Sommaire du Fascicule no. 1

Waiting for regulatory sequences to appear

Durrett, Richard ; Schmidt, Deena

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p. 1-32

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Integration by parts formula for locally smooth laws and applications to sensitivity computations

Bally, Vlad ; Bavouzet, Marie-Pierre ; Messaoud, Marouen

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p. 33-66

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A Fleming–Viot process and Bayesian nonparametrics

Walker, Stephen G. ; Hatjispyros, Spyridon J. ; Nicoleris, Theodoros

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p. 67-80

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On the signal-to-interference ratio of CDMA systems in wireless communications

Bai, Z. D. ; Silverstein, Jack W.

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p. 81-101

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Evolution of discrete populations and the canonical diffusion of adaptive dynamics

Champagnat, Nicolas ; Lambert, Amaury

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p. 102-155

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On the optimal dividend problem for a spectrally negative Lévy process

Avram, Florin ; Palmowski, Zbigniew ; Pistorius, Martijn R.

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p. 156-180

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Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications

Pan, Guang-Ming ; Guo, Mei-Hui ; Zhou, Wang

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p. 181-206

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Singularly perturbed Markov chains: Limit results and applications

Yin, George ; Zhang, Hanqin

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p. 207-229

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Reading policies for joins: An asymptotic analysis

Russo, Ralph P. ; Shyamalkumar, Nariankadu D.

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p. 230-264

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Poisson limits of sums of point processes and a particle-survivor model

Jones, Matthew O. ; Serfozo, Richard F.

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p. 265-283

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Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing

Guan, Yongtao ; Krone, Stephen M.

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p. 284-304

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The radial spanning tree of a Poisson point process

Baccelli, Francois ; Bordenave, Charles

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p. 305-359

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Select sets: Rank and file

Krieger, Abba M. ; Pollak, Moshe ; Samuel-Cahn, Ester

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p. 360-385

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Existence of independent random matching

Duffie, Darrell ; Sun, Yeneng

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p. 386-419

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On Lerch’s transcendent and the Gaussian random walk

Janssen, A. J. E. M. ; van Leeuwaarden, J. S. H.

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p. 421-439

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Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities

Chan, Hock Peng ; Lai, Tze Leung

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p. 440-473

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Ergodic behavior of locally regulated branching populations

Hutzenthaler, M. ; Wakolbinger, A.

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p. 474-501

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Randomly growing braid on three strands and the manta ray

Mairesse, Jean ; Mathéus, Frédéric

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p. 502-536

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Limit laws for random vectors with an extreme component

Heffernan, Janet E. ; Resnick, Sidney I.

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p. 537-571

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One-dimensional linear recursions with Markov-dependent coefficients

Roitershtein, Alexander

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p. 572-608

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Exponential growth rates in a typed branching diffusion

Git, Y. ; Harris, J. W. ; Harris, S. C.

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p. 609-653

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Average optimality for risk-sensitive control with general state space

Jaśkiewicz, Anna

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p. 654-675

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Renewals for exponentially increasing lifetimes, with an application to digital search trees

Dennert, Florian ; Grübel, Rudolf

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p. 676-687

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Model robustness of finite state nonlinear filtering over the infinite time horizon

Chigansky, Pavel ; van Handel, Ramon

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p. 688-715

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On the density of properly maximal claims in financial markets with transaction costs

Jacka, Saul ; Berkaoui, Abdelkarem

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p. 716-740

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An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries

Kang, W. ; Williams, R. J.

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p. 741-779

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Perfect simulation for a class of positive recurrent Markov chains

Connor, Stephen B. ; Kendall, Wilfrid S.

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p. 781-808

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Structural properties of proportional fairness: Stability and insensitivity

Massoulié, Laurent

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p. 809-839

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Stationary distributions of a model of sympatric speciation

Yu, Feng

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p. 840-874

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Deterministic equivalents for certain functionals of large random matrices

Hachem, Walid ; Loubaton, Philippe ; Najim, Jamal

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p. 875-930

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A general lower bound for mixing of single-site dynamics on graphs

Hayes, Thomas P. ; Sinclair, Alistair

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p. 931-952

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Nonintersecting Brownian excursions

Tracy, Craig A. ; Widom, Harold

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p. 953-979

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Probabilistic validation of homology computations for nodal domains

Mischaikow, Konstantin ; Wanner, Thomas

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p. 980-1018

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Uniform convergence of exact large deviations for renewal reward processes

Chi, Zhiyi

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p. 1019-1048

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Heavy traffic limit for a processor sharing queue with soft deadlines

Gromoll, H. Christian ; Kruk, Łukasz

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p. 1049-1101

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Some relations between mutual information and estimation error in Wiener space

Mayer-Wolf, Eddy ; Zakai, Moshe

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p. 1102-1116

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Ecological equilibrium for restrained branching random walks

Bertacchi, Daniela ; Posta, Gustavo ; Zucca, Fabio

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p. 1117-1137

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A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options

Egloff, Daniel ; Kohler, Michael ; Todorovic, Nebojsa

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p. 1138-1171

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Exchangeable partitions derived from Markovian coalescents

Dong, Rui ; Gnedin, Alexander ; Pitman, Jim

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p. 1172-1201

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A large deviation inequality for vector functions on finite reversible Markov Chains

Kargin, Vladislav

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p. 1202-1221

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Weak convergence of Metropolis algorithms for non-i.i.d. target distributions

Bédard, Mylène

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p. 1222-1244

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On invariant measures of stochastic recursions in a critical case

Buraczewski, Dariusz

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p. 1245-1272

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Shape of territories in some competing growth models

Gouéré, Jean-Baptiste

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p. 1273-1305

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Dynamic importance sampling for queueing networks

Dupuis, Paul ; Sezer, Ali Devin ; Wang, Hui

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p. 1306-1346

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A central limit theorem for stochastic recursive sequences of topical operators

Merlet, Glenn

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p. 1347-1361

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A renewal theory approach to periodic copolymers with adsorption

Caravenna, Francesco ; Giacomin, Giambattista ; Zambotti, Lorenzo

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p. 1362-1398

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Kernel estimation of Greek weights by parameter randomization

Elie, Romuald ; Fermanian, Jean-David ; Touzi, Nizar

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p. 1399-1423

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Analysis of top-swap shuffling for genome rearrangements

Bhatnagar, Nayantara ; Caputo, Pietro ; Tetali, Prasad ; Vigoda, Eric

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p. 1424-1445

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A Markov chain model of a polling system with parameter regeneration

MacPhee, Iain ; Menshikov, Mikhail ; Petritis, Dimitri ; Popov, Serguei

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p. 1447-1473

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Coexistence in locally regulated competing populations and survival of branching annihilating random walk

Blath, Jochen ; Etheridge, Alison ; Meredith, Mark

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p. 1474-1507

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Stationary distribution for dioecious branching particle systems with rapid stirring

Yu, Feng

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p. 1508-1537

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Stationary distribution for dioecious branching particle systems with rapid stirring

Yu, Feng

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p. 1508-1537

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Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging

Guyon, Julien

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p. 1538-1569

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Large deviations associated with Poisson–Dirichlet distribution and Ewens sampling formula

Feng, Shui

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p. 1570-1595

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Translated Poisson approximation using exchangeable pair couplings

Röllin, Adrian

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p. 1596-1614

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Minimal f q -martingale measures for exponential Lévy processes

Jeanblanc, Monique ; Klöppel, Susanne ; Miyahara, Yoshio

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p. 1615-1638

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The two-type Richardson model with unbounded initial configurations

Deijfen, Maria ; Häggström, Olle

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p. 1639-1656

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The two-type Richardson model with unbounded initial configurations

Deijfen, Maria ; Häggström, Olle

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p. 1639-1656

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Analysis of SPDEs arising in path sampling part II: The nonlinear case

Hairer, M. ; Stuart, A. M. ; Voss, J.

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p. 1657-1706

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Isoperimetric inequalities and mixing time for a random walk on a random point process

Caputo, Pietro ; Faggionato, Alessandra

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p. 1707-1744

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HJB equations for certain singularly controlled diffusions

Atar, Rami ; Budhiraja, Amarjit ; Williams, Ruth J.

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p. 1745-1776

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Survival and complete convergence for a spatial branching system with local regulation

Birkner, Matthias ; Depperschmidt, Andrej

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p. 1777-1807

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Survival and complete convergence for a spatial branching system with local regulation

Birkner, Matthias ; Depperschmidt, Andrej

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p. 1777-1807

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Perfect simulation for a class of positive recurrent Markov chains

Connor, Stephen B. ; Kendall, Wilfrid S.

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p. 1808-1810

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