2012) DOI: 10.1214/10-AOP615 Open Access
KEYWORDS: Lipschitz embedding, lattice, random pattern, percolation, quasi-isometry, 60K35
Martin Kolb, David Steinsaltz
Ann. Probab. 40 (1), 162-212, (January 2012) DOI: 10.1214/10-AOP623 Open Access
KEYWORDS: Killed one-dimensional diffusions, quasi-limiting distributions, 60J60, 60J70, 60J35, 47E05, 47F05
Zhen-Qing Chen, Panki Kim, Renming Song
Ann. Probab. 40 (1), 213-244, (January 2012) DOI: 10.1214/10-AOP611 Open Access
KEYWORDS: Symmetric α-stable process, relativistic stable process, heat kernel, Transition density, Green function, Exit time, Lévy system, parabolic Harnack inequality, 60J35, 47G20, 60J75, 47D07
Loïc Chaumont, Andreas Kyprianou, Juan Carlos Pardo, Víctor Rivero
Ann. Probab. 40 (1), 245-279, (January 2012) DOI: 10.1214/10-AOP612 Open Access
KEYWORDS: entrance laws, exit systems, Excursion theory, ladder processes, Lamperti’s transformation, Lévy processes, Self-similar Markov processes, 60G18, 60G17, 60J55
Gérard Ben Arous, Alexander Fribergh, Nina Gantert, Alan Hammond
Ann. Probab. 40 (1), 280-338, (January 2012) DOI: 10.1214/10-AOP620 Open Access
KEYWORDS: Random walk in random environment, Galton–Watson tree, Infinitely divisible distributions, Electrical networks, 60K37, 60F05, 60J80, 60E07
Alessandra Bianchi, Anton Bovier, Dmitry Ioffe
Ann. Probab. 40 (1), 339-371, (January 2012) DOI: 10.1214/10-AOP622 Open Access
KEYWORDS: Disordered system, random field Curie–Weiss model, Glauber dynamics, metastability, potential theory, coupling, exponential law, 82C44, 60K35, 60G70
Laurent Carraro, Nicole El Karoui, Jan Obłój
Ann. Probab. 40 (1), 372-400, (January 2012) DOI: 10.1214/10-AOP614 Open Access
KEYWORDS: Azéma–Yor process, Bachelier–drawdown equation, Drawdown, Hardy–Littlewood transform, average value at risk, concave order, stochastic order, Skorokhod embedding problem, 60G44, 60H10
Teodor Banica, Stephen Curran, Roland Speicher
Ann. Probab. 40 (1), 401-435, (January 2012) DOI: 10.1214/10-AOP619 Open Access
KEYWORDS: Quantum invariance, Gaussian distribution, Rayleigh distribution, semicircle law, 46L53, 46L54, 60G09, 46L65
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