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Author Index
Bavouzet MP , INRIA Rocquencourt, MATHFI project
chorro , cermsem
Nicolas Pétrélis , University of Nantes
A
Romain Abraham, Université René Descartes (Paris 5)
Romain Abraham, Université Orléans, MAPMO
Romain Abraham, Université Orléans, MAPMO
Radoslaw Adamczak, University of Warsaw
- Volume 16, 2011 - Articles
On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
Abstract
- Volume 13, 2008 - Articles
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
Abstract
Stefan Adams, Max Planck Institute for Mathematics in the Sciences
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Louigi Addario-Berry, McGill University
Mark Adler, Department of Mathematics, Brandeis University
Aureli Alabert, Universitat Autònoma de Barcelona
- Volume 9, 2004 - Articles
Stochastic differential equations with boundary conditions driven by a Poisson noise
Abstract
Marie Albenque, LIAFA, Université Paris 7
Tom K Alberts, Courant Instituteo of Mathematical Sciences
David Aldous, University of California, Berkeley
bianchi alessandra, Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
Gnedin Alexander, Utrecht University
Kenneth S. Alexander, University of Southern California
Gerold Alsmeyer, Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster
- Volume 11, 2006 - Articles
A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Abstract
Oswaldo Alves, Universidade Federal de Goias
gideon amir, University of Toronto
Enrique D. Andjel, Université de Provence
Sebastian Andres, University of British Columbia
Omer Angel, UBC
Stefan Ankirchner, Humboldt Uiversitaet Berlin
Bovier Anton, Institut für Angewandte Mathematik Rheinische Friedrich-Wilhelms-Universität End
Tonci Antunovic, University of California Berkeley
Takahiro Aoyama, Tokyo University of Science
- Volume 15, 2010 - Articles
A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
Abstract
John A. D. Appleby, Dublin City University, Ireland
- Volume 14, 2009 - Articles
Solutions of Stochastic Differential Equations obeying the Law of the Iterated Logarithm, with applications to financial markets
Abstract
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, State University of New York
- Volume 4, 1999 - Articles
Weak Convergence for the Row Sums of a Triangular Array of Empirical Processes Indexed by a Manageable Triangular Array of Functions
Abstract
- Volume 2, 1997 - Articles
The Law of the Iterated Logarithm for a Triangular Array of Empirical Processes
Abstract
Louis-Pierre Arguin, Courant Institute, NYU
Ery Arias-Castro, University of California, San Diego
Teppei Ariyoshi, Tokio Marine & Nichido Fire Insurance Co., Ltd.
begyn arnaud, Laboratoire de statistiques et probabilites, Universite Paul Sabatier
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
Stability Properties of Constrained Jump-Diffusion Processes
Abstract
- Volume 6, 2001 - Articles
Invariant Wedges for a Two-Point Reflecting Brownian Motion and the ``Hot Spots'' Problem
Abstract
Rami Atar, Technion
Siva R Athreya, Indian Statistical Institute, Bangalore
Frank Aurzada, TU Berlin
Luca Avena, Unversity of Zurich
- Volume 16, 2011 - Articles
Law of large numbers for a class of random walks in dynamic random environments
Abstract
Luca LA Avena, University of Zurich
B
Albrecht Böttcher, TU Chemnitz
Agnes Backhausz, Eotvos Lorand University, Faculty of Science, Department of Probability Theory a
Christophe Bahadoran, Université Clermont 2
Seid Bahlali, University Med Khider, Algeria
Zhi-Dong Bai, National University of Singapore
Zhidong Bai
Marton Balazs, BUTE, Inst. of Mathematics
- Volume 11, 2006 - Articles
Cube root fluctuations for the corner growth model associated to the exclusion process
Abstract
Antar Bandyopadhyay, Indian Statistical Institute
Peter Bank, Technische Universität Berlin
Vincent Bansaye, Ecole Polytechnique, Palaiseau
- Volume 16, 2011 - Articles
Upper large deviations for Branching Processes in Random Environment with heavy tails
Abstract
A. D. Barbour, Angewandte Mathematik, Universität Zürich
Andrew D Barbour, Universitat Zurich
Matyas Barczy, University of Debrecen, Faculty of Informatics
Xavier Bardina, Universitat Autònoma de Barcelona
- Volume 15, 2010 - Articles
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Abstract
Martin T. Barlow, University of British Columbia
- Volume 6, 2001 - Articles
Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Abstract
Julien Barral, INRIA Rocquencourt, France
- Volume 9, 2004 - Articles
Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Abstract
Florent Barret, CMAP Ecole Polytechnique
Franck Barthe, Institut de Mathematiques
Anne-Laure Basdevant, Université Paris VI
Richard F Bass, University of Connecticut
- Volume 11, 2006 - Articles
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Abstract
Richard F. Bass, University of Connecticut
Andreas Basse-O'Connor, Department of Mathematical Sciences, University of Aarhus
Fabrice Baudoin, Institut de mathématiques, Toulouse
Erik J Baurdoux, London School of Economics
Luisa Beghin, University of Rome "La Sapienza"
Samir Belhaouari, EPFL
Vladimir Belitsky, Universidade de São Paulo
- Volume 7, 2002 - Articles
Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
Abstract
Steven L. Bell, University of California, San Diego
- Volume 10, 2005 - Articles
Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Abstract
Gérard Ben Arous, Ecole Normale Supérieure
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Florent Benaych-Georges, UPMC Université Paris 6
- Volume 16, 2011 - Articles
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Abstract
Itai Benjamini, The Weizmann Institute of Science
Jean Bérard, ICJ - UMR CNRS 5208 - Université Claude Bernard - Lyon 1
- Volume 16, 2011 - Articles
Survival probability of the branching random walk killed below a linear boundary
Abstract
Bernard Bercu, Université Bordeaux 1
- Volume 14, 2009 - Articles
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Abstract
Julien Berestycki, université de Provence, France
- Volume 9, 2004 - Articles
Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Abstract
Nathanael Berestycki, University of Cambridge
Noam Berger, University of California, Los Angeles
Quentin Berger, ENS Lyon
Daniela Bertacchi, Universita` di Milano-Bicocca
Jean Bertoin, Université Paris VI
- Volume 9, 2004 - Articles
Asymptotic Laws for Nonconservative Self-similar Fragmentations
Abstract
- Volume 5, 2000 - Articles
Two Coalescents Derived from the Ranges of Stable Subordinators
Abstract
- Volume 2, 1997 - Articles
Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes
Abstract
Corinne Berzin, LabSad, Université Pierre Mendès-France
Hakima Bessaih, University Dini, Pisa
Hakima BESSAIH, University of Wyoming
Jérémie L Bettinelli, Université Paris Sud
Volker Betz, University of Warwick
Shankar Bhamidi, University of North Carolina
- Volume 15, 2010 - Articles
Scaling limits for critical inhomogeneous random graphs with finite third moments
Abstract
Alessandra Bianchi, Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
Gerard Biau, Université Pierre et Marie Curie -- Paris VI
Hermine Biermé, MAP5, Université PAris Descartes
John D Biggins, University of Sheffield
Matthias Birkner, University Mainz
Marek Biskup, UCLA
Jochen Blath, University of Oxford, UK
dirk Blömker, Universität Augsburg
Lijun Bo, Department of Mathematics, Xidian University
Sergey G Bobkov, University of Minnesota
- Volume 12, 2007 - Articles
Large deviations and isoperimetry over convex probability measures
with heavy tails
Abstract
Emmanuel H. Boissard, Université Paul Sabatier
- Volume 16, 2011 - Articles
Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
Abstract
Tomasz Bojdecki, Institute of Mathematics, University of Warsaw
- Volume 16, 2011 - Articles
Number variance for hierarchical random walks and related fluctuations
Abstract
- Volume 14, 2009 - Articles
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
Abstract
Stefano Bonaccorsi, Università di Trento
Aline Bonami, MAPMO UMR 6628
Charles Bordenave, Université de Toulouse & CNRS
- Volume 13, 2008 - Articles
On the birth-and-assassination process, with an application to scotching a rumor in a network
Abstract
Alexei Borodin, Caltech
Davide Borrello
- Volume 16, 2011 - Articles
Stochastic order and attractiveness for particle systems with multiple births, deaths and jumps
Abstract
Arup Bose, Indian Statistical Institute
Bruno Bouchard, Université Paris 6 and CREST, France
- Volume 10, 2005 - Articles
On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Abstract
Stephane Boucheron, Université Paris-Diderot
Brahim Boufoussi, Cadi Ayyad University
Omar BOUKHADRA, Université de Provence & Université de Constantine
- Volume 15, 2010 - Articles
Standard Spectral Dimension for the Polynomial Lower Tail Random Conductances Model
Abstract
Nadjib Bouzar, University of Indianapolis
Anton Bovier, Bonn University
- Volume 15, 2010 - Articles
Uniform estimates for metastable transition times in a coupled bistable system
Abstract
- Volume 14, 2009 - Articles
The Aizenman-Sims-Starr and Guerra’s schemes for the SK model with multidimensional spins
Abstract
Xavier Bressaud, Institut de Mathématiques de Luminy
Philippe Briand, IRMAR, Université Rennes 1
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Erik I Broman, Chalmers University of Technology
- Volume 15, 2010 - Articles
Universal Behavior of Connectivity Properties in Fractal Percolation Models
Abstract
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Nicolas Broutin, INRIA
Rachel M Brouwer, CWI
Jean-Bernard Bru
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Wlodek Bryc, University of Cincinnati
Wlodzimierz Bryc, University of Cincinnati
Amarjit Budhiraja, University of North Carolina
Amarjit Singh Budhiraja, University of North Carolina at Chapel Hill
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Chris Burdzy, University of Washington
Krzysztof Burdzy, University of Washington
- Volume 1, 1996 - Articles
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
Abstract
Christian Böinghoff, Goethe-University Frankfurt/Main
- Volume 16, 2011 - Articles
Upper large deviations for Branching Processes in Random Environment with heavy tails
Abstract
C
María Emilia Caballero, Instituto de Matemáticas UNAM Mexico
Benoit Cadre, ENS Cachan Bretagne
Mattia Cafasso, CRM, Montréal, CANADA
Michael Camarri, University of California, Berkeley
- Volume 5, 2000 - Articles
Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Abstract
Federico Camia, Vrije Universiteit Amsterdam
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Valentina Cammarota, University of Rome La Sapienza
- Volume 15, 2010 - Articles
Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
Abstract
Nicoletta Cancrini, Università: dell'Aquila, Italy
Marcella Capaldo, University of Oxford, UK
Marek Capinski, Jagiellonian University
Mireille Capitaine, CNRS
- Volume 16, 2011 - Articles
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Abstract
pietro caputo, Universita Roma Tre
Francesco Caravenna, Universitaet Zuerich
Philippe Carmona, Université de Nantes
Philippe Carmona, Université de Nantes
- Volume 16, 2011 - Articles
Collision local time of transient random walks and intermediate phases in interacting stochastic systems
Abstract
- Volume 16, 2011 - Articles
Homogenization of Fractional Kinetic Equations with Random Initial Data
Abstract
- Volume 16, 2011 - Articles
Three Kinds of Geometric Convergence for Markov Chains and the Spectral Gap Property
Abstract
- Volume 16, 2011 - Articles
Spatial random permutations and Poisson-Dirichlet law of cycle lengths
Abstract
- Volume 16, 2011 - Articles
Mixing time bounds for overlapping cycles shuffles
Abstract
- Volume 16, 2011 - Articles
A W12-theory of Stochastic Partial Differential Systems of Divergence type on C1 domains
Abstract
- Volume 16, 2011 - Articles
Self-interacting diffusions IV: Rate of convergence
Abstract
- Volume 16, 2011 - Articles
A note on higher dimensional p-variation
Abstract
- Volume 16, 2011 - Articles
Some new approaches to infinite divisibility
Abstract
- Volume 15, 2010 - Articles
A new model for evolution in a spatial continuum
Abstract
- Volume 15, 2010 - Articles
Multidimensional Multifractal Random Measures
Abstract
- Volume 15, 2010 - Articles
Functional inequalities for heavy tailed distributions and application to isoperimetry
Abstract
- Volume 15, 2010 - Articles
Critical constants for recurrence on groups of polynomial growth
Abstract
- Volume 15, 2010 - Articles
Convergence of the critical finite-range contact process
to super-Brownian motion above the upper critical dimension:
The higher-point functions
Abstract
- Volume 15, 2010 - Articles
Looking for martingales associated to a self-decomposable law
Abstract
- Volume 15, 2010 - Articles
The Green Functions
Of Two Dimensional Random Walks Killed On A Line
And Their Higher Dimensional Analogues
Abstract
- Volume 15, 2010 - Articles
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
Abstract
- Volume 14, 2009 - Articles
Homogenization of semilinear PDEs with discontinuous averaged coefficients
Abstract
- Volume 14, 2009 - Articles
Maximum Principle and Comparison Theorem for Quasi-linear Stochastic PDE's
Abstract
- Volume 14, 2009 - Articles
Survival time of random walk in random environment
among soft obstacles
Abstract
- Volume 14, 2009 - Articles
Sufficient Conditions for Torpid Mixing of Parallel and Simulated Tempering
Abstract
- Volume 14, 2009 - Articles
Central Limit Theorem for a Class of Linear Systems
Abstract
- Volume 14, 2009 - Articles
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Abstract
- Volume 14, 2009 - Articles
Erratum to ``Number Variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric $alpha$-stable processes"
Abstract
- Volume 14, 2009 - Articles
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
Abstract
- Volume 14, 2009 - Articles
On some generalized reinforced random walk on integers
Abstract
- Volume 14, 2009 - Articles
A Functional Central Limit Theorem for a Class of Interacting Markov
Chain Monte Carlo Methods
Abstract
- Volume 14, 2009 - Articles
On The Traces Of Laguerre Processes
Abstract
- Volume 14, 2009 - Articles
The time constant vanishes only on the percolation cone in directed first passage percolation
Abstract
- Volume 14, 2009 - Articles
Density formula and concentration inequalities with Malliavin calculus
Abstract
- Volume 14, 2009 - Articles
Recurrence and transience for long-range reversible random walks on a random point process
Abstract
Marzio Cassandro, Dipartimento di Fisica, universita di Roma La Sapienza, Italy
Eric Cator, Delft University of Technology
Patrick Cattiaux, Ecole Polytechnique et MODALX
Zheng Cengbo, Université Paris Ouest, Nanterre la Défense
Raphaël Cerf, Université Paris Sud
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Jiri Cerny, ETH Zurich
Filippo Cesi, Università di Roma ``La Sapienza
Djalil Chafaï, Université Paris-Est Marne-la-Vallée
Arijit Chakrabarty, Indian Statistical Institute
Mireille Chaleyat-Maurel, Université de Paris VI
Jean-Francois Chassagneux, ENSAE
- Volume 14, 2009 - Articles
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
Abstract
Loïc Chaumont, LAREMA - Université d'Angers
B. Chauvin, Université de Versailles, France
Bo Chen, University of Oxford
Che-Hao Chen, National Chiao Tung University
- Volume 16, 2011 - Articles
On the Moment-Transfer Approach for Random Variables satisfying a One-Sided Distributional Recurrence
Abstract
Dayue Chen, School of Mathematical Sciences & Center for Statistical Science, Peking Univers
- Volume 16, 2011 - Articles
Some sufficient conditions for infinite collisions of simple random walks on a wedge comb
Abstract
Guan-Yu Chen, Department of Applied Mathematics, National Chiao Tung University
Xia Chen, University of Tennessee, USA
- Volume 10, 2005 - Articles
Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Abstract
Xinxing Chen, Department of Mathematics, Shanghai Jiaotong University
- Volume 16, 2011 - Articles
Some sufficient conditions for infinite collisions of simple random walks on a wedge comb
Abstract
Zhen-Qing Chen, University of Washington
Zhenqing Chen, University of Washington
Patrick Cheridito, ETH Zurich
Kwok Pui Choi, National University of Singapore
pierre ml collet, cnrs
- Volume 13, 2008 - Articles
Random perturbations of stochastic processes with unbounded variable length memory
Abstract
andrea collevecchio, Università Ca' Foscari-Venice
Fulvia Confortola, Politecnico di Milano
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Joseph G. Conlon, University of Michigan
Daniel Conus, Ecole Polytechnique Fédérale
François COQUET
- Volume 12, 2007 - Articles
Convergence of values in optimal stopping and convergence of optimal stopping times
Abstract
Laure Coutin, Laboratoire de Statistique et Probabilités, Université Paul Sabatier
Alexander M.G. Cox, University of Bath
Ted Cox, Syracuse University
M. Cranston, University of Rochester
Dan Crisan, Imperial College
David A Croydon, University of Warwick
Endre Csáki, Hungarian Academy of Sciences
Endre Csaki, A. Renyi Institute, Hungary
Nigel J. Cutland, University of Hull
Jaksa Cvitanić, California Institute of Technology, USA
D
Paolo Dai Pra, Università di Padova, Italy
- Volume 10, 2005 - Articles
Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Abstract
Robert C. Dalang, Ecole Polytechnique Fédérale
Fraser A Daly, University of Nottingham
R. W. R. Darling, National Security Agency
Sebastien Darses, University Paris 6
Amites Dasgupta, Indian Statistical Institute
E B Davies, King's College London
Ian M Davies, Swansea University
Ian M. Davies, University of Wales, Swansea
Youri Davydov, University Lille 1
Donald A. Dawson, Carleton University
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Donald A. Dawson, Carleton University
Anne de Bouard, CMAP, Ecole Polytechnique
- Volume 14, 2009 - Articles
Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise
Abstract
A. de La Pradelle, Université Paris VI
Arnaud de La Pradelle, Université Pierre-et-Marie-Curie
Emilio De Santis, University of Roma "La Sapienza"
- Volume 6, 2001 - Articles
Strict Inequality for Phase Transition between Ferromagnetic and Frustrated Systems
Abstract
Benoîte de Saporta, Université de Bordeaux, GREThA, CNRS, UMR 5113, IMB, CNRS, UMR 5251, and INRIA B
- Volume 14, 2009 - Articles
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Abstract
Dante DeBlassie, Texas A&M University
Arnaud Debussche, IRMAR, ENS Cachan Bretagne
- Volume 14, 2009 - Articles
Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise
Abstract
Maria Deijfen, Stockholm University, Sweden
P. Del Moral, Univ. P. Sabatier
Pierre A. Del Moral, INRIA
- Volume 14, 2009 - Articles
A Functional Central Limit Theorem for a Class of Interacting Markov
Chain Monte Carlo Methods
Abstract
Freddy Delbaen, ETH Zürich, Switzerland
jean-francois Delmas
Jean-Francois Delmas
Jean-François Delmas, Univ. Paris-Est
bernard delyon, IRMAR
Amir Dembo, Stanford University
Frank den Hollander, Leiden University
- Volume 16, 2011 - Articles
Law of large numbers for a class of random walks in dynamic random environments
Abstract
Laurent Denis, Université du Maine, France
Denis E Denisov, Cardiff University
Steffen Dereich, TU Berlin
David Dereudre, LAMAV
- Volume 14, 2009 - Articles
Variational characterisation of Gibbs measures with Delaunay triangle interaction
Abstract
Luc Devroye, McGill University
Aurélien Deya, Institut Elie Cartan, Nancy
Jean-Stéphane Dhersin, Univ. Paris 13
Persi Diaconis, Stanford University
Zach Dietz, Tulane University
Georgi Dimitroff, Fraunhofer ITWM
Ioffe Dmitry, William Davidson Faculty of Industrial Engineering and Management Technion, Haif
Sergei Dobrynin, Delft University of Technology
Klaus Dohmen, Humboldt-Universitaet zu Berlin
- Volume 4, 1999 - Articles
Improved Inclusion-Exclusion Identities and Inequalities Based on a Particular Class of Abstract Tubes
Abstract
Clement Dombry, Universite de Poitiers
Catherine Donati-Martin, Université de Versailles-St Quentin,
- Volume 16, 2011 - Articles
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Abstract
Ronald A. Doney, Department of Mathematics, University of Manchester, UK
Julia Dony, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Arnaud Doucet, University of
British Columbia
- Volume 14, 2009 - Articles
A Functional Central Limit Theorem for a Class of Interacting Markov
Chain Monte Carlo Methods
Abstract
Marco E. Dozzi, Nancy University
Alexander Drewitz, TU Berlin
Daniel Dufresne, University of Melbourne
Paul Dupuis, Brown University
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Richard Durrett, Cornell University
Rick Durrett, Cornell University
Christian Döbler, Ruhr University Bochum
- Volume 16, 2011 - Articles
Stein's method and the multivariate CLT for traces of powers on the compact classical groups
Abstract
Hanna Döring, Ruhr-Universität Bochum
- Volume 14, 2009 - Articles
Moderate deviations in a random graph and for the spectrum of Bernoulli random matrices
Abstract
Leif Döring, LPMA Paris
- Volume 16, 2011 - Articles
(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
Abstract
E
Peter Eichelsbacher, University of Bochum
Peter Eichelsbacher, Ruhr University of Bochum
- Volume 15, 2010 - Articles
Stein's method for dependent random variables occuring in statistical mechanics
Abstract
Uwe Einmahl, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Nathalie Eisenbaum, Universités Paris 6 et 7, France
A Elouaflin, Université de Cocody
Janos Englander, University of Colorado at Boulder
- Volume 15, 2010 - Articles
The center of mass for spatial branching processes and an application for self-interaction
Abstract
Nathanaël Enriquez, Université Paris 6
Laszlo Erdos, LMU-University of Munich
- Volume 15, 2010 - Articles
Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
Abstract
Alison M. Etheridge, University of Oxford
Stewart N Ethier, University of Utah
Pierre Etoré, IECN, UHP Nancy I, France
- Volume 11, 2006 - Articles
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Abstract
Steven N. Evans, University of California at Berkeley
Steven Neil Evans, University of California at Berkeley
F
Alessandra Faggionato, Department of Mathematics. University La Sapienza, Rome. Italy
- Volume 15, 2010 - Articles
Hydrodynamic limit of zero range processes among random conductances on the supercritical percolation cluster
Abstract
- Volume 13, 2008 - Articles
Random walks and exclusion processes among random conductances on random infinite clusters: homogenization and hydrodynamic limit
Abstract
ShengJun FAN, China University of Mining and Technology
- Volume 16, 2011 - Articles
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
Abstract
Albert Fannjiang, University of California, Davis
Gabriel Faraud, Wias Berlin
- Volume 16, 2011 - Articles
A central limit theorem for random walk in a random environment on a marked Galton-Watson tree.
Abstract
Mathieu Faure, Universit'e de Marne La Vall'ee
Chunrong Feng, Loughborough University
- Volume 12, 2007 - Articles
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Abstract
shui feng, McMaster University
- Volume 12, 2007 - Articles
Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters
Abstract
Delphine Féral, Université Bordeaux 1
- Volume 16, 2011 - Articles
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Abstract
Roberto Fernández, Universidade de São Paulo
P.A. Ferrari, Universidade de Säo Paulo
Patrik L Ferrari, WIAS Berlin
Maxime Février, fevrier@math.univ-toulouse.fr
- Volume 16, 2011 - Articles
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Abstract
anne fey - den boer, TU Delft
- Volume 14, 2009 - Articles
Uniqueness of the stationary distribution and stabilizability in Zhang's sandpile model
Abstract
D. Feyel, Université Evry
Denis F Feyel, Université d'Evry
James Allen Fill, The Johns Hopkins University
- Volume 6, 2001 - Articles
Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Abstract
Albert Meads Fisher, University of Sao Paulo
P. J. Fitzsimmons, University of California, San Diego
Patrick J Fitzsimmons, UCSD
- Volume 8, 2003 - Articles
Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Abstract
Franco Flandoli, Università di Pisa
Klaus Fleischmann, Weierstrass Institute for Applied Analysis and Stochastics
Matthew Folz, University of British Columbia
L. R. G. Fontes, Universidade de Säo Paulo
mohammud Foondun
- Volume 14, 2009 - Articles
Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part
Abstract
- Volume 14, 2009 - Articles
Intermittence and nonlinear parabolic stochastic partial differential equations
Abstract
Daniel Ford, Google Inc.
Nicolas Fournier, Université Paris Est
- Volume 13, 2008 - Articles
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
Abstract
Matthieu Fradelizi, Université Paris-Est
- Volume 14, 2009 - Articles
Concentration inequalities for s-concave measures of dilations of Borel sets and applications
Abstract
Myriam Fradon, Université Lille1
Merkl Franz, University of Leiden, The Netherlands
- Volume 14, 2009 - Articles
Spontaneous breaking of continuous rotational symmetry in two dimensions
Abstract
- Volume 13, 2008 - Articles
Bounding a Random Environment
Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Abstract
Alan Freeman, Dublin City University, Ireland
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Michael Fuchs, National Chiao Tung University
- Volume 16, 2011 - Articles
On the Moment-Transfer Approach for Random Variables satisfying a One-Sided Distributional Recurrence
Abstract
Masaaki Fukasawa, ETH Zurich
Masatoshi Fukushima, Kansai University
- Volume 4, 1999 - Articles
On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
Abstract
G
Juergen Gaertner, TU Berlin, Institute for Mathematics
Antonio Galves, Universidade de São Paulo
David J Galvin, University of Pennsylvania
Murali Ganapathy, Google Inc
Ayalvadi J Ganesh, Microsoft Research
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Fuchang Gao, University of Idaho
Fuqing Gao, Wuhan University
- Volume 14, 2009 - Articles
Moderate deviations and laws of the iterated logarithm for the volume of the intersections of Wiener sausages
Abstract
Pavel V. Gapeev, WIAS Berlin
Olivier Garet, Université d'Orléans, France
Olivier Garet, Institut Elie Cartan Nancy
- Volume 13, 2008 - Articles
First-passage competition with different speeds: positive density for both species is impossible
Abstract
eric gautier, Yale University and CREST
- Volume 12, 2007 - Articles
Stochastic nonlinear Schrõdinger equations driven by a fractional noise, Well-posedness, large deviations and support
Abstract
Veronique Gayrard, CNRS
Anne Gégout-Petit, Université de Bordeaux, IMB, CNRS, UMR 5251, and INRIA Bordeaux, team CQFD, Fran
- Volume 14, 2009 - Articles
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Abstract
Jochen Geiger, Universität Frankfurt
Hans-Otto Georgii, Mathematisches Institut
- Volume 14, 2009 - Articles
Variational characterisation of Gibbs measures with Delaunay triangle interaction
Abstract
Ronald K. Getoor, University of California, San Diego
Giambattista Giacomin, University Paris 7 - D. Diderot
Cristian Giardina, Eurandom, Postbus 513, 5600 MB Eindhoven, the Netherlands
Lee R Gibson, University of Louisville
Lorenz A. Gilch, Graz University of Technology
Peccati Giovanni, Université du Luxembourg
A. V. Gnedin, Utrecht University
Alexander V Gnedin, Utrecht University
Alexander V. Gnedin, Rijksuniversiteit Utrecht, The Netherlands
Sharad Goel, Standford University, USA
Christina A Goldschmidt, Statistical Laboratory and Pembroke College, University of Cambridge
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent
Abstract
Ilya Ya Goldsheid, University of London
Luis G. Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico
Jean-Baptiste Gouéré, MAPMO - UMR CNRS 6628 - Université d'Orléans
- Volume 16, 2011 - Articles
Survival probability of the branching random walk killed below a linear boundary
Abstract
Nathael Gozlan, Université Marne La Vallée
- Volume 15, 2010 - Articles
Functional inequalities for heavy tailed distributions and application to isoperimetry
Abstract
Mihai Gradinaru, Institut de Math\'ematiques \'Elie Cartan, Universit\'e Henri Poincar\'e
- Volume 8, 2003 - Articles
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Abstract
Janko Gravner, University of California, Davis
Janko Gravner, University of California Davis
Andreas Greven, Universitat Erlangen-Nurnberg
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 4, 1999 - Articles
The Longtime Behavior of Branching Random Walk in a Catalytic Medium
Abstract
- Volume 1, 1996 - Articles
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Robert C. Griffiths, University of Oxford
Ilie A Grigorescu, University of Miami
Piet Groeneboom, Delft University of Technology
Sergei Grudsky, CINVESTAV del I.P.N.
Raby Guerbaz, Cadi Ayyad University
Nadine Guillotin-Plantard, Université Lyon Claude Bernard
Hervé Guiol, TIMC - TIMB, INP Grenoble, Faculté de Médecine
Alice Guionnet, Ecole Normale Supérieure de Lyon
- Volume 16, 2011 - Articles
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Abstract
András György, Research Institute of the Hungarian Academy of Sciences
Jürgen Gärtner, Institut für Mathematik, Technische Universität Berlin
H
Bénédi Haas, Université Pierre et Marie Curie
- Volume 9, 2004 - Articles
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Abstract
Olle Haggstrom, Chalmers University of Technology, Sweden
Martin Hairer, Warwick Mathematics institute
- Volume 16, 2011 - Articles
A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs
Abstract
Hatem Hajri Hajri, Département de Mathématiques
Said Hamadène, Universite du Maine
- Volume 8, 2003 - Articles
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Abstract
Ben M Hambly, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
Ben M Hambly, University of Oxford
Benjamin M Hambly, University of Oxford
Jan Hannig, Colorado State University
Jan Hannig, Colorado State University
ERIKA HAUSENBLAS, UNIVERSITY OF SALZBURG
- Volume 10, 2005 - Articles
Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure
Abstract
Rajat Subhra Hazra, Indian Statistical Institute, Kolkata
- Volume 14, 2009 - Articles
Limiting spectral distribution of circulant type matrices with dependent inputs
Abstract
Matthias K. Heck, HypoVereinsbank
- Volume 6, 2001 - Articles
The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Abstract
Deborah Heicklen, Lockhead-Martin
Hadrian Heil, Universität Tübingen, Germany
- Volume 16, 2011 - Articles
Branching Random Walks in Random Environment are Diffusive in the Regular Growth phase
Abstract
Joachim Hermisson, University of Vienna
Martin Hessler, Linköping University
Andrew Heunis, University of Waterloo
Matthias Heveling, Karlsruhe University
Masanori Hino, Kyoto University
Pawel Hitczenko, North Carolina State University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Christopher Hoffman, University of Washington, USA
Mark P. Holmes, U. Auckland
- Volume 13, 2008 - Articles
Convergence of lattice trees to super-Brownian motion above the critical dimension
Abstract
Susan Holmes, Stanford University
Alexander E Holroyd, Department of Mathematics, University of British Columbia
Gerard Hooghiemstra, Delft University of Technology
Christian Houdre, houdre@math.gatech.edu
- Volume 13, 2008 - Articles
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Abstract
Jiang Hu
Yueyun Hu, Universite Paris VI
- Volume 10, 2005 - Articles
On the Increments of the Principal Value of Brownian Local Time
Abstract
- Volume 5, 2000 - Articles
The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
Abstract
Zhishui Hu, University of Science and Technology of China
- Volume 12, 2007 - Articles
Edgeworth expansions for a sample sum from a finite set of independent random variables
Abstract
Mark Huber, Duke University
Mark L Huber, Claremont McKenna College
Juerg Huesler, University of Bern
Martin Hutzenthaler, Goethe-University Frankfurt
Hsien-Kuei Hwang, Academia Sinica
Hsien-Kuei Hwang, Institute of Statistical Science, Academia Sinica, Taipei
I
Takashi Ichinose, Kanazawa University
- Volume 5, 2000 - Articles
The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Abstract
E. Iglói, L. Kossuth University
Endre Iglói
- Volume 10, 2005 - Articles
A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion
Abstract
Alex Iksanov, Faculty of Cybernetics, National T.Shevchenko University of Kiev
- Volume 14, 2009 - Articles
A Log-Type Moment Result for Perpetuities and Its Application to Martingales in Supercritical Branching Random Walks
Abstract
Peter Imkeller, Humboldt Uiversitaet Berlin
B.Gail Ivanoff, University of Ottawa
Roey Izkovsky, Weizmann Institute of Science
J
Saul Jacka, University of Warwick
- Volume 7, 2002 - Articles
Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
Abstract
Stephanie S.M Jacquot
Adam Jakubowski, Nicholas Copernicus University
Jecek Jakubowski, Institute of Mathematics, University of Warsaw and Faculty of Mathematics and In
Svante Janson, Uppsala University
Svante Janson, Uppsala University
Mairesse Jean, CNRS - Universite Paris 7
Long JIANG, China University of Mining and Technology
- Volume 16, 2011 - Articles
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
Abstract
Kurt Johansson
Oliver Johnson, University of Bristol
Maria Jolis, Universitat Autònoma de Barcelona
- Volume 15, 2010 - Articles
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Abstract
Johan Jonasson, Chalmers University of Technology
- Volume 6, 2001 - Articles
On Disagreement Percolation and Maximality of the Critical Value for iid Percolation
Abstract
Lisa M Jones, University of Oxford
- Volume 14, 2009 - Articles
Erratum to ``Number Variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric $alpha$-stable processes"
Abstract
Liza A Jones, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
Jonathan H Jordan, University of Sheffield
MATHEW JOSEPH, UNIVERSITY OF WISCONSIN MADISON
- Volume 14, 2009 - Articles
Fluctuations of the quenched mean of a planar random walk in an i.i.d. random environment with forbidden direction
Abstract
K
Wolfgang König, BRIMS, Hewlett-Packard Laboratories
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Gerald Kager, Technische Universität Berlin
- Volume 2, 1997 - Articles
Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
Abstract
Min Kang, North Carolina State University
MIN KANG, North Carolina State University
Hideyuki Kawaguchi, Keio University and Sumitomo Mitsui Banking Corporation
Wilfrid S Kendall, University of Warwick
Götz Kersting, Goethe university, Frankfurt
Harry Kesten, Cornell University
Harry Kesten, Cornell University
Peter Kevei
Boris A Khoruzhenko, University of London
Davar Khoshnevisan, University of Utah
Lee Kijung, Ajou University
- Volume 16, 2011 - Articles
A W12-theory of Stochastic Partial Differential Systems of Divergence type on C1 domains
Abstract
Kyeong-Hun Kim, University of Utah
Kyeong-Hun Kim, Korea University
Michael S Kinnally, University of California, San Diego
- Volume 15, 2010 - Articles
On Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints
Abstract
T. Klein, Université de Versailles, France
Thierry Klein, Universite Paul Sabatier
Achim Klenke, Universität Erlangen - Nürnberg
Sandra M Kliem, EURANDOM
Anton Klimovsky, Friedrich-Alexander-Universitaet Erlangen-Nuernberg
- Volume 14, 2009 - Articles
The Aizenman-Sims-Starr and Guerra’s schemes for the SK model with multidimensional spins
Abstract
Victoria P Knopova, V.M.Glushkov Institut of Cybernetics NAS of Ukraine
Wolfgang Koenig
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Martin Kolb, Department of Statistics Oxford
Vassili N. Kolokoltsov, Nottingham Trent University
- Volume 7, 2002 - Articles
Transience and Non-explosion of Certain Stochastic Newtonian Systems
Abstract
- Volume 6, 2001 - Articles
Small Diffusion and Fast Dying Out Asymptotics for Superprocesses as Non-Hamiltonian Quasiclassics for Evolution Equations
Abstract
Tomasz Komorowski, UMCS
Wolfgang D Konig, University of Leipzig
Ioannis Kontoyiannis, Brown University
- Volume 10, 2005 - Articles
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Abstract
P. Ekkehard Kopp, University of Hull
Elena Kosygina, Baruch College and the CUNY Graduate Center
- Volume 13, 2008 - Articles
Positively and negatively excited random walks on integers, with branching processes
Abstract
M. A. Kouritzin, University of Alberta
Michael A. Kouritzin, Department of Mathematical and Statistical Sciences, University of Alberta
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
Michael J. Kozdron, University of Regina, Canada
- Volume 10, 2005 - Articles
Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
Abstract
Gady Kozma, Tel Aviv University
N. V. Krylov, University of Minnesota
- Volume 5, 2000 - Articles
SPDEs in Lq( ( 0, tau] , Lp ) Spaces
Abstract
- Volume 4, 1999 - Articles
Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies
Abstract
N.V. Krylov, University of Minnesota
- Volume 9, 2004 - Articles
Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
Abstract
Alexei M Kulik, Institute of Mathematics National Academy of Sciences of Ukraine, Kiev 01601 Te
Rafal Kulik, University of Ottawa
- Volume 13, 2008 - Articles
Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
Abstract
Christoph Kulske, University of Groningen
- Volume 13, 2008 - Articles
The Posterior metric and the Goodness
of Gibbsianness
for transforms of Gibbs measures
Abstract
Takashi Kumagai, Kyoto University
- Volume 6, 2001 - Articles
Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Abstract
Michael Kuppe, ETH Zürich, Switzerland
Irina Kurkova, Université de Paris VI (Pierre et Marie Curie), France
Thomas G Kurtz, University of Wisconsin-Madison
- Volume 12, 2007 - Articles
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
Abstract
Thomas G. Kurtz, University of Wisconsin, Madison
- Volume 6, 2001 - Articles
Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
Abstract
- Volume 3, 1998 - Articles
Martingale Problems for Conditional Distributions of Markov Processes
Abstract
kazumasa kuwada, Ochanomizu University
Stanislaw Kwapien, Warsaw University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Andreas E Kyprianou, Bath University
Andreas E Kyprianou, University of Bath
- Volume 13, 2008 - Articles
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Abstract
L
Matthias L"owe, Fakult"at f"ur Mathematik,
Universit"at M"unster,
Einsteinstrass e 62,
D
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Jean-Maxime Labarbe, LMV, Université de Versailles Saint-Quentin en Yvelines
- Volume 12, 2007 - Articles
Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks
Abstract
Aime Lachal, Institut National des Sciences Appliquèes de Lyon, France
- Volume 8, 2003 - Articles
Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type Equations
Abstract
Aimé Lachal, INSA de Lyon
- Volume 15, 2010 - Articles
Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
Abstract
- Volume 12, 2007 - Articles
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation ∂u/∂t
=± ∂Nu/∂xN
Abstract
Anna Ladneva, Moscow Lomonosov State university
- Volume 15, 2010 - Articles
On clusters of high extremes of Gaussian stationary processes with ε-separation
Abstract
Amaury Lambert, Université Pierre et Marie Curie
- Volume 6, 2001 - Articles
The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
Abstract
Amaury Lambert, University Paris 6
- Volume 12, 2007 - Articles
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
Abstract
Damien Lamberton, Université Paris-Est
Gunter Last, Karlsruhe University
Gregory F. Lawler, Duke University and Cornell University
Y. Le Jan, Université de Paris, Sud
José Rafael Le'on, Universidad Central de Venezuelz
Michel Ledoux, University of Toulouse
- Volume 10, 2005 - Articles
Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case
Abstract
- Volume 9, 2004 - Articles
Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
Abstract
Jiyeon Lee, Yeungnam University
Tzong-Yow Lee, University of Maryland
Antoine Lejay, INRIA Lorraine
- Volume 7, 2002 - Articles
On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property
Abstract
Antoine Lejay, Institut Elie Cartan, Nancy
Antoine J. Lejay, Projet OMEGA, INRIA Lorraine
Sophie Lemaire, Laboratoire de Mathématique, Université Paris-Sud
Jüri Lember, University of Tartu
José R. Leon, UCV. AP: 47197. Los Cha-guaramos
Florencia Leonardi, Universidade de Sao Paulo
- Volume 13, 2008 - Articles
Random perturbations of stochastic processes with unbounded variable length memory
Abstract
Nikolai Leonenko, Cardiff University
Wenbo V. Li, University of Delaware
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Zenghu Li, Beijing Normal University
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
Lozada-Chang Li-Vang
Wen-Qi Liang, Academia Sinica
- Volume 6, 2001 - Articles
Limit Theorems for the Number of Maxima in Random Samples from Planar Regions
Abstract
Xiao Xin Liao, University of Strathclyde
- Volume 1, 1996 - Articles
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
Abstract
Tye Lidman, University of California at Berkeley
Mikhail Lifshits, St. Petersburg State University
Elia Liitiäinen, University of Helsinki
Thomas LIM, LPMA Université Paris 7
Vlada Limic, University of British Columbia
Vlada Limic, CNRS
Werner Linde, FSU Jena
Alexander Lindner, Technische Universitat Braunschweig
- Volume 15, 2010 - Articles
A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
Abstract
R. Liptser, Tel Aviv University
- Volume 4, 1999 - Articles
Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
Abstract
haiyan liu, VU University Amsterdam
- Volume 14, 2009 - Articles
Uniqueness of the stationary distribution and stabilizability in Zhang's sandpile model
Abstract
Matthias Loewe, University of Muenster
- Volume 15, 2010 - Articles
Stein's method for dependent random variables occuring in statistical mechanics
Abstract
Jose Alfredo Lopez Mimbela
Sergey V. Lototsky, University of Southern California
- Volume 6, 2001 - Articles
Linear Stochastic Parabolic Equations, Degenerating on the Boundary of a Domain
Abstract
Philippe Loubaton, Université Paris-Est/Marne-la-Vallée
- Volume 16, 2011 - Articles
Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
Abstract
Guy Louchard, ULB
Sana Louhichi
- Volume 16, 2011 - Articles
Functional convergence to stable Lévy motions for iterated random Lipschitz mappings
Abstract
Eyal Lubetzky, Microsoft Research
Eric Luçon, Université Paris 6
- Volume 16, 2011 - Articles
Quenched limits and fluctuations of the empirical measure for plane rotators in random media.
Abstract
Malwina J Luczak, London School of Economics
Gabor Lugosi, ICREA and Pompeu Fabra University
S. J. Luo, FinancialCAD Corp.
Harald Luschgy, University of Trier
Owen D. Lyne, University of Nottingham
Russell Lyons, Indiana University
M
Peter Mörters, Technische Universität Berlin, Universität Kaiserslautern
- Volume 4, 1999 - Articles
Small Scale Limit Theorems for the Intersection Local Times of Brownian Motion
Abstract
Yutao Ma, Universite de La Rochelle
Faïza Maaouia, HypoVereinsbank
- Volume 6, 2001 - Articles
The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Abstract
Claudio Macci, Universita degli Studi di Roma
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Fábio Machado, Universidade de São Paulo
Mokshay Madiman, Department of Statistics, Yale University
Neal Madras, York University
Makoto Maejima, Keio University
Mylène Maida, Université Paris-Sud
- Volume 16, 2011 - Articles
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Abstract
- Volume 12, 2007 - Articles
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
Abstract
GREGORY MAILLARD, CMI-LATP
Grégory Maillard, CMI-LATP
Peter Major, Renyi Mathematical Institute of the Hungarian Academy of Sciences
Nakashima Makoto, Kyoto University, Japan
- Volume 16, 2011 - Articles
Branching Random Walks in Random Environment are Diffusive in the Regular Growth phase
Abstract
Ross A Maller, Australian National University
Xuerong Mao, University of Strathclyde
- Volume 1, 1996 - Articles
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
Abstract
Yor Marc, Université Pierre et Marie Curie
- Volume 14, 2009 - Articles
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
Abstract
Régine Marchand, Institut Elie Cartan Nancy
- Volume 13, 2008 - Articles
First-passage competition with different speeds: positive density for both species is impossible
Abstract
Jean-Francois Marckert, LaBRI, Université Bordeaux 1
Michael B. Marcus, CUNY
- Volume 14, 2009 - Articles
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in R2 with non--zero mean
Abstract
Nevena Maric, Syracuse University
Carlo Marinelli, Universitaet Bonn
Carlo Marinelli, University of Bolzano
- Volume 15, 2010 - Articles
Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
Abstract
Miguel Ángel Marmolejo, Universidad del Valle
- Volume 9, 2004 - Articles
Stochastic differential equations with boundary conditions driven by a Poisson noise
Abstract
James B. Martin, CNRS and Université Paris 7, France
Anders Martin-Löf, Stockholm University
fabio martinelli, Universita Roma Tre
Federica Masiero, Dipartimento di Matematica e Applicazioni, Universita` degli Studi di Milano-Bi
- Volume 12, 2007 - Articles
Regularizing properties for transition semigroups and semilinear parabolic
equations in Banach spaces
Abstract
David M Mason, University of Delaware
Pascal Massart, Université Paris-Sud
Robert Masson, University of British Columbia
Ivan Matic, Duke University
Anis Matoussi, Université du Maine
Muneya Matsui, Department of Mathematics, Keio University
Hiroyuki Matsumoto, Nagoya University
Jonathan C Mattingly, Duke University
- Volume 16, 2011 - Articles
A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs
Abstract
Heinrich Matzinger, Georgia Tech,
School of Mathematics
Atlanta, GA 30332 0160,
USA
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Krishanu Maulik, Indian Statistical Institute
Duerre Maximilian, Mathematisches Institut der Universität München
- Volume 11, 2006 - Articles
Existence of multi-dimensional infinite volume self-organized critical forest-fire models
Abstract
Eddy Mayer-Wolf, Technion
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
Ravi R Mazumdar, University of Waterloo
- Volume 13, 2008 - Articles
Comparison Results for Reflected Jump-diffusions in the Orthant with Variable Reflection Directions and Stability Applications
Abstract
Colin McDiarmid, University of Oxford
Mark M Meerschaert, Michigan State University
ronald meester, VU University Amsterdam
- Volume 14, 2009 - Articles
Uniqueness of the stationary distribution and stabilizability in Zhang's sandpile model
Abstract
Sylvie Méléard, CMAP UMR 7641, École Polytechnique CNRS
Pedro J Mendez, Universidad de Costa Rica
Mikhail Menshikov, University of Durham
Franz Merkl, Leiden University
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Mathieu Merle, Université Paris VII (Diderot)
Glenn MERLET, LIAFA CNRS-Paris 7
Florence Merlevède, Université Paris Est
- Volume 14, 2009 - Articles
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Abstract
Ely Merzbach, Bar-Ilan University
Marouen MESSAOUD, IXIS and INRIA Rocquencourt
Sean P Meyn, University of Illinois, Urbana-Champaign
- Volume 10, 2005 - Articles
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Abstract
Brahim Mezerdi, University Med Khider, Algeria
L. Miclo, Univ. P. Sabatier
Grégory Miermont, CNRS & LM-Orsay, Université de Paris-Sud
- Volume 13, 2008 - Articles
Radius and profile of random planar maps with faces of arbitrary degrees
Abstract
- Volume 9, 2004 - Articles
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Abstract
- Volume 6, 2001 - Articles
Ordered Additive Coalescent and Fragmentations Associated to Lévy Processes with No Positive Jumps
Abstract
R. Mikulevicius, Vilnius University
Remigijus Mikulevicius
- Volume 10, 2005 - Articles
On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Abstract
Annie MILLET, University Paris 1
Hassani Mohammed, Universite du Maine, France
- Volume 11, 2006 - Articles
BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Abstract
wael w mohammed, Universität Augsburg
Ilya Molchanov, University of Bern
Ravi Montenegro, University of Massachusetts Lowell, USA
Stephen Montgomery-Smith, University of Missouri
Tamas F. Mori, Eotvos Lorand University, Faculty of Science, Department of Probability Theory
Benjamin J. Morris, U. Calif., Davis
Peter Morters, University of Bath
eric MOULINES, Institut Telecom/ Telecom ParisTech
- Volume 14, 2009 - Articles
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Abstract
Thomas S. Mountford, University of California, Los Angeles
Carl Mueller, University of Rochester
Carl E Mueller, University of Rochester
Goetz Olaf Munsonius, University of Frankfurt, Germany
- Volume 16, 2011 - Articles
On the asymptotic internal path length and the asymptotic Wiener index of random split trees
Abstract
Sebastian Müller, TU Graz
- Volume 13, 2008 - Articles
A criterion for transience of multidimensional branching random walk in random environment
Abstract
Leonid Mytnik, Technion - Israel Institute of Technology
Leonid Mytnik, Technion
David M\'arquez-carreras, Universitat de Barcelona
- Volume 8, 2003 - Articles
Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Abstract
Martin Möhle, University of Tübingen, Germany
N
Ali Naddaf, University of Michigan
Yukio Nagahata, Department of mathematics, Graduate School of Engineering Science Osaka Universi
Katalin Nagy, Budapest University of Technology and Economics
Jamal Najim, Université Paris 10-Nanterre
Erkan Nane, Purdue university
erkan nane, Auburn University
Shieh Narn-Rueih, Department of Mathematics, National Taiwan University
Andreas Neuenkirch, Johann Wolfgang Goethe-Universität Frankfurt
Jörg Neunhäuserer, TFH Berlin
Bruno Nietlispach, Universitaet Zuerich
- Volume 16, 2011 - Articles
Approximation by the Dickman distribution and quasi-logarithmic combinatorial structures
Abstract
Mariusz Niewęgłowski, Faculty of Mathematics and Information Sciences, Warsaw University of Technology
Kunio Nishioka, Tokyo Metropolitan University
Yoshida Nobuo, Kyoto University, Japan
- Volume 16, 2011 - Articles
Branching Random Walks in Random Environment are Diffusive in the Regular Growth phase
Abstract
Pierre Nolin, Courant Institute (NYU)
Eric J. G. Nordenstam, Swedish Royal Institute of Technology (KTH)
Ivan Nourdin, Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e
- Volume 8, 2003 - Articles
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Abstract
Ivan Nourdin, Université Nancy 1
krzysztof nowicki, Department of Statistics, Lund University
- Volume 12, 2007 - Articles
Uniformly Accurate Quantile Bounds Via The Truncated Moment Generating Function: The Symmetric Case
Abstract
David Nualart, University of Kansas
Eulalia Nualart, Universite de Paris 6
O
Neil O'Connell, BRIMS, Hewlett-Packard Laboratories
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Jan K Obloj, Imperial College London
Daniel L Ocone, Rutgers University
Cyril ODASSO
- Volume 11, 2006 - Articles
Spatial smoothness of the stationary solutions of the 3D Navier--Stokes equations
Abstract
Martin Ondrejat, Institute of Information Theory and Automation, Academy of Sciences of the Czech
Alex A Opoku, University of Groningen
- Volume 13, 2008 - Articles
The Posterior metric and the Goodness
of Gibbsianness
for transforms of Gibbs measures
Abstract
EnzaO Orlandi, Univerista di Roma TRE
enzo orsingher, Sapienza Univ. Roma
Enzo Orsingher, Sapienza University of Rome
- Volume 15, 2010 - Articles
Poisson-type processes governed by fractional and higher-order recursive differential equations
Abstract
Adam Osekowski, University of Warsaw
- Volume 16, 2011 - Articles
Sharp and strict Lp-inequalities for Hilbert-space-valued orthogonal martingales
Abstract
Youssef Ouknine, Universite Cadi Ayyad
- Volume 8, 2003 - Articles
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Abstract
P
Gilles Pagès, Université Paris 6
Igor Pak, Yale University
Guangming Pan, Nanyang Technological University
Dmitry Panchenko, Massachusetts Institute of Technology, USA
- Volume 10, 2005 - Articles
A Central Limit Theorem for Weighted Averages of Spins in the High Temperature Region of the Sherrington-Kirkpatrick Model
Abstract
Juan Carlos Pardo Millan, Laboratoire de Probabilités et modèles aléatoires
Mihai N Pascu, Faculty of Mathematics and Computer Science, Transilvania University of Brasov
- Volume 16, 2011 - Articles
Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
Abstract
Erol A. Pekoz, Boston University
- Volume 16, 2011 - Articles
Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains
Abstract
Magda Peligrad, University of Cincinnati
Bruno Pelletier, Université Rennes 2
Robin Pemantle, University of Pennsylvania
Juho Pennanen, University of Helsinki
Mathew D. Penrose, University of Bath
Mathew D. Penrose, University of Bath
Yuval Peres, University of California, Berkeley
Edwin A. Perkins, The University of British Columbia
- Volume 13, 2008 - Articles
Degenerate stochastic differential equations arising from catalytic branching networks
Abstract
- Volume 10, 2005 - Articles
Competing super-Brownian motions as limits of interacting particle systems
Abstract
- Volume 9, 2004 - Articles
Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
- Volume 3, 1998 - Articles
Collision Local Times, Historical Stochastic Calculus, and Competing Species
Abstract
Jonathon Peterson, Cornell University
Evangelia Petrou, TU Berlin
Leonid Petrov, Department of Mathematics, Northeastern University
Peter Pfaffelhuber, University of Freiburg
Jean Picard, Labo. de Mathématiques, Université Blaise Pascal
- Volume 11, 2006 - Articles
Brownian excursions, stochastic integrals, and representation of Wiener functionals
Abstract
Pierre Picco, CPT-CNRS
Pierre Picco, CNRS
Francisco J Piera, University of Chile
- Volume 13, 2008 - Articles
Comparison Results for Reflected Jump-diffusions in the Orthant with Variable Reflection Directions and Stability Applications
Abstract
Virgil Pierce, UT -- Pan American
Iosif (none) Pinelis, Michigan Technological University
Vladas Pipiras, University of North Carolina
Vladimir Piterbarg
- Volume 15, 2010 - Articles
On clusters of high extremes of Gaussian stationary processes with ε-separation
Abstract
Jim Pitman, University of California, Berkeley
Mathieu Plante
Serguei Popov, Universidade de São Paulo
Serguei Popov, Universidade de São Paulo
Gustavo Posta, Politecnico di Milano, Italy
- Volume 10, 2005 - Articles
Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Abstract
- Volume 10, 2005 - Articles
Equilibrium Fluctuations for a One-Dimensional Interface in the Solid on Solid Approximation
Abstract
Henrikas Pragarauskas
- Volume 10, 2005 - Articles
On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Abstract
Timothy M Prescott, UCLA
Catherine J Price, Lehmann brothers
Tomás Prieto-Rumeau, Statistics Department. UNED, Madrid, Spain
- Volume 14, 2009 - Articles
De Finetti's-type results for some families of non identically distributed random variables
Abstract
Nicolas Privault, Universite de La Rochelle
Zbigniew Puchala, Wroclaw University
Anatolii A. Puhalskii, University of Colorado at Denver, USA and Institute for Problems in Information,
Q
Lluís Quer-Sardanyons, Universitat Autònoma de Barcelona
- Volume 15, 2010 - Articles
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Abstract
R
Kavita Ramanan, Carnegie Mellon University
Jose A. Ramirez, Universidad de Costa Rica
- Volume 15, 2010 - Articles
Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
Abstract
Balazs Rath, Budapest University of Technology
Krishnamurthi Ravishankar, SUNY-New Paltz
Gesine D Reinert, University of Oxford
Goncalo JN Reis, Humboldt Uiversitaet Berlin
Anthony Réveillac, Humboldt-Universit
- Volume 15, 2010 - Articles
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Abstract
David Revelle, UC Berkeley
David W Reynolds, Dublin City University
remi rhodes, université Paris-Dauphine, Ceremade
Brian Rider, University of Colorado, Boulder
Brian Rider, University of Colorado, Boulder
Emmanuel Rio, Université de Versailles
- Volume 14, 2009 - Articles
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Abstract
Victor Rivero, Centro de Investigación en Matemáticas, Mexico
- Volume 13, 2008 - Articles
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Abstract
Victor Manuel Rivero, Centro de Investigacion en Matematicas
Cyril Roberto, Università di Roma 3, Italy
Cyril Roberto, Université de Marne La Vallée
Gareth O. Roberts, University of Cambridge
- Volume 1, 1996 - Articles
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Abstract
John Robinson, The University of Sydney
- Volume 12, 2007 - Articles
Edgeworth expansions for a sample sum from a finite set of independent random variables
Abstract
Sébastien Roch, École Polytechnique
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Michael Roeckner, University of Bielefeld
- Volume 15, 2010 - Articles
Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
Abstract
Adrian Roellin, University of Oxford
- Volume 16, 2011 - Articles
Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains
Abstract
- Volume 13, 2008 - Articles
Symmetric and centered binomial approximation of sums of locally dependent random variables
Abstract
Sylvie Roelly, Potsdam University
- Volume 13, 2008 - Articles
Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions
Abstract
Silke W.W. Rolles, Technical University of Munich
- Volume 14, 2009 - Articles
Spontaneous breaking of continuous rotational symmetry in two dimensions
Abstract
- Volume 13, 2008 - Articles
Bounding a Random Environment
Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Abstract
Tomasz Rolski, Wroclaw University
Marco Romito, Università di Firenze
- Volume 6, 2001 - Articles
Statistically Stationary Solutions to the 3D Navier-Stokes Equations do not show Singularities
Abstract
Jay Rosen, College of Staten Island, CUNY
Jay S. Rosen, CUNY
- Volume 14, 2009 - Articles
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in R2 with non--zero mean
Abstract
Jeffrey S. Rosenthal, University of Toronto
- Volume 1, 1996 - Articles
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Abstract
A Rouault, Université de Versailles, France
B. Rozovskii, University of Southern California
María D. Ruiz-Medina, University of Granada
Julia Ruscher, Technische Universität Berlin
Uwe Rösler, Math. Seminar, University of Kiel
- Volume 11, 2006 - Articles
A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Abstract
S
Ellen Saada, CNRS, UMR 6085, Université de Rouen
Christophe Sabot, Université Lyon 1
Koushik Saha, Indian Statistical Institute, Kolkata
- Volume 14, 2009 - Articles
Limiting spectral distribution of circulant type matrices with dependent inputs
Abstract
hamadene Said, Universite du Maine, France
- Volume 11, 2006 - Articles
BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Abstract
Hironobu Sakagawa, Department of Mathematics, Faculty of Science and Technology, Keio University
- Volume 14, 2009 - Articles
Confinement of the two dimensional discrete Gaussian free field between two hard walls
Abstract
Akira Sakai, EURANDOM, The Netherlands
- Volume 9, 2004 - Articles
Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
Abstract
Paavo H Salminen, AAbo Akademi University, Mathematical Department
- Volume 14, 2009 - Articles
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
Abstract
Laurent Saloff-Coste, Department of Mathematics, Cornell University
Mustapha Sami, Univ. Paris 6
Anish Sarkar, Indian Statistical Institute (Delhi Centre)
M`onica Sarr`a, Universitat de Barcelona
- Volume 8, 2003 - Articles
Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Abstract
Mladen Svetoslavov Savov, The University of Manchester
Gunter M. Schütz, Forschungszentrum Jülich
- Volume 7, 2002 - Articles
Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
Abstract
Bruno Schapira, Universite Paris-Sud
Gideon Schechtman, The Weizmann Institute of Science
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Emmanuel Schertzer, Columbia University
Michael Scheutzow, Technische Universität Berlin
R.L. Schilling, University of Sussex
Rene L. Schilling, TU Dresden
Benjamin Schlein, University of Bonn
- Volume 15, 2010 - Articles
Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
Abstract
Thomas Schlumprecht, Texas A&M University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Scott C Schmidler, Duke Universtity
Tom Schmitz, ETH Zurich
Adrian Schnitzler, TU Berlin
Alexander Schnurr, TU Dortmund
Clyde H. Schoolfield, Jr., Harvard University
- Volume 6, 2001 - Articles
Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Abstract
Oded Schramm, Microsoft Research
Ehud Schreiber, Tel Aviv University
Dominic Schuhmacher, Universität Bern, Switzerland
Jason Schweinsberg, University of California, Berkeley
Jason Ross Schweinsberg, University of California, San Diego
Gregor Sega, Faculty of Mathematics and Physics, University of Ljubljana
Jan Seidler, Institute of Infromation Theory and Automation of the AS CR
Thomas SELLKE, Purdue University
Arnab Sen, University of California, Berkeley
Arindam Sengupta, Indian Statistical Institute
Timo Seppäläinen, Iowa State University
- Volume 1, 1996 - Articles
A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences
Abstract
Timo Seppalainen, University of Wisconsin-Madison, Mathematics Dept.
- Volume 11, 2006 - Articles
Cube root fluctuations for the corner growth model associated to the exclusion process
Abstract
Laurent Serlet, Université René Descartes (Paris 5)
Sunder Sethuraman, Iowa State University, USA
Sunder Sethuraman, Iowa State University
Jinghai SHAO, Beijing Normal University
- Volume 16, 2011 - Articles
A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure
Abstract
Qi-Man Shao, University of Oregon and National University of Singapore
Qi-Man Shao, HKUST
Michael J. Sharpe, University of California, San Diego
Scott Roger Sheffield, Microsoft Research
Eric Shellef
kehua shi
Zhan Shi, Université de Paris VI
Narn-Rueih Shieh, National Taiwan University
- Volume 4, 1999 - Articles
Small Scale Limit Theorems for the Intersection Local Times of Brownian Motion
Abstract
Tokuzo Shiga, Tokyo Institute of Technology
- Volume 11, 2006 - Articles
Infinitely divisible random probability distributions with an application to a random motion in a random environment
Abstract
Mykhaylo Shkolnikov, Stanford University
Vladas Sidoravicius, IMPA
Arvind Singh, Université Paris VI
Arno Siri-Jegousse, MAP5, Univ. Paris Descartes
Allan Sly, Microsoft Research
Renming Song, University of Illinois
- Volume 11, 2006 - Articles
Two-sided Estimates on the Density of the Feynman-Kac Semigroups of Stable-like Processes
Abstract
Alexander Soshnikov, UC Davis
Dario Spanò, University of Oxford
Konstantinos Spiliopoulos, Brown University
V. Spokoiny, Weierstrass Institute for Applied Analysis and Stochastics
- Volume 4, 1999 - Articles
Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
Abstract
Wolfgang Stadje, University of Osnabrück
- Volume 16, 2011 - Articles
Three Kinds of Geometric Convergence for Markov Chains and the Spectral Gap Property
Abstract
David Steinsaltz, University of California, Berkeley
- Volume 4, 1999 - Articles
Random Time Changes for Sock-Sorting and Other Stochastic Process Limit Theorems
Abstract
menozzi Stéphane, Université Paris 7
Richard H. Stockbridge, University of Kentucky
- Volume 6, 2001 - Articles
Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
Abstract
L. Stoica, University of Bucharest, Romania
Lucretiu Stoica, University of Bucharest
Michael Stolz, Ruhr University Bochum
- Volume 16, 2011 - Articles
Stein's method and the multivariate CLT for traces of powers on the compact classical groups
Abstract
Anja Sturm, Technische Universität Berlin
Chun Su, University of Science an Technology of China
Francis Edward Su, Harvey Mudd College
Zhonggen Su, Zhejiang University
Rongfeng Sun, EURANDOM
Wei Sun, Department of Mathematics and Statistics, Concordia University
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
Jason Swanson, University of Central Florida
- Volume 15, 2010 - Articles
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Abstract
Jan M. Swart, UTIA
Paweł Jerzy Szabłowski, Department of Mathematics and Information Sciences,
Alain-Sol Sznitman, ETH Zurich
- Volume 14, 2009 - Articles
On the domination of a random walk on a discrete cylinder by random interlacements
Abstract
T
Christiane Takacs, Universität Linz
Satoshi Takanobu, Kanazawa University
- Volume 5, 2000 - Articles
The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Abstract
Anna Talarczyk, Institute of Mathematics, University of Warsaw
- Volume 16, 2011 - Articles
Number variance for hierarchical random walks and related fluctuations
Abstract
- Volume 14, 2009 - Articles
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
Abstract
Marina Talet, Universite de Provence
Hiroshi Tanaka
- Volume 11, 2006 - Articles
Infinitely divisible random probability distributions with an application to a random motion in a random environment
Abstract
Qihe Tang, Department of Statistics and Actuarial Science, The University of Iowa
- Volume 11, 2006 - Articles
Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Abstract
Setsuo Taniguchi, Kyushu University
Terence C Tao, UCLA
Murad S TAQQU, Boston University
- Volume 12, 2007 - Articles
Stable convergence of generalized L2 stochastic integrals and
the principle of conditioning
Abstract
Murad S. Taqqu, Boston University
Murad S. Taqqu, Boston University
Jesse E Taylor, Oxford University
Augusto Teixeira, Eidgenössische Technische Hochschule Zürich
András Telcs, IMC
Emmanuel Teman, Université Paris 6, France
- Volume 10, 2005 - Articles
On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Abstract
G. Terdik, L. Kossuth University
Prasad Tetali, Georgia Institute of Technology
Cabanal-Duvillard Thierry, Université Paris 5
Samy Tindel, Université Nancy 1
Sandrine TOLDO, IRMAR, Antenne de Bretagne de l'ENS Cachan
- Volume 12, 2007 - Articles
Convergence of values in optimal stopping and convergence of optimal stopping times
Abstract
Fabio Toninelli, CNRS and ENS Lyon
fabio lucio toninelli, ENS Lyon
Fabio Lucio Toninelli, ENS LYON
Fred Torcaso, Johns Hopkins University
Giovanni Luca Torrisi, Istituto per le Applicazioni del Calcolo "Mauro Picone"
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Balint Toth
Laurent Tournier, Institut Camille Jordan, Université Lyon 1
- Volume 14, 2009 - Articles
Integrability of exit times and ballisticity for random walks in Dirichlet environment
Abstract
R. Tribe, University of Warwick
Roger Tribe, University of Warwick
Tsung-Hsi Tsai, Academia Sinica
Boris Tsirelson, Tel Aviv University
- Volume 11, 2006 - Articles
Brownian local minima, random dense countable sets and
random equivalence classes
Abstract
Ciprian A. Tudor, Laboratoire de Probabilit'{e}s, Universit'{e} de Paris 6
Constantin Tudor, University of Bucharest
Julian Tugaut, Université de Nancy
- Volume 15, 2010 - Articles
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
Abstract
Tatyana S. Turova, Lund University, Sweden
Johan H Tykesson, Chalmers University of Technology
- Volume 12, 2007 - Articles
The number of unbounded components in the Poisson Boolean model of continuum percolation in hyperbolic space
Abstract
A. E. Tyukov, University of Sussex
U
Kôhei Uchiyama, Tokyo Institute of Technology
- Volume 12, 2007 - Articles
Asymptotic Estimates Of The Green Functions And Transition Probabilities For Markov Additive Processes
Abstract
Kohei Uchiyama, Tokyo Institute of Technology
Frederic Udina, Pompeu Fabra University, Barcelona
V
Jacques Lèvy Vèhel, NRIA Rocquencourt, France
- Volume 9, 2004 - Articles
Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Abstract
M. Vachkovskaia, Universidade de Campinas, Brasil
Marina Vachkovskaia, Universidade de Campinas
Daniel Valesin, Ecole Polytechnique Federale de Lausanne
G. Valiukevicius, Vilnius University
Benedek Valko, UW Madison
Glauco Valle, UFRJ
Pascal Vallet, Université Paris-Est/Marne-la-Vallée
- Volume 16, 2011 - Articles
Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
Abstract
Pierre Vallois, Université Henri Poincaré, Département de Mathématique
- Volume 14, 2009 - Articles
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
Abstract
Holger M van Bargen, TU Berlin
Remco van der Hofstad, Eindhoven University of Technology, The Netherlands
- Volume 9, 2004 - Articles
Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
Abstract
Remco W. van der Hofstad, Eindhoven University of Technology
Johan S.H. van Leeuwaarden, Eindhoven University of Technology
- Volume 15, 2010 - Articles
Scaling limits for critical inhomogeneous random graphs with finite third moments
Abstract
Pierre van Moerbeke, Département de Mathématiques, Université Catholique de Louvain
Srinivasa S.R. Varadhan, New York University - Courant Institute
Maria Eulalia Vares, CBPF, Rio de Janeiro, Brasil
Vincent Vargas, Université Paris Dauphine
Amandine Véber, Département de Mathématiques, Université Paris 11
Ricardo Vélez Ibarrola, Statistics Department. UNED, Madrid, Spain
- Volume 14, 2009 - Articles
De Finetti's-type results for some families of non identically distributed random variables
Abstract
P. Vellaisamy, Indian Institute of Technology Bombay
Balint Veto
Nicolas Victoir
Frederi G. Viens, Purdue University
Matti Vihola, University of Jyväskylä
- Volume 16, 2011 - Articles
Can the adaptive Metropolis algorithm collapse without the covariance lower bound?
Abstract
Denis Villemonais, Centre de Mathématiques Appliquées de l'École Polytechnique
- Volume 16, 2011 - Articles
Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
Abstract
Lemaire Vincent, Université Paris 6
Balint Virag, University of Toronto
Piterbarg Vladimir, Moscow Lomonosov State university
Guillaume Voisin, Université Orléans, MAPMO
Stanislav Volkov, University of Bristol, UK
Stanislav Volkov, University of Bristol
max von renesse, Technical University Berlin
Jochen Voss, University of Warwick
Van Vu, Yale University
W
Vitali Wachtel, Weierstrass Institute for Applied Analysis and Stochastics, Berlin
- Volume 11, 2006 - Articles
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Abstract
Anton Wakolbinger, Johann Wolfgang Goethe-Universität
John B. Walsh, University of British Columbia
Hao Wang, University of Oregon
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
Qiying WANG, School of Maths and Stats, University of Sydney
Xiaoying Wang
Yanqing Wang, Wuhan University
- Volume 14, 2009 - Articles
Moderate deviations and laws of the iterated logarithm for the volume of the intersections of Wiener sausages
Abstract
Yongjin Wang, School of Mathematical Sciences, Nankai University
Marcus Warfheimer
Jon Warren, University of Warwick
Toshiro Watanabe, University of Aizu
- Volume 15, 2010 - Articles
Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
Abstract
Ananda Weerasinghe, Iowa State University
Gang Wei, Hong Kong Baptist University
mathilde weill, DMA-ENS
- Volume 12, 2007 - Articles
Asymptotics for rooted bipartite planar maps and scaling limits of two-type spatial trees
Abstract
Alexander Weiß, Weierstrass Institute for Applied Analysis and Stochastics, Berlin
Volker Wellmann, BNP Paribas
Wendelin Werner, Université Paris-Sud and IUF
David W White, Belmont University
David Williams, University of Nottingham
Ruth J. Williams, University of California, San Diego
- Volume 15, 2010 - Articles
On Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints
Abstract
- Volume 10, 2005 - Articles
Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Abstract
David B Wilson, Microsoft
David Windisch, ETH Zurich
David Windisch, The Weizmann Institute of Science
- Volume 15, 2010 - Articles
Entropy of random walk range on uniformly transient and on uniformly recurrent graphs
Abstract
Peter Windridge, Department of Statistics, University of Warwick
Matthias Winkel, University of Oxford
Anita Winter, Universität Erlangen-Nürnberg
- Volume 7, 2002 - Articles
Multiple Scale Analysis of Spatial Branching Processes under the Palm Distribution
Abstract
Wagner Wolfgang
N. Woodward, University of Warwick
Julien Worms, Universit'e de Marne La Vall'ee
C. Chris Wu, Penn State University
Dongsheng Wu, Michigan State University
Huizhong Wu, Dublin City University, Ireland
- Volume 14, 2009 - Articles
Solutions of Stochastic Differential Equations obeying the Law of the Iterated Logarithm, with applications to financial markets
Abstract
Li-Chau Wu, Institute of Mathematics, Academia Sinica, Taipei, Taiwan
- Volume 10, 2005 - Articles
The Time for a Critical Nearest Particle System to reach Equilibrium starting with a large Gap
Abstract
Achim AW Wübker, University of Osnabrück
Johan Wästlund, Chalmers University of Technology
X
Yimin Xiao, University of Utah
Yimin Xiao, Mishigan State University
Jie Xiong, University of Tennessee
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
Hua Xu, School of Mathematics, Georgia Tech.
- Volume 13, 2008 - Articles
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Abstract
Jing Xu, School of Economics and Business Administration
Lihu Xu, TU Berlin
- Volume 15, 2010 - Articles
Existence and Exponential mixing of infinite white $alpha$-stable Systems with unbounded interactions
Abstract
Mingyu XU, Institute of Applied Mathematics, Beijing
YingYing XU, China University of Mining and Technology
- Volume 16, 2011 - Articles
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
Abstract
Y
Ariel Yadin, Weizmann Institute
Kemji Yamamoto, Department of Mathematics, Keio University
Kouji Yamamuro, Gifu University
- Volume 15, 2010 - Articles
Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
Abstract
Horng-Tzer Yau, Harvard University
- Volume 15, 2010 - Articles
Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
Abstract
Amir Yehudayoff, Weizmann Institute
Hyek Yoo, University of Minnesota
Marc Yor, Université Pierre et Marie Curie
Nobuo Yoshida, Kyoto University
Zhang Yueming, University of Bern
Yakubovich Yuri, PDMI, St.Petersburg, Russia
Z
Iljana Zähle, Universität Erlangen-Nürnberg
O Zaboronski, University of Warwick
Lorenzo Zambotti, University of Paris 6, France
Dirk Zeindler, University Zürich
Ofer Zeitouni, Technion
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
- Volume 4, 1999 - Articles
Thick Points for Transient Symmetric Stable Processes
Abstract
Vaidotas Zemlys, Vilnius University
- Volume 13, 2008 - Articles
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables
Abstract
Martin P.W. Zerner, University of Tuebingen
Martin P.W. Zerner, Stanford University
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
Dapeng Zhan
Bo ZHANG, School of Statistics Renmin University of China
Jianfeng Zhang, University of Southern California
Xicheng Zhang, Wuhan University
- Volume 16, 2011 - Articles
Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
Abstract
xinyi zhang, FHCRC
- Volume 15, 2010 - Articles
Expected Lengths of Minimum Spanning Trees for Non-identical Edge Distributions
Abstract
Yu Zhang, University of Colorado
Huaizhong Zhao, Loughborough University
Huaizhong Zhao, Loughborough University
- Volume 12, 2007 - Articles
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Abstract
Wang Zhou, Prof.
Xiaowen Zhou, Department of Mathematics and Statistics
- Volume 8, 2003 - Articles
Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian Migration
Abstract
Giacomo Ziglio, Università di Trento
Joel Zinn, Texas A&M University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Dmitri Znamenski, EURANDOM
Jessica V Zuniga, Stanford University
- Volume 14, 2009 - Articles
Merging for time inhomogeneous finite Markov chains, Part I: Singular values and stability
Abstract
Sergei Zuyev, University of Strathclyde
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Electronic Journal of Probability. ISSN: 1083-6489 |
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