Sommaire

Acknowledgment of priority: “When does a randomly weighted self-normalized sum converge in distribution?”.

Mason, David M. ; Zinn, Joel

Access to full text
Full (PDF)


The Electronic Library of Mathematics
A resummed branching process representation for a class of nonlinear ODEs.

Morandin, Francesco

Access to full text
Full (PDF)
p. 1-6

The Electronic Library of Mathematics
Lp-estimates for SPDE with discontinuous coefficients in domains.

Kim, Kyeong-Hun

Access to full text
Full (PDF)
p. 1-20

The Electronic Library of Mathematics
FKG inequality for Brownian motion and stochastic differential equations.

Barbato, David

Access to full text
Full (PDF)
p. 7-16

The Electronic Library of Mathematics
A non-Markovian process with unbounded p-variation.

Manstavičius, Martynas

Access to full text
Full (PDF)
p. 17-28

The Electronic Library of Mathematics
Convergence of coalescing nonsimple random walks to the Brownian web.

Newman, Charles M. ; Ravishankar, Krishnamurthi ; Sun, Rongfeng

Access to full text
Full (PDF)
p. 21-60

The Electronic Library of Mathematics
Measure concentration for stable laws with index close to 2.

Marchal, Philippe

Access to full text
Full (PDF)
p. 29-35

The Electronic Library of Mathematics
On the zero-one law and the law of large numbers for random walk in mixing random environment.

Rassoul-Agha, Firas

Access to full text
Full (PDF)
p. 36-44

The Electronic Library of Mathematics
Critical exponents in percolation via lattice animals.

Hammond, Alan

Access to full text
Full (PDF)
p. 45-59

The Electronic Library of Mathematics
Poisson thinning by monotone factors.

Ball, Karen

Access to full text
Full (PDF)
p. 60-69

The Electronic Library of Mathematics
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes.

Kontoyiannis, Ioannis ; Meyn, S.P.

Access to full text
Full (PDF)
p. 61-123

The Electronic Library of Mathematics
When does a randomly weighted self-normalized sum converge in distribution?

Mason, David M. ; Zinn, Joel

Access to full text
Full (PDF)
p. 70-81

The Electronic Library of Mathematics
Some notes on topological recurrence.

Carlsson, Niclas

Access to full text
Full (PDF)
p. 82-93

The Electronic Library of Mathematics
A note on occupation times of stationary processes.

Kozlova, Marina ; Salminen, Paavo

Access to full text
Full (PDF)
p. 94-104

The Electronic Library of Mathematics
A universality property for last-passage percolation paths close to the axis.

Bodineau, Thierry ; Martin, James

Access to full text
Full (PDF)
p. 105-112

The Electronic Library of Mathematics
The escape model on a homogeneous tree.

Kordzakhia, George

Access to full text
Full (PDF)
p. 113-124

The Electronic Library of Mathematics
An almost sure invariance principle for renormalized intersection local times.

Bass, Richard F. ; Rosen, Jay

Access to full text
Full (PDF)
p. 124-164

The Electronic Library of Mathematics
On homogenization of non-divergence form partial difference equations.

Conlon, Joseph G. ; Pulizzotto, Ian F.

Access to full text
Full (PDF)
p. 125-136

The Electronic Library of Mathematics
On the duality between coalescing Brownian particles and the heat equation driven by Fisher-Wright noise.

Hobson, Tim ; Tribe, Roger

Access to full text
Full (PDF)
p. 136-145

The Electronic Library of Mathematics
On the Novikov-Shiryaev optimal stopping problems in continuous time.

Kyprianou, Andreas E. ; Surya, Budhi A.

Access to full text
Full (PDF)
p. 146-154

The Electronic Library of Mathematics
A question about the Parisi functional.

Panchenko, Dmitry

Access to full text
Full (PDF)
p. 155-166

The Electronic Library of Mathematics
Distance estimates for Poisson process approximations of dependent thinnings.

Schuhmacher, Dominic

Access to full text
Full (PDF)
p. 165-201

The Electronic Library of Mathematics
The jammed phase of the Biham-Middleton-Levine traffic model.

Angel, Omer ; Holroyd, Alexander E. ; Martin, James B.

Access to full text
Full (PDF)
p. 167-178

The Electronic Library of Mathematics
On constrained annealed bounds for pinning and wetting models.

Caravenna, Francesco ; Giacomin, Giambattista

Access to full text
Full (PDF)
p. 179-189

The Electronic Library of Mathematics
Geometry of stochastic delay differential equations.

Catuogno, Pedro José ; Ruffino, Paulo R.C.

Access to full text
Full (PDF)
p. 190-195

The Electronic Library of Mathematics
An extreme-value analysis of the LIL for Brownian motion.

Khoshnevisan, Davar ; Levin, David A. ; Shi, Zhan

Access to full text
Full (PDF)
p. 196-206

The Electronic Library of Mathematics
A connection between Gaussian processes and Markov processes.

Eisenbaum, Nathalie

Access to full text
Full (PDF)
p. 202-215

The Electronic Library of Mathematics
Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.

Hashorva, Enkelejd

Access to full text
Full (PDF)
p. 207-217

The Electronic Library of Mathematics
Diffusive long-time behavior of Kawasaki dynamics.

Cancrini, Nicoletta ; Cesi, Filippo ; Roberto, Cyril

Access to full text
Full (PDF)
p. 216-249

The Electronic Library of Mathematics
Strong law of large numbers under a general moment condition.

Chobanyan, Sergei ; Levental, Shlomo ; Salehi, Habib

Access to full text
Full (PDF)
p. 218-222

The Electronic Library of Mathematics
Sampling formulae for symmetric selection.

Handa, Kenji

Access to full text
Full (PDF)
p. 223-234

The Electronic Library of Mathematics
Motion of a rigid body under random perturbation.

Liao, Ming ; Wang, Longmin

Access to full text
Full (PDF)
p. 235-243

The Electronic Library of Mathematics
A log-scale limit theorem for one-dimensional random walks in random environments.

Roitershtein, Alexander

Access to full text
Full (PDF)
p. 244-253

The Electronic Library of Mathematics
Return probabilities of a simple random walk on percolation clusters.

Heicklen, Deborah ; Hoffman, Christopher

Access to full text
Full (PDF)
p. 250-302

The Electronic Library of Mathematics
Spherical and hyperbolic fractional Brownian motion.

Istas, Jacques

Access to full text
Full (PDF)
p. 254-262

The Electronic Library of Mathematics
Random walk attracted by percolation clusters.

Popov, Serguei ; Vachkovskaia, Marina

Access to full text
Full (PDF)
p. 263-272

The Electronic Library of Mathematics
A limit law for the root value of minimax trees.

Ali Khan, Tämur ; Devroye, Luc ; Neininger, Ralph

Access to full text
Full (PDF)
p. 273-281

The Electronic Library of Mathematics
Bounding fastest mixing.

Roch, Sébastien

Access to full text
Full (PDF)
p. 282-296

The Electronic Library of Mathematics
Alpha-stable branching and beta-coalescents.

Birkner, Matthias ; Blath, Jochen ; Capaldo, Marcella ; Etheridge, Alison M. ; Möhle, Martin ; Schweinsberg, Jason ; Wakolbinger, Anton

Access to full text
Full (PDF)
p. 303-325

The Electronic Library of Mathematics
Convergence in fractional models and applications.

Berzin, Corinne ; León, José Rafael

Access to full text
Full (PDF)
p. 326-370

The Electronic Library of Mathematics
Perpetual integral functionals as hitting and occupation times.

Salminen, Paavo ; Yor, Marc

Access to full text
Full (PDF)
p. 371-419

The Electronic Library of Mathematics
Martingales and profile of binary search trees.

Chauvin, B. ; Klein, T. ; Marckert, J.-F. ; Rouault, A.

Access to full text
Full (PDF)
p. 420-435

The Electronic Library of Mathematics
The time for a critical nearest particle system to reach equilibrium starting with a large gap.

Mountford, T.S. ; Wu, Li-Chau

Access to full text
Full (PDF)
p. 436-498

The Electronic Library of Mathematics
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model.

Panchenko, Dmitry

Access to full text
Full (PDF)
p. 499-524

The Electronic Library of Mathematics
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles.

Dai Pra, Paolo ; Posta, Gustavo

Access to full text
Full (PDF)
p. 525-576

The Electronic Library of Mathematics
Large deviations for local times of stable processes and stable random walks in 1 dimension.

Chen, Xia ; Li, Wenbo V. ; Rosen, Jay

Access to full text
Full (PDF)
p. 577-608

The Electronic Library of Mathematics
Fixed points of the smoothing transform: the boundary case.

Biggins, J.D. ; Kyprianou, A.E.

Access to full text
Full (PDF)
p. 609-631

The Electronic Library of Mathematics
A matrix representation of the Bercovici-Pata bijection.

Cabanal-Duvillard, Thierry

Access to full text
Full (PDF)
p. 632-661

The Electronic Library of Mathematics
Asymptotic behavior of moment sequences.

Lozada-Chang, Li-Vang

Access to full text
Full (PDF)
p. 662-690

The Electronic Library of Mathematics
Quadratic variations along irregular subdivisions for Gaussian processes.

Begyn, Arnaud

Access to full text
Full (PDF)
p. 691-717

The Electronic Library of Mathematics
Random recursive trees and the Bolthausen-Sznitman coalescent.

Goldschmidt, Christina ; Martin, James B.

Access to full text
Full (PDF)
p. 718-745

The Electronic Library of Mathematics
On the hedging of American options in discrete time markets with proportional transaction costs.

Bouchard, Bruno ; Temam, Emmanuel

Access to full text
Full (PDF)
p. 746-760

The Electronic Library of Mathematics
Semi-martingales and rough paths theory.

Coutin, Laure ; Lejay, Antoine

Access to full text
Full (PDF)
p. 761-785

The Electronic Library of Mathematics
One-dimensional random field Kac's model: localization of the phases.

Cassandro, Marzio ; Orlandi, Enza ; Picco, Pierre ; Eulalia Vares, Maria

Access to full text
Full (PDF)
p. 786-864

The Electronic Library of Mathematics
Statistics of a vortex filament model.

Flandoli, Franco ; Gubinelli, Massimiliano

Access to full text
Full (PDF)
p. 865-900

The Electronic Library of Mathematics
Stein's method and descents after riffle shuffles.

Fulman, Jason

Access to full text
Full (PDF)
p. 901-924

The Electronic Library of Mathematics
On the increments of the principal value of Brownian local time.

Csáki, Endre ; Hu, Yueyun

Access to full text
Full (PDF)
p. 925-947

The Electronic Library of Mathematics
On Lévy processes conditioned to stay positive.

Chaumont, L. ; Doney, R.A.

Access to full text
Full (PDF)
p. 948-961

The Electronic Library of Mathematics
Equilibrium fluctuations for a one-dimensional interface in the solid on solid approximation.

Posta, Gustavo

Access to full text
Full (PDF)
p. 962-987

The Electronic Library of Mathematics
A general stochastic maximum principle for singular control problems.

Bahlali, Seid ; Mezerdi, Brahim

Access to full text
Full (PDF)
p. 988-1004

The Electronic Library of Mathematics
Convergence in Dirichlet law of certain stochastic integrals.

Chorro, Christophe

Access to full text
Full (PDF)
p. 1005-1025

The Electronic Library of Mathematics
Sample path large deviations principles for Poisson shot noise processes, and applications.

Ganesh, Ayalvadi ; Macci, Claudio ; Torrisi, Giovanni Luca

Access to full text
Full (PDF)
p. 1026-1043

The Electronic Library of Mathematics
Dynamic scheduling of a parallel server system in heavy traffic with complete resource pooling: asymptotic optimality of a threshold policy.

Bell, S.L. ; Williams, R.J.

Access to full text
Full (PDF)
p. 1044-1115

The Electronic Library of Mathematics
Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials: the discrete case.

Ledoux, M.

Access to full text
Full (PDF)
p. 1116-1146

The Electronic Library of Mathematics
Competing super-Brownian motions as limits of interacting particle systems.

Durrett, Richard ; Mytnik, Leonid ; Perkins, Edwin

Access to full text
Full (PDF)
p. 1147-1220

The Electronic Library of Mathematics
A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains.

Sethuraman, S. ; Varadhan, S.R.S.

Access to full text
Full (PDF)
p. 1221-1235

The Electronic Library of Mathematics
Small-time asymptotic estimates in local Dirichlet spaces.

Ariyoshi, Teppei ; Hino, Masanori

Access to full text
Full (PDF)
p. 1236-1259

The Electronic Library of Mathematics
Limit theorems for self-normalized large deviation.

Wang, Qiying

Access to full text
Full (PDF)
p. 1260-1285

The Electronic Library of Mathematics
Representation theorems for interacting Moran models, interacting Fisher-Wright diffusions and applications.

Greven, Andreas ; Limic, Vlada ; Winter, Anita

Access to full text
Full (PDF)
p. 1286-1358

The Electronic Library of Mathematics
The exact asymptotic of the time to collision.

Puchała, Zbigniew ; Rolski, Tomasz

Access to full text
Full (PDF)
p. 1359-1380

The Electronic Library of Mathematics
A rate-optimal trigonometric series expansion of the fractional Brownian motion.

Iglói, E.

Access to full text
Full (PDF)
p. 1381-1397

The Electronic Library of Mathematics
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces.

Mikulevicius, R. ; Pragarauskas, H.

Access to full text
Full (PDF)
p. 1398-1416

The Electronic Library of Mathematics
Random walks on groups and monoids with a Markovian harmonic measure.

Mairesse, Jean

Access to full text
Full (PDF)
p. 1417-1441

The Electronic Library of Mathematics
Estimates of random walk exit probabilities and application to loop-erased random walk.

Kozdron, Michael J. ; Lawler, Gregory F.

Access to full text
Full (PDF)
p. 1442-1467

The Electronic Library of Mathematics
The steepest descent method for forward-backward SDEs.

Cvitanić, Jakša ; Zhang, Jianfeng

Access to full text
Full (PDF)
p. 1468-1495

The Electronic Library of Mathematics
Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure.

Hausenblas, Erika

Access to full text
Full (PDF)
p. 1496-1546

The Electronic Library of Mathematics