Neil O'Connell, Marc Yor
Electron. Commun. Probab. 7, 1-12, (2002) DOI: 10.1214/ECP.v7-1042 Open Access
KEYWORDS: GUE, Eigenvalues of random matrices, Hermitian Brownianmotion, non-colliding Brownian motions, Weyl chamber, queues in series, Burke's theorem, reversibility, Pitman's representation theorem, Charlierensemble, 15A52, 60J27, 60J65, 60J45, 60K25
Shui Feng, Jie Xiong
Electron. Commun. Probab. 7, 13-25, (2002) DOI: 10.1214/ECP.v7-1043 Open Access
KEYWORDS: Fleming-Viot process, large deviations, quasi-potential, 60F10, 92D10
Larbi Alili
Electron. Commun. Probab. 7, 27-35, (2002) DOI: 10.1214/ECP.v7-1044 Open Access
KEYWORDS: Brownian motion, Brownian bridge, Canonical decomposition, Volterra transform, 26C05, 60J65
Fabrice Baudoin
Electron. Commun. Probab. 7, 37-46, (2002) DOI: 10.1214/ECP.v7-1045 Open Access
KEYWORDS: Diffusion processes, Exponential analogue of Pitman's 2M-X theorem, 60J60
Grzegorz Rempala, Jacek Wesolowski
Electron. Commun. Probab. 7, 47-54, (2002) DOI: 10.1214/ECP.v7-1046 Open Access
KEYWORDS: central limit theorem, Lognormal distribution, productsof sums of iid rv's, records, U-statistics, 60F05, 62G32
Dmitriy Panchenko
Electron. Commun. Probab. 7, 55-65, (2002) DOI: 10.1214/ECP.v7-1047 Open Access
KEYWORDS: concentration of measure, Empirical processes, 60E15, 28A35
Olle Häggström
Electron. Commun. Probab. 7, 67-78, (2002) DOI: 10.1214/ECP.v7-1048 Open Access
KEYWORDS: hard-core model, Widom-Rowlinson model, Gibbsmeasures, monotonic phase transition, site-random-cluster model, 60K35, 82B20, 82B26
Fima Klebaner
Electron. Commun. Probab. 7, 79-83, (2002) DOI: 10.1214/ECP.v7-1049 Open Access
KEYWORDS: Black-Scholes formula, Meyer-Tanaka formula, Semimartingales, 60G35, 91B28
David Kessler, Jeremy Schiff
Electron. Commun. Probab. 7, 85-96, (2002) DOI: 10.1214/ECP.v7-1050 Open Access
KEYWORDS: Inclusion-exclusion principle, close-to-independent events, 60C05
Paul Ressel
Electron. Commun. Probab. 7, 97-100, (2002) DOI: 10.1214/ECP.v7-1051 Open Access
KEYWORDS: Subdiagonal distribution, almost uniform distribution, exchangeable random order, 60E99, 60E15, 46A55
Daniel Boivin, Jean-Marc Derrien
Electron. Commun. Probab. 7, 101-115, (2002) DOI: 10.1214/ECP.v7-1052 Open Access
KEYWORDS: Random environment with stationary conductances, Geodesics in first-passage percolation model, Reversible random walks on$Z^2$, Recurrence and transience, 60K35, 60K37, 60G50
Florin Soucaliuc, Wendelin Werner
Electron. Commun. Probab. 7, 117-122, (2002) DOI: 10.1214/ECP.v7-1053 Open Access
KEYWORDS: Brownian motion, reflection, 60J65
Jeffrey Rosenthal
Electron. Commun. Probab. 7, 123-128, (2002) DOI: 10.1214/ECP.v7-1054 Open Access
KEYWORDS: Markov chain, convergence rate, mixing time, drift condition, minorisation condition, total variation distance, 60J05, 62M05
Rami Atar, Krzysztof Burdzy
Electron. Commun. Probab. 7, 129-139, (2002) DOI: 10.1214/ECP.v7-1055 Open Access
KEYWORDS: Nodal line, reflected Brownian motion, mirror coupling, eigenfunction, Neumann problem, 35P99, 60J65
Motoya Machida
Electron. Commun. Probab. 7, 141-155, (2002) DOI: 10.1214/ECP.v7-1056 Open Access
KEYWORDS: Markov chain Monte Carlo, Fill's algorithm, perfect sampling, exact sampling, rejection sampling, Stochastic monotonicity, ‎partially ordered set, monotone coupling, absolutely continuous Markov kernel, regularity conditions, 60J10, 68U20, 60G40, 65C05, 65C10, 65C40
Hao Wang
Electron. Commun. Probab. 7, 157-167, (2002) DOI: 10.1214/ECP.v7-1057 Open Access
KEYWORDS: spatial structure, interaction, Superprocess, locationdependent branching, 60K35, 60J80, 60J35
Khaled Bahlali
Electron. Commun. Probab. 7, 169-179, (2002) DOI: 10.1214/ECP.v7-1058 Open Access
KEYWORDS: Backward stochastic differential equations (BSDE), locally Lipschitzfunction, 60H10
Philip Griffin
Electron. Commun. Probab. 7, 181-190, (2002) DOI: 10.1214/ECP.v7-1059 Open Access
KEYWORDS: tightness, t-statistic, self-normalized sum, 60K37, 60F15
Martin Zerner
Electron. Commun. Probab. 7, 191-197, (2002) DOI: 10.1214/ECP.v7-1060 Open Access
KEYWORDS: Random walk in random environment, RWRE, Law of Large Numbers, 60K37, 60F15
Toshio Mikami
Electron. Commun. Probab. 7, 199-213, (2002) DOI: 10.1214/ECP.v7-1061 Open Access
KEYWORDS: Absolutely continuous stochastic process, mass transportation problem, Salisbury's problem, Markov control, zero-noise limit, 93E20
Harry Zanten
Electron. Commun. Probab. 7, 215-222, (2002) DOI: 10.1214/ECP.v7-1062 Open Access
KEYWORDS: 60G44, 60F17
John Appleby
Electron. Commun. Probab. 7, 223-234, (2002) DOI: 10.1214/ECP.v7-1063 Open Access
KEYWORDS: Stochastic functional-differential equations, Ito-Volterra equations, uniform asymptotic stability, almost sure stability, pathwise stability, simulated annealing, 60H10, 60H20, 34K20, 45D05
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