Sommaire

Martingale selection problem and asset pricing in finite discrete time.

Rokhlin, Dmitry B.

Access to full text
Full (PDF)
p. 1-8

The Electronic Library of Mathematics
Frequent points for random walks in two dimensions.

Bass, Richard F. ; Rosen, Jay

Access to full text
Full (PDF)
p. 1-46

The Electronic Library of Mathematics
A population model for Λ-coalescents with neutral mutations.

Lagerås, Andreas Nordvall

Access to full text
Full (PDF)
p. 9-20

The Electronic Library of Mathematics
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices.

Bose, Arup ; Sen, Arnab

Access to full text
Full (PDF)
p. 21-27

The Electronic Library of Mathematics
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree.

Iksanov, Alex ; Möhle, Martin

Access to full text
Full (PDF)
p. 28-35

The Electronic Library of Mathematics
A proof of a non-commutative central limit theorem by the Lindeberg method.

Kargin, Vladislav

Access to full text
Full (PDF)
p. 36-50

The Electronic Library of Mathematics
A compensator characterization of point processes on topological lattices.

Ivanoff, B.Gail ; Merzbach, Ely ; Plante, Mathieu

Access to full text
Full (PDF)
p. 47-74

The Electronic Library of Mathematics
A note on the invariance principle of the product of sums of random variables.

Huang, Wei ; Zhang, Li-Xin

Access to full text
Full (PDF)
p. 51-56

The Electronic Library of Mathematics
On an extension of jump-type symmetric Dirichlet forms.

Uemura, Toshihiro

Access to full text
Full (PDF)
p. 57-65

The Electronic Library of Mathematics
A counterexample for the optimality of Kendall-Cranston coupling.

Kuwada, Kazumasa ; Sturm, Karl-Theodor

Access to full text
Full (PDF)
p. 66-72

The Electronic Library of Mathematics
Euler's formulae for ζ(2n) and products of Cauchy variables.

Bourgade, Paul ; Fujita, Takahiko ; Yor, Marc

Access to full text
Full (PDF)
p. 73-80

The Electronic Library of Mathematics
Asymptotic distributions and chaos for the supermarket model.

Luczak, Malwina J. ; McDiarmid, Colin

Access to full text
Full (PDF)
p. 75-99

The Electronic Library of Mathematics
Survival probabilities for branching Brownian motion with absorption.

Harris, John William ; Harris, Simon C.

Access to full text
Full (PDF)
p. 81-92

The Electronic Library of Mathematics
Maxima of the cells of an equiprobable multinomial.

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu

Access to full text
Full (PDF)
p. 93-105

The Electronic Library of Mathematics
Exit times of symmetric stable processes from unbounded convex domains.

Mendez, Pedro J.

Access to full text
Full (PDF)
p. 100-121

The Electronic Library of Mathematics
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.

Saintier, Nicolas

Access to full text
Full (PDF)
p. 106-119

The Electronic Library of Mathematics
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.

Spitzner, Dan J. ; Boucher, Thomas R.

Access to full text
Full (PDF)
p. 120-133

The Electronic Library of Mathematics
Point shift characterization of Palm measures on abelian groups.

Heveling, Matthias ; Last, Günter

Access to full text
Full (PDF)
p. 122-137

The Electronic Library of Mathematics
The chance of a long lifetime for Brownian motion in a horn-shaped domain.

Deblassie, Dante

Access to full text
Full (PDF)
p. 134-139

The Electronic Library of Mathematics
Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes.

Uchiyama, Kôhei

Access to full text
Full (PDF)
p. 138-180

The Electronic Library of Mathematics
Connected allocation to Poisson points in ℝ2.

Krikun, Maxim

Access to full text
Full (PDF)
p. 140-145

The Electronic Library of Mathematics
Two-sided exit problem for a spectrally negative α-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.

Patie, Pierre

Access to full text
Full (PDF)
p. 146-160

The Electronic Library of Mathematics
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.

Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna

Access to full text
Full (PDF)
p. 161-172

The Electronic Library of Mathematics
Dichotomy in a scaling limit under Wiener measure with density.

Funaki, Tadahisa

Access to full text
Full (PDF)
p. 173-183

The Electronic Library of Mathematics
Integral representations of periodic and cyclic fractional stable motions.

Pipiras, Vladas ; Taqqu, Murad S.

Access to full text
Full (PDF)
p. 181-206

The Electronic Library of Mathematics
Asymptotic results for empirical measures of weighted sums of independent random variables.

Bercu, Bernard ; Bryc, Wlodzimierz

Access to full text
Full (PDF)
p. 184-198

The Electronic Library of Mathematics
On asymptotic properties of the rank of a special random adjacency matrix.

Bose, Arup ; Sen, Arnab

Access to full text
Full (PDF)
p. 200-205

The Electronic Library of Mathematics
Graphical representation of some duality relations in stochastic population models.

Hutzenthaler, Martin ; Alkemper, Roland

Access to full text
Full (PDF)
p. 206-220

The Electronic Library of Mathematics
Convergence of values in optimal stopping and convergence of optimal stopping times.

Coquet, François ; Toldo, Sandrine

Access to full text
Full (PDF)
p. 207-228

The Electronic Library of Mathematics
Some LIL type results on the partial sums and trimmed sums with multidimensional indices.

Liu, Wei-Dong ; Lin, Zheng-Yan

Access to full text
Full (PDF)
p. 221-233

The Electronic Library of Mathematics
Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks.

Labarbe, Jean-Maxime ; Marckert, Jean-Francois

Access to full text
Full (PDF)
p. 229-261

The Electronic Library of Mathematics
Asymptotic distribution of coordinates on high dimensional spheres.

Spruill, Marcus C.

Access to full text
Full (PDF)
p. 234-247

The Electronic Library of Mathematics
Multiplication of free random variables and the S-transform: the case of vanishing mean.

Rao, N.Raj ; Speicher, Roland

Access to full text
Full (PDF)
p. 248-258

The Electronic Library of Mathematics
A note on ergodic transformations of self-similar Volterra Gaussian processes.

Jost, Céline

Access to full text
Full (PDF)
p. 259-266

The Electronic Library of Mathematics
Robust mixing.

Ganapathy, Murali

Access to full text
Full (PDF)
p. 262-299

The Electronic Library of Mathematics
On a theorem in multi-parameter potential theory.

Yang, Ming

Access to full text
Full (PDF)
p. 267-275

The Electronic Library of Mathematics
Degree distribution nearby the origin of a preferential attachment graph.

Móri, Tamaás F.

Access to full text
Full (PDF)
p. 276-282

The Electronic Library of Mathematics
A dynamical characterization of Poisson-Dirichlet distributions.

Arguin, Louis-Pierre

Access to full text
Full (PDF)
p. 283-290

The Electronic Library of Mathematics
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.

Baldi, Paolo ; Marinucci, Domenico ; Varadarajan, Veeravalli S.

Access to full text
Full (PDF)
p. 291-302

The Electronic Library of Mathematics
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation ∂∂t=±∂N∂xN.

Lachal, Aimé

Access to full text
Full (PDF)
p. 300-353

The Electronic Library of Mathematics
Central limit theorem for the excited random walk in dimension d≥2.

Bérard, Jean ; Ramirez, Alejandro

Access to full text
Full (PDF)
p. 303-314

The Electronic Library of Mathematics
On the spectral norm of a random Toeplitz matrix.

Meckes, Mark W.

Access to full text
Full (PDF)
p. 315-325

The Electronic Library of Mathematics
The zero-one law for planar random walks in i.i.d. random environments revisited.

Zerner, Martin P.W.

Access to full text
Full (PDF)
p. 326-335

The Electronic Library of Mathematics
On the efficiency of adaptive MCMC algorithms.

Andrieu, Christophe ; Atchade, Yves

Access to full text
Full (PDF)
p. 336-349

The Electronic Library of Mathematics
Gaussian approximations of multiple integrals.

Peccati, Giovanni

Access to full text
Full (PDF)
p. 350-364

The Electronic Library of Mathematics
Evolution of the interfaces in a two dimensional Potts model.

Valle, Glauco

Access to full text
Full (PDF)
p. 354-386

The Electronic Library of Mathematics
Maximal arithmetic progressions in random subsets.

Benjamini, Itai ; Yadin, Ariel ; Zeitouni, Ofer

Access to full text
Full (PDF)
p. 365-376

The Electronic Library of Mathematics
Sharp edge, vertex, and mixed Cheeger inequalities for finite Markov kernels.

Montenegro, Ravi

Access to full text
Full (PDF)
p. 377-389

The Electronic Library of Mathematics
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces.

Masiero, Federica

Access to full text
Full (PDF)
p. 387-419

The Electronic Library of Mathematics
Dynamical properties and characterization of gradient drift diffusions.

Darses, Sébastian ; Nourdin, Ivan

Access to full text
Full (PDF)
p. 390-400

The Electronic Library of Mathematics
A note on Talagrand's positivity principle.

Panchenko, Dmitriy

Access to full text
Full (PDF)
p. 401-410

The Electronic Library of Mathematics
The size of a pond in 2D invasion percolation.

van den Berg, Jacob ; Jarai, Antal A. ; Vagvölgyi, Bálint

Access to full text
Full (PDF)
p. 411-420

The Electronic Library of Mathematics
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.

Lambert, Amaury

Access to full text
Full (PDF)
p. 420-446

The Electronic Library of Mathematics
Some remarks on tangent martingale difference sequences in L1-spaces.

Cox, Sonja ; Veraar, Mark

Access to full text
Full (PDF)
p. 421-433

The Electronic Library of Mathematics
On the strong law of large numbers for d-dimensional arrays of random variables.

Le Van Thanh

Access to full text
Full (PDF)
p. 434-441

The Electronic Library of Mathematics
A modified Kardar-Parisi-Zhang model.

Da Prato, Giuseppe ; Debussche, Arnaud ; Tubaro, Luciano

Access to full text
Full (PDF)
p. 442-453

The Electronic Library of Mathematics
Stable convergence of generalized L2 stochastic integrals and the principle of conditioning.

Giovanni, Peccati ; Taqqu, Murad S.

Access to full text
Full (PDF)
p. 447-480

The Electronic Library of Mathematics
On variance conditions for Markov chain CLTs.

Häggström, Olle ; Rosenthal, Jeffrey S.

Access to full text
Full (PDF)
p. 454-464

The Electronic Library of Mathematics
The spectral laws of Hermitian block-matrices with large random blocks.

Oraby, Tamer F.

Access to full text
Full (PDF)
p. 465-476

The Electronic Library of Mathematics
Sampling 3-colourings of regular bipartite graphs.

Galvin, David J.

Access to full text
Full (PDF)
p. 481-497

The Electronic Library of Mathematics
Expectation, conditional expectation and martingales in local fields.

Evans, Steven N. ; Lidman, Tye

Access to full text
Full (PDF)
p. 498-515

The Electronic Library of Mathematics
Intermittency on catalysts: symmetric exclusion.

Gärtner, Jürgen ; den Hollander, Frank ; Maillard, Gregory

Access to full text
Full (PDF)
p. 516-573

The Electronic Library of Mathematics
Dyson's Brownian motions, intertwining and interlacing.

Warren, Jon

Access to full text
Full (PDF)
p. 573-590

The Electronic Library of Mathematics
On the range of the simple random walk bridge on groups.

Benjamini, Itai ; Izkovsky, Roey ; Kesten, Harry

Access to full text
Full (PDF)
p. 591-612

The Electronic Library of Mathematics
Correlation lengths for random polymer models and for some renewal sequences.

Toninelli, Fabio Lucio

Access to full text
Full (PDF)
p. 613-636

The Electronic Library of Mathematics
Detecting a local perturbation in a continuous scenery.

Matzinger, Heinrich ; Popov, Serguei

Access to full text
Full (PDF)
p. 637-660

The Electronic Library of Mathematics
Occupation laws for some time-nonhomogeneous Markov chains.

Dietz, Zach ; Sethuraman, Sunder

Access to full text
Full (PDF)
p. 661-683

The Electronic Library of Mathematics
Quasi stationary distributions and Fleming-Viot processes in countable spaces.

Ferrari, Pablo A. ; Marić, Nevena

Access to full text
Full (PDF)
p. 684-702

The Electronic Library of Mathematics
Distances in random graphs with finite mean and infinite variance degrees.

van der Hofstad, Remco W. ; Hooghiemstra, Gerard ; Znamenski, Dmitri

Access to full text
Full (PDF)
p. 703-766

The Electronic Library of Mathematics
The chain records.

Gnedin, Alexander V.

Access to full text
Full (PDF)
p. 767-786

The Electronic Library of Mathematics
Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters.

Feng, Shui

Access to full text
Full (PDF)
p. 787-807

The Electronic Library of Mathematics
The common ancestor process for a Wright-Fisher diffusion.

Taylor, Jesse E.

Access to full text
Full (PDF)
p. 808-847

The Electronic Library of Mathematics
Stochastic nonlinear Schrödinger equations driven by a fractional noise, well-posedness, large deviations and support.

Gautier, Eric

Access to full text
Full (PDF)
p. 848-861

The Electronic Library of Mathematics
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric α-stable processes.

Hambly, Ben M. ; Jones, Liza A.

Access to full text
Full (PDF)
p. 862-887

The Electronic Library of Mathematics
Asymptotics for rooted bipartite planar maps and scaling limits of two-type spatial trees.

Weill, Mathilde

Access to full text
Full (PDF)
p. 887-925

The Electronic Library of Mathematics
Random graph-homomorphisms and logarithmic degree.

Benjamini, Itai ; Yadin, Ariel ; Yehudayoff, Amir

Access to full text
Full (PDF)
p. 926-950

The Electronic Library of Mathematics
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities.

Kurtz, Thomas G.

Access to full text
Full (PDF)
p. 951-965

The Electronic Library of Mathematics
On a multivariate version of Bernstein's inequality.

Major, Péter

Access to full text
Full (PDF)
p. 966-988

The Electronic Library of Mathematics
Gaussian limits for random geometric measures.

Penrose, Mathew D.

Access to full text
Full (PDF)
p. 989-1035

The Electronic Library of Mathematics
Continuity of the percolation threshold in randomly grown graphs.

Turova, Tatyana S.

Access to full text
Full (PDF)
p. 1036-1047

The Electronic Library of Mathematics
Erratum to “Eigenvalues of GUE minors" [Electron. J. Probab. 11, 1342–1371 (2006; Zbl 1127.60047)].

Johansson, Kurt ; Nordenstam, Eric J.G.

Access to full text
Full (PDF)
p. 1048-1051

The Electronic Library of Mathematics
Asymptotic evolution of acyclic random mappings.

Evans, Steven Neil ; Lidman, Tye

Access to full text
Full (PDF)
p. 1051-1180

The Electronic Library of Mathematics
Interpolation of random hyperplanes.

Arias-Castro, Ery

Access to full text
Full (PDF)
p. 1052-1071

The Electronic Library of Mathematics
Large deviations and isoperimetry over convex probability measures with heavy tails.

Bobkov, Sergey G.

Access to full text
Full (PDF)
p. 1072-1100

The Electronic Library of Mathematics
Record indices and age-ordered frequencies in exchangeable Gibbs partitions.

Griffiths, Robert C. ; Spanò, Dario

Access to full text
Full (PDF)
p. 1101-1130

The Electronic Library of Mathematics
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.

Maida, Mylène

Access to full text
Full (PDF)
p. 1131-1150

The Electronic Library of Mathematics
Time reversal for drifted fractional Brownian motion with Hurst index H>1/2.

Darses, Sebastien ; Saussereau, Bruno

Access to full text
Full (PDF)
p. 1181-1211

The Electronic Library of Mathematics
Isoperimetry between exponential and Gaussian.

Barthe, Franck ; Cattiaux, Patrick ; Roberto, Cyril

Access to full text
Full (PDF)
p. 1212-1237

The Electronic Library of Mathematics
Complex determinantal processes and H1 noise.

Rider, Brian ; Virag, Balint

Access to full text
Full (PDF)
p. 1238-1257

The Electronic Library of Mathematics
Random walks on infinite self-similar graphs.

Neunhäuserer, Jörg

Access to full text
Full (PDF)
p. 1258-1275

The Electronic Library of Mathematics
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.

Klass, Michael J. ; Nowicki, Krzysztof

Access to full text
Full (PDF)
p. 1276-1298

The Electronic Library of Mathematics
Ergodic properties of multidimensional Brownian motion with rebirth.

Grigorescu, Ilie ; Kang, Min

Access to full text
Full (PDF)
p. 1299-1322

The Electronic Library of Mathematics
Functional CLT for random walk among bounded random conductances.

Biskup, Marek ; Prescott, Timothy M.

Access to full text
Full (PDF)
p. 1323-1348

The Electronic Library of Mathematics
Local extinction for superprocesses in random environments.

Mytnik, Leonid ; Xiong, Jie

Access to full text
Full (PDF)
p. 1349-1378

The Electronic Library of Mathematics
The number of unbounded components in the Poisson Boolean model of continuum percolation in hyperbolic space.

Tykesson, Johan Harald

Access to full text
Full (PDF)
p. 1379-1401

The Electronic Library of Mathematics
Edgeworth expansions for a sample sum from a finite set of independent random variables.

Hu, Zhishui ; Robinson, John ; Wang, Qiying

Access to full text
Full (PDF)
p. 1402-1417

The Electronic Library of Mathematics
Classical and variational differentiability of BSDEs with quadratic growth.

Ankirchner, Stefan ; Imkeller, Peter ; Dos Reis, Gonçalo J.N.

Access to full text
Full (PDF)
p. 1418-1453

The Electronic Library of Mathematics
Processes on unimodular random networks.

Aldous, David J. ; Lyons, Russell

Access to full text
Full (PDF)
p. 1454-1508

The Electronic Library of Mathematics
Processes with inert drift.

White, David W.

Access to full text
Full (PDF)
p. 1509-1546

The Electronic Library of Mathematics
On the number of collisions in lambda-coalescents.

Gnedin, Alexander ; Yakubovich, Yuri

Access to full text
Full (PDF)
p. 1547-1567

The Electronic Library of Mathematics
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals.

Feng, Chunrong ; Zhao, Huaizhong

Access to full text
Full (PDF)
p. 1568-1599

The Electronic Library of Mathematics
Tail estimates for the Brownian excursion area and other Brownian areas.

Janson, Svante ; Louchard, Guy

Access to full text
Full (PDF)
p. 1600-1632

The Electronic Library of Mathematics