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Author Index
A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
Martinez Miguel
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Loic Chaumont, Universite Pierre et Marie Curie
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
Wolfgang König, Technical University Berlin
- Volume 15, 2010 - Articles
Random walks conditioned to stay in Weyl chambers of type C and D
Abstract
Rafal Latala, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Giovanni Peccati, Universite Pierre et Marie Curie, France
- Volume 9, 2004 - Articles
Weak Convergence to Ocone Martingales: a Remark
Abstract
A
Robert J. Adler, Technion - Israel Institute of Technology
- Volume 11, 2006 - Articles
Global geometry under isotropic Brownian flows
Abstract
elie E.F. aidekon, Technische universiteit eindhoven
- Volume 15, 2010 - Articles
Tail asymptotics for the total progeny of the critical killed branching random walk
Abstract
Aureli Alabert, Universitat Autònoma de Barcelona
- Volume 11, 2006 - Articles
Linear stochastic differential-algebraic equations with constant coefficients
Abstract
Tom Alberts, New York University
- Volume 13, 2008 - Articles
Intersection probabilities for a chordal SLE path and a semicircle
Abstract
J.M.P. Albin, Chalmers University of Technology, Sweden
- Volume 15, 2010 - Articles
A new proof of an old result by Pickands
Abstract
David J. Aldous, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
- Volume 3, 1998 - Articles
Brownian Excursion Conditioned on Its Local Time
Abstract
Larbi Alili, ETH Zurich
- Volume 7, 2002 - Articles
Canonical Decompositions of Certain Generalized Brownian Bridges
Abstract
Roland Alkemper, Johannes-Gutenberg Universität Mainz, Germany
- Volume 12, 2007 - Articles
GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
Abstract
Gideon Amir, University of Toronto
- Volume 15, 2010 - Articles
On Fixation of Activated Random Walks
Abstract
Jenny Andersson, Chalmers University of Technology
- Volume 11, 2006 - Articles
The volume fraction of a non--overlapping germ--grain model
Abstract
Kyprianou Andreas, University of Bath
- Volume 13, 2008 - Articles
On the parabolic generator of a general one-dimensional Lévy process
Abstract
Peter Andrew, University of Utrecht
- Volume 11, 2006 - Articles
A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Abstract
Christophe Andrieu, University of Bristol
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Omer Angel, University of British Columbia, Canada
- Volume 10, 2005 - Articles
The Jammed Phase of the Biham-Middleton-Levine Traffic Model
Abstract
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
John A. D. Appleby, Dublin City University
- Volume 9, 2004 - Articles
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Abstract
- Volume 7, 2002 - Articles
Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, University of Texas
- Volume 3, 1998 - Articles
The Law of Large Numbers for U-statistics Under Absolute Regularity
Abstract
Louis-Pierre Arguin, Princeton University
- Volume 12, 2007 - Articles
A dynamical characterization of Poisson-Dirichlet distributions
Abstract
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Yves Atchade, University of Michigan
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Siva Athreya, University of British Columbia
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Stefano Attanasio, Scuola Normale Superiore
- Volume 15, 2010 - Articles
Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
Abstract
B
Khaled Bahlali, IMATH, USTV, Toulon
- Volume 7, 2002 - Articles
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
Abstract
Dominique Bakry, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Raluca Balan, University of Ottawa, Canada
- Volume 11, 2006 - Articles
Strong Approximation for Mixing Sequences with Infinite Variance
Abstract
Raluca M Balan, University of Ottawa
- Volume 15, 2010 - Articles
Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays
Abstract
- Volume 14, 2009 - Articles
A Note on a Feynman-Kac-Type Formula
Abstract
Paolo Baldi, Universita i Roma
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
Antar Bandyopadhyay, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
David Barbato, Università di Pisa, Italy
- Volume 10, 2005 - Articles
FKG Inequality for Brownian Motion and Stochastic Differential Equations
Abstract
Martin Barlow, University of British Columbia
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Franck Barthe, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Yuliy Baryshnikov, University of Osnabrueck
- Volume 3, 1998 - Articles
Wiener Soccer and Its Generalization
Abstract
Aniran Basak, Stanford Universi
- Volume 15, 2010 - Articles
Balanced random and Toeplitz matrices
Abstract
Richard F. Bass, University of Connecticut
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Fabrice Baudoin, Université Paris 6 et Paris 7
- Volume 7, 2002 - Articles
Further Exponential Generalization of Pitman's 2M-X Theorem
Abstract
Witold Bednorz, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Vincent Beffara, UMPA
- Volume 15, 2010 - Articles
Scaling Limit of the Prudent Walk
Abstract
Itai Benjamini, Weizmann Institute of Science
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 8, 2003 - Articles
Excited Random Walk
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
- Volume 1, 1996 - Articles
Percolation Beyond Z^d, Many Questions And a Few Answers
Abstract
Jean Berard, Université de Lyon
- Volume 12, 2007 - Articles
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Abstract
Patrice Bertail, Laboratory of Statistics, CREST and MODALX, University Paris X, France
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
Jean Bertoin, Universite Pierre et Marie Curie
- Volume 15, 2010 - Articles
A two-time-scale phenomenon in a fragmentation-coagulation process
Abstract
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
- Volume 6, 2001 - Articles
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Abstract
- Volume 5, 2000 - Articles
The Convex Minorant of the Cauchy Process
Abstract
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
J. D. Biggins, The University of Sheffield, UK
- Volume 14, 2009 - Articles
Large deviations in randomly coloured random graphs
Abstract
- Volume 9, 2004 - Articles
Large Deviations for Mixtures
Abstract
Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
- Volume 9, 2004 - Articles
A Condition for Weak Disorder for Directed Polymers in Random Environment
Abstract
Anders Bjorner, Royal Institute of Technology
- Volume 14, 2009 - Articles
Note: Random-to-front shuffles on trees
Abstract
Sergey G Bobkov, University of Minnesota
- Volume 13, 2008 - Articles
A note on the distributions of the maximum of linear Bernoulli processes
Abstract
Thierry Bodineau, Université Pierre et Marie Curie, France
- Volume 10, 2005 - Articles
A Universality Property for Last-Passage Percolation Paths Close to the Axis
Abstract
Daniel Boivin, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Tomasz Bojdecki, Institute of Mathematics, University of Warsaw
- Volume 15, 2010 - Articles
Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
Abstract
Martin Borecki, TU Berlin
- Volume 15, 2010 - Articles
Localization for (1+1)-dimensional pinning models with (∇ + Δ)-interaction
Abstract
Konstantin Borovkov, University of Melbourne
- Volume 15, 2010 - Articles
On the distribution of the Brownian motion process on its way to hitting zero
Abstract
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
Arup Bose, Indian Statistical Institute
- Volume 15, 2010 - Articles
Balanced random and Toeplitz matrices
Abstract
- Volume 12, 2007 - Articles
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Abstract
- Volume 12, 2007 - Articles
On asymptotic properties of the rank of a special random adjacency matrix
Abstract
Mireille BOSSY, INRIA Sophia Antipolis Méditérannée
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Thomas R Boucher, Plymouth State University
- Volume 12, 2007 - Articles
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Abstract
Brahim Boufoussi, Department of Mathematics, Cadi Ayyad University FSSM
- Volume 8, 2003 - Articles
On a SDE driven by a fractional Brownian motion and with monotone drift
Abstract
Paul Bourgade, LPMA, Paris 6
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Jean-Christophe Breton, Laboratoire Mathématiques, Image et Applications
- Volume 13, 2008 - Articles
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Abstract
Philippe Briand, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Wlodek Bryc, University of Cincinnati
- Volume 12, 2007 - Articles
Asymptotic results for empirical measures of weighted sums of independent random variables
Abstract
Chris Burdzy, University of Washington
- Volume 13, 2008 - Articles
Markov processes with product-form stationary distribution
Abstract
- Volume 11, 2006 - Articles
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Abstract
- Volume 9, 2004 - Articles
A Gaussian Oscillator
Abstract
Krzysztof Burdzy, University of Washington
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Zaeem Burq, University of Melbourne
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
C
Francesco Caravenna, Università di Milano-Bicocca, Italy
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
Francesco Caravenna, University of Padova
- Volume 15, 2010 - Articles
Localization for (1+1)-dimensional pinning models with (∇ + Δ)-interaction
Abstract
Niclas Carlsson, Abo Akademi University, Finland
- Volume 10, 2005 - Articles
Some Notes on Topological Recurrence
Abstract
Philippe Carmona, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Philippe Carmona, Université de Nantes
- Volume 15, 2010 - Articles
A Note on the Diffusive Scaling Limit for a Class of Linear Systems
Abstract
- Volume 15, 2010 - Articles
A Species Sampling Model with Finitely Many Types
Abstract
- Volume 15, 2010 - Articles
The measurability of hitting times
Abstract
- Volume 15, 2010 - Articles
Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
Abstract
- Volume 15, 2010 - Articles
An Application of Renewal Theorems to Exponential Moments of Local Times
Abstract
- Volume 15, 2010 - Articles
Poincaré inequality and the Lp convergence of semi-groups
Abstract
- Volume 15, 2010 - Articles
Random walks conditioned to stay in Weyl chambers of type C and D
Abstract
- Volume 15, 2010 - Articles
Weak approximation of fractional SDEs: the Donsker setting
Abstract
- Volume 15, 2010 - Articles
Central limit theorem for the third moment in space of the Brownian local time increments
Abstract
- Volume 14, 2009 - Articles
Small time expansions for transition probabilities of some Lévy processes
Abstract
- Volume 14, 2009 - Articles
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Abstract
- Volume 14, 2009 - Articles
An optimal Itô formula for Lévy processes
Abstract
- Volume 14, 2009 - Articles
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Abstract
- Volume 14, 2009 - Articles
A note on directed polymers in gaussian environments
Abstract
- Volume 14, 2009 - Articles
Stochastic integral representation of the L2 modulus of Brownian local time and a central limit theorem
Abstract
- Volume 14, 2009 - Articles
Identification of the rate function for large deviations of an irreducible Markov chain
Abstract
Rene Carmona, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Patrick Cattiaux, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Pedro José Catuogno, Universidade Estadual de Campinas, Brazil
- Volume 10, 2005 - Articles
Geometry of Stochastic Delay Differential Equations
Abstract
Arijit Chakrabarty, Indian Institute of Science
- Volume 15, 2010 - Articles
Central Limit Theorem for truncated heavy tailed Banach valued random vectors
Abstract
Philippe Chassaing, Institut Elie Cartan
- Volume 9, 2004 - Articles
The Center of Mass of the ISE and the Wiener Index of Trees
Abstract
Sourav Chatterjee, University of California at Berkeley
- Volume 14, 2009 - Articles
An observation about submatrices
Abstract
Juan Ruiz de Chavez, UAM-I
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
Yu-Ting Chen, Institute of Mathematics, Academia Sinica, Taipei, Taiwan
- Volume 14, 2009 - Articles
A note on r-balayages of matrix-exponential L'evy processes
Abstract
Zhen-Qing Chen, University of Washington, USA
- Volume 10, 2005 - Articles
When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?
Abstract
- Volume 10, 2005 - Articles
Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70--81)
Abstract
- Volume 10, 2005 - Articles
Editorial Board for Volume 10 (2005)
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
Pavel Chigansky, The Weizmann Institute of Science
- Volume 11, 2006 - Articles
On a role of predictor in the filtering stability
Abstract
Pavel Chigansky, The Hebrew University
- Volume 13, 2008 - Articles
Distribution of the Brownian motion on its way to hitting zero
Abstract
Sergei Chobanyan, Georgian Academy of Sciences, Georgia
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
Hyemi Choi, Chonbuk National University, Korea
- Volume 15, 2010 - Articles
A new proof of an old result by Pickands
Abstract
Henri Comman, University of Santiago de Chile
- Volume 13, 2008 - Articles
Stone-Weierstrass type theorems for large deviations
Abstract
Joseph G. Conlon, University of Michigan
- Volume 10, 2005 - Articles
On Homogenization of Non-Divergence Form Partial Difference Equations
Abstract
François Coquet, Université Rennes 1
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Laure Coutin, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Michael Cranston, University of California at Irvine
- Volume 4, 1999 - Articles
Linear Expansion of Isotropic Brownian Flows
Abstract
Endre Csáki, Hungarian Academy of Sciences
- Volume 9, 2004 - Articles
Invariance Principles for Ranked Excursion Lengths and Heights
Abstract
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
D
Mirko D'Ovidio, Sapienza University of Rome
- Volume 15, 2010 - Articles
Explicit solutions to fractional differential equations via generalized gamma convolution
Abstract
Sébastien Darses, Boston University
- Volume 12, 2007 - Articles
Dynamical properties and characterization of gradient drift diffusions
Abstract
Amites Dasgupta, Indian Statistical Institute
- Volume 12, 2007 - Articles
Maxima of the cells of an equiprobable multinomial
Abstract
Arnaud de La Fortelle, Mines Paris
- Volume 11, 2006 - Articles
Yule process sample path asymptotics
Abstract
Victor H de la Pe{~n}a, Columbia University
- Volume 14, 2009 - Articles
Exponential inequalities for self-normalized processes with applications
Abstract
Bernardo Nunes Borge de Lima, UFMG, Belo Horizonte
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Dante DeBlassie, Texas A&M University
- Volume 12, 2007 - Articles
The Chance of a Long Lifetime for Brownian Motion in a Horn-Shaped Domain
Abstract
Arnaud Debussche, IRMAR, ENS Cachan Bretagne, CNRS, UEB
- Volume 12, 2007 - Articles
A modified Kardar--Parisi--Zhang model
Abstract
Maria Deijfen, Stockholm University
- Volume 11, 2006 - Articles
Stationary random graphs on Z with prescribed iid degrees and finite mean connections
Abstract
Maria Deijfen, Stockholm University
- Volume 14, 2009 - Articles
Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Abstract
Bernard Delyon, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
Amir Dembo, Stanford University
- Volume 1, 1996 - Articles
Moderate Deviations for Martingales with Bounded Jumps
Abstract
- Volume 1, 1996 - Articles
Transportation Approach to Some Concentration Inequalities in Product Spaces
Abstract
Jean-Marc Derrien, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Luc Devroye, McGill University
- Volume 10, 2005 - Articles
A Limit Law for the Root Value of Minimax Trees
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
Ton AB Dieker, Georgia Institute of Technology
- Volume 14, 2009 - Articles
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
Abstract
Dmitry Dolgopyat, University of Maryland
- Volume 14, 2009 - Articles
Non-perturbative approach to random walk in markovian environment
Abstract
Julien Dubédat, Université Paris-Sud
- Volume 8, 2003 - Articles
SLE and Triangles
Abstract
Maximilian Duerre
- Volume 11, 2006 - Articles
Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
Abstract
Frédérique Duheille-Bienvenue, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
Thomas S.A. Duquesne, University Paris 6
- Volume 14, 2009 - Articles
An elementary proof of Hawkes's conjecture on Galton-Watson trees.
Abstract
E
Maren Eckhoff, Technical University of Munich
- Volume 14, 2009 - Articles
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
Abstract
Peter Eichelsbacher, Professor
- Volume 14, 2009 - Articles
Moderate deviations for traces of words in a mult-matrix model
Abstract
Nathanael Enriquez, Universite Paris 10
- Volume 13, 2008 - Articles
Renewal series and square-root boundaries for Bessel processes
Abstract
Abdelhadi Es-Sarhir, TU (Berlin)
- Volume 14, 2009 - Articles
Harnack Inequality for Functional SDEs with Bounded Memory
Abstract
Steven N. Evans, University of California at Berkeley
- Volume 11, 2006 - Articles
The expected number of zeros of a random system of p-adic polynomials
Abstract
- Volume 4, 1999 - Articles
Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Abstract
- Volume 3, 1998 - Articles
Eventual Intersection for Sequences of Lévy Processes
Abstract
F
Franco Fagnola, Università di Genova
- Volume 5, 2000 - Articles
Mild Solutions of Quantum Stochastic Differential Equations
Abstract
Ming Fang
- Volume 15, 2010 - Articles
Consistent Minimal Displacement of Branching Random Walks
Abstract
Chad Fargason, Duke University
- Volume 3, 1998 - Articles
Percolation Dimension of Brownian Motion in R^3
Abstract
Shui Feng, McMaster University
- Volume 7, 2002 - Articles
Large Deviations and Quasi-Potential of a Fleming-Viot Process
Abstract
Lisandro J Fermín, Universite Paris-Sud and Universidad Central de Venezuela
- Volume 11, 2006 - Articles
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Abstract
Patrik L Ferrari, Bonn University
- Volume 14, 2009 - Articles
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Abstract
D. Feyel, Université Evry
- Volume 13, 2008 - Articles
A non-commutative sewing lemma
Abstract
Raul Fierro, Universidad Catolica de Valparaiso
- Volume 13, 2008 - Articles
A stochastic scheme of approximation for ordinary differential equations
Abstract
James Allen Fill, The Johns Hopkins University
- Volume 5, 2000 - Articles
A Characterization of the Set of Fixed Points of the Quicksort Transformation
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
P. J. Fitzsimmons, University of California, San Diego
- Volume 5, 2000 - Articles
Strict Fine Maxima
Abstract
Patrick J Fitzsimmons, UC San Diego
- Volume 11, 2006 - Articles
On the Existence of Recurrent Extensions of Self-similar Markov Processes
Abstract
Markus Flury, Universität
- Volume 13, 2008 - Articles
A note on the ballistic limit of random motion in a random potential
Abstract
Joaquin Fontbona, Universidad de Chile
- Volume 15, 2010 - Articles
Measurability of optimal transportation and strong coupling of martingale measures
Abstract
Marco Formentin, University of Bochum
- Volume 14, 2009 - Articles
A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
Abstract
Ragnar Freij, Chalmers University of Technology
- Volume 15, 2010 - Articles
Partially ordered secretaries
Abstract
Sacha Friedli, IMPA, Rio de Janeiro
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Sacha Friedli, UFMG
- Volume 15, 2010 - Articles
Scaling Limit of the Prudent Walk
Abstract
Takahiko Fujita, Graduate School of Commerce and management, Hitotsubashi University
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Ryoki Fukushima, University of Zurich
- Volume 14, 2009 - Articles
From the Lifshitz tail to the quenched survival asymptotics in the trapping problem
Abstract
Tadahisa Funaki, Graduate School of Mathematical Sciences, The University of Tokyo
- Volume 12, 2007 - Articles
Dichotomy in a scaling limit under Wiener measure with density
Abstract
G
Onno van Gaans, Leiden University
- Volume 11, 2006 - Articles
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Abstract
Fuchang Gao, University of Idaho
- Volume 8, 2003 - Articles
The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Abstract
Fuchang Gao, University of Idaho
- Volume 13, 2008 - Articles
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Abstract
Fuqing Gao, Wuhan University
- Volume 14, 2009 - Articles
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
Abstract
Emmanuelle Gautherat, Laboratory of Statistics, CREST and Economic Faculty of Reims, France
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
Nicos Georgiou, UW-Madison
- Volume 15, 2010 - Articles
Soft edge results for longest increasing paths on the planar lattice
Abstract
Giambattista Giacomin, Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
- Volume 6, 2001 - Articles
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Abstract
PAGES Gilles, Univ. Paris 6
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
Evarist Giné, University of Connecticut
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
Alexander Gnedin, Utrecht University
- Volume 13, 2008 - Articles
Corners and Records of the Poisson Process in Quadrant
Abstract
Emmanuel Gobet, Centre de Mathématiques Appliquées
- Volume 8, 2003 - Articles
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Abstract
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
Larry Goldstein, University of Southern California
- Volume 14, 2009 - Articles
Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors
Abstract
Patrícia C. Gonçalves, CMAT - U. Minho
- Volume 14, 2009 - Articles
Density fluctuations for a zero-range process on the percolation cluster
Abstract
Luis G Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico
- Volume 15, 2010 - Articles
Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
Abstract
Nathael Gozlan
- Volume 11, 2006 - Articles
Integral criteria for transportation cost inequalities
Abstract
Philip S. Griffin, Syracuse University
- Volume 7, 2002 - Articles
Tightness of the Student t-Statistic
Abstract
Geoffrey Grimmett, Cambridge University
- Volume 15, 2010 - Articles
Lipschitz percolation
Abstract
Stanislav Grishin, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Arnaud GUILLIN, LATP, Univ. Aix-Marseille 1
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Nadine Guillotin, Université Claude Bernard - Lyon 1
- Volume 4, 1999 - Articles
Edge Occupation Measure for a Reversible Markov Chain
Abstract
Nadine Guillotin-Plantard, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
Nadine Guillotin-Plantard, Université Lyon 1
- Volume 13, 2008 - Articles
A functional limit theorem for a 2d-random walk with dependent marginals
Abstract
Herve Guiol, IMA-EPFL
- Volume 8, 2003 - Articles
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Abstract
Alice Guionnet, Ecole Normale Superieure
- Volume 5, 2000 - Articles
Concentration of the Spectral Measure for Large Matrices
Abstract
Adityanand Guntuboyina, Yale University
- Volume 14, 2009 - Articles
Concentration of the spectral measure of large Wishart matrices with dependent entries
Abstract
Ori Gurel-Gurevich, Microsoft Research
- Volume 15, 2010 - Articles
On Fixation of Activated Random Walks
Abstract
Friedrich Götze, Universitat Bielefeld
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
H
Olle Häggström, Chalmers University of Technology and Goteborg University
- Volume 7, 2002 - Articles
A Monotonicity Result for Hard-core and Widom-Rowlinson Models on Certain d-dimensional Lattices
Abstract
Olle Haggstrom, Chalmers University of Technology
- Volume 12, 2007 - Articles
On Variance Conditions for Markov Chain CLTs
Abstract
Olle Haggstrom, Chalmers University of Technology
- Volume 14, 2009 - Articles
Some two-dimensional finite energy percolation processes
Abstract
B. M. Hambly, University of Oxford
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
Alan Hammond, U.C. Berkeley, USA
- Volume 10, 2005 - Articles
Critical Exponents in Percolation via Lattice Animals
Abstract
Kenji Handa, Saga University
- Volume 10, 2005 - Articles
Sampling Formulae for Symmetric Selection
Abstract
- Volume 4, 1999 - Articles
A Lower Bound for Time Correlation of Lattice Gases
Abstract
Keisuke Hara
- Volume 9, 2004 - Articles
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Abstract
LUSCHGY Harald, Univ. Trier
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
Hugo Harari-Kermadec, ENS-Cachan
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
John W Harris, University of Bristol
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Simon C Harris, University of Bath
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Enkelejd Hashorva, University of Bern, Switzerland
- Volume 10, 2005 - Articles
Boundary Crossings of Brownian Motion
Abstract
Rajat Subhra Hazra, Indian Statistical Institute, Kolkata
- Volume 15, 2010 - Articles
Spectral norm of circulant type matrices with heavy tailed entries
Abstract
Marcelo Richard Hilário, IMPA
- Volume 15, 2010 - Articles
Escape of resources in a distributed clustering process
Abstract
Martin V. Hildebrand, University at Albany, SUNY
- Volume 11, 2006 - Articles
On the Chung-Diaconis-Graham random process
Abstract
Tim Hobson, University of Warwick, UK
- Volume 10, 2005 - Articles
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Abstract
Reinhard Hoepfner, Johannes Gutenberg Universitaet Mainz
- Volume 14, 2009 - Articles
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
Abstract
Katrin Hofmann-Credner, Ruhr University Bochum
- Volume 13, 2008 - Articles
Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
Abstract
Mark P Holmes, University of Auckland
- Volume 14, 2009 - Articles
The scaling limit of senile reinforced random walk.
Abstract
- Volume 13, 2008 - Articles
An extension of the inductive approach to the lace expansion
Abstract
Alexander E. Holroyd, University of California, Berkeley
- Volume 8, 2003 - Articles
Trees and Matchings from Point Processes
Abstract
Gerard Hooghiemstra, Technical University Delft
- Volume 4, 1999 - Articles
On the Occupation Time of Brownian Excursion
Abstract
Robert D Hough, Stanford University
- Volume 14, 2009 - Articles
Tesselation of a triangle by repeated barycentric subdivision
Abstract
Elton P. Hsu, Northwestern University
- Volume 2, 1997 - Articles
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Abstract
Ying Hu, Université Rennes 1
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Yueyun Hu, Universite Paris VI
- Volume 9, 2004 - Articles
Invariance Principles for Ranked Excursion Lengths and Heights
Abstract
Wei Huang
- Volume 12, 2007 - Articles
A note on the invariance principle of the product of sums of random variables
Abstract
Wilfried Huss, Graz University of Technology
- Volume 13, 2008 - Articles
Internal Diffusion-Limited Aggregation on non-amenable graphs
Abstract
Martin Hutzenthaler, Universität Frankfurt, Germany
- Volume 12, 2007 - Articles
GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
Abstract
Olle Häggström, Mathematical Sciences, Chalmers University of Technology
- Volume 11, 2006 - Articles
The volume fraction of a non--overlapping germ--grain model
Abstract
I
Irina Ignatiouk-Robert, UMR CNRS 8088, departement de Mathemetiques, Universite de Cergy-Pontoise
- Volume 15, 2010 - Articles
T-Martin boundary of reflected random walks on a half-space
Abstract
Alex Iksanov, National Taras Shevchenko University of Kiev
- Volume 12, 2007 - Articles
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
Abstract
Alexander Iksanov, National T. Shevchenko University of Kiev
- Volume 15, 2010 - Articles
Exponential Moments of First Passage Times and Related Quantities for Random Walks
Abstract
Jacques Istas, Université Pierre Mendès-France
- Volume 11, 2006 - Articles
On Fractional Fields indexed by Metric Spaces
Abstract
- Volume 10, 2005 - Articles
Spherical and Hyperbolic Fractional Brownian Motion
Abstract
J
Antal A J&aacure;rai, Carleton University, Canada
- Volume 9, 2004 - Articles
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Abstract
Peter Jagers, Chalmers University of Technology and University of Gothenburg
- Volume 13, 2008 - Articles
General branching processes conditioned on extinction are still branching processes
Abstract
najim jamal, CNRS and Télécom Paristech
- Volume 15, 2010 - Articles
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
Abstract
Svante Janson, Uppsala University
- Volume 9, 2004 - Articles
The Center of Mass of the ISE and the Wiener Index of Trees
Abstract
- Volume 5, 2000 - Articles
A Characterization of the Set of Fixed Points of the Quicksort Transformation
Abstract
Svante Janson, Uppsala University
- Volume 14, 2009 - Articles
Standard representation of multivariate functions on a general probability space
Abstract
Kalvis M. Jansons, University College London
- Volume 2, 1997 - Articles
The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
Abstract
- Volume 1, 1996 - Articles
Excursions Into a New Duality Relation for Diffusion Processes
Abstract
Milton D. Jara, Paris Dauphine
- Volume 14, 2009 - Articles
Density fluctuations for a zero-range process on the percolation cluster
Abstract
Antal A. Jarai, Carleton University
- Volume 12, 2007 - Articles
The size of a pond in 2D invasion percolation
Abstract
Le Gall Jean-Francois, Ecole normale superieure de Paris
- Volume 14, 2009 - Articles
On the re-rooting invariance property of Lévy trees
Abstract
- Volume 11, 2006 - Articles
On the occupation measure of super-Brownian motion
Abstract
Terence Jegaraj, University of New South Wales
- Volume 14, 2009 - Articles
Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces
Abstract
Hui Jiang
- Volume 14, 2009 - Articles
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
Abstract
Thomas Jyh-Ming Jiang, National Chengchi University
- Volume 13, 2008 - Articles
Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Abstract
Johan Jonasson, Chalmers University of Technology
- Volume 11, 2006 - Articles
Stationary random graphs on Z with prescribed iid degrees and finite mean connections
Abstract
- Volume 9, 2004 - Articles
On the optimal strategy in a random game
Abstract
- Volume 5, 2000 - Articles
On the Cover Time of Planar Graphs
Abstract
Céline Jost, University of Helsinki
- Volume 12, 2007 - Articles
A note on ergodic transformations of self-similar Volterra Gaussian processes
Abstract
K
Wolfgang König, BRIMS, HP Labs
- Volume 6, 2001 - Articles
Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
Abstract
Zakhar Kabluchko, Goettingen University
- Volume 13, 2008 - Articles
Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
Abstract
Wouter Kager, VU University
- Volume 14, 2009 - Articles
A local limit theorem for the critical random graph
Abstract
Jeff Kahn, Rutgers University, USA
- Volume 8, 2003 - Articles
Inequality of Two Critical Probabilities for Percolation
Abstract
Ingemar Kaj, Uppsala University
- Volume 2, 1997 - Articles
Superprocess Approximation For a Spatially Homogeneous Branching Walk
Abstract
Min Kang, Northwestern University
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Vladislav Kargin, Stanford University
- Volume 14, 2009 - Articles
Spectrum of random Toeplitz matrices with band structure
Abstract
- Volume 13, 2008 - Articles
On Asymptotic Growth of the Support of Free Multiplicative Convolutions
Abstract
- Volume 12, 2007 - Articles
A Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method
Abstract
Haya Kaspi, Technion Institute
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
Makoto Katori, Chuo university
- Volume 8, 2003 - Articles
Noncolliding Brownian motions and Harish-Chandra formula
Abstract
Conall Kelly, Dublin City University, Dublin, Ireland
- Volume 9, 2004 - Articles
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Abstract
Wilfrid S. Kendall, University of Warwick
- Volume 14, 2009 - Articles
Brownian couplings, convexity, and shy-ness
Abstract
- Volume 9, 2004 - Articles
Geometric Ergodicity and Perfect Simulation
Abstract
David Kessler, Bar-Ilan University
- Volume 7, 2002 - Articles
Inclusion-Exclusion Redux
Abstract
Harry Kesten, Cornell University
- Volume 9, 2004 - Articles
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Abstract
Harry Kesten, Cornell University
- Volume 1, 1996 - Articles
On the Non-Convexity of the Time Constant in First-Passage Percolation
Abstract
Tämur Ali Khan, Johann Wolfgang Goethe Universität, Germany
- Volume 10, 2005 - Articles
A Limit Law for the Root Value of Minimax Trees
Abstract
Oleksiy Khorunzhiy, University of Versailles, France
- Volume 14, 2009 - Articles
Uniform bounds for exponential moment of maximum of a Dyck path
Abstract
Davar Khoshnevisan, University of Utah
- Volume 11, 2006 - Articles
A note on a.s. finiteness of perpetual integral functionals of difusions
Abstract
- Volume 10, 2005 - Articles
An Extreme-Value Analysis of the LIL for Brownian Motion
Abstract
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
Rüdiger Kiesel, University of London
- Volume 2, 1997 - Articles
Strong Laws and Summability for Sequences of $phi$-Mixing Random Variables in Banach Spaces
Abstract
Peter Kink, Faculty for Computer and Information Sciences, University of Ljubljana
- Volume 13, 2008 - Articles
A martingale on the zero-set of a holomorphic function
Abstract
Fima Klebaner, University Melbourne
- Volume 7, 2002 - Articles
Option Price When the Stock is a Semimartingale
Abstract
Arturo Kohatsu-Higa, Universitat Pompeu Fabra
- Volume 8, 2003 - Articles
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Abstract
Vladimir Koltchinskii, The University of New Mexico
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Hitoshi Kondo, Department of Mathematics, Keio University
- Volume 11, 2006 - Articles
Some properties of exponential integrals of Levy processes and examples
Abstract
George Kordzakhia, University of California at Berkeley, USA
- Volume 10, 2005 - Articles
The Escape Model on a Homogeneous Tree
Abstract
Yevgeniy Kovchegov, UCLA Mathematics Department, USA
- Volume 8, 2003 - Articles
Linear Speed Large Deviations for Percolation Clusters
Abstract
Yevgeniy V Kovchegov, Oregon State University
- Volume 15, 2010 - Articles
Orthogonality and probability: mixing times
Abstract
- Volume 14, 2009 - Articles
Orthogonality and probability: beyond nearest neighbor transitions
Abstract
Michael J Kozdron, University of Regina
- Volume 13, 2008 - Articles
Intersection probabilities for a chordal SLE path and a semicircle
Abstract
Marina Kozlova, Abo Akademi University, Finland
- Volume 10, 2005 - Articles
A Note on Occupation Times of Stationary Processes
Abstract
Gady Kozma, The Weizmann Institute of Science
- Volume 11, 2006 - Articles
Random walks with k-wise independent increments
Abstract
Maxim Krikun, IECN, Universite Nancy 1
- Volume 12, 2007 - Articles
Connected allocation to Poisson points in R2
Abstract
Manjunath R Krishnapur, University of California, Berkeley
- Volume 9, 2004 - Articles
Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Abstract
Christof Kuelske, University of Groningen
- Volume 14, 2009 - Articles
A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
Abstract
- Volume 11, 2006 - Articles
A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
Abstract
Kun-Lin Kuo, National Chengchi University
- Volume 13, 2008 - Articles
Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Abstract
Kazumasa Kuwada, Ochanomizu University
- Volume 12, 2007 - Articles
A counterexample for the optimality of Kendall-Cranston coupling
Abstract
Sergei E. Kuznetsov, University of Colorado at Boulder
- Volume 5, 2000 - Articles
On Uniqueness of a Solution of Lu=u^a with Given Trace
Abstract
S. Kwapien, Warsaw University
- Volume 1, 1996 - Articles
A Proof of a Conjecture of Bobkov and Houdré
Abstract
Christoph Kühn, University of Frankfurt
- Volume 14, 2009 - Articles
A note on stochastic integration with respect to optional semimartingales
Abstract
Andreas Eou Kyprianou, Heriot-Watt University
- Volume 10, 2005 - Articles
On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time
Abstract
Holger Kösters, University of Bielefeld
- Volume 13, 2008 - Articles
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
Abstract
L
Céline Labart, INRIA Paris Rocquencourt
- Volume 13, 2008 - Articles
Sharp estimates for the convergence of the density of the Euler scheme in small time
Abstract
Hubert Lacoin, Università di Roma Tre
- Volume 15, 2010 - Articles
The Martingale approach to disorder irrelevance for pinning models
Abstract
Andreas Nordvall Lagerås, Department of Mathematics, Stockholm University
- Volume 13, 2008 - Articles
General branching processes conditioned on extinction are still branching processes
Abstract
- Volume 12, 2007 - Articles
A population model for Λ-coalescents with neutral mutations
Abstract
Steven P Lalley, University of Chicago
- Volume 13, 2008 - Articles
An oriented competition model on Z+2
Abstract
Steven P. Lalley, Department of Statistics, University of Chicago
- Volume 8, 2003 - Articles
Strict Convexity of the Limit Shape in First-Passage Percolation
Abstract
Rafal Latala, University of Warsaw
- Volume 13, 2008 - Articles
On the boundedness of Bernoulli processes over thin sets
Abstract
Stephan Lawi, .
- Volume 13, 2008 - Articles
Hermite and Laguerre polynomials and matrix-valued stochastic
Abstract
Gregory F. Lawler, Duke University
- Volume 3, 1998 - Articles
Loop-Erased Walks Intersect Infinitely Often in Four Dimensions
Abstract
- Volume 1, 1996 - Articles
The Dimension of the Frontier of Planar Brownian Motion
Abstract
Arnaud Le Ny, Université Paris Sud
- Volume 13, 2008 - Articles
A functional limit theorem for a 2d-random walk with dependent marginals
Abstract
Thanh Le Van, Department of Mathematics
- Volume 12, 2007 - Articles
On the strong law of large numbers for d-dimensional arrays of random variables
Abstract
Michel Ledoux, Universite Paul-Sabatier
- Volume 2, 1997 - Articles
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Abstract
Hannes Leeb, Yale University
- Volume 14, 2009 - Articles
Concentration of the spectral measure of large Wishart matrices with dependent entries
Abstract
Christoph Leuenberger
- Volume 13, 2008 - Articles
Explicit Bounds for the Approximation Error in Benford's Law
Abstract
Shlomo Levental, Michigan State University, USA
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
David A. Levin, University of Oregon, USA
- Volume 10, 2005 - Articles
An Extreme-Value Analysis of the LIL for Brownian Motion
Abstract
Thomas M. Lewis, Furman University
- Volume 4, 1999 - Articles
Correlation Measures
Abstract
Wenbo V. Li, University of Delaware
- Volume 4, 1999 - Articles
A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
Abstract
Zenghu Li, Beijing Normal University
- Volume 4, 1999 - Articles
A Reversibility Problem for Fleming-Viot Processes
Abstract
Ming Liao, Auburn University, USA
- Volume 10, 2005 - Articles
Motion of a Rigid Body under Random Perturbation
Abstract
Vlada Limic, Cornell University
- Volume 5, 2000 - Articles
On the Behavior of LIFO Preemptive Resume Queues in Heavy Traffic
Abstract
Fuming Lin
- Volume 14, 2009 - Articles
An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences
Abstract
Zheng-Yan Lin, Zhejiang University
- Volume 12, 2007 - Articles
Some LIL type results on the partial sums and trimmed sums with multidimensional indices
Abstract
Torgny Lindvall, Chalmers and GU
- Volume 4, 1999 - Articles
On Strassen's Theorem on Stochastic Domination
Abstract
Robert Liptser, Tel Aviv University
- Volume 11, 2006 - Articles
On a role of predictor in the filtering stability
Abstract
Wei-Dong Liu, Zhejiang University
- Volume 12, 2007 - Articles
Some LIL type results on the partial sums and trimmed sums with multidimensional indices
Abstract
Carlangelo Liverani, Universito of Rome 2
- Volume 14, 2009 - Articles
Non-perturbative approach to random walk in markovian environment
Abstract
Jaime A. Londono, Universidad EAFIT
- Volume 9, 2004 - Articles
State Tameness: A New Approach for Credit Constrains
Abstract
Francisco Marcos Lopez-Garcia, Instituto de Matematicas, UNAM
- Volume 14, 2009 - Articles
Characterization of distributions with the length-bias scaling property
Abstract
Sana Louhichi, Universite Paris-sud
- Volume 15, 2010 - Articles
Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays
Abstract
Pierre-Yves Louis, Technische Universitat Berlin
- Volume 9, 2004 - Articles
Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions
Abstract
Gàbor Lugosi, Pompeu Fabra University, Spain
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Dümbgen Lutz
- Volume 13, 2008 - Articles
Explicit Bounds for the Approximation Error in Benford's Law
Abstract
M
Jean Mémin, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Tobias M¨ller, Tel Aviv University
- Volume 14, 2009 - Articles
A local limit theorem for the critical random graph
Abstract
Jan Maas, TU Delft
- Volume 13, 2008 - Articles
A Clark-Ocone formula in UMD Banach spaces
Abstract
Motoya Machida, Tennessee Technological University
- Volume 7, 2002 - Articles
Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
Abstract
Mokshay M Madiman, Yale University
- Volume 11, 2006 - Articles
Measure Concentration for Compound Poisson Distributions
Abstract
Makoto Maejima, Keio University
- Volume 14, 2009 - Articles
A note on new classes of infinitely divisible distributions on Rd
Abstract
- Volume 11, 2006 - Articles
Some properties of exponential integrals of Levy processes and examples
Abstract
Peter Major, Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences
- Volume 11, 2006 - Articles
A multivariate version of Hoeffding's inequality
Abstract
Oleg V Makhnin, New Mexico Tech
- Volume 13, 2008 - Articles
Filtering and parameter estimation for a jump stochastic process with discrete observations
Abstract
Avi Mandelbaum, Technion Institute
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
Martynas Manstavicius, University of Connecticut, USA
- Volume 10, 2005 - Articles
A Non-Markovian Process with Unbounded p-Variation
Abstract
Philippe Marchal, Université Paris 6
- Volume 10, 2005 - Articles
Measure Concentration for Stable Laws with Index Close to 2
Abstract
- Volume 5, 2000 - Articles
Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Abstract
- Volume 3, 1998 - Articles
The Best Bounds in a Theorem of Russell Lyons
Abstract
Jean-François Marckert, CNRS, LabRI, Université de Bordeaux
- Volume 14, 2009 - Articles
Uniform bounds for exponential moment of maximum of a Dyck path
Abstract
Michael B. Marcus, The City College of CUNY
- Volume 13, 2008 - Articles
Infinite Divisibility of Gaussian Squares with Non-zero Means
Abstract
- Volume 6, 2001 - Articles
L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Abstract
Domenico Marinucci, Universita di Roma
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
Klas Markström, Umea universitet
- Volume 15, 2010 - Articles
Closure Properties and Negatively Associated Measures violating the van den Berg-Kesten Inequality
Abstract
James B Martin, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
James B. Martin, Cambridge University
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
Miguel MARTINEZ, Université Paris-Est Marne-la-Vallée, LAMA, UMR 8050 CNRS
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Merle Mathieu, UBC Vancouver
- Volume 11, 2006 - Articles
On the occupation measure of super-Brownian motion
Abstract
Hiroyuki Matsumoto, Nagoya University
- Volume 4, 1999 - Articles
Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's 2M-X Theorem
Abstract
Krishanu Maulik, Indian Statistical Institute
- Volume 12, 2007 - Articles
Maxima of the cells of an equiprobable multinomial
Abstract
Ross S McVinish, Queensland University of Technology
- Volume 13, 2008 - Articles
Optimising prediction error among completely monotone covariance sequences
Abstract
Elizabeth S Meckes, Case Western Reserve University
- Volume 14, 2009 - Articles
Quantitative asymptotics of graphical projection pursuit
Abstract
Mark W Meckes, Case Western Reserve University
- Volume 12, 2007 - Articles
On the spectral norm of a random Toeplitz matrix
Abstract
Matthias Meiners, Uppsala University
- Volume 15, 2010 - Articles
Exponential Moments of First Passage Times and Related Quantities for Random Walks
Abstract
Shahar Mendelson, The Australian National University
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Debbah Mérouane, Alcatel-Lucent chair on flexible radio, SUPELEC
- Volume 15, 2010 - Articles
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
Abstract
Grégory Miermont, Fondation des Sciences Mathématiques de Paris
- Volume 13, 2008 - Articles
On the sphericity of scaling limits of random planar quadrangulations
Abstract
Toshio Mikami, Hokkaido University
- Volume 7, 2002 - Articles
Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Abstract
Stanislav Molchanov, University of North Carolina at Charlotte
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Ravi Montenegro, University of Massachusetts Lowell
- Volume 12, 2007 - Articles
Sharp edge, vertex, and mixed Cheeger type inequalities for finite Markov kernels
Abstract
Francesco Morandin, Università degli Studi di Parma, Italy
- Volume 10, 2005 - Articles
A Resummed Branching Process Representation for a Class of Nonlinear ODEs
Abstract
Tamás F. Móri, Department of Probability Theory and Statistics, Eötvös Loránd University
- Volume 12, 2007 - Articles
Degree distribution nearby the origin of a preferential attachment graph
Abstract
J. Moriarty, University of Manchester
- Volume 14, 2009 - Articles
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
Abstract
Ben Morris, UC Davis
- Volume 13, 2008 - Articles
Spectral gap for the interchange process in a box
Abstract
Carl E Mueller, University of Rochester
- Volume 14, 2009 - Articles
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
Abstract
Axel Munk, Goettingen University
- Volume 13, 2008 - Articles
Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
Abstract
Sebastian Müller, Technische Universität Graz
- Volume 13, 2008 - Articles
Recurrence for branching Markov chains
Abstract
Martin Möhle, University of Tübingen
- Volume 12, 2007 - Articles
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
Abstract
N
Genta Nakahara, Keio University
- Volume 14, 2009 - Articles
A note on new classes of infinitely divisible distributions on Rd
Abstract
Hariharan Narayanan, MIT
- Volume 14, 2009 - Articles
Geometric Interpretation of Half-Plane Capacity
Abstract
Eisenbaum Nathalie, CNRS
- Volume 13, 2008 - Articles
On the parabolic generator of a general one-dimensional Lévy process
Abstract
Jan van Neerven, Technical University of Delft
- Volume 11, 2006 - Articles
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Abstract
Ralph Neininger, Universität Freiburg
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
Fournier Nicolas, Paris 12
- Volume 11, 2006 - Articles
Standard stochastic coalescence with sum kernels
Abstract
saintier nicolas, University of Buenos Aires
- Volume 12, 2007 - Articles
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors
Abstract
Ashkan Nikeghbali
- Volume 14, 2009 - Articles
The barnes G function and its relations with sums and products of generalized Gamma convolution variables
Abstract
Ivan Nourdin, Laboratoire de Probabilités et Modèles Aléatoires
- Volume 13, 2008 - Articles
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Abstract
- Volume 12, 2007 - Articles
Dynamical properties and characterization of gradient drift diffusions
Abstract
David Nualart, Kansas University
- Volume 8, 2003 - Articles
Smoothness of the law of the supremum of the fractional Brownian motion
Abstract
David Nualart, University of Kansas
- Volume 15, 2010 - Articles
Central limit theorem for the third moment in space of the Brownian local time increments
Abstract
O
Neil O'Connell, BRIMS, HP Labs
- Volume 7, 2002 - Articles
A Representation for Non-Colliding Random Walks
Abstract
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
- Volume 6, 2001 - Articles
Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
Abstract
Roberto I. Oliveira, IMPA
- Volume 15, 2010 - Articles
Sums of random Hermitian matrices and an inequality by Rudelson
Abstract
Wintenberger Olivier, CEREMADE
- Volume 15, 2010 - Articles
Deviation inequalities for sums of weakly dependent time series
Abstract
Tamer F Oraby, University of Cincinnati
- Volume 12, 2007 - Articles
The spectral laws of Hermitian block-matrices with large random blocks
Abstract
Enza Orlandi, Universita di Roma Tre
- Volume 11, 2006 - Articles
A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
Abstract
Adam Osekowski, University of Warsaw
- Volume 15, 2010 - Articles
Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates
Abstract
- Volume 14, 2009 - Articles
Sharp maximal inequality for martingales and stochastic integrals
Abstract
- Volume 13, 2008 - Articles
Sharp inequality for bounded submartingales and their differential subordinates
Abstract
Yoshiki Otobe, Department of Mathematical Sciences, Shinshu University
- Volume 14, 2009 - Articles
A type of Gauss' divergence formula on Wiener spaces
Abstract
Youssef Ouknine, Universite Cadi Ayyad
- Volume 8, 2003 - Articles
On a SDE driven by a fractional Brownian motion and with monotone drift
Abstract
P
Soumik Pal, Cornell University
- Volume 13, 2008 - Articles
Symmetrization of Bernoulli
Abstract
Zhidong Pan, Saginaw Valley State University
- Volume 5, 2000 - Articles
A Weak Law of Large Numbers for the Sample Covariance Matrix
Abstract
Dmitriy Panchenko, Texas A&M University
- Volume 15, 2010 - Articles
On the Dovbysh-Sudakov representation result
Abstract
- Volume 13, 2008 - Articles
On differentiability of the Parisi formula
Abstract
- Volume 12, 2007 - Articles
A note on Talagrand's positivity principle
Abstract
- Volume 10, 2005 - Articles
A Question about the Parisi Functional
Abstract
- Volume 7, 2002 - Articles
Some Extensions of an Inequality of Vapnik and Chervonenkis
Abstract
- Volume 6, 2001 - Articles
A Note on Talagrand's Concentration Inequality
Abstract
Guodong Pang, Columbia University
- Volume 14, 2009 - Articles
Exponential inequalities for self-normalized processes with applications
Abstract
Juan Carlos Pardo, Department of mathematical science
- Volume 13, 2008 - Articles
On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
Abstract
Bianchi Pascal, Télécom Paristech
- Volume 15, 2010 - Articles
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
Abstract
Pierre Patie, Université Libre de Bruxelles
- Volume 12, 2007 - Articles
Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
Abstract
Giovanni Peccati, Université Paris VI
- Volume 12, 2007 - Articles
Gaussian Approximations of Multiple Integrals
Abstract
Sandrine Peche, Institut Fourier, Grenoble, France
- Volume 13, 2008 - Articles
On the lower bound of the spectral norm of symmetric random matrices with independent entries
Abstract
Shige Peng, Shandong University
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
D.B. Penman, University of Essex, UK
- Volume 14, 2009 - Articles
Large deviations in randomly coloured random graphs
Abstract
Yuval Peres, University of California, Berkeley
- Volume 9, 2004 - Articles
Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Abstract
- Volume 8, 2003 - Articles
Trees and Matchings from Point Processes
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
- Volume 3, 1998 - Articles
Eventual Intersection for Sequences of Lévy Processes
Abstract
Victor Perez Abreu, CIMAT
- Volume 13, 2008 - Articles
Free Generalized Gamma Convolutions
Abstract
Goran Peskir, The University of Manchester
- Volume 13, 2008 - Articles
The Law of the Hitting Times to Points by a Stable Lévy Process with No Negative Jumps
Abstract
Gabor Pete, Microsoft Research
- Volume 13, 2008 - Articles
A note on percolation on Zd: isoperimetric profile via exponential cluster repulsion
Abstract
Leonid Petrov, Kharkevich Institute for Information Transmission Problems
- Volume 15, 2010 - Articles
Random Strict Partitions and Determinantal Point Processes
Abstract
Peter Pfaffelhuber, University of Freiburg
- Volume 15, 2010 - Articles
The Aldous-Shields model revisited with application to cellular ageing
Abstract
Ian F. Pilizzotto, University of Michigan, USA
- Volume 10, 2005 - Articles
On Homogenization of Non-Divergence Form Partial Difference Equations
Abstract
leandro pimentel, Ecole Polytechnique Federale de Lausanne
- Volume 11, 2006 - Articles
The time constant and critical probabilities in percolation models
Abstract
Jim Pitman, University of California, Berkeley
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
Jim Pitman, University of California - Berkeley
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
Serguei Popov, Universidade de São Paulo
- Volume 10, 2005 - Articles
Random Walk Attracted by Percolation Clusters
Abstract
Anna Posfai, University of Szeged
- Volume 14, 2009 - Articles
An extension of Mineka's coupling inequality
Abstract
Gustavo Posta, Politecnico di Milano
- Volume 6, 2001 - Articles
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Abstract
Michael Prahofer, TU Munchen
- Volume 14, 2009 - Articles
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Abstract
Geoffrey Pritchard, University of Auckland
- Volume 4, 1999 - Articles
Correlation Measures
Abstract
Nicolas Privault, City University of Hong Kong
- Volume 14, 2009 - Articles
Moment identities for Skorohod integrals on the Wiener space and applications
Abstract
Emily E. Puckette, Occidental College
- Volume 1, 1996 - Articles
Simulations and Conjectures for Disconnection Exponents
Abstract
M. Pycia, Warsaw University
- Volume 1, 1996 - Articles
A Proof of a Conjecture of Bobkov and Houdré
Abstract
R
Alejandro Ramirez, Pontificia Universidad Catolica de Chile
- Volume 12, 2007 - Articles
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Abstract
Raj Rao, MIT
- Volume 12, 2007 - Articles
Multiplication of free random variables and the S-transform: the case of vanishing mean
Abstract
Kilian RASCHEL, Universite Pierre et Marie Curie
- Volume 15, 2010 - Articles
Green functions and Martin compactification for killed random walks related to SU(3)
Abstract
Firas Rassoul--Agha, Ohio State University, USA
- Volume 10, 2005 - Articles
On the Zero-One Law and the Law of Large Numbers for Random Walk in Mixing Random Environment
Abstract
Krishnamurthi Ravishankar, SUNY, College at New Paltz
- Volume 8, 2003 - Articles
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Abstract
Grzegorz Rempala, University of Louisville
- Volume 7, 2002 - Articles
Asymptotics for Products of Sums and U-statistics
Abstract
Paul Ressel, Katholische Universität Eichstätt
- Volume 7, 2002 - Articles
Subdiagonal and Almost Uniform Distributions
Abstract
David Revelle, UC Berkeley
- Volume 8, 2003 - Articles
Heat Kernel Asymptotics on the Lamplighter Group
Abstract
L. A. Rincon, University of Wales Swansea
- Volume 3, 1998 - Articles
Estimates for the Derivative of Diffusion Semigroups
Abstract
Cyril Roberto, Universités de Paris Est Marne la Vallée et de Paris 12-Val-de-Marne
- Volume 15, 2010 - Articles
Poincaré inequality and the Lp convergence of semi-groups
Abstract
Gareth O. Roberts, University of Cambridge
- Volume 2, 1997 - Articles
Geometric Ergodicity and Hybrid Markov Chains
Abstract
Sébastien Roch, UC Berkeley
- Volume 10, 2005 - Articles
Bounding Fastest Mixing
Abstract
Alexander Roitershtein, University of British Columbia, Canada
- Volume 10, 2005 - Articles
A Log-scale Limit Theorem for One-dimensional Random Walks in Random Environments
Abstract
Dmitry B. Rokhlin, Rostov State University
- Volume 12, 2007 - Articles
Martingale selection problem and asset pricing in finite discrete time
Abstract
Leonardo T. Rolla, Instituto de Matemática Pura e Aplicada
- Volume 13, 2008 - Articles
Last Passage Percolation in Macroscopically Inhomogeneous Media
Abstract
Silke W.W. Rolles, Technical University of Munich
- Volume 14, 2009 - Articles
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
Abstract
Dan Romik, University of California, Berkeley
- Volume 11, 2006 - Articles
Random walks with k-wise independent increments
Abstract
Jeffrey S. Rosenthal, University of Toronto
- Volume 7, 2002 - Articles
Quantitative Convergence Rates of Markov Chains: A Simple Account
Abstract
- Volume 2, 1997 - Articles
Geometric Ergodicity and Hybrid Markov Chains
Abstract
Jeffrey S. Rosenthal, University of Toronto
- Volume 12, 2007 - Articles
On Variance Conditions for Markov Chain CLTs
Abstract
Jan Rosinski, University of Tennessee
- Volume 6, 2001 - Articles
L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Abstract
Raphaël Rossignol, Université Paris 11, France
- Volume 13, 2008 - Articles
Threshold phenomena on product spaces: BKKKL revisited (once more)
Abstract
Carles Rovira
- Volume 15, 2010 - Articles
Weak approximation of fractional SDEs: the Donsker setting
Abstract
Ludger Rueschendorf, Mathematical Stochastics
- Volume 11, 2006 - Articles
Exponential tail bounds for max-recursive sequences
Abstract
Paulo R. C. Ruffino, Universidade Estadual de Campinas, Brazil
- Volume 10, 2005 - Articles
Geometry of Stochastic Delay Differential Equations
Abstract
Matteo Ruggiero, University of Pavia
- Volume 14, 2009 - Articles
Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
Abstract
Michal Ryznar, Wroclaw University of Technology
- Volume 3, 1998 - Articles
Uniform Upper Bound for a Stable Measure of a Small Ball
Abstract
S
Ellen Saada, CNRS Rouen
- Volume 8, 2003 - Articles
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Abstract
Christophe Sabot, Université de Lyon 1
- Volume 13, 2008 - Articles
Renewal series and square-root boundaries for Bessel processes
Abstract
Serik Sagitov, Chalmers University of Technology
- Volume 2, 1997 - Articles
Superprocess Approximation For a Spatially Homogeneous Branching Walk
Abstract
Koushik Saha, Indian Statistical Institute, Kolkata
- Volume 15, 2010 - Articles
Spectral norm of circulant type matrices with heavy tailed entries
Abstract
Noriyosi Sakuma, Keio University
- Volume 13, 2008 - Articles
Free Generalized Gamma Convolutions
Abstract
{Habib Salehi, Michigan State University, USA
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
Paavo Salminen, Abo Akademi University, Finland
- Volume 11, 2006 - Articles
A note on a.s. finiteness of perpetual integral functionals of difusions
Abstract
- Volume 10, 2005 - Articles
A Note on Occupation Times of Stationary Processes
Abstract
Farman Samee, University of Manchester
- Volume 15, 2010 - Articles
On the Principle of Smooth Fit for Killed Diffusions
Abstract
Artem Sapozhnikov, EURANDOM
- Volume 15, 2010 - Articles
Upper bound on the expected size of the intrinsic ball
Abstract
Ken-iti Sato, none
- Volume 11, 2006 - Articles
Some properties of exponential integrals of Levy processes and examples
Abstract
Mladen Savov, University of Oxford
- Volume 15, 2010 - Articles
An Application of Renewal Theorems to Exponential Moments of Local Times
Abstract
W. Schachermayer, University of Vienna
- Volume 1, 1996 - Articles
A Proof of a Conjecture of Bobkov and Houdré
Abstract
Michael Scheutzow, Technische Universität Berlin
- Volume 4, 1999 - Articles
Linear Expansion of Isotropic Brownian Flows
Abstract
Jeremy Schiff, Bar-Ilan University
- Volume 7, 2002 - Articles
Inclusion-Exclusion Redux
Abstract
Eckhard Schlemm, Zentrum Mathematik, Technische Universität München
- Volume 14, 2009 - Articles
First-passage percolation on width-two stretches with exponential link weights
Abstract
Eva-Maria Schopp, Mathematical Stochastics
- Volume 11, 2006 - Articles
Exponential tail bounds for max-recursive sequences
Abstract
Oded Schramm, Microsoft Research
- Volume 6, 2001 - Articles
A Percolation Formula
Abstract
- Volume 5, 2000 - Articles
On the Cover Time of Planar Graphs
Abstract
- Volume 4, 1999 - Articles
Trees, Not Cubes: Hypercontractivity, Cosiness, and Noise Stability
Abstract
- Volume 1, 1996 - Articles
Percolation Beyond Z^d, Many Questions And a Few Answers
Abstract
Jason Schweinsberg, University of California, Berkeley
- Volume 5, 2000 - Articles
A Necessary and Sufficient Condition for the Lambda-Coalescent to Come Down from Infinity.
Abstract
Arnab Sen, University of California, Berkeley
- Volume 12, 2007 - Articles
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Abstract
Steven J. Sepanski, Saginaw Valley State University
- Volume 8, 2003 - Articles
A Law of the Iterated Logarithm for the Sample Covariance Matrix
Abstract
- Volume 5, 2000 - Articles
A Weak Law of Large Numbers for the Sample Covariance Matrix
Abstract
Qi-Man Shao, Hong Kong University of Sceince and Technology
- Volume 11, 2006 - Articles
Large and Moderate Deviations for Hotelling's T^2-Statistics
Abstract
Scott Roger Sheffield, Microsoft Research
- Volume 8, 2003 - Articles
Linear Speed Large Deviations for Percolation Clusters
Abstract
Yuan-Chung Sheu, Department of Applied Mathematics, National Chiao Tung University, Hsinchu, Taiwan
- Volume 14, 2009 - Articles
A note on r-balayages of matrix-exponential L'evy processes
Abstract
Zhan Shi, Université Paris VI
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
Tokuzo Shiga, Tokyo Institute of Technology
- Volume 4, 1999 - Articles
A Reversibility Problem for Fleming-Viot Processes
Abstract
Vladas Sidoravicius Sidoravicius, IMPA, Rio de Janeiro
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Thomas Simon, Humboldt-Universitat zu Berlin
- Volume 5, 2000 - Articles
Support of a Marcus equation in Dimension 1
Abstract
Gordon Slade, University of British Columbia
- Volume 13, 2008 - Articles
An extension of the inductive approach to the lace expansion
Abstract
Joan Smythe, Indiana University, USA
- Volume 10, 2005 - Articles
Poisson Thinning by Monotone Factors
Abstract
Jens Sommerauer
- Volume 14, 2009 - Articles
Moderate deviations for traces of words in a mult-matrix model
Abstract
Renming Song, University of Illinois, Urbana
- Volume 9, 2004 - Articles
Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Abstract
Alexander Soshnikov, University of California at Davis, USA
- Volume 13, 2008 - Articles
On the lower bound of the spectral norm of symmetric random matrices with independent entries
Abstract
- Volume 9, 2004 - Articles
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Abstract
Florin Soucaliuc, Université Paris-Sud
- Volume 7, 2002 - Articles
A Note on Reflecting Brownian Motions
Abstract
Dario Spano`, Department of Statistics, University of Warwick
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
Dan J. Spitzner, Department of Statistics (0439), Virginia Tech, Blacksburg, VA
- Volume 12, 2007 - Articles
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Abstract
marcus c spruill, Georgia Institute of Technology
- Volume 12, 2007 - Articles
Asymptotic Distribution of Coordinates on High Dimensional Spheres
Abstract
Jeffrey E. Steif, Chalmers University of Technology
- Volume 11, 2006 - Articles
Some results for poisoning in a catalytic model
Abstract
David Steinsaltz, University of California, Berkeley
- Volume 4, 1999 - Articles
Linear Expansion of Isotropic Brownian Flows
Abstract
orjan stenflo, Uppsala University
- Volume 13, 2008 - Articles
Perfect sampling from the limit of deterministic products of stochastic matrices
Abstract
Michael Stolz, Ruhr University Bochum
- Volume 13, 2008 - Articles
Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
Abstract
Maximilian Stroh, University of Frankfurt
- Volume 14, 2009 - Articles
A note on stochastic integration with respect to optional semimartingales
Abstract
Anja Sturm, University of Delaware
- Volume 13, 2008 - Articles
Tightness of voter model interfaces
Abstract
Karl-Theodor Sturm, Institute for applied mathematics, University of Bonn
- Volume 12, 2007 - Articles
A counterexample for the optimality of Kendall-Cranston coupling
Abstract
Aidan Sudbury, Monash University
- Volume 11, 2006 - Articles
Some results for poisoning in a catalytic model
Abstract
Jan M. Swart, University of Erlangen-Nuremberg
- Volume 6, 2001 - Articles
A 2-Dimensional SDE Whose Solutions are Not Unique
Abstract
Jan M. Swart, UTIA AV CR
- Volume 13, 2008 - Articles
Tightness of voter model interfaces
Abstract
T
Masayoshi Takeda, Tohoku University, Mathematical Institute
- Volume 15, 2010 - Articles
Feynman-Kac Penalisations of Symmetric Stable Processes
Abstract
Anna Talarczyk, Institute of Mathematics, University of Warsaw
- Volume 15, 2010 - Articles
Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
Abstract
- Volume 12, 2007 - Articles
Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems
Abstract
Denis TALAY, INRIA Sophia Antipolis Méditérannée
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Hideki Tanemura, Chiba university
- Volume 8, 2003 - Articles
Noncolliding Brownian motions and Harish-Chandra formula
Abstract
- Volume 2, 1997 - Articles
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Abstract
Setsuo Taniguchi, Kyushu University
- Volume 11, 2006 - Articles
On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval
Abstract
Augusto Q. Teixeira, Instituto de Matemática Pura e Aplicada
- Volume 13, 2008 - Articles
Last Passage Percolation in Macroscopically Inhomogeneous Media
Abstract
András Telcs, International Business School Budapest
- Volume 5, 2000 - Articles
Transition Probability Estimates for Reversible Markov Chains
Abstract
Revaz NIkoloz Tevzadze
- Volume 11, 2006 - Articles
An Exponential Martingale Equation
Abstract
Anton Thalmaier, University of Bonn
- Volume 3, 1998 - Articles
Some Remarks on the Heat Flow for Functions and Forms
Abstract
Duquesne Thomas, Université Pierre et Marie Curie
- Volume 14, 2009 - Articles
On the re-rooting invariance property of Lévy trees
Abstract
Adam Timar, Indiana University
- Volume 9, 2004 - Articles
Tree and Grid factors of General Point processes
Abstract
Samy Tindel
- Volume 15, 2010 - Articles
Weak approximation of fractional SDEs: the Donsker setting
Abstract
Craig A Tracy, University of California, Davis
- Volume 8, 2003 - Articles
A System of Differential Equations for the Airy Process
Abstract
R. Tribe, University of Warwick
- Volume 10, 2005 - Articles
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Abstract
Boris Tsirelson, Tel Aviv University
- Volume 4, 1999 - Articles
Trees, Not Cubes: Hypercontractivity, Cosiness, and Noise Stability
Abstract
Luciano Tubaro, Dept. Mathematics- University of Trento
- Volume 12, 2007 - Articles
A modified Kardar--Parisi--Zhang model
Abstract
Ciprian A. Tudor, Universte de Paris 1
- Volume 14, 2009 - Articles
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Abstract
U
Yohei Ueda, Keio University
- Volume 15, 2010 - Articles
Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
Abstract
Toshihiro Uemura, University of Hyogo
- Volume 12, 2007 - Articles
On an extension of jump-type symmetric Dirichlet forms
Abstract
Jeremie M Unterberger, Institut Elie Cartan de Nancy - Universite Henri Poincare - Nancy (France)
- Volume 15, 2010 - Articles
Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion
Abstract
V
Marina Vachkovskaia, Universidade de Campinas, Brasil
- Volume 10, 2005 - Articles
Random Walk Attracted by Percolation Clusters
Abstract
Sreekar Vadlamani, Technion - Israel Institute of Technology
- Volume 11, 2006 - Articles
Global geometry under isotropic Brownian flows
Abstract
Balint Vagvolgyi, Vrije Universiteit
- Volume 12, 2007 - Articles
The size of a pond in 2D invasion percolation
Abstract
Remco van der Hofstad, Eindhoven University of Technology
- Volume 13, 2008 - Articles
An extension of the inductive approach to the lace expansion
Abstract
Remco W van der Hofstad, Technische Universiteit Eindhoven
- Volume 14, 2009 - Articles
A local limit theorem for the critical random graph
Abstract
Ramon Van Handel, Princeton University
- Volume 13, 2008 - Articles
Discrete time nonlinear filters with informative observations are stable
Abstract
J.S.H. VAN LEEUWAARDEN, Eindhoven University of Technology and EURANDOM
- Volume 14, 2009 - Articles
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Abstract
Alexander Vandenberg-Rodes, UC Los Angeles
- Volume 15, 2010 - Articles
A limit theorem for particle current in the symmetric exclusion process
Abstract
Veeravalli S Varadarajan, University of California Los Angeles
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
Yvan Velenik, Université de Genève
- Volume 15, 2010 - Articles
Scaling Limit of the Prudent Walk
Abstract
Mark Christiaan Veraar, TU Delft
- Volume 12, 2007 - Articles
Some remarks on tangent martingale difference sequences in L1-spaces
Abstract
Le Prince Vincent
- Volume 13, 2008 - Articles
A relation between dimension of the harmonic measure, entropy and drift for a random walk on a hyperbolic space
Abstract
Bálint Virág, MIT
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
Max-K. von Renesse, TU (Berlin)
- Volume 14, 2009 - Articles
Harnack Inequality for Functional SDEs with Bounded Memory
Abstract
Zoran Vondracek, University of Zagreb
- Volume 13, 2008 - Articles
On the relationship between subordinate killed and killed subordinate processes
Abstract
Vladimir Vovk, Royal Holloway, University of London
- Volume 13, 2008 - Articles
Continuous-time trading and the emergence of volatility
Abstract
W
Alexander Walsh, LPMA, Université Paris 6
- Volume 14, 2009 - Articles
An optimal Itô formula for Lévy processes
Abstract
Hao Wang, University of Oregon
- Volume 7, 2002 - Articles
State Classification for a Class of Interacting Superprocesses with Location Dependent Branching
Abstract
Jian Wang, School of Mathematics and Computer Science, Fujian Normal University
- Volume 14, 2009 - Articles
First Eigenvalue of One-dimensional Diffusion Processes
Abstract
Longmin Wang, Nankai University, P. R. China
- Volume 10, 2005 - Articles
Motion of a Rigid Body under Random Perturbation
Abstract
Jon Warren, University of Warwick
- Volume 4, 1999 - Articles
On a Result of David Aldous Concerning the Trees in a Conditioned Excursion
Abstract
Ananda P. Weerasinghe, Iowa State University
- Volume 11, 2006 - Articles
A Controller And A Stopper Game With Degenerate Variance Control
Abstract
Nicholas Weininger, Rutgers University
- Volume 8, 2003 - Articles
Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events
Abstract
Wendelin Werner, Université Paris-Sud and IUF
- Volume 7, 2002 - Articles
A Note on Reflecting Brownian Motions
Abstract
- Volume 1, 1996 - Articles
Bounds for Disconnection Exponents
Abstract
- Volume 1, 1996 - Articles
Simulations and Conjectures for Disconnection Exponents
Abstract
Jacek Wesolowski, Politechnika Warszawska
- Volume 7, 2002 - Articles
Asymptotics for Products of Sums and U-statistics
Abstract
David White, University of Washington
- Volume 9, 2004 - Articles
A Gaussian Oscillator
Abstract
Harold Widom, University of California, Santa Cruz
- Volume 8, 2003 - Articles
A System of Differential Equations for the Airy Process
Abstract
Stephen J. Wills, University of Nottingham
- Volume 5, 2000 - Articles
Mild Solutions of Quantum Stochastic Differential Equations
Abstract
David Bruce Wilson, Microsoft Research
- Volume 8, 2003 - Articles
Mixing Time of the Rudvalis Shuffle
Abstract
- Volume 8, 2003 - Articles
Excited Random Walk
Abstract
David Windisch, ETH Zurich
- Volume 13, 2008 - Articles
Random walk on a discrete torus and random interlacements
Abstract
Liming Wu, Wuhan University
- Volume 13, 2008 - Articles
Large deviation principles for Markov processes via Phi-Sobolev inequalities
Abstract
Zhixin Wu, DePauw University
- Volume 14, 2009 - Articles
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
Abstract
Johan Wästlund, Department of Mathematical Sciences, Chalmers University of Technology, Göteborg, Sweden
- Volume 13, 2008 - Articles
Random matching problems on the complete graph
Abstract
Johan Wästlund, Chalmers University of Technology
- Volume 15, 2010 - Articles
Partially ordered secretaries
Abstract
- Volume 14, 2009 - Articles
An easy proof of the ζ(2) limit in the random assignment problem
Abstract
X
Jie Xiong, University of Tennessee
- Volume 7, 2002 - Articles
Large Deviations and Quasi-Potential of a Fleming-Viot Process
Abstract
Jie Xiong, University of Tennessee
- Volume 9, 2004 - Articles
Long-term behavior for superprocesses over a stochastic flow
Abstract
Lin Xu, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Y
Ariel Yadin, Weizmann Institute
- Volume 14, 2009 - Articles
Rate of Escape of the Mixer Chain
Abstract
- Volume 12, 2007 - Articles
Maximal Arithmetic Progressions in Random Subsets
Abstract
Ming Yang, Columbia University
- Volume 11, 2006 - Articles
A short proof of the Hausdorff dimension formula for Levy processes
Abstract
Ming Yang, Department of Mathematics, University of Illinois
- Volume 12, 2007 - Articles
On a theorem in multi-parameter potential theory
Abstract
Lihua Yao, CTB-McGraw-Hill
- Volume 4, 1999 - Articles
A Reversibility Problem for Fleming-Viot Processes
Abstract
Nian Yao, Wuhan University
- Volume 13, 2008 - Articles
Large deviation principles for Markov processes via Phi-Sobolev inequalities
Abstract
Marc Yor, Universite Pierre et Marie Curie
- Volume 7, 2002 - Articles
A Representation for Non-Colliding Random Walks
Abstract
- Volume 6, 2001 - Articles
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Abstract
- Volume 4, 1999 - Articles
Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's 2M-X Theorem
Abstract
Marc Yor, Universit'e Pierre et Marie Curie, Paris, France
- Volume 11, 2006 - Articles
A note on a.s. finiteness of perpetual integral functionals of difusions
Abstract
Nobuo Yoshida, Kyoto University
- Volume 15, 2010 - Articles
A Note on the Diffusive Scaling Limit for a Class of Linear Systems
Abstract
Joseph Elliott Yukich, Lehigh University
- Volume 13, 2008 - Articles
Limit theorems for multi-dimensional random quantizers
Abstract
Z
Noureddine Lanjri Zaïdi, Université Ibn Tofaïl, Kénitra, Maroc
- Volume 8, 2003 - Articles
Smoothness of the law of the supremum of the fractional Brownian motion
Abstract
Tomasz Zak, Wroclaw University of Technology
- Volume 3, 1998 - Articles
Uniform Upper Bound for a Stable Measure of a Small Ball
Abstract
Ingrid-Mona Zamfirescu, City University of New York, USA
- Volume 11, 2006 - Articles
Strong Approximation for Mixing Sequences with Infinite Variance
Abstract
Harry van Zanten, Vrije Universiteit Amsterdam
- Volume 13, 2008 - Articles
A remark on the equivalence of Gaussian processes
Abstract
- Volume 7, 2002 - Articles
Continuous Ocone Martingales as Weak Limits of Rescaled Martingales
Abstract
0fer Zeitouni, Technion
- Volume 5, 2000 - Articles
Concentration of the Spectral Measure for Large Matrices
Abstract
Ofer Zeitouni, Technion - Israel Institute of Technology
- Volume 1, 1996 - Articles
Transportation Approach to Some Concentration Inequalities in Product Spaces
Abstract
Martin P. W. Zerner, Stanford University
- Volume 7, 2002 - Articles
A Non-Ballistic Law of Large Numbers for Random Walks in I.I.D. Random Environment
Abstract
Martin P.W. Zerner, University of Tuebingen
- Volume 12, 2007 - Articles
The zero-one law for planar random walks in i.i.d. random environments revisited
Abstract
- Volume 11, 2006 - Articles
Recurrence and transience of excited random walks on $Z^d$ and strips
Abstract
Li-Xin Zhang, Zhejiang University
- Volume 12, 2007 - Articles
A note on the invariance principle of the product of sums of random variables
Abstract
Xiaowen Zhou, University of California at Berkeley
- Volume 4, 1999 - Articles
Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Abstract
xiaowen zhou, Concordia University
- Volume 15, 2010 - Articles
Almost sure finiteness for the total occupation time of an (d,α,β)-superprocess
Abstract
Joel Zinn, Texas A&M University
- Volume 10, 2005 - Articles
Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70--81)
Abstract
Electronic Communications in Probability. ISSN: 1083-589X