Sommaire du Fascicule no. 1

Approximate word matches between two random sequences

Burden, Conrad J. ; Kantorovitz, Miriam R. ; Wilson, Susan R.

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p. 1-21

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The heavy traffic limit of an unbalanced generalized processor sharing model

Ramanan, Kavita ; Reiman, Martin I.

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p. 22-58

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Voter models with heterozygosity selection

Sturm, Anja ; Swart, Jan

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p. 59-99

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The expected duration of random sequential adsorption

Sudbury, Aidan

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p. 100-108

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Nonexistence of random gradient Gibbs measures in continuous interface models in d=2

van Enter, Aernout C. D. ; Külske, Christof

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p. 109-119

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Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem

Guo, Xin ; Zeng, Yan

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p. 120-142

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Time discretization and Markovian iteration for coupled FBSDEs

Bender, Christian ; Zhang, Jianfeng

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p. 143-177

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Small noise asymptotic of the timing jitter in soliton transmission

Debussche, Arnaud ; Gautier, Eric

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p. 178-208

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The lineage process in Galton–Watson trees and globally centered discrete snakes

Marckert, Jean-François

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p. 209-244

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Convexity, translation invariance and subadditivity for g-expectations and related risk measures

Jiang, Long

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p. 245-258

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Evolutionarily stable strategies of random games, and the vertices of random polygons

Hart, Sergiu ; Rinott, Yosef ; Weiss, Benjamin

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p. 259-287

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A functional limit theorem for the profile of search trees

Drmota, Michael ; Janson, Svante ; Neininger, Ralph

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p. 288-333

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One-dimensional stepping stone models, sardine genetics and Brownian local time

Durrett, Richard ; Restrepo, Mateo

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p. 334-358

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Thresholds for virus spread on networks

Draief, Moez ; Ganesh, Ayalvadi ; Massoulié, Laurent

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p. 359-378

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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process

Panloup, Fabien

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p. 379-426

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Functional quantization rate and mean regularity of processes with an application to Lévy processes

Luschgy, Harald ; Pagès, Gilles

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p. 427-469

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The Tracy–Widom limit for the largest eigenvalues of singular complex Wishart matrices

Onatski, Alexei

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p. 470-490

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Consistent price systems and face-lifting pricing under transaction costs

Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter

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p. 491-520

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Distributions of linear functionals of two parameter Poisson–Dirichlet random measures

James, Lancelot F. ; Lijoi, Antonio ; Prünster, Igor

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p. 521-551

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Multisource Bayesian sequential change detection

Dayanik, Savas ; Poor, H. Vincent ; Sezer, Semih O.

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p. 552-590

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Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions

Mora, Carlos M. ; Rebolledo, Rolando

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p. 591-619

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Convex pricing by a generalized entropy penalty

Leitner, Johannes

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p. 620-631

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Stochastic control problems for systems driven by normal martingales

Buckdahn, Rainer ; Ma, Jin ; Rainer, Catherine

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p. 632-663

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The ODE method for stability of skip-free Markov chains with applications to MCMC

Fort, Gersende ; Meyn, Sean ; Moulines, Eric ; Priouret, Pierre

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p. 664-707

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Navigation on a Poisson point process

Bordenave, Charles

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p. 708-746

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Renormalization of the two-dimensional Lotka–Volterra model

Cox, J. Theodore ; Perkins, Edwin A.

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p. 747-812

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Estimating correlation from high, low, opening and closing prices

Rogers, L. C. G. ; Zhou, Fanyin

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p. 813-823

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Mafia: A theoretical study of players and coalitions in a partial information environment

Braverman, Mark ; Etesami, Omid ; Mossel, Elchanan

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p. 825-846

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On a class of optimal stopping problems for diffusions with discontinuous coefficients

Rüschendorf, Ludger ; Urusov, Mikhail A.

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p. 847-878

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Optimal investment and consumption in a Black–Scholes market with Lévy-driven stochastic coefficients

Delong, Łukasz ; Klüppelberg, Claudia

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p. 879-908

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Slow convergence in bootstrap percolation

Gravner, Janko ; Holroyd, Alexander E.

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p. 909-928

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A unified framework for utility maximization problems: An Orlicz space approach

Biagini, Sara ; Frittelli, Marco

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p. 929-966

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Proliferating parasites in dividing cells: Kimmel’s branching model revisited

Bansaye, Vincent

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p. 967-996

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Asymptotic results on the length of coalescent trees

Delmas, Jean-François ; Dhersin, Jean-Stéphane ; Siri-Jegousse, Arno

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p. 997-1025

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Clustering in a stochastic model of one-dimensional gas

Vysotsky, Vladislav V.

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p. 1026-1058

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Palm distributions of wave characteristics in encountering seas

Aberg, Sofia ; Rychlik, Igor ; Leadbetter, M. Ross

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p. 1059-1084

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Asymptotic normality of the k-core in random graphs

Janson, Svante ; Luczak, Malwina J.

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p. 1085-1137

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L p -variations for multifractal fractional random walks

Ludeña, Carenne

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p. 1138-1163

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A mixed singular/switching control problem for a dividend policy with reversible technology investment

Ly Vath, Vathana ; Pham, Huyên ; Villeneuve, Stéphane

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p. 1164-1200

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Variance bounding Markov chains

Roberts, Gareth O. ; Rosenthal, Jeffrey S.

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p. 1201-1214

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Card shuffling and Diophantine approximation

Angel, Omer ; Peres, Yuval ; Wilson, David B.

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p. 1215-1231

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Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

Pan, G. M. ; Zhou, W.

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p. 1232-1270

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Error estimates for binomial approximations of game options

Dolinsky, Yan ; Kifer, Yuri

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p. 1271-1277

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The emergence of the deterministic Hodgkin–Huxley equations as a limit from the underlying stochastic ion-channel mechanism

Austin, Tim D.

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p. 1279-1325

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Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model

Coupier, David

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p. 1326-1350

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Efficient rare-event simulation for the maximum of heavy-tailed random walks

Blanchet, Jose ; Glynn, Peter

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p. 1351-1378

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Large deviations and a Kramers’ type law for self-stabilizing diffusions

Herrmann, Samuel ; Imkeller, Peter ; Peithmann, Dierk

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p. 1379-1423

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Analytic crossing probabilities for certain barriers by Brownian motion

Kahale, Nabil

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p. 1424-1440

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On the disconnection of a discrete cylinder by a biased random walk

Windisch, David

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p. 1441-1490

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Computable exponential bounds for screened estimation and simulation

Kontoyiannis, Ioannis ; Meyn, Sean P.

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p. 1491-1518

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Bayesian nonparametric estimators derived from conditional Gibbs structures

Lijoi, Antonio ; Prünster, Igor ; Walker, Stephen G.

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p. 1519-1547

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Central limit theorem for a many-server queue with random service rates

Atar, Rami

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p. 1548-1568

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Disordered pinning models and copolymers: Beyond annealed bounds

Toninelli, Fabio Lucio

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p. 1569-1587

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Stein’s method for discrete Gibbs measures

Eichelsbacher, Peter ; Reinert, Gesine

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p. 1588-1618

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Central limit theorem for branching random walks in random environment

Yoshida, Nobuo

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p. 1619-1635

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On the largest component of a random graph with a subpower-law degree sequence in a subcritical phase

Pittel, B. G.

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p. 1636-1650

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The largest component in a subcritical random graph with a power law degree distribution

Janson, Svante

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p. 1651-1668

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On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes

Loeffen, R. L.

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p. 1669-1680

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An explicit solution for an optimal stopping/optimal control problem which models an asset sale

Henderson, Vicky ; Hobson, David

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p. 1681-1705

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Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf

Jourdain, Benjamin ; Malrieu, Florent

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p. 1706-1736

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Binomial approximations of shortfall risk for game options

Dolinsky, Yan ; Kifer, Yuri

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p. 1737-1770

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Neighbor selection and hitting probability in small-world graphs

Sandberg, Oskar

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p. 1771-1793

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Moderate deviations for Poisson–Dirichlet distribution

Feng, Shui ; Gao, Fuqing

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p. 1794-1824

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Brownian moving averages have conditional full support

Cherny, Alexander

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p. 1825-1830

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On martingale approximations

Zhao, Ou ; Woodroofe, Michael

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p. 1831-1847

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Exponential inequalities for self-normalized martingales with applications

Bercu, Bernard ; Touati, Abderrahmen

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p. 1848-1869

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Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

Cox, A. M. G. ; Hobson, David ; Obłój, Jan

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p. 1870-1896

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Uniqueness thresholds on trees versus graphs

Sly, Allan

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p. 1897-1909

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Linear and quadratic functionals of random hazard rates: An asymptotic analysis

Peccati, Giovanni ; Prünster, Igor

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p. 1910-1943

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Geodesics in first passage percolation

Hoffman, Christopher

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p. 1944-1969

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On universal estimates for binary renewal processes

Morvai, Gusztáv ; Weiss, Benjamin

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p. 1970-1992

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Finite size scaling for the core of large random hypergraphs

Dembo, Amir ; Montanari, Andrea

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p. 1993-2040

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Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison

Crépey, Stéphane ; Matoussi, Anis

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p. 2041-2069

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A CLT for information-theoretic statistics of Gram random matrices with a given variance profile

Hachem, Walid ; Loubaton, Philippe ; Najim, Jamal

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p. 2071-2130

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Polling systems with parameter regeneration, the general case

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

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p. 2131-2155

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A functional central limit theorem for the M/GI/∞ queue

Decreusefond, Laurent ; Moyal, Pascal

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p. 2156-2178

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One-dimensional Brownian particle systems with rank-dependent drifts

Pal, Soumik ; Pitman, Jim

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p. 2179-2207

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Laws of large numbers for epidemic models with countably many types

Barbour, A. D. ; Luczak, M. J.

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p. 2208-2238

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Asymptotic optimality of maximum pressure policies in stochastic processing networks

Dai, J. G. ; Lin, Wuqin

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p. 2239-2299

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Continuous first-passage percolation and continuous greedy paths model: Linear growth

Gouéré, Jean-Baptiste ; Marchand, Régine

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p. 2300-2319

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Central limit theorem for the solution of the Kac equation

Gabetta, Ester ; Regazzini, Eugenio

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p. 2320-2336

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The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Liu, Wei-Dong ; Lin, Zhengyan ; Shao, Qi-Man

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p. 2337-2366

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Optimal stopping and free boundary characterizations for some Brownian control problems

Budhiraja, Amarjit ; Ross, Kevin

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p. 2367-2391

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The contact process in a dynamic random environment

Remenik, Daniel

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p. 2392-2420

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Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

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

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p. 2421-2449

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Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials

van der Hofstad, Remco ; Mörters, Peter ; Sidorova, Nadia

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p. 2450-2494

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Pricing and trading credit default swaps in a hazard process model

Bielecki, Tomasz R. ; Jeanblanc, Monique ; Rutkowski, Marek

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p. 2495-2529

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