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Articles
Oriane Blondel, Aurelia Deshayes, Cristina Toninelli
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/18-EJP246
KEYWORDS: Kinetically constrained models, invariant measure, coupling, contact process, 60K35, 60J27
Luc Devroye, Cecilia Holmgren, Henning Sulzbach
Electron. J. Probab. 24, 1-44, (2019) DOI: 10.1214/19-EJP263
KEYWORDS: branching processes, fringe trees, spine decomposition, binary trees, Continuum random tree, Brownian excursion, Exponential functionals, Apollonian networks, 60J80, 60J85, 05C80
Peter Imkeller, Gonçalo dos Reis, William Salkeld
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/18-EJP261
KEYWORDS: Malliavin calculus, parametric differentiability, monotone growth SDE, one-sided Lipschitz, Bismut-Elworthy-Li formula, 60H07, 60H10, 60H30
Jonathan Harter, Adrien Richou
Electron. J. Probab. 24, 1-51, (2019) DOI: 10.1214/18-EJP260
KEYWORDS: BSDEs, Quadratic BSDEs, Martingales, 65C30
Christian Döbler, Giovanni Peccati
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/19-EJP264
KEYWORDS: $U$-statistics, central limit theorem, error bounds, contractions, product formula, Random geometric graphs, Hoeffding decomposition, Stein’s method, Exchangeable pairs, 60F05, 60D05, 62G99
Jérôme Dedecker, Florence Merlevède
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP266
KEYWORDS: empirical measure, Wasserstein distance, Independent and identically distributed random variables, Deviation inequalities, Moment inequalities, almost sure rates of convergence, 60B10, 60F10, 60F15, 60E15
François Gaston Ged
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/18-EJP253
KEYWORDS: self-similar growth-fragmentations, intrinsic area, profile of a tree, 60J25, 60G18, 60G30
Abolfazl Safikhani, Yimin Xiao
Electron. J. Probab. 24, 1-19, (2019) DOI: 10.1214/19-EJP270
KEYWORDS: Gaussian random fields, equivalence of measures, nonstationary, Spectral density, spatio-temporal models, 60G60, 62H11
Ziliang Che, Patrick Lopatto
Electron. J. Probab. 24, 1-53, (2019) DOI: 10.1214/19-EJP269
KEYWORDS: Random matrix theory, sparse, Universality, Singular value, 60B20
Arturo Jaramillo, Juan Carlos Pardo, José Luis Pérez
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/18-EJP203
KEYWORDS: Gaussian matrix-valued processes, Skorokhod integral, measure valued process, Free probability, 15B52, 65C30, 60H07, 46L54
Karen Habermann
Electron. J. Probab. 24, 1-19, (2019) DOI: 10.1214/19-EJP274
KEYWORDS: Hypoelliptic diffusions, small-time asymptotics, iterated Kolmogorov diffusion, 35H10, 60F05, 60J60
Benjamin Jourdain, Ahmed Kebaier
Electron. J. Probab. 24, 1-34, (2019) DOI: 10.1214/19-EJP271
KEYWORDS: Non asymptotic bounds, Euler scheme, multilevel Monte Carlo methods, Malliavin calculus, 60H35, 65C30, 65C05, 60H07
Kevin Tanguy
Electron. J. Probab. 24, 1-18, (2019) DOI: 10.1214/19-EJP265
KEYWORDS: functional inequalities, monotone rearrangement, superconcentration, order statistics, 60E15, 26D10, 60G70
Kevin Lin, Carl Mueller
Electron. J. Probab. 24, 1-26, (2019) DOI: 10.1214/19-EJP279
KEYWORDS: wave equation, White noise, Stochastic partial differential equations, 60H15, 60J45, 35L05
Romain Abraham, Jean-François Delmas
Electron. J. Probab. 24, 1-51, (2019) DOI: 10.1214/19-EJP272
KEYWORDS: conditioned Galton-Watson trees, Local limits, Martin boundary, 60J80, 60F15
Stefano Olla, Li-Cheng Tsai
Electron. J. Probab. 24, 1-71, (2019) DOI: 10.1214/19-EJP278
KEYWORDS: large deviations, Exclusion processes, totally asymmetric, Corner growth model, variational formula, 60F10, 82C22
Christophe Profeta, Thomas Simon
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/19-EJP275
KEYWORDS: Extremes, lower tail probabilities, power drift, Stable process, 60G18, 60G22, 60G51, 60G52, 60G70
Gábor Lugosi, Alan S. Pereira
Electron. J. Probab. 24, 1-15, (2019) DOI: 10.1214/19-EJP268
KEYWORDS: Random trees, uniform attachment, Discrete probability, seed, NA
Vincent Bansaye, Maria-Emilia Caballero, Sylvie Méléard
Electron. J. Probab. 24, 1-38, (2019) DOI: 10.1214/19-EJP262
KEYWORDS: tightness, Diffusions with jumps, characteristics, Semimartingales, Galton-Watson process, Wright-Fisher process, random environment, 60J27, 60J75, 60F15, 60F05, 60F10, 92D25
David Coupier, Jean-François Marckert, Viet Chi Tran
Electron. J. Probab. 24, 1-48, (2019) DOI: 10.1214/18-EJP255
KEYWORDS: Brownian web, navigation algorithm, random spanning forests, weak convergence of stochastic processes, 60J05, 60G52, 60J65, 60D05, 60G57, 60E99
Jeremie Unterberger
Electron. J. Probab. 24, 1-28, (2019) DOI: 10.1214/19-EJP288
KEYWORDS: random matrices, Dyson’s Brownian motion, log-gas, beta-ensembles, Hydrodynamic limit, Stieltjes transform, Fluctuations, Support, 60B20, 60F05, 60G20, 60J60, 60J75, 60K35
Dominik Schmid
Electron. J. Probab. 24, 1-25, (2019) DOI: 10.1214/19-EJP286
KEYWORDS: Exclusion process, mixing time, random environment, 60K37, 60J27
Jan-Erik Lübbers, Matthias Meiners
Electron. J. Probab. 24, 1-29, (2019) DOI: 10.1214/19-EJP277
KEYWORDS: biased random walk, critical bias, ladder graph, percolation, 82B43, 60K37
Daniel Hug, Christoph Thäle
Electron. J. Probab. 24, 1-60, (2019) DOI: 10.1214/19-EJP267
KEYWORDS: Blaschke-Petkantschin formula, $K$-function, Markov process, martingale, maximal face, pair-correlation function, spherical curvature measure, spherical integral geometry, spherical space, random tessellation, splitting tessellation, 52A22, 60D05, 53C65
David Aldous, Russell Lyons
Electron. J. Probab. 24, 1-2, (2019) DOI: 10.1214/19-EJP291
KEYWORDS: amenability, equivalence relations, infinite graphs, percolation, quasi-transitive, Random walks, transitivity, weak convergence, reversibility, Trace, Stochastic comparison, Spanning forests, sofic groups, 60C05, 60K99, 05C80
Andreas Eberle, Mateusz B. Majka
Electron. J. Probab. 24, 1-36, (2019) DOI: 10.1214/19-EJP287
KEYWORDS: Markov chains, Wasserstein distances, quantitative bounds, Couplings, Euler schemes, Metropolis algorithm, 60J05, 60J22, 65C05, 65C30, 65C40
A.D. Barbour, A. Xia
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP284
KEYWORDS: total variation approximation, Stein’s method, local dependence, marked point process, 60F05, 60E15, 60G55, 60J27
Iddo Ben-Ari, Alexander Roitershtein, Rinaldo B. Schinazi
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/19-EJP282
KEYWORDS: population models, catastrophes, Persistence, spectral gap, Cutoff, coupling, 60J10, 60J80, 92D25, 60K37
Benjamin Arras, Christian Houdré
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP285
KEYWORDS: Infinite divisibility, self-decomposability, Stein’s method, Stein’s kernel, weak limit theorems, rates of convergence, smooth Wassertein distance, 60E07, 60E10, 60F05
Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP290
KEYWORDS: probability measure-valued processes, Polynomial processes, Fleming–Viot type processes, interacting particle systems, Martingale problem, maximum principle, Dual process, 60J68, 60G57
Marcus Michelen, Robin Pemantle, Josh Rosenberg
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP281
KEYWORDS: backbone, Incipient infinite cluster, limit uniform, Poisson point process, pivot, Self-organized criticality, 60K35
Itai Benjamini, Jonathan Hermon
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP294
KEYWORDS: Social network, Random walks, Giant component, Coalescence process, 82C41, 60K35, 82B43, 60J10, 05C81, 91D30
Clément Foucart
Electron. J. Probab. 24, 1-38, (2019) DOI: 10.1214/19-EJP299
KEYWORDS: Continuous-state branching process, Generalized Feller diffusion, branching process with interaction, explosion, coming down from infinity, entrance boundary, reflecting boundary, Lamperti’s time change, Duality, 60J80, 60J70, 92D25
Zakhar Kabluchko, Hauke Seidel
Electron. J. Probab. 24, 1-25, (2019) DOI: 10.1214/19-EJP295
KEYWORDS: random polynomials, critical points, i.i.d. zeroes, non-normal domain of attraction of the normal law, Functional limit theorems, random analytic functions, 30C15, 60G57, 60B10
Xiao Fang
Electron. J. Probab. 24, 1-14, (2019) DOI: 10.1214/19-EJP301
KEYWORDS: central limit theorem, local dependence, Erdős-Rényi random graph, Stein’s method, U-statistics, Wasserstein-2 distance, 60F05
Yu-Ting Chen
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP289
KEYWORDS: Stochastic heat equations, stochastic convolutions, surface growth models, 60H10, 60G15, 60H15
Pietro Caputo, Dmitry Ioffe, Vitali Wachtel
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/19-EJP283
KEYWORDS: non-intersecting Brownian bridges, geometric area tilts, Dyson-Ferrari-Spohn diffusion, Brownian polymers, limiting line ensembles, 60F17, 60K35, 82B20, 82B41
Luca Avena, Yuki Chino, Conrado da Costa, Frank den Hollander
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP296
KEYWORDS: Random walk, Dynamic random environment, resampling times, Law of Large Numbers, large deviation principle, Concentration inequalities, 60F05, 60F10, 60G50, 60K37
Hugo Vanneuville
Electron. J. Probab. 24, 1-71, (2019) DOI: 10.1214/19-EJP293
KEYWORDS: percolation, scaling relation, Voronoi tiling, Near-criticality, random environment, quasi-multiplicativity, 60K35, 60K37
Mateusz Kwaśnicki
Electron. J. Probab. 24, 1-40, (2019) DOI: 10.1214/19-EJP300
KEYWORDS: complete Bernstein function, fluctuation theory, Lévy process, Nevanlinna–Pick function, Wiener–Hopf factorisation, 60G51, 47A68, 30E20
Irène Marcovici, Mathieu Sablik, Siamak Taati
Electron. J. Probab. 24, 1-44, (2019) DOI: 10.1214/19-EJP297
KEYWORDS: cellular automata, Probabilistic cellular automata, noise, ergodicity, coupling, entropy method, Fourier analysis, 60K35, 60J05, 37B15, 37A50
Radosław Adamczak, Michał Kotowski, Bartłomiej Polaczyk, Michał Strzelecki
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP280
KEYWORDS: concentration of measure, Transportation inequalities, Ising model, polynomials, 60E15, 82B99
Pierre-Loïc Méliot
Electron. J. Probab. 24, 1-85, (2019) DOI: 10.1214/19-EJP305
KEYWORDS: Random geometric graphs, spectra of random matrices, compact Lie groups and their representations, 05C80, 60B20, 20C15
Arka Adhikari, Ziliang Che
Electron. J. Probab. 24, 1-25, (2019) DOI: 10.1214/19-EJP273
KEYWORDS: Universality, Random matrix, Correlation, 15B52, 82B44
Wen Sun, Robert Philippe
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP304
KEYWORDS: local mean-field interaction, nonlinear Markov processes, urn models, 60J27, 60K25, 68M15
Quentin Berger
Electron. J. Probab. 24, 1-47, (2019) DOI: 10.1214/19-EJP308
KEYWORDS: multivariate random walks, strong renewal theorems, local large deviations, 60G50, 60K05, 60F15, 60F10
Emmanuel Schertzer, Florian Simatos
Electron. J. Probab. 24, 1-38, (2019) DOI: 10.1214/19-EJP307
KEYWORDS: Crump-Mode-Jagers branching processes, chronologial trees, scaling limits, Invariance principles, 60F17, 60J80
Nicholas Georgiou, Aleksandar Mijatović, Andrew R. Wade
Electron. J. Probab. 24, 1-38, (2019) DOI: 10.1214/19-EJP302
KEYWORDS: non-homogeneous random walk, invariance principle, diffusion limits, Excursions, Skew product, rapid spinning, recurrence, transience, 60J05, 60J60, 60F17, 58J65, 60J55
Alan Hammond
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/18-EJP249
KEYWORDS: planar self-avoiding walk, return probability, combinatorial bounds, 60K35, 60D05
Makoto Nakashima
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/19-EJP292
KEYWORDS: Directed polymers, Free energy, continuum directed polymer, 82D60, 82C44
François Delarue, Daniel Lacker, Kavita Ramanan
Electron. J. Probab. 24, 1-54, (2019) DOI: 10.1214/19-EJP298
KEYWORDS: Mean field games, master equation, McKean-Vlasov, interacting particle systems, common noise, Fluctuations, central limit theorem, systemic risk, 60F05, 60H10, 60H15, 91A13, 91A15, 91G80, 60K35
Patric Glöde, Andreas Greven, Thomas Rippl
Electron. J. Probab. 24, 1-55, (2019) DOI: 10.1214/19-EJP276
KEYWORDS: genealogy valued random variables, Infinite divisibility, Random trees, Cox cluster representation, Lévy-Khintchine formulas, branching processes, branching tree, (marked) ultrametric measure spaces, branching property of semigroups, random variables with values in semigroups, 60K35, 60E07
Xing Shi Cai, Cecilia Holmgren, Luc Devroye, Fiona Skerman
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP318
KEYWORDS: cutting, k-cut, Random trees, 60C05
Thomas Hughes
Electron. J. Probab. 24, 1-58, (2019) DOI: 10.1214/19-EJP303
KEYWORDS: Super-Brownian motion, Local time, Stochastic pde, Hausdorff dimension, 60J68, 60J55, 60H15, 28A78
Leif Döring, Alexander R. Watson, Philip Weissmann
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP306
KEYWORDS: Markov processes, Lévy processes, killed Lévy processes, Doob $h$-transform, Martingales, 60J25, 60G51, 60G44
Wenming Hong, Xiaoyue Zhang
Electron. J. Probab. 24, 1-17, (2019) DOI: 10.1214/19-EJP311
KEYWORDS: branching process, random environment, heavy-tailed, regular, irregular, Martingales, 60J80, 60F10
Raphaël Forien
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP314
KEYWORDS: random environment, Population genetics, Coalescing random walks, local central limit theorem, scaling limits of measure-valued Markov processes, 60F17, 60G99, 60H15, 60J25
Ewain Gwynne, Jason Miller, Scott Sheffield
Electron. J. Probab. 24, 1-55, (2019) DOI: 10.1214/19-EJP325
KEYWORDS: Random planar maps, Random walk in random environment, mated-CRT map, Liouville quantum gravity, Schramm-Loewner evolution, mating of trees, 60G50, 60K37, 60J67
Antoine Brault, Antoine Lejay
Electron. J. Probab. 24, 1-24, (2019) DOI: 10.1214/19-EJP313
KEYWORDS: Rough paths, rough differential equations, non uniqueness of solutions, flow approximations, measurable flows, Lipschitz flows, sewing lemma, 60H10, 54C65
Robert C. Dalang, Thomas Humeau
Electron. J. Probab. 24, 1-28, (2019) DOI: 10.1214/19-EJP317
KEYWORDS: linear stochastic partial differential equation, Lévy white noise, generalized stochastic process, mild solution, stochastic Fubini theorem, $\alpha $-stable noise, 60H15, 60G60, 60G51
Mariana Olvera-Cravioto
Electron. J. Probab. 24, 1-27, (2019) DOI: 10.1214/19-EJP315
KEYWORDS: Population dynamics, iterative bootstrap, Wasserstein metric, distributional fixed-point equations, Weighted branching processes, 65C05, 60J80
Nicholas Georgiou, Mikhail V. Menshikov, Dimitri Petritis, Andrew R. Wade
Electron. J. Probab. 24, 1-28, (2019) DOI: 10.1214/19-EJP322
KEYWORDS: Random walk, heavy tails, asymptotically zero drift, Lamperti’s problem, recurrence, transience, passage-time moments, Lyapunov functions, 60J05, 60J10
Anna De Masi, Pablo A. Ferrari, Errico Presutti, Nahuel Soprano-Loto
Electron. J. Probab. 24, 1-30, (2019) DOI: 10.1214/19-EJP324
KEYWORDS: Hydrodynamic limit, free boundary problems, Branching Brownian motion, Brunet-Derrida models, 60K35, 82C20
Piotr Miłoś, Batı Şengül
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/18-EJP171
KEYWORDS: random permutation, phase transition, Hamming graph, 60G99, 81S99, 82B99
Akira Sakai, Gordon Slade
Electron. J. Probab. 24, 1-18, (2019) DOI: 10.1214/19-EJP327
KEYWORDS: contact process, Oriented percolation, Lattice trees, Lace expansion, 60K35, 82B27, 82B41
Stefan Ankirchner, Nabil Kazi-Tani, Maike Klein, Thomas Kruse
Electron. J. Probab. 24, 1-16, (2019) DOI: 10.1214/19-EJP309
KEYWORDS: Optimal stopping, expectation constraint, Skorokhod embedding problem, one-dimensional strong Markov processes, extreme points of sets of probability measures, 60G40, 60J60, 60B05
James Allen Fill, Wei-Chun Hung
Electron. J. Probab. 24, 1-13, (2019) DOI: 10.1214/19-EJP331
KEYWORDS: QuickSort, asymptotic bounds, tails of distributions, large deviations, moment generating functions, Chernoff bounds, 68P10, 60E05, 60C05
Marcelo Hilario, Xinyi Li, Petr Panov
Electron. J. Probab. 24, 1-16, (2019) DOI: 10.1214/19-EJP329
KEYWORDS: Poisson cylinder model, Internal distance, shape theorem, 60F10, 82B43, 60K35, 51F99
Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych, Alexander Roitershtein
Electron. J. Probab. 24, 1-44, (2019) DOI: 10.1214/19-EJP330
KEYWORDS: branching process in a random environment with immigration, perpetuity, random difference equation, Random walk in a random environment, 60K37, 60F05, 60F15, 60J80
Titus Lupu, Christophe Sabot, Pierre Tarrès
Electron. J. Probab. 24, 1-28, (2019) DOI: 10.1214/19-EJP326
KEYWORDS: Gaussian free field, Ray-Knight identity, self-interacting processes, loop-soups, random currents, Ising model, 60J27, 60J55, 60K35, 82B20, 81T25, 81T60
Federico Dalmao, Ivan Nourdin, Giovanni Peccati, Maurizia Rossi
Electron. J. Probab. 24, 1-45, (2019) DOI: 10.1214/19-EJP321
KEYWORDS: Berry’s cancellation, complex arithmetic random waves, high-energy limit, limit theorems, Laplacian, nodal intersections, phase singularities, Wiener Chaos, 60G60, 60B10, 60D05, 58J50, 35P20
Francesco Caravenna, Ron Doney
Electron. J. Probab. 24, 1-48, (2019) DOI: 10.1214/19-EJP319
KEYWORDS: Renewal theorem, local limit theorem, regular variation, 60K05, 60G50
Stephen B. Connor, Richard J. Pymar
Electron. J. Probab. 24, 1-48, (2019) DOI: 10.1214/19-EJP332
KEYWORDS: mixing time, exclusion, interchange, Random walk, Hypergraph, coupling, 60J27, 60K35, 82C22
Volker Betz, Lorenzo Taggi
Electron. J. Probab. 24, 1-37, (2019) DOI: 10.1214/19-EJP328
KEYWORDS: Self-avoiding walk, random spatial permutations, 82B20, 82B41, 82B41
Nil Venet
Electron. J. Probab. 24, 1-26, (2019) DOI: 10.1214/18-EJP256
KEYWORDS: Positive definite kernel, valid covariance, fractional Brownian motion, Random field, Riemannian manifold, 60G22, 60G60
Van Hao Can, Shuta Nakajima
Electron. J. Probab. 24, 1-27, (2019) DOI: 10.1214/19-EJP334
KEYWORDS: frog model, First passage time, sublinear variance, 60K35, 60J80, 60J10
Johannes Bäumler
Electron. J. Probab. 24, 1-17, (2019) DOI: 10.1214/19-EJP323
KEYWORDS: Spin glass, Edwards-Anderson model, ground state, trees, max-flow min-cut, recurrence, transience, 60K37, 05C21, 05C81, 82B44
Quan Shi, Alexander R. Watson
Electron. J. Probab. 24, 1-39, (2019) DOI: 10.1214/19-EJP316
KEYWORDS: compensated fragmentation, Growth-fragmentation, additive martingale, derivative martingale, spine decomposition, many-to-one theorem, 60G51, 60J25, 60J80, 60G55
Andreas Basse-O’Connor, Claudio Heinrich, Mark Podolskij
Electron. J. Probab. 24, 1-42, (2019) DOI: 10.1214/19-EJP336
KEYWORDS: fractional processes, limit theorems, self-similarity, Stable processes, 60F05, 60F17, 60G22, 60G52
Oriane Blondel, Marcelo R. Hilário, Renato S. dos Santos, Vladas Sidoravicius, Augusto Teixeira
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP337
KEYWORDS: Random walk, Dynamical random environment, Strong law of large numbers, functional central limit theorem, large deviation bound, renormalization regeneration times, 60F15, 60K35, 60K37, 82B41, 82C22, 82C44
Elena Bandini, Fulvia Confortola, Andrea Cosso
Electron. J. Probab. 24, 1-37, (2019) DOI: 10.1214/19-EJP333
KEYWORDS: Backward stochastic differential equations, infinite-dimensional path-dependent controlled SDEs, randomization method, viscosity solutions, 60H10, 60H15, 93E20, 49L25
Ross G. Pinsky
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP335
KEYWORDS: random target, diffusive search, drift, optimization, 60J60
Alexei Kulik
Electron. J. Probab. 24, 1-45, (2019) DOI: 10.1214/19-EJP339
KEYWORDS: Lévy-type process, locally $\alpha $-stable process, conditionally $\alpha $-stable approximation, parametrix method, 60J35, 60J75, 35S05, 35S10, 47G30
Adrian N. Bishop, Pierre Del Moral
Electron. J. Probab. 24, 1-40, (2019) DOI: 10.1214/19-EJP342
KEYWORDS: ensemble filtering methods, ensemble Kalman-Bucy filters, matrix quadratic stochastic differential equations, matrix Riccati diffusion equations, matrix Riccati equations, uniform fluctuation estimates, uniform stability estimates, 60H10, 60G52, 93E11, 60G99
Friedrich Götze, Holger Sambale, Arthur Sinulis
Electron. J. Probab. 24, 1-19, (2019) DOI: 10.1214/19-EJP338
KEYWORDS: concentration of measure, logarithmic Sobolev inequalities, Ising model, 60E15
Thomas Budzinski
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/19-EJP341
KEYWORDS: Random planar maps, causal maps, Hyperbolicity, positive speed, 60D05
Marek Biskup
Electron. J. Probab. 24, 1-29, (2019) DOI: 10.1214/19-EJP348
KEYWORDS: random conductance, dynamical environment, quenched invariance principle, Corrector, parabolic coordinate, moment condition, 60K37, 82C41, 74Q10
Shengjun Fan
Electron. J. Probab. 24, 1-48, (2019) DOI: 10.1214/19-EJP345
KEYWORDS: reflected backward stochastic differential equation, existence and uniqueness, Comparison theorem, stability theorem, $L^{1}$ solution, 60H10, 60H30
Florian Dorsch, Hermann Schulz-Baldes
Electron. J. Probab. 24, 1-23, (2019) DOI: 10.1214/19-EJP340
KEYWORDS: Furstenberg measure, random matrices, Random dynamical systems, 37H10, 37H15, 37A50, 60B20
Paul Dario
Electron. J. Probab. 24, 1-99, (2019) DOI: 10.1214/19-EJP347
KEYWORDS: Stochastic homogenization, Stochastic interface model, 60K35, 82B24, 35B27
Hofer-Temmel Christoph
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP320
KEYWORDS: hard-sphere model, disagreement percolation, unique Gibbs measure, stochastic domination, Boolean model, absence of phase transition, dependent thinning, 82B21, 60E15, 60K35, 60G55, 82B43, 60D05
Denis Denisov, Vitali Wachtel
Electron. J. Probab. 24, 1-26, (2019) DOI: 10.1214/19-EJP349
KEYWORDS: Random walk, Exit time, Harmonic function, 60G50, 60G40, 60F17
Rik Versendaal
Electron. J. Probab. 24, 1-39, (2019) DOI: 10.1214/19-EJP351
KEYWORDS: large deviations, Cramér’s theorem, geodesic random walks, Riemannian exponential map, Jacobi fields, spreading of geodesics, 60F10, 60G50, 58C99
Samuel G.G. Johnston
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP355
KEYWORDS: Galton-Watson trees, branching processes, spines, Coalescence, Faà di Bruno’s formula, 60J80, 60J27, 60J85
Noufel Frikha, Arturo Kohatsu-Higa, Libo Li
Electron. J. Probab. 24, 1-44, (2019) DOI: 10.1214/19-EJP352
KEYWORDS: expansions, Stochastic differential equations, killed process, integration by parts, Monte Carlo simulation, 60H20, 60H07, 60H30, 65C05, 65C30
Paul Bourgade, Krishnan Mody
Electron. J. Probab. 24, 1-28, (2019) DOI: 10.1214/19-EJP356
KEYWORDS: random matrices, determinant, central limit theorem, 15B52
Daniel Bartl, Michael Kupper, Ariel Neufeld
Electron. J. Probab. 24, 1-21, (2019) DOI: 10.1214/19-EJP343
KEYWORDS: Föllmer integration, Pathwise stochastic integral, pathwise SDE, infinite dimensional stochastic calculus, Vovk’s outer measure, 60H05, 60H10, 60H15, 91G20
Sophie Laruelle, Gilles Pagès
Electron. J. Probab. 24, 1-47, (2019) DOI: 10.1214/19-EJP312
KEYWORDS: stochastic approximation, extended Pólya urn models, Reinforcement, non-homogeneous generating matrix, strong consistency, asymptotic normality, bandit algorithms, 62L20, 62E20, 62L05, 62F12, 62P10
Pierre Boutaud, Pascal Maillard
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP350
KEYWORDS: Branching random walk, $L \log L$ condition, Seneta-Heyde norming, derivative martingale, Random walk, potential kernel, 60J80, 60J50, 60B10
Alexis Devulder, Nina Gantert, Françoise Pène
Electron. J. Probab. 24, 1-25, (2019) DOI: 10.1214/19-EJP344
KEYWORDS: Random walk, random environment, Collisions, recurrence, transience, 60K37, 60G50
Francesco Caravenna, Rongfeng Sun, Nikos Zygouras
Electron. J. Probab. 24, 1-40, (2019) DOI: 10.1214/19-EJP353
KEYWORDS: Dickman subordinator, Dickman function, Renewal process, Levy process, Renewal theorem, Stable process, Disordered system, pinning model, directed polymer model, 60K05, 82B44, 60G51
Kohei Suzuki
Electron. J. Probab. 24, 1-36, (2019) DOI: 10.1214/19-EJP346
KEYWORDS: Riemannian Curvature-Dimension condition, measured Gromov–Hausdorff convergence, Brownian motion, weak convergence, 60F17, 53C23
Clément Foucart, Chunhua Ma, Bastien Mallein
Electron. J. Probab. 24, 1-52, (2019) DOI: 10.1214/19-EJP358
KEYWORDS: branching processes, coalescent processes, continuous-state branching processes, flow of subordinators, genealogy, Duality, 60J80, 60J25, 60J27, 60J28
Florian Henning, Christof Külske, Arnaud Le Ny, Utkir A. Rozikov
Electron. J. Probab. 24, 1-23, (2019) DOI: 10.1214/19-EJP364
KEYWORDS: SOS model, Cayley tree, Gibbs measure, Tree-indexed Markov chain, gradient Gibbs measures, boundary law, 82B26, 60K35
Yaozhong Hu, David Nualart, Panqiu Xia
Electron. J. Probab. 24, 1-52, (2019) DOI: 10.1214/19-EJP357
KEYWORDS: Branching particle system, random environment, Stochastic partial differential equations, Malliavin calculus, Hölder continuity, 60H07, 60H15, 60J68
Raluca M. Balan, Lluís Quer-Sardanyons, Jian Song
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/19-EJP363
KEYWORDS: Gaussian noise, Stochastic partial differential equations, Malliavin calculus, Primary 60H15, 60H07
Marta Strzelecka
Electron. J. Probab. 24, 1-15, (2019) DOI: 10.1214/19-EJP365
KEYWORDS: random matrices, operator norm, log-concave vectors, unconditional vectors, 60B20, 46B09, 15B52
Jakob E. Björnberg, Michał Kotowski, Benjamin Lees, Piotr Miłoś
Electron. J. Probab. 24, 1-43, (2019) DOI: 10.1214/19-EJP366
KEYWORDS: interchange process, XXZ model, Poisson-Dirichlet distribution, 60K35, 60J27
Nathalie Eisenbaum
Electron. J. Probab. 24, 1-25, (2019) DOI: 10.1214/19-EJP367
KEYWORDS: infinitely divisible process, Lévy measure, permanental process, Local time, Markov process, Gaussian process, 60E07, 60G15, 69G17, 60G51, 60J25, 60J55
Caio Alves, Artem Sapozhnikov
Electron. J. Probab. 24, 1-34, (2019) DOI: 10.1214/19-EJP360
KEYWORDS: random walk loop soup, percolation, decoupling inequality, long-range correlations, Poisson point process, Random walk, 60K35, 82B43, 60G55, 60J10
Xinyi Li, Daisuke Shiraishi
Electron. J. Probab. 24, 1-46, (2019) DOI: 10.1214/19-EJP361
KEYWORDS: Loop-erased random walk, 82B41, 82C41
Christopher Hoffman, Tobias Johnson, Matthew Junge
Electron. J. Probab. 24, 1-29, (2019) DOI: 10.1214/19-EJP368
KEYWORDS: frog model, phase transition, 60K35, 60J80, 60J10
Nils Berglund, Christian Kuehn
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP359
KEYWORDS: Stochastic partial differential equations, Parabolic equations, reaction–diffusion equations, FitzHugh–Nagumo equation, Regularity structures, renormalisation, 60H15, 35K57, 81S20, 82C28
Stefan Adams, Michael Eyers
Electron. J. Probab. 24, 1-41, (2019) DOI: 10.1214/19-EJP370
KEYWORDS: Delaunay tessellation, Widom-Rowlinson, Gibbs measures, random cluster measures, mixed site-bond percolation, phase transition, coarse graining, multi-body interaction, 60G55, 60G57, 82B21, 82B05, 82B26, 82B43
Lorenzo Dello Schiavo
Electron. J. Probab. 24, 1-38, (2019) DOI: 10.1214/19-EJP371
KEYWORDS: Dirichlet distribution, Dirichlet–Ferguson measure, Lauricella hypergeometric functions, cycle index polynomials, dynamical symmetry algebras, 60E10, 60G57, 62E10, 46F25, 33C65, 33C67
Ian Flint, Nicolas Privault, Giovanni Luca Torrisi
Electron. J. Probab. 24, 1-40, (2019) DOI: 10.1214/19-EJP369
KEYWORDS: Clark-Ocone formula, Malliavin calculus, marked point processes, Poincaré inequality, transportation cost inequalities, variational representation, 60G55, 60H07
Nicolas Perkowski, Tommaso Cornelis Rosati
Electron. J. Probab. 24, 1-56, (2019) DOI: 10.1214/19-EJP362
KEYWORDS: KPZ equation, Singular SPDEs, Paracontrolled distributions, Comparison principle, 60H15, 35R60
Le Chen, Jingyu Huang, Davar Khoshnevisan, Kunwoo Kim
Electron. J. Probab. 24, 1-33, (2019) DOI: 10.1214/19-EJP372
KEYWORDS: Stochastic partial differential equations, blowup, Intermittency, 35R60, 60H15, 60G15
David Nualart, Nakahiro Yoshida
Electron. J. Probab. 24, 1-64, (2019) DOI: 10.1214/19-EJP310
KEYWORDS: asymptotic expansion, Skorohod integral, interpolation, random symbol, quasi tangent, quasi torsion, modified quasi torsion, Malliavain covariance, quadratic form, fractional Brownian motion, 60F05, 60H07, 60G22, 62E20
François Baccelli, Mir-Omid Haji-Mirsadeghi, James T. Murphy III
Electron. J. Probab. 24, 1-36, (2019) DOI: 10.1214/19-EJP375
KEYWORDS: Doeblin graph, bridge graph, bi-recurrent path, unimodular network, eternal family tree, Coupling from the past, Markov chain, 05C80, 60J10, 60G10, 60D05
Andrea Collevecchio, Cong Bang Huynh, Daniel Kious
Electron. J. Probab. 24, 1-29, (2019) DOI: 10.1214/19-EJP383
KEYWORDS: Random conductance model, cookie random walk, heavy tailed distribution, phase transition, branching number, branching-ruin number, 60K35, 60K37, 82D30
Michele Aleandri, Ida G. Minelli
Electron. J. Probab. 24, 1-31, (2019) DOI: 10.1214/19-EJP373
KEYWORDS: interacting particle systems, stochastic dynamics with quenched disorder, opinion dynamics, scaling limits, chaos propagation, averaging principle, 60K35, 60K37, 62P25
Fan Yang
Electron. J. Probab. 24, 1-57, (2019) DOI: 10.1214/19-EJP381
KEYWORDS: Sample covariance matrix, separable covariance matrix, edge universality, Tracy-Widom law, 15B52, 62H99, 62E20
Maylis Varvenne
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP384
KEYWORDS: Concentration inequalities, fractional Brownian motion, occupation measures, Stochastic differential equations, 60G22, 60H10, 60E15
Svante Janson
Electron. J. Probab. 24, 1-35, (2019) DOI: 10.1214/19-EJP382
KEYWORDS: hiring problem, multiple secretary problem, hiring above median, 60C05, 68W40, 62L10, 68W27
Erwan Hillion, Oliver Johnson
Electron. J. Probab. 24, 1-14, (2019) DOI: 10.1214/19-EJP380
KEYWORDS: Entropy, functional inequalities, mixing coefficients, Poisson–binomial distribution, 94A17, 60E15
Alejandro F. Ramírez, Santiago Saglietti
Electron. J. Probab. 24, 1-20, (2019) DOI: 10.1214/19-EJP374
KEYWORDS: Random walk in random environment, small perturbations of simple random walk, ballistic behavior, Concentration inequalities, 60K37, 82D30, 82C41
Benjamin Arras, Christian Houdré
Electron. J. Probab. 24, 1-63, (2019) DOI: 10.1214/19-EJP378
KEYWORDS: Infinite divisibility, self-decomposability, Stein’s method, Stable laws, Dirichlet forms, smooth Wassertein distance, Stein’s kernel, Integro-differential equations, Poincaré inequality, 60E07, 60E10, 60F05
Shijie Shang, Tusheng Zhang
Electron. J. Probab. 24, 1-15, (2019) DOI: 10.1214/19-EJP388
KEYWORDS: Stochastic partial differential equations, Stochastic heat equations, transportation cost inequalities, concentration of measure, moment estimates for stochastic convolutions, 60H15, 93E20, 35R60
Matthias Schulte, J.E. Yukich
Electron. J. Probab. 24, 1-42, (2019) DOI: 10.1214/19-EJP386
KEYWORDS: Stein’s method, Multivariate normal approximation, second order Poincaré inequality, Malliavin calculus, smoothing, Poisson process, 60F05, 60D05
Xicheng Zhang
Electron. J. Probab. 24, 1-17, (2019) DOI: 10.1214/19-EJP390
KEYWORDS: Krylov’s estimate, Euler’s scheme, mean-field SDE, propagation of chaos, 60H10
Andris Gerasimovičs, Martin Hairer
Electron. J. Probab. 24, 1-56, (2019) DOI: 10.1214/19-EJP387
KEYWORDS: Rough paths, rough PDEs, rough Fubini theorem, Hörmander’s condition, 60H15, 60H07, 60H05
Stanislav Minsker, Xiaohan Wei
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP392
KEYWORDS: U-statistics, Moment inequalities, Concentration inequalities, Khintchine inequality, 60E15
Christina S. Diehl, Götz Kersting
Electron. J. Probab. 24, 1-36, (2019) DOI: 10.1214/19-EJP354
KEYWORDS: $\Lambda $-coalescent, dustless coalescent, Bolthausen-Sznitman coalescent, beta-coalescent, Kingman’s coalescent, external branch lengths, Poisson point process, Cox point process, weak limit law, 60J75, 60F05, 60J27, 92D25
Cristina Costantini, Thomas G. Kurtz
Electron. J. Probab. 24, 1-31, (2019) DOI: 10.1214/19-EJP393
KEYWORDS: constrained martingale problems, boundary control, Markov selection, reflecting diffusion, Wentzell boundary conditions, nonlocal boundary conditions, viscosity solution, 60J25, 60J50, 60J60, 60H30
Lisa Beck, Franco Flandoli, Massimiliano Gubinelli, Mario Maurelli
Electron. J. Probab. 24, 1-72, (2019) DOI: 10.1214/19-EJP379
KEYWORDS: stochastic transport equation, stochastic continuity equation, Regularization by noise, regularity, Path-by-path uniqueness, 60H10, 60H15, 35A02, 35B65
Andrea Collevecchio, Kais Hamza, Laurent Tournier
Electron. J. Probab. 24, 1-20, (2019) DOI: 10.1214/19-EJP385
KEYWORDS: deterministic walk in random environment, Dependent percolation, 60K37, 82C41
François Baccelli, Eliza O’Reilly
Electron. J. Probab. 24, 1-27, (2019) DOI: 10.1214/19-EJP389
KEYWORDS: Poisson hyperplane process, zero cell: typical cell, high dimensional Euclidean space, Poisson point process, one-bit compressed sensing, source coding, 60D05, 68P30, 52A22, 94A34
Christian Beneš, Gregory F. Lawler, Fredrik Viklund
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP376
KEYWORDS: Loop-erased random walk, Laplacian, Green’s function, Discrete harmonic functions, 82B41, 60G99
Mihail Zervos, Neofytos Rodosthenous, Pui Chan Lon, Thomas Bernhardt
Electron. J. Probab. 24, 1-39, (2019) DOI: 10.1214/19-EJP377
KEYWORDS: Optimal stopping, stochastic differential equations with generalised drift, skew Brownian motion, variational inequalities, perpetual American options, 60G40, 60J55, 60J60, 91G80
Yan-Xia Ren, Renming Song, Zhenyao Sun, Jianjie Zhao
Electron. J. Probab. 24, 1-42, (2019) DOI: 10.1214/19-EJP396
KEYWORDS: Superprocesses, Ornstein-Uhlenbeck processes, stable distribution, central limit theorem, Law of Large Numbers, branching rate regime, 60J68, 60F05
Luiz Renato Fontes, Véronique Gayrard
Electron. J. Probab. 24, 1-50, (2019) DOI: 10.1214/19-EJP395
KEYWORDS: GREM, Random Hopping Dynamics, low temperature, fine tuning temperature, Scaling limit, extreme time-scale, K process, Aging, Spin glasses, 60K35, 82C44
Clément Erignoux, Marielle Simon
Electron. J. Probab. 24, 1-52, (2019) DOI: 10.1214/19-EJP399
KEYWORDS: probability theory, Particle systems, Equilibrium fluctuations, harmonic chain, non-gradient systems, 60K35, 82C22
Guillaume Baverez
Electron. J. Probab. 24, 1-22, (2019) DOI: 10.1214/19-EJP394
KEYWORDS: Gaussian free field, Gaussian multiplicative chaos, Liouville Conformal Field Theory, 60D05, 81T40
Yacine Barhoumi-Andréani, Christoph Koch, Hong Liu
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP391
KEYWORDS: arithmetic progression, central limit theorem, bivariate fluctuations, method of moments, Exploration process, 60C05, 11B25, 05C80, 60F05
Maria Deijfen, Timo Hirscher, Fabio Lopes
Electron. J. Probab. 24, 1-17, (2019) DOI: 10.1214/19-EJP400
KEYWORDS: frog model, Random walk, competing growth, Coexistence, 60K35
Clayton Barnes, Krzysztof Burdzy, Carl-Erik Gauthier
Electron. J. Probab. 24, 1-32, (2019) DOI: 10.1214/19-EJP398
KEYWORDS: reflection distribution, stationary distribution, Billiards, 60J99, 60K35
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