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Articles
Raul Fierro, Soledad Torres
Electron. Commun. Probab. 13, 1-9, (2008) DOI: 10.1214/ECP.v13-1341
KEYWORDS: Numerical scheme, convergence in law, central limit theorem, 60H10
Liming Wu, Nian Yao
Electron. Commun. Probab. 13, 10-23, (2008) DOI: 10.1214/ECP.v13-1342
KEYWORDS: large deviations, functional inequalities, Orlicz space, 60F15
Denis Feyel, Arnaud de La Pradelle, Gabriel Mokobodzki
Electron. Commun. Probab. 13, 24-34, (2008) DOI: 10.1214/ECP.v13-1345
KEYWORDS: Curvilinear Integrals, Rough paths, stochastic integrals, 26B35, 60H05
Raphaël Rossignol
Electron. Commun. Probab. 13, 35-44, (2008) DOI: 10.1214/ECP.v13-1344
KEYWORDS: threshold phenomenon, approximate zero-one law, Influences, 60F20, 28A35, 60E15
Vincent Le Prince
Electron. Commun. Probab. 13, 45-53, (2008) DOI: 10.1214/ECP.v13-1350
KEYWORDS: Random walk, Hyperbolic space, harmonic measure, Entropy, drift, 60G50, 20F67, 28D20, 28A78
Harry van Zanten
Electron. Commun. Probab. 13, 54-59, (2008) DOI: 10.1214/ECP.v13-1348
KEYWORDS: Gaussian processes with stationary increments, equivalence of laws, Spectral method, 60G15, 60G30
Dominique Bakry, Franck Barthe, Patrick Cattiaux, Arnaud Guillin
Electron. Commun. Probab. 13, 60-66, (2008) DOI: 10.1214/ECP.v13-1352
KEYWORDS: Lyapunov functions, Poincaré inequality, log-concave measure, 26D10, 47D07, 60G10, 60J60
Stephan Lawi
Electron. Commun. Probab. 13, 67-84, (2008) DOI: 10.1214/ECP.v13-1353
KEYWORDS: Brownian matrices, Wishart processes, Hermite polynomials, Laguerre polynomials, martingale polynomials, chaos representation property, 60J60, 60J65, 15A52, 33C45
Witold Bednorz, Krzysztof Latuszynski, Rafal Latala
Electron. Commun. Probab. 13, 85-98, (2008) DOI: 10.1214/ECP.v13-1354
KEYWORDS: Markov chains, central limit theorems, regeneration, ergodicity, uniform ergodicity, Harris recurrence, 60J05, 60F05
Lutz Dümbgen, Christoph Leuenberger
Electron. Commun. Probab. 13, 99-112, (2008) DOI: 10.1214/ECP.v13-1358
KEYWORDS: Hermite polynomials, Gumbel distribution, Kuiper distance, normal distribution, Total variation, uniform distribution, Weibull distribution, 60E15, 60F99
Ross McVinish
Electron. Commun. Probab. 13, 113-120, (2008) DOI: 10.1214/ECP.v13-1355
KEYWORDS: Aggregation, maximum entropy, moment space, 60G25, 44A60
Fuchang Gao
Electron. Commun. Probab. 13, 121-130, (2008) DOI: 10.1214/ECP.v13-1357
KEYWORDS: Metric entropy, $k$-monotone function, Small ball probability, $k$-times integrated Brownian motion, 46B50 (60G15, 62G07)
Leonardo Rolla, Augusto Teixeira
Electron. Commun. Probab. 13, 131-139, (2008) DOI: 10.1214/ECP.v13-1287
KEYWORDS: Last passage percolation, Inhomogeneous media, variational problem, Scaling limit, TASEP, 60K35, 82D60, 60F10
David Windisch
Electron. Commun. Probab. 13, 140-150, (2008) DOI: 10.1214/ECP.v13-1359
KEYWORDS: Random walk, Random interlacements, 60G50, 60K35, 82C41
Jan Maas, Jan Neerven
Electron. Commun. Probab. 13, 151-164, (2008) DOI: 10.1214/ECP.v13-1361
KEYWORDS: Clark-Ocone formula, Malliavin calculus, 60H07, 46B09, 60H05
Anja Sturm, Jan Swart
Electron. Commun. Probab. 13, 165-174, (2008) DOI: 10.1214/ECP.v13-1360
KEYWORDS: Long range voter model, swapping voter model, interface tightness, Exclusion process, 82C22, 82C24, 82C41, 60K35
Rafal Latala
Electron. Commun. Probab. 13, 175-186, (2008) DOI: 10.1214/ECP.v13-1362
KEYWORDS: Bernoulli process, Bernoulli conjecture, partitioning scheme, majorizing measure, 60E15, 60G17
Alexander Gnedin
Electron. Commun. Probab. 13, 187-193, (2008) DOI: 10.1214/ECP.v13-1351
KEYWORDS: $k$-records, $k$-corners, self-similar Poisson process, Ignatov's theorem, 60G70
Soumik Pal
Electron. Commun. Probab. 13, 194-197, (2008) DOI: 10.1214/ECP.v13-1364
KEYWORDS: symmetrization, symmetry resistant, Skorokhod embedding, 60E10
Nathalie Eisenbaum, Andreas Kyprianou
Electron. Commun. Probab. 13, 198-209, (2008) DOI: 10.1214/ECP.v13-1366
KEYWORDS: stochastic calculus, local time-space, Itô formula, parabolic generator, 60G44, 60H05, 60J55, 60J65
Oleg Makhnin
Electron. Commun. Probab. 13, 210-224, (2008) DOI: 10.1214/ECP.v13-1363
Henri Comman
Electron. Commun. Probab. 13, 225-240, (2008) DOI: 10.1214/ECP.v13-1370
KEYWORDS: large deviations, Rate function, Bryc's theorem, 60F10
Dmitry Panchenko
Electron. Commun. Probab. 13, 241-247, (2008) DOI: 10.1214/ECP.v13-1365
KEYWORDS: Sherrington-Kirkpatrick model, Parisi formula, 60K35, 82B44
Grégory Miermont
Electron. Commun. Probab. 13, 248-257, (2008) DOI: 10.1214/ECP.v13-1368
KEYWORDS: Random planar maps, scaling limits, Gromov-Hausdorff convergence, spherical topology, 60C05, 60F05, 60D05
Johan Wästlund
Electron. Commun. Probab. 13, 258-265, (2008) DOI: 10.1214/ECP.v13-1372
KEYWORDS: Minimum matching, exponential, expectation, Mean field, network, 60C05, 90C27, 90C35
Sergey Bobkov
Electron. Commun. Probab. 13, 266-271, (2008) DOI: 10.1214/ECP.v13-1375
KEYWORDS: Linear Bernoulli processes, distribution of the maximum
Wilfried Huss
Electron. Commun. Probab. 13, 272-279, (2008) DOI: 10.1214/ECP.v13-1374
KEYWORDS: interacting particle systems, random walks on graphs, 60K35, 82B24, 82B41
Sandrine Peche, Alexander Soshnikov
Electron. Commun. Probab. 13, 280-290, (2008) DOI: 10.1214/ECP.v13-1376
KEYWORDS: Wigner random matrices, spectral norm, 15A52, 60C05
Mark Holmes, Remco van der Hofstad, Gordon Slade
Electron. Commun. Probab. 13, 291-301, (2008) DOI: 10.1214/ECP.v13-1377
KEYWORDS: Lace expansion, Lattice trees, percolation, induction, 60K35, 82B27, 82B41, 82B43
Zakhar Kabluchko, Axel Munk
Electron. Commun. Probab. 13, 302-310, (2008) DOI: 10.1214/ECP.v13-1380
KEYWORDS: standardized increments, Gaussian random walk, multiscale statistic, Lévy's continuity modulus, Integral test, almost sure limit theorem, 60F15
Ben Morris
Electron. Commun. Probab. 13, 311-318, (2008) DOI: 10.1214/ECP.v13-1381
KEYWORDS: spectral gap, interchange process, 60J25
Vladimir Vovk
Electron. Commun. Probab. 13, 319-324, (2008) DOI: 10.1214/ECP.v13-1383
KEYWORDS: game-theoretic probability, continuous time, strong variation exponent, 60G17, 60G05, 60G44
Renming Song, Zoran Vondracek
Electron. Commun. Probab. 13, 325-336, (2008) DOI: 10.1214/ECP.v13-1388
KEYWORDS: Markov process, Subordination, killing, resurrection, 60J25, 60J45, 60J75
Nadine Guillotin-Plantard, Arnaud Le Ny
Electron. Commun. Probab. 13, 337-351, (2008) DOI: 10.1214/ECP.v13-1386
KEYWORDS: Random walks, random environments, random sceneries, 60F17, 60G18, 60K37
Emmanuel Gobet, Céline Labart
Electron. Commun. Probab. 13, 352-363, (2008) DOI: 10.1214/ECP.v13-1393
KEYWORDS: Stochastic differential equation, Euler scheme, rate of convergence, Malliavin calculus, 65C20, 60H07, 60H10, 65G99, 65M15, 60J60
Michael Marcus, Jay Rosen
Electron. Commun. Probab. 13, 364-376, (2008) DOI: 10.1214/ECP.v13-1389
KEYWORDS: Gaussian vectors, Infinite divisibility, Markov chains, 60G15, 60E07, 60J27
Gabor Pete
Electron. Commun. Probab. 13, 377-392, (2008) DOI: 10.1214/ECP.v13-1390
KEYWORDS: 60K35, 60K37, 82B43, 82D30
Markus Flury
Electron. Commun. Probab. 13, 393-400, (2008) DOI: 10.1214/ECP.v13-1394
KEYWORDS: RWRP, Random walk, Random potential, Brownian motion, Poissonian potential, ballistic phase, ballistic limit, 60K35
Katrin Hofmann-Credner, Michael Stolz
Electron. Commun. Probab. 13, 401-414, (2008) DOI: 10.1214/ECP.v13-1395
KEYWORDS: random matrices, symmetric spaces, semicircle law, Wigner, Marcenko-Pastur, Wishart, Sample covariance matrices, Dependent random variables, density of states, Universality, 15A52, 82B44
Vladislav Kargin
Electron. Commun. Probab. 13, 415-421, (2008) DOI: 10.1214/ECP.v13-1396
KEYWORDS: Free probability, free multiplicative convolution, 46L54, 15A52
Harald Luschgy, Gilles Pagès
Electron. Commun. Probab. 13, 422-434, (2008) DOI: 10.1214/ECP.v13-1397
KEYWORDS: Lévy process increment, Lévy measure, alpha-stable process, Normal Inverse Gaussian process, tempered stable process, Meixner process, 60G51, 60G18
Holger Kösters
Electron. Commun. Probab. 13, 435-447, (2008) DOI: 10.1214/ECP.v13-1400
KEYWORDS: 60B99, 15A52
Tom Alberts, Michael Kozdron
Electron. Commun. Probab. 13, 448-460, (2008) DOI: 10.1214/ECP.v13-1399
KEYWORDS: Schramm-Loewner evolution, restriction property, Hausdorff dimension, swallowing time, intersection probability, Schwarz-Christoffel transformation, 82B21, 60K35, 60G99, 60J65
Christina Goldschmidt, James Martin, Dario Spano
Electron. Commun. Probab. 13, 461-474, (2008) DOI: 10.1214/ECP.v13-1402
KEYWORDS: Fragmentation process, random permutation, Gibbs partition, Chinese restaurant process, 60C05, 05A18
Örjan Stenflo
Electron. Commun. Probab. 13, 474-481, (2008) DOI: 10.1214/ECP.v13-1409
KEYWORDS: perfect sampling, stochastic matrices, Markov chain Monte Carlo, iterated function systems, 15A51, 65C05, 60J10
Jean-Christophe Breton, Ivan Nourdin
Electron. Commun. Probab. 13, 482-493, (2008) DOI: 10.1214/ECP.v13-1415
KEYWORDS: total variation distance, Non-central limit theorem, fractional Brownian motion, Hermite power variation, multiple stochastic integrals, Hermite random variable, 60F05, 60G15, 60H07
Juan Carlos Pardo Millan
Electron. Commun. Probab. 13, 494-506, (2008) DOI: 10.1214/ECP.v13-1414
KEYWORDS: Lévy processes conditioned to stay positive, Future infimum process, First and last passage times, Occupation times, rate of growth, integral tests, 60 G 17, 60 G 51
Joseph Yukich
Electron. Commun. Probab. 13, 507-517, (2008) DOI: 10.1214/ECP.v13-1418
KEYWORDS: quantization, laws of large numbers, central limit theorems, stabilization, 60F05, 60D05
Thomas Jiang, Kun-Lin Kuo
Electron. Commun. Probab. 13, 518-525, (2008) DOI: 10.1214/ECP.v13-1416
KEYWORDS: Ferguson-Dirichlet process, c-characteristic function, 60E10, 62E15
Victor Perez Abreu, Noriyoshi Sakuma
Electron. Commun. Probab. 13, 526-539, (2008) DOI: 10.1214/ECP.v13-1413
KEYWORDS: Free probability, infinitely divisible distribution, Generalized gamma convolutions, random matrices, 15A52, 46L54, 60E07
Peter Jagers, Andreas Lagerås
Electron. Commun. Probab. 13, 540-547, (2008) DOI: 10.1214/ECP.v13-1419
KEYWORDS: supercritical, subcritical, extinction, multi-type branching process, general branching process, Crump-Mode-Jagers process, 60J80
Steven Lalley, George Kordzakhia
Electron. Commun. Probab. 13, 548-561, (2008) DOI: 10.1214/ECP.v13-1422
KEYWORDS: competition, shape theorem, first passage percolation, 60J25, 60K35
Ramon Van Handel
Electron. Commun. Probab. 13, 562-575, (2008) DOI: 10.1214/ECP.v13-1423
KEYWORDS: Nonlinear filtering, prediction, asymptotic stability, Hidden Markov models, 60J05, 62M20, 93E11, 93E15
Sebastian Müller
Electron. Commun. Probab. 13, 576-605, (2008) DOI: 10.1214/ECP.v13-1424
KEYWORDS: spectral radius, branching Markov chains, recurrence, transience, strong recurrence, positive recurrence, 60J10, 60J80
Peter Kink
Electron. Commun. Probab. 13, 606-613, (2008) DOI: 10.1214/ECP.v13-1425
KEYWORDS: Complex martingales, Stochastic differential equations, 60H30, 60G46, 60H10
Krzysztof Burdzy, David White
Electron. Commun. Probab. 13, 614-627, (2008) DOI: 10.1214/ECP.v13-1428
KEYWORDS: Markov process, stationary distribution, Inert drift, 60J25
Patrice Bertail, Emmanuelle Gautherat, Hugo Harari-Kermadec
Electron. Commun. Probab. 13, 628-640, (2008) DOI: 10.1214/ECP.v13-1430
KEYWORDS: Exponential inequalities, self-normalization, multivariate, Hoeffding inequality, 62G15, 62E17, 62H15
Pavel Chigansky, Fima Klebaner
Electron. Commun. Probab. 13, 641-648, (2008) DOI: 10.1214/ECP.v13-1432
KEYWORDS: Brownian motion, hitting time, heavy-tailed distribution, scaled Brownian excursion, Bessel bridge, Brownian bridge, 60J65
Nathanael Enriquez, Christophe Sabot, Marc Yor
Electron. Commun. Probab. 13, 649-652, (2008) DOI: 10.1214/ECP.v13-1436
KEYWORDS: Bessel processes, renewal series, Exponential functionals, square-root boundaries, 60G40, 60J57
Goran Peskir
Electron. Commun. Probab. 13, 653-659, (2008) DOI: 10.1214/ECP.v13-1431
KEYWORDS: Stable Lévy process with no negative jumps, Spectrally positive, first hitting time to a point, first passage time over a point, supremum process, a Chapman-Kolmogorov equation of Volterra type, Laplace transform, the Wiener-Hopf factorisation, 60G52, 45D05, 60J75, 45E99, 26A33
Adam Osekowski
Electron. Commun. Probab. 13, 660-675, (2008) DOI: 10.1214/ECP.v13-1433
KEYWORDS: martingale, submartingale, distribution function, tail inequality, Differential subordination, conditional differential subordination, 60G42, 60G46
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