Sommaire du Fascicule no. 1

Relative frequencies in multitype branching processes

Yakovlev, Andrei Y. ; Yanev, Nikolay M.

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p. 1-14

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Degenerate diffusions arising from gene duplication models

Durrett, Rick ; Popovic, Lea

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p. 15-48

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Integrated functionals of normal and fractional processes

Buchmann, Boris ; Chan, Ngai Hang

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p. 49-70

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Matrix norms and rapid mixing for spin systems

Dyer, Martin ; Goldberg, Leslie Ann ; Jerrum, Mark

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p. 71-107

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A Berry–Esseen theorem for sample quantiles under weak dependence

Lahiri, S. N. ; Sun, S.

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p. 108-126

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The calculation of expectations for classes of diffusion processes by Lie symmetry methods

Craddock, Mark ; Lennox, Kelly A.

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p. 127-157

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Gaussian limits for generalized spacings

Baryshnikov, Yu. ; Penrose, Mathew D. ; Yukich, J. E.

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p. 158-185

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Reaching the best possible rate of convergence to equilibrium for solutions of Kac’s equation via central limit theorem

Dolera, Emanuele ; Gabetta, Ester ; Regazzini, Eugenio

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p. 186-209

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Inverse problems for regular variation of linear filters, a cancellation property for σ-finite measures and identification of stable laws

Jacobsen, Martin ; Mikosch, Thomas ; Rosiński, Jan ; Samorodnitsky, Gennady

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p. 210-242

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Fluid limits for networks with bandwidth sharing and general document size distributions

Gromoll, H. Christian ; Williams, Ruth J.

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p. 243-280

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A phase transition for competition interfaces

Ferrari, Pablo A. ; Martin, James B. ; Pimentel, Leandro P. R.

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p. 281-317

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Coupled paraxial wave equations in random media in the white-noise regime

Garnier, Josselin ; Sølna, Knut

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p. 318-346

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Large portfolio losses: A dynamic contagion model

Dai Pra, Paolo ; Runggaldier, Wolfgang J. ; Sartori, Elena ; Tolotti, Marco

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p. 347-394

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Adaptive independent Metropolis–Hastings

Holden, Lars ; Hauge, Ragnar ; Holden, Marit

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p. 395-413

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Crested products of Markov chains

D’Angeli, Daniele ; Donno, Alfredo

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p. 414-453

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On the uniqueness of the infinite cluster of the vacant set of random interlacements

Teixeira, Augusto

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p. 454-466

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ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz

Clarkson, Eric ; Denny, J. L. ; Shepp, Larry

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p. 467-476

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Coexistence in stochastic spatial models

Durrett, Rick

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p. 477-496

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Rate of relaxation for a mean-field zero-range process

Graham, Benjamin T.

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p. 497-520

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Critically loaded queueing models that are throughput suboptimal

Atar, Rami ; Shaikhet, Gennady

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p. 521-555

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Portfolio choice with jumps: A closed-form solution

Aït-Sahalia, Yacine ; Cacho-Diaz, Julio ; Hurd, T. R.

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p. 556-584

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The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Yatracos, Yannis G.

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p. 585-595

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No arbitrage without semimartingales

Jarrow, Robert A. ; Protter, Philip ; Sayit, Hasanjan

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p. 596-616

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Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions

Woodard, Dawn B. ; Schmidler, Scott C. ; Huber, Mark

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p. 617-640

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Capacitive flows on a 2D random net

Garet, Olivier

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p. 641-660

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A central limit theorem via differential equations

Seierstad, Taral Guldahl

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p. 661-675

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A waiting time problem arising from the study of multi-stage carcinogenesis

Durrett, Rick ; Schmidt, Deena ; Schweinsberg, Jason

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p. 676-718

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Poisson–Voronoi approximation

Heveling, Matthias ; Reitzner, Matthias

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p. 719-736

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Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

Khare, Kshitij ; Zhou, Hua

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p. 737-777

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Tree based functional expansions for Feynman–Kac particle models

Del Moral, Pierre ; Patras, Frédéric ; Rubenthaler, Sylvain

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p. 778-825

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On large deviation regimes for random media models

Cranston, M. ; Gauthier, D. ; Mountford, T. S.

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p. 826-862

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Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions

Beskos, Alexandros ; Roberts, Gareth ; Stuart, Andrew

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p. 863-898

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A Khasminskii type averaging principle for stochastic reaction–diffusion equations

Cerrai, Sandra

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p. 899-948

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Efficient importance sampling for binary contingency tables

Blanchet, Jose H.

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p. 949-982

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Selling a stock at the ultimate maximum

du Toit, Jacques ; Peskir, Goran

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p. 983-1014

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On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk

Meilijson, Isaac

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p. 1015-1025

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An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs

Tanaka, Hideyuki ; Kohatsu-Higa, Arturo

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p. 1026-1062

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Asymptotics of input-constrained binary symmetric channel capacity

Han, Guangyue ; Marcus, Brian

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p. 1063-1091

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Effective resistance of random trees

Addario-Berry, Louigi ; Broutin, Nicolas ; Lugosi, Gábor

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p. 1092-1107

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Asymptotic normality of plug-in level set estimates

Mason, David M. ; Polonik, Wolfgang

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p. 1108-1142

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Gaussian perturbations of circle maps: A spectral approach

Mayberry, John

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p. 1143-1171

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Uniform observability of hidden Markov models and filter stability for unstable signals

van Handel, Ramon

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p. 1172-1199

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On the convergence to equilibrium of Kac’s random walk on matrices

Oliveira, Roberto Imbuzeiro

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p. 1200-1231

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Genealogy of catalytic branching models

Greven, Andreas ; Popovic, Lea ; Winter, Anita

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p. 1232-1272

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Search cost for a nearly optimal path in a binary tree

Pemantle, Robin

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p. 1273-1291

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Subcritical regimes in some models of continuum percolation

Gouéré, Jean-Baptiste

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p. 1292-1318

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On the inverse first-passage-time problem for a Wiener process

Zucca, Cristina ; Sacerdote, Laura

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p. 1319-1346

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Time averages, recurrence and transience in the stochastic replicator dynamics

Hofbauer, Josef ; Imhof, Lorens A.

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p. 1347-1368

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Bubbles, convexity and the Black–Scholes equation

Ekström, Erik ; Tysk, Johan

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p. 1369-1384

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On convergence to stationarity of fractional Brownian storage

Mandjes, Michel ; Norros, Ilkka ; Glynn, Peter

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p. 1385-1403

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Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

Collamore, Jeffrey F.

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p. 1404-1458

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Diffusivity in one-dimensional generalized Mott variable-range hopping models

Caputo, P. ; Faggionato, A.

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p. 1459-1494

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Optimal reinsurance/investment problems for general insurance models

Liu, Yuping ; Ma, Jin

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p. 1495-1528

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Recursive estimation of time-average variance constants

Wu, Wei Biao

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p. 1529-1552

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Fractional term structure models: No-arbitrage and consistency

Ohashi, Alberto

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p. 1553-1580

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Matching with shift for one-dimensional Gibbs measures

Collet, P. ; Giardina, C. ; Redig, F.

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p. 1581-1602

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Woodroofe’s one-armed bandit problem revisited

Goldenshluger, Alexander ; Zeevi, Assaf

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p. 1603-1633

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The Bernoulli sieve revisited

Gnedin, Alexander V. ; Iksanov, Alexander M. ; Negadajlov, Pavlo ; Rösler, Uwe

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p. 1634-1655

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Chaos in a spatial epidemic model

Durrett, Rick ; Remenik, Daniel

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p. 1656-1685

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Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm

Chow, Pao-Liu

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p. 2039-2046

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The first passage event for sums of dependent Lévy processes with applications to insurance risk

Eder, Irmingard ; Klüppelberg, Claudia

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p. 2047-2079

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Perpetuities with thin tails revisited

Hitczenko, Paweł ; Wesołowski, Jacek

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p. 2080-2101

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Conditional limit theorems for regulated fractional Brownian motion

Awad, Hernan ; Glynn, Peter

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p. 2102-2136

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Heavy-traffic limits for waiting times in many-server queues with abandonment

Talreja, Rishi ; Whitt, Ward

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p. 2137-2175

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A dual characterization of self-generation and exponential forward performances

Žitković, Gordan

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p. 2176-2210

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The G/GI/N queue in the Halfin–Whitt regime

Reed, Josh

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p. 2211-2269

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Limit theorems for additive functionals of a Markov chain

Jara, Milton ; Komorowski, Tomasz ; Olla, Stefano

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p. 2270-2300

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Proportional fairness and its relationship with multi-class queueing networks

Walton, N. S.

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p. 2301-2333

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Interacting multi-class transmissions in large stochastic networks

Graham, Carl ; Robert, Philippe

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p. 2334-2361

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Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond

El Karoui, Noureddine

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p. 2362-2405

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