Sharad Goel, Ravi Montenegro, Prasad Tetali
Electron. J. Probab. 11, 1-26, (2006) DOI: 10.1214/EJP.v11-300 Open Access
Gerold Alsmeyer, Uwe Rösler
Electron. J. Probab. 11, 27-56, (2006) DOI: 10.1214/EJP.v11-296 Open Access
KEYWORDS: Stochastic fixed point equation, weighted branching process, Infinite divisibility, L'evy measure, Choquet-Deny theorem, stable distribution, 60E07, 60E10, 60J80
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Electron. J. Probab. 11, 57-106, (2006) DOI: 10.1214/EJP.v11-302 Open Access
Qihe Tang
Electron. J. Probab. 11, 107-120, (2006) DOI: 10.1214/EJP.v11-304 Open Access
KEYWORDS: Consistent variation, (lower/upper) negative dependence, partial sum, precise large deviations, uniform asymptotics, (upper) Matuszewska index, 60F10, 60E15
Said Hamadene, Mohammed Hassani
Electron. J. Probab. 11, 121-145, (2006) DOI: 10.1214/EJP.v11-303 Open Access
KEYWORDS: backward stochastic differential equation, Poisson measure, Dynkin game, Mokobodzki's condition, 91A15, 60G40, 91A60
Renming Song
Electron. J. Probab. 11, 146-161, (2006) DOI: 10.1214/EJP.v11-308 Open Access
KEYWORDS: Stable processes, stable-like processes, Kato class, Feynman-Kacsemigroups, Continuous additive functionals, continuous additivefunctionals of zero energy, purely discontinuous additivefunctionals, 60J45, 60J35, 60J55, 60J57, 60J75, 60G51, 60G52
Boris Tsirelson
Electron. J. Probab. 11, 162-198, (2006) DOI: 10.1214/EJP.v11-309 Open Access
KEYWORDS: Brownian motion, local minimum, point process, equivalence relation, 60J65, 60B99, 60D05, 60G55
Jean Picard
Electron. J. Probab. 11, 199-248, (2006) DOI: 10.1214/EJP.v11-310 Open Access
KEYWORDS: Brownian excursions, Malliavin calculus, stochastic integrals, stochastic integral representation, anticipating calculus, 60H05, 60J65
Pierre Etoré
Electron. J. Probab. 11, 249-275, (2006) DOI: 10.1214/EJP.v11-311 Open Access
KEYWORDS: Monte Carlo methods, Random walk, skew Brownian motion, one-dimensional process, divergence form operator, 60J60, 65C
Marie Pierre Bavouzet, Marouen Messaoud
Electron. J. Probab. 11, 276-300, (2006) DOI: 10.1214/EJP.v11-314 Open Access
KEYWORDS: Malliavin calculus, Monte-Carlo algorithm, Euler scheme, compound Poisson process, sensitivity analysis, European options, Asian options, 60H07, 60J75, 65C05
Thomas Sellke
Electron. J. Probab. 11, 301-310, (2006) DOI: 10.1214/EJP.v11-313 Open Access
KEYWORDS: Reinforced random walk, learning, Markov, multiple-level, martingale, 60J10, 60J50
Ilie Grigorescu, Min Kang
Electron. J. Probab. 11, 311-331, (2006) DOI: 10.1214/EJP.v11-316 Open Access
KEYWORDS: Fleming-Viot, propagation of chaos, Tagged particle, 60K35, 60J50, 35K15
Maria Deijfen, Olle Haggstrom
Electron. J. Probab. 11, 331-344, (2006) DOI: 10.1214/EJP.v11-321 Open Access
KEYWORDS: competing growth, Graphs, Coexistence, 60K35, 82B43
Francesco Caravenna, Giambattista Giacomin, Lorenzo Zambotti
Electron. J. Probab. 11, 345-362, (2006) DOI: 10.1214/EJP.v11-320 Open Access
KEYWORDS: Wetting Transition, Critical Wetting, delta-Pinning Model, renewal theory, Fluctuation theory for random walks, 60K35, 60F10, 82B41
Vlada Limic, Anja Sturm
Electron. J. Probab. 11, 363-393, (2006) DOI: 10.1214/EJP.v11-319 Open Access
KEYWORDS: Coalescent, $la$-coalescent, structured coalescent, limit theorems, Coalescing random walks, 60J25, 60K35
Anne-Laure Basdevant
Electron. J. Probab. 11, 394-417, (2006) DOI: 10.1214/EJP.v11-323 Open Access
KEYWORDS: Interval fragmentation, exchangeable compositions, 60J25, 60G09
Alexander Holroyd
Electron. J. Probab. 11, 418-433, (2006) DOI: 10.1214/EJP.v11-326 Open Access
KEYWORDS: Bootstrap percolation, cellular automaton, metastability, finite-size scaling, 60K35, 82B43
Erkan Nane
Electron. J. Probab. 11, 434-459, (2006) DOI: 10.1214/EJP.v11-327 Open Access
KEYWORDS: Brownian motion, symmetric $alpha$-stable process, $alpha$-time Brownian motion, Local time, Chung's law, Kesten's law, 60J65, 60K99
Stefan Adams, Jean-Bernard Bru, Wolfgang Koenig
Electron. J. Probab. 11, 460-485, (2006) DOI: 10.1214/EJP.v11-330 Open Access
KEYWORDS: Interacting Brownian motions, Brownian intersection local times, large deviations, occupation measure, Gross-Pitaevskii formula, 60F10, 60J65, 82B10, 82B26
Thierry Klein, Yutao Ma, Nicolas Privault
Electron. J. Probab. 11, 486-512, (2006) DOI: 10.1214/EJP.v11-332 Open Access
KEYWORDS: Convex concentration inequalities, forward-backward stochastic calculus, Deviation inequalities, Clark formula, Brownian motion, Jump processes, 60F99, 60F10, 60H07, ‎39B62
Duerre Maximilian
Electron. J. Probab. 11, 513-539, (2006) DOI: 10.1214/EJP.v11-333 Open Access
KEYWORDS: forest-fires, Self-organized criticality, forest-fire model, existence, well-defined, 60K35, 82C20, 82C22
Tom Schmitz
Electron. J. Probab. 11, 540-562, (2006) DOI: 10.1214/EJP.v11-337 Open Access
KEYWORDS: Diffusions in a random environment, ballistic behavior, Condition $(T)$, 60K37, 82D30
Kyeong-Hun Kim
Electron. J. Probab. 11, 563-584, (2006) DOI: 10.1214/EJP.v11-339 Open Access
KEYWORDS: SPDEs degenerating on the boundary, weighted Sobolev spaces, 60H15, 35R60
Jan Swart, Klaus Fleischmann
Electron. J. Probab. 11, 585-654, (2006) DOI: 10.1214/EJP.v11-341 Open Access
KEYWORDS: renormalization, catalytic Wright-Fisher diffusion, embedded particle system, extinction, unbounded growth, Interacting diffusions, Universality, 82C28, 82C22, 60J60, 60J80
Noam Berger, Itai Benjamini, Omer Angel, Yuval Peres
Electron. J. Probab. 11, 655-669, (2006) DOI: 10.1214/EJP.v11-345 Open Access
KEYWORDS: percolation, transience, wedges, 60J45
Eric Cator, Sergei Dobrynin
Electron. J. Probab. 11, 670-685, (2006) DOI: 10.1214/EJP.v11-340 Open Access
KEYWORDS: Hammersley's process, second class particles, Rarefaction fan, 60C05, 60K35, 60F05
Cyril Odasso
Electron. J. Probab. 11, 686-699, (2006) DOI: 10.1214/EJP.v11-336 Open Access
KEYWORDS: Stochastic three-dimensional Navier-Stokes equations, invariant measure, 35Q30, 76D05
Steffen Dereich, Michael Scheutzow
Electron. J. Probab. 11, 700-722, (2006) DOI: 10.1214/EJP.v11-344 Open Access
KEYWORDS: High-resolution quantization, Complexity, stochastic process, Entropy, Distortion rate function, 60G35, 41A25, 94A29
Klaus Fleischmann, Peter Mörters, Vitali Wachtel
Electron. J. Probab. 11, 723-767, (2006) DOI: 10.1214/EJP.v11-348 Open Access
KEYWORDS: Catalyst, reactant, Superprocess, critical scaling, refined law of large numbers, Catalytic branching, stable medium, random environment, supercritical dimension, generalised stable Ornstein-Uhlenbeck process, index jump, parabolic Anderson model with sta, 60G57, 60J80, 60K35
Samir Belhaouari, Thomas Mountford, Rongfeng Sun, Glauco Valle
Electron. J. Probab. 11, 768-801, (2006) DOI: 10.1214/EJP.v11-349 Open Access
KEYWORDS: voter model interface, Coalescing random walks, Brownian web, invariance principle, 60K35, 82B24, 82B41, 60F17
Christophe Sabot, Nathanaël Enriquez
Electron. J. Probab. 11, 802-816, (2006) DOI: 10.1214/EJP.v11-350 Open Access
KEYWORDS: Random walks, random environments, Dirichlet Laws, reinforced random walks, 60K37, 82D30
Yimin Xiao, Davar Khoshnevisan, Dongsheng Wu
Electron. J. Probab. 11, 817-843, (2006) DOI: 10.1214/EJP.v11-353 Open Access
KEYWORDS: Brownian sheet, Sectorial local nondeterminism, image, Salem sets, multiple points, Hausdorff dimension, Packing dimension, 60G15, 60G17, 28A80
Julia Dony, Uwe Einmahl
Electron. J. Probab. 11, 844-859, (2006) DOI: 10.1214/EJP.v11-354 Open Access
KEYWORDS: kernel density estimator, weighted uniform consistency, Convergence rates, uniform in bandwidth, empirical process, 60B12, 60F15, 62G07
Denis Feyel, Arnaud de La Pradelle
Electron. J. Probab. 11, 860-892, (2006) DOI: 10.1214/EJP.v11-356 Open Access
KEYWORDS: Curvilinear Integrals, H"older continuity, Rough paths, stochastic integrals, Stochastic differential equations, fractional Brownian motion, 26B20, 26B35, 34A26, 46N30, 53A04, 60G15, 60H10
Wolfgang Wagner
Electron. J. Probab. 11, 893-933, (2006) DOI: 10.1214/EJP.v11-359 Open Access
KEYWORDS: Spatial coagulation model, post-gelation behavior, Stochastic particle systems, 60K40
Kavita Ramanan
Electron. J. Probab. 11, 934-992, (2006) DOI: 10.1214/EJP.v11-360 Open Access
KEYWORDS: Reflected diffusions, Skorokhod problem, submartingale problem, Stochastic differential equations, 60H10, 60G17, 60G07
Richard Bass, Xia Chen, Jay Rosen
Electron. J. Probab. 11, 993-1030, (2006) DOI: 10.1214/EJP.v11-362 Open Access
KEYWORDS: Intersection local time, Moderate deviations, planar random walks, large deviations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarith, 60F10, 60J55, 60J65
Pavel Gapeev
Electron. J. Probab. 11, 1031-1048, (2006) DOI: 10.1214/EJP.v11-367 Open Access
KEYWORDS: Discounted optimal stopping problem, Finite horizon, Geometric Brownian motion, maximum process, parabolic free-boundary problem, smooth fit, normal reflection, a nonlinear Volterra integral equation of the second kind, boundary surface, a change-of-varia, 60G40, 35R35, 45G10, 60J60, 91B28
Iosif Pinelis
Electron. J. Probab. 11, 1049-1070, (2006) DOI: 10.1214/EJP.v11-371 Open Access
KEYWORDS: Supermartingales, Martingales, Upper bounds, Probability inequalities, Generalized moments, 60E15, 60J65, 60E05, 60G15, 60G50, 60J30
Jean-René Chazottes, Cristian Giardina, Frank Redig
Electron. J. Probab. 11, 1049-1068, (2006) DOI: 10.1214/EJP.v11-374 Open Access
KEYWORDS: continuous-time Markov chain, Law of Large Numbers, central limittheorem, large deviations, entropy production, time-reversed process, 60J27, 60F10
Dapeng Zhan
Electron. J. Probab. 11, 1069-1093, (2006) DOI: 10.1214/EJP.v11-338 Open Access
KEYWORDS: continuum scaling limit, percolation, SLE, conformal invariance, 82B27, 60K35, 82B43, 60D05, 30C35
Marton Balazs, Eric Cator, Timo Seppalainen
Electron. J. Probab. 11, 1094-1132, (2006) DOI: 10.1214/EJP.v11-366 Open Access
KEYWORDS: Last-passage, simple exclusion, cube root asymptotics, competition interface, Burke's theorem, Rarefaction fan, 60K35, 82C43
Rachel Brouwer, Juho Pennanen
Electron. J. Probab. 11, 1133-1143, (2006) DOI: 10.1214/EJP.v11-369 Open Access
KEYWORDS: forest-fires, self-organised criticality, cluster size distribution, 60G18
Tokuzo Shiga, Hiroshi Tanaka
Electron. J. Probab. 11, 1144-1183, (2006) DOI: 10.1214/EJP.v11-380 Open Access
KEYWORDS: random probability distribution, Infinite divisibility, random environment, Lévy-Khintchin representation, Lévy-Itô représentation, 60K37, 60G57, 60G09, 60E07
Daniela Bertacchi
Electron. J. Probab. 11, 1184-1203, (2006) DOI: 10.1214/EJP.v11-377 Open Access
KEYWORDS: Random walk, Maximal Excursion, generating function, comb, Brownian motion, 60J10, 05A15, 60J65
Mikhail Lifshits, Werner Linde, Zhan Shi
Electron. J. Probab. 11, 1204-1233, (2006) DOI: 10.1214/EJP.v11-379 Open Access
KEYWORDS: Gaussian random fields, fractional Brownian motion, fractal measures, Kolmogorov numbers, Metric entropy, 60G15, 28A80, 47B06
Andrew Barbour, Gesine Reinert
Electron. J. Probab. 11, 1234-1283, (2006) DOI: 10.1214/EJP.v11-381 Open Access
KEYWORDS: Small-world networks, shortest path length, branching process, 90B15, 60J85
Zhonggen Su
Electron. J. Probab. 11, 1284-1320, (2006) DOI: 10.1214/EJP.v11-378 Open Access
KEYWORDS: central limit theorem, the Costin-Lebowitz-Soshnikov theorem, Eigenvalues, RH problems, Sample covariance matrices, 15A52, 60F05
Loic Chaumont, Juan Carlos Pardo Millan
Electron. J. Probab. 11, 1321-1341, (2006) DOI: 10.1214/EJP.v11-382 Open Access
KEYWORDS: Self-similar Markov process, L'evy process, Lamperti representation, last passage time, Time reversal, Integral test, Law of the iterated logarithm, 60G18, 60G51, 60B10
Kurt Johansson, Eric Nordenstam
Electron. J. Probab. 11, 1342-1371, (2006) DOI: 10.1214/EJP.v11-370 Open Access
KEYWORDS: random matrices, Tiling problems, 60G55, 15A52, 52C20
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