Sommaire du Fascicule no. 1

Perpetuities with thin tails revisited

Hitczenko, Paweł ; Wesołowski, Jacek

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Dynamics of the time to the most recent common ancestor in a large branching population

Evans, Steven N. ; Ralph, Peter L.

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p. 1-25

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Dynamic tree algorithms

Mohamed, Hanène ; Robert, Philippe

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p. 26-51

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Asymptotics of the probability minimizing a “down-side” risk

Hata, Hiroaki ; Nagai, Hideo ; Sheu, Shuenn-Jyi

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p. 52-89

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The Palm measure and the Voronoi tessellation for the Ginibre process

Goldman, André

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p. 90-128

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On many-server queues in heavy traffic

Puhalskii, Anatolii A. ; Reed, Josh E.

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p. 129-195

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Consistency properties of a simulation-based estimator for dynamic processes

Santos, Manuel S.

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p. 196-213

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Continuity of a queueing integral representation in the M1 topology

Pang, Guodong ; Whitt, Ward

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p. 214-237

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Commuting birth-and-death processes

Evans, Steven N. ; Sturmfels, Bernd ; Uhler, Caroline

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p. 238-266

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Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions

Cohen, Samuel N. ; Elliott, Robert J.

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p. 267-311

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Spatial homogenization in a stochastic network with mobility

Simatos, Florian ; Tibi, Danielle

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p. 312-355

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Equality of critical points for polymer depinning transitions with loop exponent one

Alexander, Kenneth S. ; Zygouras, Nikos

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p. 356-366

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A new formula for some linear stochastic equations with applications

Kella, Offer ; Yor, Marc

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p. 367-381

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Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes

Haas, Bénédicte

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p. 382-429

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The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation

Dolera, Emanuele ; Regazzini, Eugenio

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p. 430-461

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On rough isometries of Poisson processes on the line

Peled, Ron

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p. 462-494

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A Birthday Paradox for Markov chains with an optimal bound for collision in the Pollard Rho algorithm for discrete logarithm

Kim, Jeong Han ; Montenegro, Ravi ; Peres, Yuval ; Tetali, Prasad

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p. 495-521

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Exact and asymptotic n-tuple laws at first and last passage

Kyprianou, A. E. ; Pardo, J. C. ; Rivero, V.

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p. 522-564

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Ising models on locally tree-like graphs

Dembo, Amir ; Montanari, Andrea

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p. 565-592

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Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations

Del Moral, Pierre ; Doucet, Arnaud

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p. 593-639

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Optimal detection of a change-set in a spatial Poisson process

Ivanoff, B. Gail ; Merzbach, Ely

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p. 640-659

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Brownian coagulation and a version of Smoluchowski’s equation on the circle

Armendáriz, Inés

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p. 660-695

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Normal approximation for coverage models over binomial point processes

Goldstein, Larry ; Penrose, Mathew D.

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p. 696-721

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The limiting move-to-front search-cost in law of large numbers asymptotic regimes

Barrera, Javiera ; Fontbona, Joaquín

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p. 722-752

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Positive recurrence of reflecting Brownian motion in three dimensions

Bramson, Maury ; Dai, J. G. ; Harrison, J. M.

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p. 753-783

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Intermediate range migration in the two-dimensional stepping stone model

Cox, J. Theodore

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p. 785-805

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Geography of local configurations

Coupier, David

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p. 806-840

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A cautionary tale on the efficiency of some adaptive Monte Carlo schemes

Atchadé, Yves F.

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p. 841-868

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The random conductance model with Cauchy tails

Barlow, Martin T. ; Zheng, Xinghua

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p. 869-889

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Products of random matrices: Dimension and growth in norm

Kargin, Vladislav

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p. 890-906

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A functional limit theorem for the profile of b-ary trees

Schopp, Eva-Maria

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p. 907-950

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On collisions of Brownian particles

Ichiba, Tomoyuki ; Karatzas, Ioannis

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p. 951-977

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Asymptotic behavior of the rate of adaptation

Yu, Feng ; Etheridge, Alison ; Cuthbertson, Charles

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p. 978-1004

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An asymptotic sampling formula for the coalescent with Recombination

Jenkins, Paul A. ; Song, Yun S.

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p. 1005-1028

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Unconstrained recursive importance sampling

Lemaire, Vincent ; Pagès, Gilles

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p. 1029-1067

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Topology-guided sampling of nonhomogeneous random processes

Mischaikow, Konstantin ; Wanner, Thomas

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p. 1068-1097

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A Markovian slot machine and Parrondo’s paradox

Ethier, S. N. ; Lee, Jiyeon

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p. 1098-1125

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Network stability under max–min fair bandwidth sharing

Bramson, Maury

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p. 1126-1176

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On optimal arbitrage

Fernholz, Daniel ; Karatzas, Ioannis

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p. 1179-1204

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Uniform convergence for complex [0, 1]-martingales

Barral, Julien ; Jin, Xiong ; Mandelbrot, Benoît

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p. 1205-1218

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Convergence of complex multiplicative cascades

Barral, Julien ; Jin, Xiong ; Mandelbrot, Benoît

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p. 1219-1252

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Optimal investment policy and dividend payment strategy in an insurance company

Azcue, Pablo ; Muler, Nora

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p. 1253-1302

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Lamperti-type laws

James, Lancelot F.

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p. 1303-1340

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On using shadow prices in portfolio optimization with transaction costs

Kallsen, J. ; Muhle-Karbe, J.

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p. 1341-1358

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The emergence of rational behavior in the presence of stochastic perturbations

Mertikopoulos, Panayotis ; Moustakas, Aris L.

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p. 1359-1388

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Simulation of diffusions by means of importance sampling paradigm

Deaconu, Madalina ; Lejay, Antoine

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p. 1389-1424

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Do price and volatility jump together?

Jacod, Jean ; Todorov, Viktor

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p. 1425-1469

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Choice-memory tradeoff in allocations

Alon, Noga ; Gurel-Gurevich, Ori ; Lubetzky, Eyal

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p. 1470-1511

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Backward stochastic differential equations with time delayed generators—results and counterexamples

Delong, Łukasz ; Imkeller, Peter

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p. 1512-1536

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On the Wiener disorder problem

Sezer, Semih Onur

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p. 1537-1566

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The diversity of a distributed genome in bacterial populations

Baumdicker, F. ; Hess, W. R. ; Pfaffelhuber, P.

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p. 1567-1606

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Numerical method for optimal stopping of piecewise deterministic Markov processes

de Saporta, Benoîte ; Dufour, François ; Gonzalez, Karen

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p. 1607-1637

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Forgetting of the initial distribution for nonergodic Hidden Markov Chains

Douc, Randal ; Gassiat, Elisabeth ; Landelle, Benoit ; Moulines, Eric

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p. 1638-1662

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A time-dependent Poisson random field model for polymorphism within and between two related biological species

Amei, Amei ; Sawyer, Stanley

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p. 1663-1696

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Numéraire-invariant preferences in financial modeling

Kardaras, Constantinos

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p. 1697-1728

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Multifractal analysis in a mixed asymptotic framework

Bacry, Emmanuel ; Gloter, Arnaud ; Hoffmann, Marc ; Muzy, Jean François

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p. 1729-1760

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Stochastic vortex method for forced three-dimensional Navier–Stokes equations and pathwise convergence rate

Fontbona, J.

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p. 1761-1800

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Wiener–Hopf factorization and distribution of extrema for a family of Lévy processes

Kuznetsov, Alexey

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p. 1801-1830

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Time inhomogeneous Markov chains with wave-like behavior

Saloff-Coste, L. ; Zúñiga, J.

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p. 1831-1853

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Many-server diffusion limits for G/Ph/n+GI queues

Dai, J. G. ; He, Shuangchi ; Tezcan, Tolga

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p. 1854-1890

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Applications of weak convergence for hedging of game options

Dolinsky, Yan

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p. 1891-1906

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First passage percolation on random graphs with finite mean degrees

Bhamidi, Shankar ; van der Hofstad, Remco ; Hooghiemstra, Gerard

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p. 1907-1965

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Asymptotic regimes for the partition into colonies of a branching process with emigration

Bertoin, Jean

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p. 1967-1988

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Large deviation principles for empirical measures of colored random graphs

Doku-Amponsah, Kwabena ; Mörters, Peter

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p. 1989-2021

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Diffusion limit for many particles in a periodic stochastic acceleration field

Elskens, Yves ; Pardoux, Etienne

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p. 2022-2039

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Load optimization in a planar network

Bordenave, Charles ; Torrisi, Giovanni Luca

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p. 2040-2085

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Spectral distributions of adjacency and Laplacian matrices of random graphs

Ding, Xue ; Jiang, Tiefeng

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p. 2086-2117

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Asymptotic behavior of the finite-size magnetization as a function of the speed of approach to criticality

Ellis, Richard S. ; Machta, Jonathan ; Otto, Peter Tak-Hun

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p. 2118-2161

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Utility maximization in models with conditionally independent increments

Kallsen, J. ; Muhle-Karbe, J.

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p. 2162-2177

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On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

Saksman, Eero ; Vihola, Matti

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p. 2178-2203

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Fluid limits of many-server queues with reneging

Kang, Weining ; Ramanan, Kavita

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p. 2204-2260

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Extreme(ly) mean(ingful): Sequential formation of a quality group

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

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p. 2261-2294

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Stationary systems of Gaussian processes

Kabluchko, Zakhar

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p. 2295-2317

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A complete solution to Blackwell’s unique ergodicity problem for hidden Markov chains

Chigansky, Pavel ; van Handel, Ramon

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p. 2318-2345

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VRRW on complete-like graphs: Almost sure behavior

Limic, Vlada ; Volkov, Stanislav

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p. 2346-2388

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