VOL. 40 · NO. 5 | September 2012
Ann. Probab. 40 (5), (September 2012) Open Access
No abstract available
Ann. Probab. 40 (5), (September 2012) Open Access
No abstract available
Persi Diaconis, Arun Ram
Ann. Probab. 40 (5), 1861-1896, (September 2012) DOI: 10.1214/11-AOP674 Open Access
KEYWORDS: Macdonald polynomials, Random permutations, measures on partitions, auxiliary variables, Markov chain, rates of convergence, 05E05, 60J10
Jérémie Bettinelli
Ann. Probab. 40 (5), 1897-1944, (September 2012) DOI: 10.1214/11-AOP675 Open Access
KEYWORDS: Random map, Random tree, Regular convergence, Gromov topology, 60F17, 57N05
Kazumasa Kuwada
Ann. Probab. 40 (5), 1945-1979, (September 2012) DOI: 10.1214/11-AOP676 Open Access
KEYWORDS: Geodesic random walk, Ricci flow, diffusion process, coupling, 60F17, 53C21, 58J65, 53C44, 58J35
Gaël Ceillier
Ann. Probab. 40 (5), 1980-2007, (September 2012) DOI: 10.1214/11-AOP666 Open Access
KEYWORDS: filtration, parametrization, non-Markovian processes, 60A99
Bojan Basrak, Danijel Krizmanić, Johan Segers
Ann. Probab. 40 (5), 2008-2033, (September 2012) DOI: 10.1214/11-AOP669 Open Access
KEYWORDS: Convergence in distribution, Functional limit theorem, GARCH, Mixing, moving average, partial sum, Point processes, regular variation, Stable processes, spectral processes, stochastic volatility, 60F17, 60G52, 60G55, 60G70
Yu-Ting Chen, Jean-François Delmas
Ann. Probab. 40 (5), 2034-2068, (September 2012) DOI: 10.1214/11-AOP668 Open Access
KEYWORDS: branching process, most recent common ancestor, bottleneck, genealogy, random size population, Feller diffusion, last coalescent event, Lévy tree, 60J80, 60J85, 92D25, 60G10, 60G55, 60J60
Gerold Alsmeyer, J. D. Biggins, Matthias Meiners
Ann. Probab. 40 (5), 2069-2105, (September 2012) DOI: 10.1214/11-AOP670 Open Access
KEYWORDS: branching process, Branching random walk, Choquet–Deny-type functional equation, endogeny, fixed point, general branching process, Multiplicative martingales, Smoothing transformation, stochastic fixed-point equation, Weibull distribution, weighted branching, 39B22, 60E05, 60J85, 60G42
Mikhail Menshikov, Serguei Popov, Alejandro F. Ramírez, Marina Vachkovskaia
Ann. Probab. 40 (5), 2106-2130, (September 2012) DOI: 10.1214/11-AOP678 Open Access
KEYWORDS: excited random walk, cookie random walk, transience, Ballisticity, ‎range‎, 60J10, 82B41
Sergio Albeverio, Seiichiro Kusuoka
Ann. Probab. 40 (5), 2131-2167, (September 2012) DOI: 10.1214/11-AOP667 Open Access
KEYWORDS: Diffusion processes, thin tubes, processes on graphs, Dirichlet boundary conditions, Neumann boundary conditions, Kirchhoff boundary conditions, weak convergence, 60J60, 60H30, 58J65, 60J35, 35K15, 34B45
Ismaël Bailleul, Jacques Franchi
Ann. Probab. 40 (5), 2168-2196, (September 2012) DOI: 10.1214/11-AOP672 Open Access
KEYWORDS: Relativistic diffusions, General relativity, stochastic completeness, nonexplosion criterion, subriemannian minimal time, volume growth, 58J65, 53C50, 83C10, 83C99
Ioana Dumitriu, Soumik Pal
Ann. Probab. 40 (5), 2197-2235, (September 2012) DOI: 10.1214/11-AOP673 Open Access
KEYWORDS: Random regular graphs, Spectral distribution, Universality, semicircle law, 60B20, 60C05, 05C80
John D. Williams
Ann. Probab. 40 (5), 2236-2263, (September 2012) DOI: 10.1214/11-AOP677 Open Access
KEYWORDS: Free probability, Decomposition, Infinite divisibility, 60K35
Samuel N. Cohen, Robert J. Elliott
Ann. Probab. 40 (5), 2264-2297, (September 2012) DOI: 10.1214/11-AOP679 Open Access
KEYWORDS: BSDE, Comparison theorem, general filtration, separable probability space, Grönwall inequality, nonlinear expectation, 60H20, 60H10, 91B16
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