@Preamble{
"\ifx \undefined \cprime \def \cprime {$'$}\fi" #
"\ifx \undefined \flqq \def \flqq {\ifmmode \ll \else \leavevmode \raise 0.2ex \hbox{$\scriptscriptstyle \ll $}\fi}\fi" #
"\ifx \undefined \frqq \def \frqq {\ifmmode \gg \else \leavevmode \raise 0.2ex \hbox{$\scriptscriptstyle \gg $}\fi}\fi" #
"\ifx \undefined \k \let \k = \c \fi" #
"\ifx \undefined \mathbb \def \mathbb #1{{\bf #1}}\fi" #
"\ifx \undefined \mathcal \def \mathcal #1{{\cal #1}}\fi" #
"\ifx \undefined \mathfrak \let \mathfrak = \mathcal \fi" #
"\ifx \undefined \mathscr \def \mathscr #1{{\cal #1}}\fi" #
"\ifx \undefined \text \def \text #1{{\hbox{\rm #1}}}\fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-ELECTRON-J-PROBAB = "Electronic Journal of Probability"}
@Article{Khoshnevisan:1996:LCS,
author = "Davar Khoshnevisan",
title = "{L{\'e}vy} classes and self-normalization",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "1:1--1:18",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-1",
ISSN = "1083-6489",
MRclass = "60F15 (60J15 60J45 60J55)",
MRnumber = "1386293 (97h:60024)",
MRreviewer = "Qi Man Shao",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1;
http://www.math.washington.edu/~ejpecp/EjpVol1/paper1.abs.html",
abstract = "We prove a Chung's law of the iterated logarithm for
recurrent linear Markov processes. In order to attain
this level of generality, our normalization is random.
In particular, when the Markov process in question is a
diffusion, we obtain the integral test corresponding to
a law of the iterated logarithm due to Knight.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Self-normalization, Levy Classes",
}
@Article{Lawler:1996:HDC,
author = "Gregory F. Lawler",
title = "{Hausdorff} dimension of cut points for {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "2:1--2:20",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-2",
ISSN = "1083-6489",
MRclass = "60J65",
MRnumber = "1386294 (97g:60111)",
MRreviewer = "Paul McGill",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2",
abstract = "Let $B$ be a Brownian motion in $ R^d$, $ d = 2, 3$. A
time $ t \in [0, 1]$ is called a cut time for $ B[0,
1]$ if $ B[0, t) \cap B(t, 1] = \emptyset $. We show
that the Hausdorff dimension of the set of cut times
equals $ 1 - \zeta $, where $ \zeta = \zeta_d$ is the
intersection exponent. The theorem, combined with known
estimates on $ \zeta_3$, shows that the percolation
dimension of Brownian motion (the minimal Hausdorff
dimension of a subpath of a Brownian path) is strictly
greater than one in $ R^3$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, Hausdorff dimension, cut points,
intersection exponent",
}
@Article{Bass:1996:EEB,
author = "Richard F. Bass and Krzysztof Burdzy",
title = "Eigenvalue expansions for {Brownian} motion with an
application to occupation times",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "3:1--3:19",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-3",
ISSN = "1083-6489",
MRclass = "60J65",
MRnumber = "1386295 (97c:60201)",
MRreviewer = "Zhong Xin Zhao",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3;
http://www.math.washington.edu/~ejpecp/EjpVol1/paper3.abs.html",
abstract = "Let $B$ be a Borel subset of $ R^d$ with finite
volume. We give an eigenvalue expansion for the
transition densities of Brownian motion killed on
exiting $B$. Let $ A_1$ be the time spent by Brownian
motion in a closed cone with vertex $0$ until time one.
We show that $ \lim_{u \to 0} \log P^0 (A_1 < u) / \log
u = 1 / \xi $ where $ \xi $ is defined in terms of the
first eigenvalue of the Laplacian in a compact domain.
Eigenvalues of the Laplacian in open and closed sets
are compared.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, eigenfunction expansion, eigenvalues,
arcsine law",
}
@Article{Pitman:1996:RDD,
author = "Jim Pitman and Marc Yor",
title = "Random Discrete Distributions Derived from
Self-Similar Random Sets",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "4:1--4:28",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-4",
ISSN = "1083-6489",
MRclass = "60D05",
MRnumber = "1386296 (98i:60010)",
MRreviewer = "Bert Fristedt",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4",
abstract = "A model is proposed for a decreasing sequence of
random variables $ (V_1, V_2, \cdots) $ with $ \sum_n
V_n = 1 $, which generalizes the Poisson--Dirichlet
distribution and the distribution of ranked lengths of
excursions of a Brownian motion or recurrent Bessel
process. Let $ V_n $ be the length of the $n$ th
longest component interval of $ [0, 1] \backslash Z$,
where $Z$ is an a.s. non-empty random closed of $ (0,
\infty)$ of Lebesgue measure $0$, and $Z$ is
self-similar, i.e., $ c Z$ has the same distribution as
$Z$ for every $ c > 0$. Then for $ 0 \leq a < b \leq 1$
the expected number of $n$'s such that $ V_n \in (a,
b)$ equals $ \int_a^b v^{-1} F(d v)$ where the
structural distribution $F$ is identical to the
distribution of $ 1 - \sup (Z \cap [0, 1])$. Then $ F(d
v) = f(v)d v$ where $ (1 - v) f(v)$ is a decreasing
function of $v$, and every such probability
distribution $F$ on $ [0, 1]$ can arise from this
construction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "interval partition, zero set, excursion lengths,
regenerative set, structural distribution",
}
@Article{Seppalainen:1996:MMB,
author = "Timo Sepp{\"a}l{\"a}inen",
title = "A microscopic model for the {Burgers} equation and
longest increasing subsequences",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "5:1--5:51",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-5",
ISSN = "1083-6489",
MRclass = "60K35 (35Q53 60C05 82C22)",
MRnumber = "1386297 (97d:60162)",
MRreviewer = "Shui Feng",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/5",
abstract = "We introduce an interacting random process related to
Ulam's problem, or finding the limit of the normalized
longest increasing subsequence of a random permutation.
The process describes the evolution of a configuration
of sticks on the sites of the one-dimensional integer
lattice. Our main result is a hydrodynamic scaling
limit: The empirical stick profile converges to a weak
solution of the inviscid Burgers equation under a
scaling of lattice space and time. The stick process is
also an alternative view of Hammersley's particle
system that Aldous and Diaconis used to give a new
solution to Ulam's problem. Along the way to the
scaling limit we produce another independent solution
to this question. The heart of the proof is that
individual paths of the stochastic process evolve under
a semigroup action which under the scaling turns into
the corresponding action for the Burgers equation,
known as the Lax formula. In a separate appendix we use
the Lax formula to give an existence and uniqueness
proof for scalar conservation laws with initial data
given by a Radon measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hydrodynamic scaling limit, Ulam's problem,
Hammersley's process, nonlinear conservation law, the
Burgers equation, the Lax formula",
}
@Article{Fleischmann:1996:TSA,
author = "Klaus Fleischmann and Andreas Greven",
title = "Time-Space Analysis of the Cluster-Formation in
Interacting Diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "6:1--6:46",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-6",
ISSN = "1083-6489",
MRclass = "60K35 (60J60)",
MRnumber = "1386298 (97e:60151)",
MRreviewer = "Ingemar Kaj",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/6",
abstract = "A countable system of linearly interacting diffusions
on the interval [0, 1], indexed by a hierarchical group
is investigated. A particular choice of the
interactions guarantees that we are in the diffusive
clustering regime, that is spatial clusters of
components with values all close to 0 or all close to 1
grow in various different scales. We studied this
phenomenon in [FG94]. In the present paper we analyze
the evolution of single components and of clusters over
time. First we focus on the time picture of a single
component and find that components close to 0 or close
to 1 at a late time have had this property for a large
time of random order of magnitude, which nevertheless
is small compared with the age of the system. The
asymptotic distribution of the suitably scaled duration
a component was close to a boundary point is
calculated. Second we study the history of spatial 0-
or 1-clusters by means of time scaled block averages
and time-space-thinning procedures. The scaled age of a
cluster is again of a random order of magnitude. Third,
we construct a transformed Fisher--Wright tree, which
(in the long-time limit) describes the structure of the
space-time process associated with our system. All
described phenomena are independent of the diffusion
coefficient and occur for a large class of initial
configurations (universality).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "interacting diffusion, clustering, infinite particle
system, delayed coalescing random walk with
immigration, transformed Fisher--Wright tree, low
dimensional systems, ensemble of log-coalescents",
}
@Article{Bryc:1996:CMR,
author = "W{\l}odzimierz Bryc",
title = "Conditional Moment Representations for Dependent
Random Variables",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "7:1--7:14",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-7",
ISSN = "1083-6489",
MRclass = "60A10 (60B99 60E15 62J12)",
MRnumber = "1386299 (97j:60004)",
MRreviewer = "M. M. Rao",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/7",
abstract = "The question considered in this paper is which
sequences of $p$-integrable random variables can be
represented as conditional expectations of a fixed
random variable with respect to a given sequence of
sigma-fields. For finite families of sigma-fields,
explicit inequality equivalent to solvability is
stated; sufficient conditions are given for finite and
infinite families of sigma-fields, and explicit
expansions are presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "alternating conditional expectation, inverse problems,
ACE",
}
@Article{Liao:1996:ASE,
author = "Xiao Xin Liao and Xuerong Mao",
title = "Almost Sure Exponential Stability of Neutral
Differential Difference Equations with Damped
Stochastic Perturbations",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "8:1--8:16",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-8",
ISSN = "1083-6489",
MRclass = "60H10 (34K40)",
MRnumber = "1386300 (97d:60100)",
MRreviewer = "Tom{\'a}s Caraballo",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/8",
abstract = "In this paper we shall discuss the almost sure
exponential stability for a neutral differential
difference equation with damped stochastic
perturbations of the form $ d[x(t) - G(x(t - \tau))] =
f(t, x(t), x(t - \tau))d t + \sigma (t) d w(t) $.
Several interesting examples are also given for
illustration. It should be pointed out that our results
are even new in the case when $ \sigma (t) \equiv 0 $,
i.e., for deterministic neutral differential difference
equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "neutral equations, stochastic perturbation,
exponential martingale inequality, Borel--Cantelli's
lemma, Lyapunov exponent",
}
@Article{Roberts:1996:QBC,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Quantitative bounds for convergence rates of
continuous time {Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "9:1--9:21",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-9",
ISSN = "1083-6489",
MRclass = "60J25",
MRnumber = "1423462 (97k:60198)",
MRreviewer = "Mu Fa Chen",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/9",
abstract = "We develop quantitative bounds on rates of convergence
for continuous-time Markov processes on general state
spaces. Our methods involve coupling and
shift-coupling, and make use of minorization and drift
conditions. In particular, we use auxiliary coupling to
establish the existence of small (or pseudo-small)
sets. We apply our method to some diffusion examples.
We are motivated by interest in the use of Langevin
diffusions for Monte Carlo simulation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov process, rates of convergence, coupling,
shift-coupling, minorization condition, drift
condition",
}
@Article{Arous:1996:MTD,
author = "G{\'e}rard Ben Arous and Rapha{\"e}l Cerf",
title = "Metastability of the Three Dimensional {Ising} Model
on a Torus at Very Low Temperatures",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "10:1--10:55",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-10",
ISSN = "1083-6489",
MRclass = "82C44 (05B50 60J10 60K35)",
MRnumber = "1423463 (98a:82086)",
MRreviewer = "Peter Eichelsbacher",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/10;
http://www.math.washington.edu/~ejpecp/EjpVol1/paper10.abs.html",
abstract = "We study the metastability of the stochastic three
dimensional Ising model on a finite torus under a small
positive magnetic field at very low temperatures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Ising, metastability, droplet, Freidlin--Wentzell
theory, large deviations",
}
@Article{Bass:1996:USE,
author = "Richard F. Bass",
title = "Uniqueness for the {Skorokhod} equation with normal
reflection in {Lipschitz} domains",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "11:1--11:29",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-11",
ISSN = "1083-6489",
MRclass = "60J60 (60J50)",
MRnumber = "1423464 (98d:60155)",
MRreviewer = "Zhen-Qing Chen",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/11;
http://www.math.washington.edu/~ejpecp/EjpVol1/paper11.abs.html",
abstract = "We consider the Skorokhod equation\par
$$ d X_t = d W_t + (1 / 2) \nu (X_t), d L_t $$
in a domain $D$, where $ W_t$ is Brownian motion in $
R^d$, $ \nu $ is the inward pointing normal vector on
the boundary of $D$, and $ L_t$ is the local time on
the boundary. The solution to this equation is
reflecting Brownian motion in $D$. In this paper we
show that in Lipschitz domains the solution to the
Skorokhod equation is unique in law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Lipschitz domains, Neumann problem, reflecting
Brownian motion, mixed boundary problem, Skorokhod
equation, weak uniqueness, uniqueness in law,
submartingale problem",
}
@Article{Gravner:1996:PTT,
author = "Janko Gravner",
title = "Percolation Times in Two-Dimensional Models For
Excitable Media",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "12:1--12:19",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-12",
ISSN = "1083-6489",
MRclass = "60K35 (90C27)",
MRnumber = "1423465 (98c:60141)",
MRreviewer = "Rahul Roy",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/12",
abstract = "The three-color {\em Greenberg--Hastings model (GHM) }
is a simple cellular automaton model for an excitable
medium. Each site on the lattice $ Z^2 $ is initially
assigned one of the states 0, 1 or 2. At each tick of a
discrete--time clock, the configuration changes
according to the following synchronous rule: changes $
1 \to 2 $ and $ 2 \to 0 $ are automatic, while an $x$
in state 0 may either stay in the same state or change
to 1, the latter possibility occurring iff there is at
least one representative of state 1 in the local
neighborhood of $x$. Starting from a product measure
with just 1's and 0's such dynamics quickly die out
(turn into 0's), but not before 1's manage to form
infinite connected sets. A very precise description of
this ``transient percolation'' phenomenon can be
obtained when the neighborhood of $x$ consists of 8
nearest points, the case first investigated by S.
Fraser and R. Kapral. In addition, first percolation
times for related monotone models are addressed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "additive growth dynamics, excitable media,
Greenberg--Hastings model, percolation",
}
@Article{Lawler:1996:CTS,
author = "Gregory F. Lawler",
title = "Cut Times for Simple Random Walk",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "13:1--13:24",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-13",
ISSN = "1083-6489",
MRclass = "60J15 (60J65)",
MRnumber = "1423466 (97i:60088)",
MRreviewer = "Thomas Polaski",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/13",
abstract = "Let $ S(n) $ be a simple random walk taking values in
$ Z^d $. A time $n$ is called a cut time if \par
$$ S[0, n] \cap S[n + 1, \infty) = \emptyset . $$
We show that in three dimensions the number of cut
times less than $n$ grows like $ n^{1 - \zeta }$ where
$ \zeta = \zeta_d$ is the intersection exponent. As
part of the proof we show that in two or three
dimensions \par
$$ P(S[0, n] \cap S[n + 1, 2 n] = \emptyset) \sim n^{-
\zeta }, $$
where $ \sim $ denotes that each side is bounded by a
constant times the other side.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, cut points, intersection exponent",
}
@Article{Dawson:1996:MST,
author = "Donald A. Dawson and Andreas Greven",
title = "Multiple Space-Time Scale Analysis For Interacting
Branching Models",
journal = j-ELECTRON-J-PROBAB,
volume = "1",
pages = "14:1--14:84",
year = "1996",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v1-14",
ISSN = "1083-6489",
MRclass = "60K35 (60J80)",
MRnumber = "1423467 (97m:60148)",
MRreviewer = "Jean Vaillancourt",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/14",
abstract = "We study a class of systems of countably many linearly
interacting diffusions whose components take values in
$ [0, \inf) $ and which in particular includes the case
of interacting (via migration) systems of Feller's
continuous state branching diffusions. The components
are labelled by a hierarchical group. The longterm
behaviour of this system is analysed by considering
space-time renormalised systems in a combination of
slow and fast time scales and in the limit as an
interaction parameter goes to infinity. This leads to a
new perspective on the large scale behaviour (in space
and time) of critical branching systems in both the
persistent and non-persistent cases and including that
of the associated historical process. Furthermore we
obtain an example for a rigorous renormalization
analysis.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching processes, interacting diffusions, super
random walk, renormalization, historical processes",
}
@Article{Takacs:1997:RWP,
author = "Christiane Takacs",
title = "Random Walk on Periodic Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "1:1--1:16",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-15",
ISSN = "1083-6489",
MRclass = "60J15",
MRnumber = "1436761 (97m:60101)",
MRreviewer = "Jochen Geiger",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/15",
abstract = "Following Lyons (1990, Random Walks and Percolation on
Trees) we define a periodic tree, restate its branching
number and consider a biased random walk on it. In the
case of a transient walk, we describe the
walk-invariant random periodic tree and calculate the
asymptotic rate of escape (speed) of the walk. This is
achieved by exploiting the connections between random
walks and electric networks.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Trees, Random Walk, Speed",
}
@Article{Rosen:1997:LIL,
author = "Jay Rosen",
title = "Laws of the Iterated Logarithm for Triple
Intersections of Three Dimensional Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "2:1--2:32",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-16",
ISSN = "1083-6489",
MRclass = "60F15 (60J15)",
MRnumber = "1444245 (98d:60063)",
MRreviewer = "Karl Grill",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/16",
abstract = "Let $ X = X_n, X' = X'_n $, and $ X'' = X''_n $, $ n
\geq 1 $, be three independent copies of a symmetric
three dimensional random walk with $ E(|X_1 |^2 \log_+
|X_1 |) $ finite. In this paper we study the
asymptotics of $ I_n $, the number of triple
intersections up to step $n$ of the paths of $ X, X'$
and $ X''$ as $n$ goes to infinity. Our main result
says that the limsup of $ I_n$ divided by $ \log (n)
\log_3 (n)$ is equal to $ 1 \over \pi |Q|$, a.s., where
$Q$ denotes the covariance matrix of $ X_1$. A similar
result holds for $ J_n$, the number of points in the
triple intersection of the ranges of $ X, X'$ and $
X''$ up to step $n$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walks, intersections",
}
@Article{Abraham:1997:APB,
author = "Romain Abraham and Wendelin Werner",
title = "Avoiding-probabilities for {Brownian} snakes and
super-{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "3:1--3:27",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-17",
ISSN = "1083-6489",
MRclass = "60J25 (60G57)",
MRnumber = "1447333 (98j:60100)",
MRreviewer = "John Verzani",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/17",
abstract = "We investigate the asymptotic behaviour of the
probability that a normalized $d$-dimensional Brownian
snake (for instance when the life-time process is an
excursion of height 1) avoids 0 when starting at
distance $ \varepsilon $ from the origin. In particular
we show that when $ \varepsilon $ tends to 0, this
probability respectively behaves (up to multiplicative
constants) like $ \varepsilon^4$, $ \varepsilon^{2
\sqrt {2}}$ and $ \varepsilon^{(\sqrt {17} - 1) / 2}$,
when $ d = 1$, $ d = 2$ and $ d = 3$. Analogous results
are derived for super-Brownian motion started from $
\delta_x$ (conditioned to survive until some time) when
the modulus of $x$ tends to 0.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian snakes, superprocesses, non-linear
differential equations",
}
@Article{Jakubowski:1997:NST,
author = "Adam Jakubowski",
title = "A non-{Skorohod} topology on the {Skorohod} space",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "4:1--4:21",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-18",
ISSN = "1083-6489",
MRclass = "60F17 (60B05 60B10 60G17)",
MRnumber = "1475862 (98k:60046)",
MRreviewer = "Ireneusz Szyszkowski",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/18",
abstract = "A new topology (called $S$) is defined on the space
$D$ of functions $ x \colon [0, 1] \to R^1$ which are
right-continuous and admit limits from the left at each
$ t > 0$. Although $S$ cannot be metricized, it is
quite natural and shares many useful properties with
the traditional Skorohod's topologies $ J_1$ and $
M_1$. In particular, on the space $ P(D)$ of laws of
stochastic processes with trajectories in $D$ the
topology $S$ induces a sequential topology for which
both the direct and the converse Prokhorov's theorems
are valid, the a.s. Skorohod representation for
subsequences exists and finite dimensional convergence
outside a countable set holds.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Skorohod space, Skorohod representation, convergence
in distribution, sequential spaces, semimartingales",
}
@Article{Arcones:1997:LIL,
author = "Miguel A. Arcones",
title = "The Law of the Iterated Logarithm for a Triangular
Array of Empirical Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "5:1--5:39",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-19",
ISSN = "1083-6489",
MRclass = "60B12 (60F15)",
MRnumber = "1475863 (98k:60006)",
MRreviewer = "Winfried Stute",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/19",
abstract = "We study the compact law of the iterated logarithm for
a certain type of triangular arrays of empirical
processes, appearing in statistics (M-estimators,
regression, density estimation, etc). We give necessary
and sufficient conditions for the law of the iterated
logarithm of these processes of the type of conditions
used in Ledoux and Talagrand (1991): convergence in
probability, tail conditions and total boundedness of
the parameter space with respect to certain
pseudometric. As an application, we consider the law of
the iterated logarithm for a class of density
estimators. We obtain the order of the optimal window
for the law of the iterated logarithm of density
estimators. We also consider the compact law of the
iterated logarithm for kernel density estimators when
they have large deviations similar to those of a
Poisson process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Empirical process, law of the iterated logarithm,
triangular array, density estimation",
}
@Article{Bertoin:1997:CPV,
author = "Jean Bertoin",
title = "{Cauchy}'s Principal Value of Local Times of
{L{\'e}vy} Processes with no Negative Jumps via
Continuous Branching Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "6:1--6:12",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-20",
ISSN = "1083-6489",
MRclass = "60J30 (60J55)",
MRnumber = "1475864 (99b:60120)",
MRreviewer = "N. H. Bingham",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/20",
abstract = "Let $X$ be a recurrent L{\'e}vy process with no
negative jumps and $n$ the measure of its excursions
away from $0$. Using Lamperti's connection that links
$X$ to a continuous state branching process, we
determine the joint distribution under $n$ of the
variables $ C^+_T = \int_0^T{\bf 1}_{{X_s >
0}}X_s^{-1}d s$ and $ C^-_T = \int_0^T{\bf 1}_{{X_s <
0}}|X_s|^{-1}d s$, where $T$ denotes the duration of
the excursion. This provides a new insight on an
identity of Fitzsimmons and Getoor on the Hilbert
transform of the local times of $X$. Further results in
the same vein are also discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cauchy's principal value, L{\'e}vy process with no
negative jumps, branching process",
}
@Article{Mueller:1997:FWR,
author = "Carl Mueller and Roger Tribe",
title = "Finite Width For a Random Stationary Interface",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "7:1--7:27",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-21",
ISSN = "1083-6489",
MRclass = "60H15 (35R60)",
MRnumber = "1485116 (99g:60106)",
MRreviewer = "Richard B. Sowers",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/21",
abstract = "We study the asymptotic shape of the solution $ u(t,
x) \in [0, 1] $ to a one-dimensional heat equation with
a multiplicative white noise term. At time zero the
solution is an interface, that is $ u(0, x) $ is 0 for
all large positive $x$ and $ u(0, x)$ is 1 for all
large negative $x$. The special form of the noise term
preserves this property at all times $ t \geq 0$. The
main result is that, in contrast to the deterministic
heat equation, the width of the interface remains
stochastically bounded.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equations, duality,
travelling waves, white noise",
}
@Article{Kager:1997:GOS,
author = "Gerald Kager and Michael Scheutzow",
title = "Generation of One-Sided Random Dynamical Systems by
Stochastic Differential Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "2",
pages = "8:1--8:17",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v2-22",
ISSN = "1083-6489",
MRclass = "60H10 (28D10 34C35 34F05)",
MRnumber = "1485117 (99b:60080)",
MRreviewer = "Xue Rong Mao",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/22",
abstract = "Let $Z$ be an $ R^m$-valued semimartingale with
stationary increments which is realized as a helix over
a filtered metric dynamical system $S$. Consider a
stochastic differential equation with Lipschitz
coefficients which is driven by $Z$. We show that its
solution semiflow $ \phi $ has a version for which $
\varphi (t, \omega) = \phi (0, t, \omega)$ is a cocycle
and therefore ($S$, $ \varphi $) is a random dynamical
system. Our results generalize previous results which
required $Z$ to be continuous. We also address the case
of local Lipschitz coefficients with possible blow-up
in finite time. Our abstract perfection theorems are
designed to cover also potential applications to
infinite dimensional equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic differential equation, random dynamical
system, cocycle, perfection",
}
@Article{Chaleyat-Maurel:1997:PPD,
author = "Mireille Chaleyat-Maurel and David Nualart",
title = "Points of Positive Density for Smooth Functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "1:1--1:8",
year = "1997",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-23",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/23",
abstract = "In this paper we show that the set of points where the
density of a Wiener functional is strictly positive is
an open connected set, assuming some regularity
conditions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Nondegenerate smooth Wiener functionals, Malliavin
calculus, Support of the law",
}
@Article{Chaleyat-Maurel:1998:PPD,
author = "Mireille Chaleyat-Maurel and David Nualart",
title = "Points of positive density for smooth functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "1:1--1:8",
year = "1998",
CODEN = "????",
ISSN = "1083-6489",
MRclass = "60H07",
MRnumber = "1487202 (99b:60072)",
MRreviewer = "Shi Zan Fang",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://www.math.washington.edu/~ejpecp/EjpVol3/paper1.abs.html",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hitczenko:1998:HCM,
author = "Pawe{\l} Hitczenko and Stanis{\l}aw Kwapie{\'n} and
Wenbo V. Li and Gideon Schechtman and Thomas
Schlumprecht and Joel Zinn",
title = "Hypercontractivity and Comparison of Moments of
Iterated Maxima and Minima of Independent Random
Variables",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "2:1--2:26",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-24",
ISSN = "1083-6489",
MRclass = "60B11 (52A21 60E07 60E15 60G15)",
MRnumber = "1491527 (99k:60008)",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/24",
abstract = "We provide necessary and sufficient conditions for
hypercontractivity of the minima of nonnegative, i.i.d.
random variables and of both the maxima of minima and
the minima of maxima for such r.v.'s. It turns out that
the idea of hypercontractivity for minima is closely
related to small ball probabilities and Gaussian
correlation inequalities.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hypercontractivity, comparison of moments, iterated
maxima and minima, Gaussian correlation inequalities,
small ball probabilities",
}
@Article{Aldous:1998:EBM,
author = "David Aldous and Vlada Limic",
title = "The Entrance Boundary of the Multiplicative
Coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "3:1--3:59",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-25",
ISSN = "1083-6489",
MRclass = "60J50 (60J75)",
MRnumber = "1491528 (99d:60086)",
MRreviewer = "M. G. Shur",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/25",
abstract = "The multiplicative coalescent $ X(t) $ is a $
l^2$-valued Markov process representing coalescence of
clusters of mass, where each pair of clusters merges at
rate proportional to product of masses. From random
graph asymptotics it is known (Aldous (1997)) that
there exists a {\em standard} version of this process
starting with infinitesimally small clusters at time $
- \infty $. In this paper, stochastic calculus
techniques are used to describe all versions $ (X(t); -
\infty < t < \infty)$ of the multiplicative coalescent.
Roughly, an extreme version is specified by translation
and scale parameters, and a vector $ c \in l^3$ of
relative sizes of large clusters at time $ - \infty $.
Such a version may be characterized in three ways: via
its $ t \to - \infty $ behavior, via a representation
of the marginal distribution $ X(t)$ in terms of
excursion-lengths of a L{\'e}vy-type process, or via a
weak limit of processes derived from the standard
version via a ``coloring'' construction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov process, entrance boundary, excursion, L{\'e}vy
process, random graph, stochastic coalescent, weak
convergence",
}
@Article{Cranston:1998:GEU,
author = "Michael Cranston and Yves {Le Jan}",
title = "Geometric Evolution Under Isotropic Stochastic Flow",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "4:1--4:36",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-26",
ISSN = "1083-6489",
MRclass = "60H10 (60J60)",
MRnumber = "1610230 (99c:60115)",
MRreviewer = "R{\'e}mi L{\'e}andre",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/26",
abstract = "Consider an embedded hypersurface $M$ in $ R^3$. For $
\Phi_t$ a stochastic flow of differomorphisms on $ R^3$
and $ x \in M$, set $ x_t = \Phi_t (x)$ and $ M_t =
\Phi_t (M)$. In this paper we will assume $ \Phi_t$ is
an isotropic (to be defined below) measure preserving
flow and give an explicit description by SDE's of the
evolution of the Gauss and mean curvatures, of $ M_t$
at $ x_t$. If $ \lambda_1 (t)$ and $ \lambda_2 (t)$ are
the principal curvatures of $ M_t$ at $ x_t$ then the
vector of mean curvature and Gauss curvature, $
(\lambda_1 (t) + \lambda_2 (t)$, $ \lambda_1 (t)
\lambda_2 (t))$, is a recurrent diffusion. Neither
curvature by itself is a diffusion. In a separate
addendum we treat the case of $M$ an embedded
codimension one submanifold of $ R^n$. In this case,
there are $ n - 1$ principal curvatures $ \lambda_1
(t), \ldots {}, \lambda_{n - 1} (t)$. If $ P_k, k = 1,
\dots, n - 1$ are the elementary symmetric polynomials
in $ \lambda_1, \ldots {}, \lambda_{n - 1}$, then the
vector $ (P_1 (\lambda_1 (t), \ldots {}, \lambda_{n -
1} (t)), \ldots {}, P_{n - 1} (\lambda_1 (t), \ldots
{}, \lambda_{n - 1} (t))$ is a diffusion and we compute
the generator explicitly. Again no projection of this
diffusion onto lower dimensions is a diffusion. Our
geometric study of isotropic stochastic flows is a
natural offshoot of earlier works by Baxendale and
Harris (1986), LeJan (1985, 1991) and Harris (1981).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic flows, Lyapunov exponents, principal
curvatures",
}
@Article{Evans:1998:CLT,
author = "Steven N. Evans and Edwin A. Perkins",
title = "Collision Local Times, Historical Stochastic Calculus,
and Competing Species",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "5:1--5:120",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-27",
ISSN = "1083-6489",
MRclass = "60G57 (60H99 60J55 60J80)",
MRnumber = "1615329 (99h:60098)",
MRreviewer = "Anton Wakolbinger",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/27",
abstract = "Branching measure-valued diffusion models are
investigated that can be regarded as pairs of
historical Brownian motions modified by a competitive
interaction mechanism under which individuals from each
population have their longevity or fertility adversely
affected by collisions with individuals from the other
population. For 3 or fewer spatial dimensions, such
processes are constructed using a new fixed-point
technique as the unique solution of a strong equation
driven by another pair of more explicitly constructible
measure-valued diffusions. This existence and
uniqueness is used to establish well-posedness of the
related martingale problem and hence the strong Markov
property for solutions. Previous work of the authors
has shown that in 4 or more dimensions models with the
analogous definition do not exist.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "super-process, super-Brownian motion, interaction,
local time, historical process, measure-valued Markov
branching process, stochastic calculus, martingale
measure, random measure",
xxtitle = "Collision local times, historical stochastic calculus,
and competing superprocesses",
}
@Article{Ferrari:1998:FSS,
author = "P. A. Ferrari and L. R. G. Fontes",
title = "Fluctuations of a Surface Submitted to a Random
Average Process",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "6:1--6:34",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-28",
ISSN = "1083-6489",
MRclass = "60K35",
MRnumber = "1624854 (99e:60214)",
MRreviewer = "T. M. Liggett",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/28",
abstract = "We consider a hypersurface of dimension $d$ imbedded
in a $ d + 1$ dimensional space. For each $ x \in Z^d$,
let $ \eta_t(x) \in R$ be the height of the surface at
site $x$ at time $t$. At rate $1$ the $x$-th height is
updated to a random convex combination of the heights
of the `neighbors' of $x$. The distribution of the
convex combination is translation invariant and does
not depend on the heights. This motion, named the
random average process (RAP), is one of the linear
processes introduced by Liggett (1985). Special cases
of RAP are a type of smoothing process (when the convex
combination is deterministic) and the voter model (when
the convex combination concentrates on one site chosen
at random). We start the heights located on a
hyperplane passing through the origin but different
from the trivial one $ \eta (x) \equiv 0$. We show
that, when the convex combination is neither
deterministic nor concentrating on one site, the
variance of the height at the origin at time $t$ is
proportional to the number of returns to the origin of
a symmetric random walk of dimension $d$. Under mild
conditions on the distribution of the random convex
combination, this gives variance of the order of $ t^{1
/ 2}$ in dimension $ d = 1$, $ \log t$ in dimension $ d
= 2$ and bounded in $t$ in dimensions $ d \ge 3$. We
also show that for each initial hyperplane the process
as seen from the height at the origin converges to an
invariant measure on the hyper surfaces conserving the
initial asymptotic slope. The height at the origin
satisfies a central limit theorem. To obtain the
results we use a corresponding probabilistic cellular
automaton for which similar results are derived. This
automaton corresponds to the product of (infinitely
dimensional) independent random matrices whose rows are
independent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random average process, random surfaces, product of
random matrices, linear process, voter model, smoothing
process",
}
@Article{Feyel:1998:ASS,
author = "Denis Feyel and Arnaud {de La Pradelle}",
title = "On the approximate solutions of the {Stratonovitch}
equation",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "7:1--7:14",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-29",
ISSN = "1083-6489",
MRclass = "60H07 (60G17)",
MRnumber = "1624858 (99j:60075)",
MRreviewer = "Marco Ferrante",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/29",
abstract = "We present new methods for proving the convergence of
the classical approximations of the Stratonovitch
equation. We especially make use of the fractional
Liouville-valued Sobolev space $ W^{r, p}({\cal
J}_{\alpha, p}) $. We then obtain a support theorem for
the capacity $ c_{r, p} $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stratonovitch equations, Kolmogorov lemma, quasi-sure
analysis",
}
@Article{Capinski:1998:MAS,
author = "Marek Capi{\'n}ski and Nigel J. Cutland",
title = "Measure attractors for stochastic {Navier--Stokes}
equations",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "8:1--8:15",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-30",
ISSN = "1083-6489",
MRclass = "60H15 (35B40 35Q30 35R60)",
MRnumber = "1637081 (99f:60115)",
MRreviewer = "Wilfried Grecksch",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/30",
abstract = "We show existence of measure attractors for 2-D
stochastic Navier--Stokes equations with general
multiplicative noise.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic Navier--Stokes equations, measure
attractors",
}
@Article{Kurtz:1998:MPC,
author = "Thomas G. Kurtz",
title = "Martingale problems for conditional distributions of
{Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "9:1--9:29",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-31",
ISSN = "1083-6489",
MRclass = "60J25 (60G25 60G44 60J35)",
MRnumber = "1637085 (99k:60186)",
MRreviewer = "Amarjit Budhiraja",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/31",
abstract = "Let $X$ be a Markov process with generator $A$ and let
$ Y(t) = \gamma (X(t))$. The conditional distribution $
\pi_t$ of $ X(t)$ given $ \sigma (Y(s) \colon s \leq
t)$ is characterized as a solution of a filtered
martingale problem. As a consequence, we obtain a
generator/martingale problem version of a result of
Rogers and Pitman on Markov functions. Applications
include uniqueness of filtering equations,
exchangeability of the state distribution of
vector-valued processes, verification of
quasireversibility, and uniqueness for martingale
problems for measure-valued processes. New results on
the uniqueness of forward equations, needed in the
proof of uniqueness for the filtered martingale problem
are also presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "partial observation, conditional distribution,
filtering, forward equation, martingale problem, Markov
process, Markov function, quasireversibility,
measure-valued process",
}
@Article{Kesten:1998:AAW,
author = "Harry Kesten and Vladas Sidoravicius and Yu Zhang",
title = "Almost All Words Are Seen In Critical Site Percolation
On The Triangular Lattice",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "10:1--10:75",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-32",
ISSN = "1083-6489",
MRclass = "60K35",
MRnumber = "1637089 (99j:60155)",
MRreviewer = "Rahul Roy",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/32",
abstract = "We consider critical site percolation on the
triangular lattice, that is, we choose $ X(v) = 0 $ or
1 with probability 1/2 each, independently for all
vertices $v$ of the triangular lattice. We say that a
word $ (\xi_1, \xi_2, \dots) \in \{ 0, 1 \}^{\mathbb
{N}}$ is seen in the percolation configuration if there
exists a selfavoiding path $ (v_1, v_2, \dots)$ on the
triangular lattice with $ X(v_i) = \xi_i, i \ge 1$. We
prove that with probability 1 ``almost all'' words, as
well as all periodic words, except the two words $ (1,
1, 1, \dots)$ and $ (0, 0, 0, \dots)$, are seen.
``Almost all'' words here means almost all with respect
to the measure $ \mu_\beta $ under which the $ \xi_i$
are i.i.d. with $ \mu_\beta {\xi_i = 0} = 1 - \mu_\beta
{\xi_i = 1} = \beta $ (for an arbitrary $ 0 < \beta <
1$).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Percolation, Triangular lattice",
}
@Article{Yoo:1998:USS,
author = "Hyek Yoo",
title = "On the unique solvability of some nonlinear stochastic
{PDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "11:1--11:22",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-33",
ISSN = "1083-6489",
MRclass = "60H15 (35R60)",
MRnumber = "1639464 (99h:60126)",
MRreviewer = "Bohdan Maslowski",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/33",
abstract = "The Cauchy problem for 1-dimensional nonlinear
stochastic partial differential equations is studied.
The uniqueness and existence of solutions in $ c
H^2_p(T)$-space are proved.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic PDEs, Space of Bessel potentials, Embedding
theorems",
}
@Article{Fitzsimmons:1998:MPI,
author = "P. J. Fitzsimmons",
title = "{Markov} processes with identical bridges",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "12:1--12:12",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-34",
ISSN = "1083-6489",
MRclass = "60J25 (60J35)",
MRnumber = "1641066 (99h:60142)",
MRreviewer = "Kyle Siegrist",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/34",
abstract = "Let $X$ and $Y$ be time-homogeneous Markov processes
with common state space $E$, and assume that the
transition kernels of $X$ and $Y$ admit densities with
respect to suitable reference measures. We show that if
there is a time $ t > 0$ such that, for each $ x \in
E$, the conditional distribution of $ (X_s)_{0 \le s
\leq t}$, given $ X_0 = x = X_t$, coincides with the
conditional distribution of $ (Y_s)_{0 \leq s \leq t}$,
given $ Y_0 = x = Y_t$, then the infinitesimal
generators of $X$ and $Y$ are related by $ L^Y f =
\psi^{-1}L^X(\psi f) - \lambda f$, where $ \psi $ is an
eigenfunction of $ L^X$ with eigenvalue $ \lambda \in
{\bf R}$. Under an additional continuity hypothesis,
the same conclusion obtains assuming merely that $X$
and $Y$ share a ``bridge'' law for one triple $ (x, t,
y)$. Our work extends and clarifies a recent result of
I. Benjamini and S. Lee.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bridge law, eigenfunction, transition density",
}
@Article{Davies:1998:LAE,
author = "Ian M. Davies",
title = "{Laplace} asymptotic expansions for {Gaussian}
functional integrals",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "13:1--13:19",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-35",
ISSN = "1083-6489",
MRclass = "60H05 (41A60)",
MRnumber = "1646472 (99i:60109)",
MRreviewer = "Kun Soo Chang",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/35",
abstract = "We obtain a Laplace asymptotic expansion, in orders of
$ \lambda $, of\par
$$ E^\rho_x \left \{ G(\lambda x) e^{- \lambda^{-2}
F(\lambda x)} \right \} $$
the expectation being with respect to a Gaussian
process. We extend a result of Pincus and build upon
the previous work of Davies and Truman. Our methods
differ from those of Ellis and Rosen in that we use the
supremum norm to simplify the application of the
result.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian processes, asymptotic expansions, functional
integrals",
}
@Article{Csaki:1998:LFS,
author = "Endre Cs{\'a}ki and Zhan Shi",
title = "Large favourite sites of simple random walk and the
{Wiener} process",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "14:1--14:31",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-36",
ISSN = "1083-6489",
MRclass = "60F15 (60G50 60J65)",
MRnumber = "1646468 (2000d:60050)",
MRreviewer = "Davar Khoshnevisan",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/36",
abstract = "Let $ U(n) $ denote the most visited point by a simple
symmetric random walk $ \{ S_k \}_{k \ge 0} $ in the
first $n$ steps. It is known that $ U(n)$ and $ m a
x_{0 \leq k \leq n} S_k$ satisfy the same law of the
iterated logarithm, but have different upper functions
(in the sense of P. L{\'e}vy). The distance between
them however turns out to be transient. In this paper,
we establish the exact rate of escape of this distance.
The corresponding problem for the Wiener process is
also studied.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Local time, favourite site, random walk, Wiener
process",
}
@Article{Montgomery-Smith:1998:CRM,
author = "Stephen Montgomery-Smith",
title = "Concrete Representation of Martingales",
journal = j-ELECTRON-J-PROBAB,
volume = "3",
pages = "15:1--15:15",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v3-37",
ISSN = "1083-6489",
MRclass = "60G42 (60G07 60H05)",
MRnumber = "1658686 (99k:60116)",
MRreviewer = "Dominique L{\'e}pingle",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/37",
abstract = "Let $ (f_n) $ be a mean zero vector valued martingale
sequence. Then there exist vector valued functions $
(d_n) $ from $ [0, 1]^n $ such that $ \int_0^1 d_n(x_1,
\dots, x_n) \, d x_n = 0 $ for almost all $ x_1, \dots,
x_{n - 1} $, and such that the law of $ (f_n) $ is the
same as the law of $ (\sum_{k = 1}^n d_k(x_1, \dots,
x_k)) $. Similar results for tangent sequences and
sequences satisfying condition (C.I.) are presented. We
also present a weaker version of a result of McConnell
that provides a Skorohod like representation for vector
valued martingales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "martingale, concrete representation, tangent sequence,
condition (C.I.), UMD, Skorohod representation",
}
@Article{Pak:1998:RWF,
author = "Igor Pak",
title = "Random Walks On Finite Groups With Few Random
Generators",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "1:1--1:11",
year = "1998",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-38",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/38",
abstract = "Let $G$ be a finite group. Choose a set $S$ of size
$k$ uniformly from $G$ and consider a lazy random walk
on the corresponding Cayley graph. We show that for
almost all choices of $S$ given $ k = 2 a \, \log_2
|G|$, $ a > 1$, this walk mixes in under $ m = 2 a \,
\log \frac {a}{a - 1} \log |G|$ steps. A similar result
was obtained earlier by Alon and Roichman and also by
Dou and Hildebrand using a different techniques. We
also prove that when sets are of size $ k = \log_2 |G|
+ O(\log \log |G|)$, $ m = O(\log^3 |G|)$ steps suffice
for mixing of the corresponding symmetric lazy random
walk. Finally, when $G$ is abelian we obtain better
bounds in both cases.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random random walks on groups, random subproducts,
probabilistic method, separation distance",
}
@Article{Pak:1999:RWF,
author = "Igor Pak",
title = "Random walks on finite groups with few random
generators",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "1:1--1:11",
year = "1999",
CODEN = "????",
ISSN = "1083-6489",
MRclass = "60B15 (60G50)",
MRnumber = "1663526 (2000a:60008)",
MRreviewer = "Martin V. Hildebrand",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://www.math.washington.edu/~ejpecp/EjpVol4/paper1.abs.html",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Krylov:1999:AVF,
author = "N. V. Krylov",
title = "Approximating Value Functions for Controlled
Degenerate Diffusion Processes by Using Piece-Wise
Constant Policies",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "2:1--2:19",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-39",
ISSN = "1083-6489",
MRclass = "49L25 (35K65)",
MRnumber = "1668597 (2000b:49056)",
MRreviewer = "Martino Bardi",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/39",
abstract = "It is shown that value functions for controlled
degenerate diffusion processes can be approximated with
error of order $ h^{1 / 3} $ by using policies which
are constant on intervals $ [k h^2, (k + 1)h^2) $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bellman's equations, fully nonlinear equations",
}
@Article{Bressaud:1999:DCN,
author = "Xavier Bressaud and Roberto Fern{\'a}ndez and Antonio
Galves",
title = "Decay of Correlations for Non-{H{\"o}lderian}
Dynamics. {A} Coupling Approach",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "3:1--3:19",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-40",
ISSN = "1083-6489",
MRclass = "60G10 (28D05 37A25 37A50)",
MRnumber = "1675304 (2000j:60049)",
MRreviewer = "Bernard Schmitt",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/40",
abstract = "We present an upper bound on the mixing rate of the
equilibrium state of a dynamical system defined by the
one-sided shift and a non H{\"o}lder potential of
summable variations. The bound follows from an
estimation of the relaxation speed of chains with
complete connections with summable decay, which is
obtained via a explicit coupling between pairs of
chains with different histories.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dynamical systems, non-H{\"o}lder dynamics, m ixing
rate, chains with complete connections, relaxation
speed, coupling methods",
}
@Article{Dawson:1999:HIF,
author = "Donald A. Dawson and Andreas Greven",
title = "Hierarchically interacting {Fleming--Viot} processes
with selection and mutation: multiple space time scale
analysis and quasi-equilibria",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "4:1--4:81",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-41",
ISSN = "1083-6489",
MRclass = "60J70 (60K35 92D10 92D25)",
MRnumber = "1670873 (2000e:60139)",
MRreviewer = "Anton Wakolbinger",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/41",
abstract = "Genetic models incorporating resampling and migration
are now fairly well-understood. Problems arise in the
analysis, if both selection and mutation are
incorporated. This paper addresses some aspects of this
problem, in particular the analysis of the long-time
behaviour before the equilibrium is reached
(quasi-equilibrium, which is the time range of interest
in most applications).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interacting Fleming--Viot processes, Renormalization
analysis, Selection, Mutation, Recombination",
}
@Article{Dohmen:1999:IIE,
author = "Klaus Dohmen",
title = "Improved Inclusion--Exclusion Identities and
Inequalities Based on a Particular Class of Abstract
Tubes",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "5:1--5:12",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-42",
ISSN = "1083-6489",
MRclass = "05A15 (05A19 05A20 68M15 90B25)",
MRnumber = "1684161 (2000a:05009)",
MRreviewer = "Stephen Tanny",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/42",
abstract = "Recently, Naiman and Wynn introduced the concept of an
abstract tube in order to obtain improved
inclusion-exclusion identities and inequalities that
involve much fewer terms than their classical
counterparts. In this paper, we introduce a particular
class of abstract tubes which plays an important role
with respect to chromatic polynomials and network
reliability. The inclusion-exclusion identities and
inequalities associated with this class simultaneously
generalize several well-known results such as Whitney's
broken circuit theorem, Shier's expression for the
reliability of a network as an alternating sum over
chains in a semilattice and Narushima's
inclusion-exclusion identity for posets. Moreover, we
show that under some restrictive assumptions a
polynomial time inclusion-exclusion algorithm can be
devised, which generalizes an important result of
Provan and Ball on network reliability.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Inclusion-exclusion, Bonferroni inequalities, sieve
formula, abstract tube, abstract simplicial complex,
partial order, chain, dynamic programming, graph
coloring, chromatic polynomial, broken circuit complex,
network reliability",
}
@Article{Dalang:1999:EMM,
author = "Robert C. Dalang",
title = "Extending the Martingale Measure Stochastic Integral
With Applications to Spatially Homogeneous S.P.D.E.'s",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "6:1--6:29",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-43",
ISSN = "1083-6489",
MRclass = "60H05 (35R60 60G15 60G48 60H15)",
MRnumber = "1684157 (2000b:60132)",
MRreviewer = "Marta Sanz Sol{\'e}",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/43",
abstract = "We extend the definition of Walsh's martingale measure
stochastic integral so as to be able to solve
stochastic partial differential equations whose Green's
function is not a function but a Schwartz distribution.
This is the case for the wave equation in dimensions
greater than two. Even when the integrand is a
distribution, the value of our stochastic integral
process is a real-valued martingale. We use this
extended integral to recover necessary and sufficient
conditions under which the linear wave equation driven
by spatially homogeneous Gaussian noise has a process
solution, and this in any spatial dimension. Under this
condition, the non-linear three dimensional wave
equation has a global solution. The same methods apply
to the damped wave equation, to the heat equation and
to various parabolic equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic wave equation, stochastic heat equation,
Gaussian noise, process solution",
}
@Article{Arcones:1999:WCR,
author = "Miguel A. Arcones",
title = "Weak Convergence for the Row Sums of a Triangular
Array of Empirical Processes Indexed by a Manageable
Triangular Array of Functions",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "7:1--7:17",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-44",
ISSN = "1083-6489",
MRclass = "60B12 (60F17)",
MRnumber = "1684153 (2000c:60004)",
MRreviewer = "Lajos Horv{\'a}th",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/44",
abstract = "We study the weak convergence for the row sums of a
general triangular array of empirical processes indexed
by a manageable class of functions converging to an
arbitrary limit. As particular cases, we consider
random series processes and normalized sums of i.i.d.
random processes with Gaussian and stable limits. An
application to linear regression is presented. In this
application, the limit of the row sum of a triangular
array of empirical process is the mixture of a Gaussian
process with a random series process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Empirical processes, triangular arrays, manageable
classes",
}
@Article{Worms:1999:MDS,
author = "Julien Worms",
title = "Moderate deviations for stable {Markov} chains and
regression models",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "8:1--8:28",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-45",
ISSN = "1083-6489",
MRclass = "60F10 (60G10 62J02 62J05)",
MRnumber = "1684149 (2000b:60073)",
MRreviewer = "Peter Eichelsbacher",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/45",
abstract = "We prove moderate deviations principles for
\begin{itemize} \item unbounded additive functionals of
the form $ S_n = \sum_{j = 1}^n g(X^{(p)}_{j - 1}) $,
where $ (X_n)_{n \in N} $ is a stable $ R^d$-valued
functional autoregressive model of order $p$ with white
noise and stationary distribution $ \mu $, and $g$ is
an $ R^q$-valued Lipschitz function of order $ (r,
s)$;
\item the error of the least squares estimator (LSE) of
the matrix $ \theta $ in an $ R^d$-valued regression
model $ X_n = \theta^t \phi_{n - 1} + \epsilon_n$,
where $ (\epsilon_n)$ is a generalized Gaussian
noise.
\end{itemize} We apply these results to study the error
of the LSE for a stable $ R^d$-valued linear
autoregressive model of order $p$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large and Moderate Deviations, Martingales, Markov
Chains, Least Squares Estimator for a regression
model",
}
@Article{Morters:1999:SSL,
author = "Peter M{\"o}rters and Narn-Rueih Shieh",
title = "Small scale limit theorems for the intersection local
times of {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "9:1--9:23",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-46",
ISSN = "1083-6489",
MRclass = "60G17 (28A78 60J55 60J65)",
MRnumber = "1690313 (2000e:60060)",
MRreviewer = "Yimin Xiao",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/46",
abstract = "In this paper we contribute to the investigation of
the fractal nature of the intersection local time
measure on the intersection of independent Brownian
paths. We particularly point out the difference in the
small scale behaviour of the intersection local times
in three-dimensional space and in the plane by studying
almost sure limit theorems motivated by the notion of
average densities introduced by Bedford and Fisher. We
show that in 3-space the intersection local time
measure of two paths has an average density of order
two with respect to the gauge function $ \varphi (r) =
r $, but in the plane, for the intersection local time
measure of p Brownian paths, the average density of
order two fails to converge. The average density of
order three, however, exists for the gauge function $
\varphi_p(r) = r^2 [\log (1 / r)]^p $. We also prove
refined versions of the above results, which describe
more precisely the fluctuations of the volume of small
balls around these gauge functions by identifying the
density distributions, or lacunarity distributions, of
the intersection local times.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, intersection local time, Palm
distribution, average density, density distribution,
lacunarity distribution, logarithmic average",
}
@Article{Dembo:1999:TPT,
author = "Amir Dembo and Yuval Peres and Jay Rosen and Ofer
Zeitouni",
title = "Thick Points for Transient Symmetric Stable
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "10:1--10:13",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-47",
ISSN = "1083-6489",
MRclass = "60J55 (60G52)",
MRnumber = "1690314 (2000f:60117)",
MRreviewer = "Larbi Alili",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/47",
abstract = "Let $ T(x, r) $ denote the total occupation measure of
the ball of radius $r$ centered at $x$ for a transient
symmetric stable processes of index $ b < d$ in $ R^d$
and $ K(b, d)$ denote the norm of the convolution with
its 0-potential density, considered as an operator on $
L^2 (B(0, 1), d x)$. We prove that as $r$ approaches 0,
almost surely $ \sup_{|x| \leq 1} T(x, r) / (r^b| \log
r|) \to b K(b, d)$. Furthermore, for any $ a \in (0, b
/ K(b, d))$, the Hausdorff dimension of the set of
``thick points'' $x$ for which $ \limsup_{r \to 0} T(x,
r) / (r^b | \log r|) = a$, is almost surely $ b - a /
K(b, d)$; this is the correct scaling to obtain a
nondegenerate ``multifractal spectrum'' for transient
stable occupation measure. The liminf scaling of $ T(x,
r)$ is quite different: we exhibit positive, finite,
non-random $ c(b, d), C(b, d)$, such that almost surely
$ c(b, d) < \sup_x \liminf_{r \to 0} T(x, r) / r^b <
C(b, d)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stable process, occupation measure, multifractal
spectrum",
}
@Article{Pitman:1999:BMB,
author = "Jim Pitman",
title = "{Brownian} motion, bridge, excursion, and meander
characterized by sampling at independent uniform
times",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "11:1--11:33",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-48",
ISSN = "1083-6489",
MRclass = "60J65 (05A19 11B73)",
MRnumber = "1690315 (2000e:60137)",
MRreviewer = "G{\"o}tz Kersting",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/48;
http://www.math.washington.edu/~ejpecp/EjpVol4/paper11.abs.html",
abstract = "For a random process $X$ consider the random vector
defined by the values of $X$ at times $ 0 < U_{n, 1} <
\cdots {} < U_{n, n} < 1$ and the minimal values of $X$
on each of the intervals between consecutive pairs of
these times, where the $ U_{n, i}$ are the order
statistics of $n$ independent uniform $ (0, 1)$
variables, independent of $X$. The joint law of this
random vector is explicitly described when $X$ is a
Brownian motion. Corresponding results for Brownian
bridge, excursion, and meander are deduced by
appropriate conditioning. These descriptions yield
numerous new identities involving the laws of these
processes, and simplified proofs of various known
results, including Aldous's characterization of the
random tree constructed by sampling the excursion at
$n$ independent uniform times, Vervaat's transformation
of Brownian bridge into Brownian excursion, and
Denisov's decomposition of the Brownian motion at the
time of its minimum into two independent Brownian
meanders. Other consequences of the sampling formulae
are Brownian representations of various special
functions, including Bessel polynomials, some
hypergeometric polynomials, and the Hermite function.
Various combinatorial identities involving random
partitions and generalized Stirling numbers are also
obtained.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "alternating exponential random walk, uniform order
statistics, critical binary random tree, Vervaat's
transformation, random partitions, generalized Stirling
numbers, Bessel polynomials, McDonald function,
products of gamma variables, Hermite function",
}
@Article{Greven:1999:LBB,
author = "Andreas Greven and Achim Klenke and Anton
Wakolbinger",
title = "The Longtime Behavior of Branching Random Walk in a
Catalytic Medium",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "12:1--12:80",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-49",
ISSN = "1083-6489",
MRclass = "60K35 (60J80)",
MRnumber = "1690316 (2000a:60189)",
MRreviewer = "T. M. Liggett",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/49",
abstract = "Consider a countable collection of particles located
on a countable group, performing a critical branching
random walk where the branching rate of a particle is
given by a random medium fluctuating both in space and
time. Here we study the case where the time-space
random medium (called catalyst) is also a critical
branching random walk evolving autonomously while the
local branching rate of the reactant process is
proportional to the number of catalytic particles
present at a site. The catalyst process and the
reactant process typically have different underlying
motions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching random walk in random medium,
reactant-catalyst systems, interacting particle
Systems, random media",
}
@Article{Peligrad:1999:CSS,
author = "Magda Peligrad",
title = "Convergence of Stopped Sums of Weakly Dependent Random
Variables",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "13:1--13:13",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-50",
ISSN = "1083-6489",
MRclass = "60E15 (60F15 60G48)",
MRnumber = "1692676 (2000d:60033)",
MRreviewer = "Przemys{\l}aw Matu{\l}a",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/50",
abstract = "In this paper we investigate stopped partial sums for
weak dependent sequences.\par
In particular, the results are used to obtain new
maximal inequalities for strongly mixing sequences and
related almost sure results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Partial sums, maximal inequalities, weak dependent
sequences, stopping times, amarts",
}
@Article{Steinsaltz:1999:RTC,
author = "David Steinsaltz",
title = "Random Time Changes for Sock-Sorting and Other
Stochastic Process Limit Theorems",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "14:1--14:25",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-51",
ISSN = "1083-6489",
MRclass = "60F05 (60C05 60K05)",
MRnumber = "1692672 (2000e:60038)",
MRreviewer = "Lars Holst",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/51",
abstract = "A common technique in the theory of stochastic process
is to replace a discrete time coordinate by a
continuous randomized time, defined by an independent
Poisson or other process. Once the analysis is complete
on this Poissonized process, translating the results
back to the original setting may be nontrivial. It is
shown here that, under fairly general conditions, if
the process $ S_n $ and the time change $ \phi_n $ both
converge, when normalized by the same constant, to
limit processes combined process $ S_n(\phi_n(t)) $
converges, when properly normalized, to a sum of the
limit of the original process, and the limit of the
time change multiplied by the derivative of $ E S_n $.
It is also shown that earlier results on the fine
structure of the maxima are preserved by these time
changes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "maximal inequalities, decoupling, Poissonization,
functional central limit theorem, sorting, random
allocations, auxiliary randomization, time change",
}
@Article{Pitman:1999:LMB,
author = "Jim Pitman and Marc Yor",
title = "The law of the maximum of a {Bessel} bridge",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "15:1--15:35",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-52",
ISSN = "1083-6489",
MRclass = "60J65 (33C10 60J60)",
MRnumber = "1701890 (2000j:60101)",
MRreviewer = "Endre Cs{\'a}ki",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/52;
http://www.math.washington.edu/~ejpecp/EjpVol4/paper15.abs.html",
abstract = "Let $ M_d $ be the maximum of a standard Bessel bridge
of dimension $d$. A series formula for $ P(M_d \leq a)$
due to Gikhman and Kiefer for $ d = 1, 2, \ldots $ is
shown to be valid for all real $ d > 0$. Various other
characterizations of the distribution of $ M_d$ are
given, including formulae for its Mellin transform,
which is an entire function. The asymptotic
distribution of $ M_d$ is described both as $d$ tends
to infinity and as $d$ tends to zero.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian bridge, Brownian excursion, Brownian scaling,
local time, Bessel process, zeros of Bessel functions,
Riemann zeta function",
}
@Article{Igloi:1999:LRD,
author = "E. Igl{\'o}i and G. Terdik",
title = "Long-range dependence through gamma-mixed
{Ornstein--Uhlenbeck} process",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "16:1--16:33",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-53",
ISSN = "1083-6489",
MRclass = "60H05 (60G15 60G18 60H10)",
MRnumber = "1713649 (2000m:60060)",
MRreviewer = "V. V. Anh",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/53",
abstract = "The limit process of aggregational models---(i) sum of
random coefficient AR(1) processes with independent
Brownian motion (BM) inputs and (ii) sum of AR(1)
processes with random coefficients of Gamma
distribution and with input of common BM's, ---proves
to be Gaussian and stationary and its transfer function
is the mixture of transfer functions of
Ornstein--Uhlenbeck (OU) processes by Gamma
distribution. It is called Gamma-mixed
Ornstein--Uhlenbeck process ($ \Gamma \mathsf {MOU}$).
For independent Poisson alternating $0$-$1$ reward
processes with proper random intensity it is shown that
the standardized sum of the processes converges to the
standardized $ \Gamma \mathsf {MOU}$ process. The $
\Gamma \mathsf {MOU}$ process has various interesting
properties and it is a new candidate for the successful
modelling of several Gaussian stationary data with
long-range dependence. Possible applications and
problems are also considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stationarity, Long-range dependence, Spectral
representation, Ornstein--Uhlenbeck process,
Aggregational model, Stochastic differentialequation,
Fractional Brownian motion input, Heart rate
variability",
}
@Article{Liptser:1999:MDT,
author = "R. Liptser and V. Spokoiny",
title = "Moderate Deviations Type Evaluation for Integral
Functionals of Diffusion Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "17:1--17:25",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-54",
ISSN = "1083-6489",
MRclass = "60F10 (60J60)",
MRnumber = "1741723 (2001j:60054)",
MRreviewer = "Anatolii A. Pukhal{\cprime}ski{\u\i}",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/54",
abstract = "We establish a large deviations type evaluation for
the family of integral functionals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations, moderate deviations, diffusion",
}
@Article{Fukushima:1999:SMC,
author = "Masatoshi Fukushima",
title = "On semi-martingale characterizations of functionals of
symmetric {Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "18:1--18:32",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-55",
ISSN = "1083-6489",
MRclass = "60J45 (31C25 60J55)",
MRnumber = "1741537 (2001b:60091)",
MRreviewer = "Zhen-Qing Chen",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/55",
abstract = "For a quasi-regular (symmetric) Dirichlet space $
({\cal E}, {\cal F}) $ and an associated symmetric
standard process $ (X_t, P_x) $, we show that, for $ u
i n {\cal F} $, the additive functional $ u^*(X_t) -
u^*(X_0) $ is a semimartingale if and only if there
exists an $ {\cal E}$-nest $ \{ F_n \} $ and positive
constants $ C_n$ such that $ \vert {\cal E}(u, v) \vert
\leq C_n \Vert v \Vert_\infty, v \in {\cal F}_{F_n,
b}.$ In particular, a signed measure resulting from the
inequality will be automatically smooth. One of the
variants of this assertion is applied to the distorted
Brownian motion on a closed subset of $ R^d$, giving
stochastic characterizations of BV functions and
Caccioppoli sets.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "quasi-regular Dirichlet form, strongly regular
representation, additive functionals, semimartingale,
smooth signed measure, BV function",
}
@Article{Getoor:1999:EGS,
author = "Ronald K. Getoor",
title = "An Extended Generator and {Schr{\"o}dinger}
Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "4",
pages = "19:1--19:23",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v4-56",
ISSN = "1083-6489",
MRclass = "60J40 (60J25 60J35 60J45)",
MRnumber = "1741538 (2001c:60115)",
MRreviewer = "Zoran Vondra{\v{c}}ek",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/56",
abstract = "The generator of a Borel right process is extended so
that it maps functions to smooth measures. This
extension may be defined either probabilistically using
martingales or analytically in terms of certain kernels
on the state space of the process. Then the associated
Schr{\"o}dinger equation with a (signed) measure
serving as potential may be interpreted as an equation
between measures. In this context general existence and
uniqueness theorems for solutions are established.
These are then specialized to obtain more concrete
results in special situations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov processes, Schr{\"o}dinger equations,
generators, smooth measures",
}
@Article{Sharpe:1999:MRS,
author = "Michael Sharpe",
title = "Martingales on Random Sets and the Strong Martingale
Property",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "1:1--1:17",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-57",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/57",
abstract = "Let $X$ be a process defined on an optional random
set. The paper develops two different conditions on $X$
guaranteeing that it is the restriction of a uniformly
integrable martingale. In each case, it is supposed
that $X$ is the restriction of some special
semimartingale $Z$ with canonical decomposition $ Z = M
+ A$. The first condition, which is both necessary and
sufficient, is an absolute continuity condition on $A$.
Under additional hypotheses, the existence of a
martingale extension can be characterized by a strong
martingale property of $X$. Uniqueness of the extension
is also considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Martingale, random set, strong martingale property",
}
@Article{Camarri:1999:LDR,
author = "Michael Camarri and Jim Pitman",
title = "Limit Distributions and Random Trees Derived from the
Birthday Problem with Unequal Probabilities",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "2:1--2:18",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-58",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/58",
abstract = "Given an arbitrary distribution on a countable set,
consider the number of independent samples required
until the first repeated value is seen. Exact and
asymptotic formulae are derived for the distribution of
this time and of the times until subsequent repeats.
Asymptotic properties of the repeat times are derived
by embedding in a Poisson process. In particular,
necessary and sufficient conditions for convergence are
given and the possible limits explicitly described.
Under the same conditions the finite dimensional
distributions of the repeat times converge to the
arrival times of suitably modified Poisson processes,
and random trees derived from the sequence of
independent trials converge in distribution to an
inhomogeneous continuum random tree.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Repeat times, point process, Poisson embedding,
inhomogeneous continuum random tree, Rayleigh
distribution",
}
@Article{Bessaih:1999:SWA,
author = "Hakima Bessaih",
title = "Stochastic Weak Attractor for a Dissipative {Euler}
Equation",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "3:1--3:16",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-59",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/59",
abstract = "In this paper a nonautonomous dynamical system is
considered, a stochastic one that is obtained from the
dissipative Euler equation subject to a stochastic
perturbation, an additive noise. Absorbing sets have
been defined as sets that depend on time and attracts
from $ - \infty $. A stochastic weak attractor is
constructed in phase space with respect to two metrics
and is compact in the lower one.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dissipative Euler Equation, random dynamical systems,
attractors",
}
@Article{Bertoin:1999:TCD,
author = "Jean Bertoin and Jim Pitman",
title = "Two Coalescents Derived from the Ranges of Stable
Subordinators",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "7:1--7:17",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-63",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/63",
abstract = "Let $ M_\alpha $ be the closure of the range of a
stable subordinator of index $ \alpha \in]0, 1 [ $.
There are two natural constructions of the $ M_{\alpha
} $'s simultaneously for all $ \alpha \in]0, 1 [ $, so
that $ M_{\alpha } \subseteq M_{\beta } $ for $ 0 <
\alpha < \beta < 1 $: one based on the intersection of
independent regenerative sets and one based on
Bochner's subordination. We compare the corresponding
two coalescent processes defined by the lengths of
complementary intervals of $ [0, 1] \backslash M_{1 -
\rho } $ for $ 0 < \rho < 1 $. In particular, we
identify the coalescent based on the subordination
scheme with the coalescent recently introduced by
Bolthausen and Sznitman.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coalescent, stable, subordinator, Poisson--Dirichlet
distribution",
}
@Article{Khoshnevisan:2000:LRF,
author = "Davar Khoshnevisan and Yuval Peres and Yimin Xiao",
title = "Limsup Random Fractals",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "4:1--4:24",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-60",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/60",
abstract = "Orey and Taylor (1974) introduced sets of ``fast
points'' where Brownian increments are exceptionally
large, $ {\rm F}(\lambda) := \{ t \in [0, 1] \colon
\limsup_{h \to 0}{ | X(t + h) - X(t)| / \sqrt { 2h|
\log h|}} \ge \lambda \} $. They proved that for $
\lambda \in (0, 1] $, the Hausdorff dimension of $ {\rm
F}(\lambda) $ is $ 1 - \lambda^2 $ a.s. We prove that
for any analytic set $ E \subset [0, 1] $, the supremum
of the $ \lambda $ such that $E$ intersects $ {\rm
F}(\lambda)$ a.s. equals $ \sqrt {\text {dim}_p E }$,
where $ \text {dim}_p E$ is the {\em packing dimension}
of $E$. We derive this from a general result that
applies to many other random fractals defined by limsup
operations. This result also yields extensions of
certain ``fractal functional limit laws'' due to
Deheuvels and Mason (1994). In particular, we prove
that for any absolutely continuous function $f$ such
that $ f(0) = 0$ and the energy $ \int_0^1 |f'|^2 \, d
t $ is lower than the packing dimension of $E$, there
a.s. exists some $ t \in E$ so that $f$ can be
uniformly approximated in $ [0, 1]$ by normalized
Brownian increments $ s \mapsto [X(t + s h) - X(t)] /
\sqrt { 2h| \log h|}$; such uniform approximation is
a.s. impossible if the energy of $f$ is higher than the
packing dimension of $E$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Limsup random fractal, packing dimension, Hausdorff
dimension, Brownian motion, fast point",
}
@Article{Ichinose:2000:NED,
author = "Takashi Ichinose and Satoshi Takanobu",
title = "The Norm Estimate of the Difference Between the {Kac}
Operator and {Schr{\"o}dinger} Semigroup {II}: The
General Case Including the Relativistic Case",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "5:1--5:47",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-61",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/61",
abstract = "More thorough results than in our previous paper in
Nagoya Math. J. are given on the $ L_p$-operator norm
estimates for the Kac operator $ e^{-tV / 2} e^{-tH_0}
e^{-tV / 2}$ compared with the Schr{\"o}dinger
semigroup $ e^{-t(H_0 + V)}$. The Schr{\"o}dinger
operators $ H_0 + V$ to be treated in this paper are
more general ones associated with the L{\'e}vy process,
including the relativistic Schr{\"o}dinger operator.
The method of proof is probabilistic based on the
Feynman--Kac formula. It differs from our previous work
in the point of using {\em the Feynman--Kac formula\/}
not directly for these operators, but instead through
{\em subordination\/} from the Brownian motion, which
enables us to deal with all these operators in a
unified way. As an application of such estimates the
Trotter product formula in the $ L_p$-operator norm,
with error bounds, for these Schr{\"o}dinger semigroups
is also derived.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Schr{\"o}dinger operator, Schr{\"o}dinger semigroup,
relativistic Schr{\"o}dinger operator, Trotter product
formula, Lie--Trotter--Kato product formula,
Feynman--Kac formula, subordination of Brownian motion,
Kato's inequality",
}
@Article{Mikulevicius:2000:SEE,
author = "R. Mikulevicius and G. Valiukevicius",
title = "On Stochastic {Euler} equation in $ \mathbb {R}^d $",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "6:1--6:20",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-62",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/62",
abstract = "Following the Arnold--Marsden--Ebin approach, we prove
local (global in 2-D) existence and uniqueness of
classical (H{\"o}lder class) solutions of stochastic
Euler equation with random forcing.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equations, Euler
equation",
}
@Article{Lawler:2000:SCH,
author = "Gregory Lawler",
title = "Strict Concavity of the Half Plane Intersection
Exponent for Planar {Brownian} Motion",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "8:1--8:33",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-64",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/64",
abstract = "The intersection exponents for planar Brownian motion
measure the exponential decay of probabilities of
nonintersection of paths. We study the intersection
exponent $ \xi (\lambda_1, \lambda_2) $ for Brownian
motion restricted to a half plane which by conformal
invariance is the same as Brownian motion restricted to
an infinite strip. We show that $ \xi $ is a strictly
concave function. This result is used in another paper
to establish a universality result for conformally
invariant intersection exponents.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, intersection exponent",
}
@Article{Conlon:2000:HEE,
author = "Joseph Conlon and Ali Naddaf",
title = "On Homogenization Of Elliptic Equations With Random
Coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "9:1--9:58",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-65",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/65",
abstract = "In this paper, we investigate the rate of convergence
of the solution $ u_\varepsilon $ of the random
elliptic partial difference equation $
(\nabla^{\varepsilon *} a(x / \varepsilon, \omega)
\nabla^\varepsilon + 1)u_\varepsilon (x, \omega) = f(x)
$ to the corresponding homogenized solution. Here $ x
\in \varepsilon Z^d $, and $ \omega \in \Omega $
represents the randomness. Assuming that $ a(x) $'s are
independent and uniformly elliptic, we shall obtain an
upper bound $ \varepsilon^\alpha $ for the rate of
convergence, where $ \alpha $ is a constant which
depends on the dimension $ d \ge 2 $ and the deviation
of $ a(x, \omega) $ from the identity matrix. We will
also show that the (statistical) average of $
u_\varepsilon (x, \omega) $ and its derivatives decay
exponentially for large $x$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Homogenization, elliptic equations, random
environment, Euler-Lagrange equation",
}
@Article{Hu:2000:LCH,
author = "Yueyun Hu",
title = "The Laws of {Chung} and {Hirsch} for {Cauchy}'s
Principal Values Related to {Brownian} Local Times",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "10:1--10:16",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-66",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/66",
abstract = "Two Chung-type and Hirsch-type laws are established to
describe the liminf asymptotic behaviours of the
Cauchy's principal values related to Brownian local
times. These results are generalized to a class of
Brownian additive functionals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Principal values, Brownian additive functional, liminf
asymptotic behaviours",
}
@Article{Feyel:2000:ARP,
author = "D. Feyel and A. {de La Pradelle}",
title = "The Abstract {Riemannian} Path Space",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "11:1--11:17",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-67",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/67",
abstract = "On the Wiener space $ \Omega $, we introduce an
abstract Ricci process $ A_t $ and a pseudo-gradient $
F \rightarrow {F}^\sharp $ which are compatible through
an integration by parts formula. They give rise to a $
\sharp $-Sobolev space on $ \Omega $, logarithmic
Sobolev inequalities, and capacities, which are tight
on Hoelder compact sets of $ \Omega $. These are then
applied to the path space over a Riemannian manifold.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wiener space, Sobolev spaces, Bismut--Driver formula,
Logarithmic Sobolev inequality, Capacities, Riemannian
manifold path space",
}
@Article{Schweinsberg:2000:CSM,
author = "Jason Schweinsberg",
title = "Coalescents with Simultaneous Multiple Collisions",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "12:1--12:50",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-68",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/68",
abstract = "We study a family of coalescent processes that undergo
``simultaneous multiple collisions, '' meaning that
many clusters of particles can merge into a single
cluster at one time, and many such mergers can occur
simultaneously. This family of processes, which we
obtain from simple assumptions about the rates of
different types of mergers, essentially coincides with
a family of processes that Mohle and Sagitov obtain as
a limit of scaled ancestral processes in a population
model with exchangeable family sizes. We characterize
the possible merger rates in terms of a single measure,
show how these coalescents can be constructed from a
Poisson process, and discuss some basic properties of
these processes. This work generalizes some work of
Pitman, who provides similar analysis for a family of
coalescent processes in which many clusters can
coalesce into a single cluster, but almost surely no
two such mergers occur simultaneously.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coalescence, ancestral processes, Poisson point
processes, Markov processes, exchangeable random
partitions",
}
@Article{Krylov:2000:SS,
author = "N. Krylov",
title = "{SPDEs} in {$ L_q((0, \tau], L_p) $} Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "13:1--13:29",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-69",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/69",
abstract = "Existence and uniqueness theorems are presented for
evolutional stochastic partial differential equations
of second order in $ L_p$-spaces with weights allowing
derivatives of solutions to blow up near the boundary.
It is allowed for the powers of summability with
respect to space and time variables to be different.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equations, Sobolev
spaces with weights",
}
@Article{Lyne:2000:TWC,
author = "Owen Lyne",
title = "Travelling Waves for a Certain First-Order Coupled
{PDE} System",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "14:1--14:40",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-70",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/70",
abstract = "This paper concentrates on a particular first-order
coupled PDE system. It provides both a detailed
treatment of the {\em existence\/} and {\em
uniqueness\/} of monotone travelling waves to various
equilibria, by differential-equation theory and by
probability theory and a treatment of the corresponding
hyperbolic initial-value problem, by analytic methods.
The initial-value problem is studied using
characteristics to show existence and uniqueness of a
bounded solution for bounded initial data (subject to
certain smoothness conditions). The concept of {\em
weak\/} solutions to partial differential equations is
used to rigorously examine bounded initial data with
jump discontinuities. For the travelling wave problem
the differential-equation treatment makes use of a
shooting argument and explicit calculations of the
eigenvectors of stability matrices. The probabilistic
treatment is careful in its proofs of {\em
martingale\/} (as opposed to merely local-martingale)
properties. A modern {\em change-of-measure
technique\/} is used to obtain the best lower bound on
the speed of the monotone travelling wave --- with
Heaviside initial conditions the solution converges to
an approximate travelling wave of that speed (the
solution tends to one ahead of the wave-front and to
zero behind it). Waves to different equilibria are
shown to be related by Doob $h$-transforms. {\em
Large-deviation theory\/} provides heuristic links
between alternative descriptions of minimum wave
speeds, rigorous algebraic proofs of which are
provided.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Travelling waves, Martingales, Branching processes",
}
@Article{Kopp:2000:CIM,
author = "P. Kopp and Volker Wellmann",
title = "Convergence in Incomplete Market Models",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "15:1--15:26",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-71",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/71",
abstract = "The problem of pricing and hedging of contingent
claims in incomplete markets has led to the development
of various valuation methodologies. This paper examines
the mean-variance approach to risk-minimisation and
shows that it is robust under the convergence from
discrete- to continuous-time market models. This
property yields new convergence results for option
prices, trading strategies and value processes in
incomplete market models. Techniques from nonstandard
analysis are used to develop new results for the
lifting property of the minimal martingale density and
risk-minimising strategies. These are applied to a
number of incomplete market models:\par
It is shown that the convergence of the underlying
models implies the convergence of strategies and value
processes for multinomial models and approximations of
the Black--Scholes model by direct discretisation of
the price process. The concept of $ D^2$-convergence is
extended to these classes of models, including the
construction of discretisation schemes. This yields new
standard convergence results for these models.\par
For ease of reference a summary of the main results
from nonstandard analysis in the context of stochastic
analysis is given as well as a brief introduction to
mean-variance hedging and pricing.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Financial models, incomplete markets",
}
@Article{Goldsheid:2000:ECA,
author = "Ilya Goldsheid and Boris Khoruzhenko",
title = "Eigenvalue Curves of Asymmetric Tridiagonal Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "16:1--16:28",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-72",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/72",
abstract = "Random Schr{\"o}dinger operators with imaginary vector
potentials are studied in dimension one. These
operators are non-Hermitian and their spectra lie in
the complex plane. We consider the eigenvalue problem
on finite intervals of length $n$ with periodic
boundary conditions and describe the limit eigenvalue
distribution when $n$ goes to infinity. We prove that
this limit distribution is supported by curves in the
complex plane. We also obtain equations for these
curves and for the corresponding eigenvalue density in
terms of the Lyapunov exponent and the integrated
density of states of a ``reference'' symmetric
eigenvalue problem. In contrast to these results, the
spectrum of the limit operator in $ \ell^2 (Z)$ is a
two dimensional set which is not approximated by the
spectra of the finite-interval operators.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrix, Schr{\"o}dinger operator, Lyapunov
exponent, eigenvalue distribution, complex
eigenvalue.",
}
@Article{Geiger:2000:PPP,
author = "Jochen Geiger",
title = "{Poisson} point process limits in size-biased
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "5",
pages = "17:1--17:12",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v5-73",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/73",
abstract = "Consider a critical binary continuous-time
Galton--Watson tree size-biased according to the number
of particles at time $t$. Decompose the population at
$t$ according to the particles' degree of relationship
with a distinguished particle picked purely at random
from those alive at $t$. Keeping track of the times
when the different families grow out of the
distinguished line of descent and the related family
sizes at $t$, we represent this relationship structure
as a point process in a time-size plane. We study
limits of these point processes in the single- and some
multitype case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Galton--Watson process, random tree, point process,
limit laws",
}
@Article{Sengupta:2000:FPD,
author = "Arindam Sengupta and Anish Sarkar",
title = "Finitely Polynomially Determined {L{\'e}vy}
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "7:1--7:22",
year = "2000",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-80",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/80",
abstract = "A time-space harmonic polynomial for a continuous-time
process $ X = \{ X_t \colon t \ge 0 \} $ is a
two-variable polynomial $P$ such that $ \{ P(t, X_t)
\colon t \ge 0 \} $ is a martingale for the natural
filtration of $X$. Motivated by L{\'e}vy's
characterisation of Brownian motion and Watanabe's
characterisation of the Poisson process, we look for
classes of processes with reasonably general path
properties in which a characterisation of those members
whose laws are determined by a finite number of such
polynomials is available. We exhibit two classes of
processes, the first containing the L{\'e}vy processes,
and the second a more general class of additive
processes, with this property and describe the
respective characterisations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L{\'e}vy process, additive process, L{\'e}vy's
characterisation, L{\'e}vy measure, Kolmogorov
measure",
}
@Article{Mountford:2001:NLB,
author = "Thomas Mountford",
title = "A Note on Limiting Behaviour of Disastrous Environment
Exponents",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "1:1--1:10",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-74",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/74",
abstract = "We consider a random walk on the $d$-dimensional
lattice and investigate the asymptotic probability of
the walk avoiding a ``disaster'' (points put down
according to a regular Poisson process on space-time).
We show that, given the Poisson process points, almost
surely, the chance of surviving to time $t$ is like $
e^{- \alpha \log (\frac 1k) t } $, as $t$ tends to
infinity if $k$, the jump rate of the random walk, is
small.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, disaster point, Poisson process",
}
@Article{Su:2001:DCD,
author = "Francis Su",
title = "Discrepancy Convergence for the Drunkard's Walk on the
Sphere",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "2:1--2:20",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-75",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/75",
abstract = "We analyze the drunkard's walk on the unit sphere with
step size $ \theta $ and show that the walk converges
in order $ C / \sin^2 (\theta) $ steps in the
discrepancy metric ($C$ a constant). This is an
application of techniques we develop for bounding the
discrepancy of random walks on Gelfand pairs generated
by bi-invariant measures. In such cases, Fourier
analysis on the acting group admits tractable
computations involving spherical functions. We advocate
the use of discrepancy as a metric on probabilities for
state spaces with isometric group actions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "discrepancy, random walk, Gelfand pairs, homogeneous
spaces, Legendre polynomials",
}
@Article{Bai:2001:LTN,
author = "Zhi-Dong Bai and Hsien-Kuei Hwang and Wen-Qi Liang and
Tsung-Hsi Tsai",
title = "Limit Theorems for the Number of Maxima in Random
Samples from Planar Regions",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "3:1--3:41",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-76",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/76",
abstract = "We prove that the number of maximal points in a random
sample taken uniformly and independently from a convex
polygon is asymptotically normal in the sense of
convergence in distribution. Many new results for other
planar regions are also derived. In particular, precise
Poisson approximation results are given for the number
of maxima in regions bounded above by a nondecreasing
curve.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Maximal points, multicriterial optimization, central
limit theorems, Poisson approximations, convex
polygons",
}
@Article{Kesten:2001:PAW,
author = "Harry Kesten and Vladas Sidoravicius and Yu Zhang",
title = "Percolation of Arbitrary words on the Close-Packed
Graph of $ \mathbb {Z}^2 $",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "4:1--4:27",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-77",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/77",
abstract = "Let $ {\mathbb {Z}}^2_{cp} $ be the close-packed graph
of $ \mathbb {Z}^2 $, that is, the graph obtained by
adding to each face of $ \mathbb {Z}^2 $ its diagonal
edges. We consider site percolation on $ \mathbb
{Z}^2_{cp} $, namely, for each $v$ we choose $ X(v) =
1$ or 0 with probability $p$ or $ 1 - p$, respectively,
independently for all vertices $v$ of $ \mathbb
{Z}^2_{cp}$. We say that a word $ (\xi_1, \xi_2, \dots)
\in \{ 0, 1 \}^{\mathbb {N}}$ is seen in the
percolation configuration if there exists a
selfavoiding path $ (v_1, v_2, \dots)$ on $ \mathbb
{Z}^2_{cp}$ with $ X(v_i) = \xi_i, i \ge 1$. $
p_c(\mathbb {Z}^2, \text {site})$ denotes the critical
probability for site-percolation on $ \mathbb {Z}^2$.
We prove that for each fixed $ p \in \big (1 -
p_c(\mathbb {Z}^2, \text {site}), p_c(\mathbb {Z}^2,
\text {site}) \big)$, with probability 1 all words are
seen. We also show that for some constants $ C_i > 0$
there is a probability of at least $ C_1$ that all
words of length $ C_0 n^2$ are seen along a path which
starts at a neighbor of the origin and is contained in
the square $ [ - n, n]^2$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Percolation, close-packing",
}
@Article{Flandoli:2001:SSS,
author = "Franco Flandoli and Marco Romito",
title = "Statistically Stationary Solutions to the {$3$D}
{Navier--Stokes} Equations do not show Singularities",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "5:1--5:15",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-78",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/78",
abstract = "If $ \mu $ is a probability measure on the set of
suitable weak solutions of the 3D Navier--Stokes
equations, invariant for the time-shift, with finite
mean dissipation rate, then at every time $t$ the set
of singular points is empty $ \mu $-a.s. The existence
of a measure $ \mu $ with the previous properties is
also proved; it may describe a turbulent asymptotic
regime.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Navier--Stokes equations, suitable weak solutions,
stationary solutions",
}
@Article{DeSantis:2001:SIP,
author = "Emilio {De Santis}",
title = "Strict Inequality for Phase Transition between
Ferromagnetic and Frustrated Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "6:1--6:27",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-79",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/79",
abstract = "We consider deterministic and disordered frustrated
systems in which we can show some strict inequalities
with respect to related ferromagnetic systems. A case
particularly interesting is the Edwards--Anderson
spin-glass model in which it is possible to determine a
region of uniqueness of the Gibbs measure, which is
strictly larger than the region of uniqueness for the
related ferromagnetic system. We analyze also
deterministic systems with $ |J_b| \in [J_A, J_B] $
where $ 0 < J_A \leq J_B < \infty $, for which we prove
strict inequality for the critical points of the
related FK model. The results are obtained for the
Ising models but some extensions to Potts models are
possible.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Phase transition, Ising model, disordered systems,
stochastic order",
}
@Article{Heck:2001:PLD,
author = "Matthias Heck and Fa{\"\i}za Maaouia",
title = "The Principle of Large Deviations for Martingale
Additive Functionals of Recurrent {Markov} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "8:1--8:26",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-81",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/81",
abstract = "We give a principle of large deviations for a
generalized version of the strong central limit
theorem. This generalized version deals with martingale
additive functionals of a recurrent Markov process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central Limit Theorem (CLT), Large Deviations
Principle (LDP), Markov Processes, Autoregressive Model
(AR1), Positive Recurrent Processes, Martingale
Additive Functional (MAF)",
}
@Article{Barlow:2001:TDA,
author = "Martin Barlow and Takashi Kumagai",
title = "Transition Density Asymptotics for Some Diffusion
Processes with Multi-Fractal Structures",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "9:1--9:23",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-82",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/82",
abstract = "We study the asymptotics as $ t \to 0 $ of the
transition density of a class of $ \mu $-symmetric
diffusions in the case when the measure $ \mu $ has a
multi-fractal structure. These diffusions include
singular time changes of Brownian motion on the unit
cube.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Diffusion process, heat equation, transition density,
spectral dimension, multi-fractal",
}
@Article{Pemantle:2001:WDB,
author = "Robin Pemantle and Yuval Peres and Jim Pitman and Marc
Yor",
title = "Where Did the {Brownian} Particle Go?",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "10:1--10:22",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-83",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/83",
abstract = "Consider the radial projection onto the unit sphere of
the path a $d$-dimensional Brownian motion $W$, started
at the center of the sphere and run for unit time.
Given the occupation measure $ \mu $ of this projected
path, what can be said about the terminal point $
W(1)$, or about the range of the original path? In any
dimension, for each Borel set $A$ in $ S^{d - 1}$, the
conditional probability that the projection of $ W(1)$
is in $A$ given $ \mu (A)$ is just $ \mu (A)$.
Nevertheless, in dimension $ d \ge 3$, both the range
and the terminal point of $W$ can be recovered with
probability 1 from $ \mu $. In particular, for $ d \ge
3$ the conditional law of the projection of $ W(1)$
given $ \mu $ is not $ \mu $. In dimension 2 we
conjecture that the projection of $ W(1)$ cannot be
recovered almost surely from $ \mu $, and show that the
conditional law of the projection of $ W(1)$ given $
\mu $ is not $ m u$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, conditional distribution of a path
given its occupation measure, radial projection",
}
@Article{Fill:2001:MTM,
author = "James Fill and Clyde {Schoolfield, Jr.}",
title = "Mixing Times for {Markov} Chains on Wreath Products
and Related Homogeneous Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "11:1--11:22",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-84",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/84",
abstract = "We develop a method for analyzing the mixing times for
a quite general class of Markov chains on the complete
monomial group $ G \wr S_n $ and a quite general class
of Markov chains on the homogeneous space $ (G \wr S_n)
/ (S_r \times S_{n - r}) $. We derive an exact formula
for the $ L^2 $ distance in terms of the $ L^2 $
distances to uniformity for closely related random
walks on the symmetric groups $ S_j $ for $ 1 \leq j
\leq n $ or for closely related Markov chains on the
homogeneous spaces $ S_{i + j} / (S_i \times S_j) $ for
various values of $i$ and $j$, respectively. Our
results are consistent with those previously known, but
our method is considerably simpler and more general.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov chain, random walk, rate of convergence to
stationarity, mixing time, wreath product,
Bernoulli--Laplace diffusion, complete monomial group,
hyperoctahedral group, homogeneous space, M{\"o}bius
inversion.",
}
@Article{Mikulevicius:2001:NKT,
author = "R. Mikulevicius and B. Rozovskii",
title = "A Note on {Krylov}'s {$ L_p $}-Theory for Systems of
{SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "12:1--12:35",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-85",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/85",
abstract = "We extend Krylov's $ L_p$-solvability theory to the
Cauchy problem for systems of parabolic stochastic
partial differential equations. Some additional
integrability and regularity properties are also
presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equations, Cauchy
problem",
}
@Article{Nishioka:2001:BCO,
author = "Kunio Nishioka",
title = "Boundary Conditions for One-Dimensional Biharmonic
Pseudo Process",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "13:1--13:27",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-86",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/86",
abstract = "We study boundary conditions for a stochastic pseudo
processes corresponding to the biharmonic operator. The
biharmonic pseudo process ({\em BPP\/} for short). is
composed, in a sense, of two different particles, a
monopole and a dipole. We show how an initial-boundary
problems for a 4-th order parabolic differential
equation can be represented by {\em BPP\/} with various
boundary conditions for the two particles: killing,
reflection and stopping.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Boundary conditions for biharmonic pseudo process,
killing, reflection, stopping",
}
@Article{Miermont:2001:OAC,
author = "Gr{\'e}gory Miermont",
title = "Ordered Additive Coalescent and Fragmentations
Associated to {L{\'e}vy} Processes with No Positive
Jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "14:1--14:33",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-87",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/87",
abstract = "We study here the fragmentation processes that can be
derived from L{\'e}vy processes with no positive jumps
in the same manner as in the case of a Brownian motion
(cf. Bertoin [4]). One of our motivations is that such
a representation of fragmentation processes by
excursion-type functions induces a particular order on
the fragments which is closely related to the
additivity of the coalescent kernel. We identify the
fragmentation processes obtained this way as a mixing
of time-reversed extremal additive coalescents by
analogy with the work of Aldous and Pitman [2], and we
make its semigroup explicit.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Additive-coalescent, fragmentation, L{\'e}vy
processes, processes with exchangeable increments",
}
@Article{Jonasson:2001:DPM,
author = "Johan Jonasson",
title = "On Disagreement Percolation and Maximality of the
Critical Value for iid Percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "15:1--15:13",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-88",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/88",
abstract = "Two different problems are
studied:\par
\begin{itemize} \item For an infinite locally finite
connected graph $G$, let $ p_c(G)$ be the critical
value for the existence of an infinite cluster in iid
bond percolation on $G$ and let $ P_c = \sup \{ p_c(G)
\colon G \text { transitive }, p_c(G) < 1 \} $. Is $
P_c < 1$ ? \item Let $G$ be transitive with $ p_c(G) <
1$, take $ p \in [0, 1]$ and let $X$ and $Y$ be iid
bond percolations on $G$ with retention parameters $ (1
+ p) / 2$ and $ (1 - p) / 2$ respectively. Is there a $
q < 1$ such that $ p > q$ implies that for any monotone
coupling $ (X', Y')$ of $X$ and $Y$ the edges for which
$ X'$ and $ Y'$ disagree form infinite connected
component(s) with positive probability? Let $ p_d(G)$
be the infimum of such $q$'s (including $ q = 1$) and
let $ P_d = \sup \{ p_d(G) \colon G \text { transitive
}, p_c(G) < 1 \} $. Is the stronger statement $ P_d <
1$ true? On the other hand: Is it always true that $
p_d(G) > p_c (G)$ ? \end{itemize}\par
It is shown that if one restricts attention to
biregular planar graphs then these two problems can be
treated in a similar way and all the above questions
are positively answered. We also give examples to show
that if one drops the assumption of transitivity, then
the answer to the above two questions is no.
Furthermore it is shown that for any bounded-degree
bipartite graph $G$ with $ p_c(G) < 1$ one has $ p_c(G)
< p_d(G)$. Problem (2) arises naturally from [6] where
an example is given of a coupling of the distinct plus-
and minus measures for the Ising model on a
quasi-transitive graph at super-critical inverse
temperature. We give an example of such a coupling on
the $r$-regular tree, $ {\bf T}_r$, for $ r > 1$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coupling, Ising model, random-cluster model,
transitive graph, planar graph",
}
@Article{DelMoral:2001:CDG,
author = "P. {Del Moral} and M. Kouritzin and L. Miclo",
title = "On a Class of Discrete Generation Interacting Particle
Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "16:1--16:26",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-89",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/89",
abstract = "The asymptotic behavior of a general class of discrete
generation interacting particle systems is discussed.
We provide $ L_p$-mean error estimates for their
empirical measure on path space and present sufficient
conditions for uniform convergence of the particle
density profiles with respect to the time parameter.
Several examples including mean field particle models,
genetic schemes and McKean's Maxwellian gases will also
be given. In the context of Feynman--Kac type limiting
distributions we also prove central limit theorems and
we start a variance comparison for two generic particle
approximating models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interacting particle systems, genetic algorithms,
Feynman--Kac formulas, stochastic approximations,
central limit theorem",
}
@Article{Kurtz:2001:SSF,
author = "Thomas Kurtz and Richard Stockbridge",
title = "Stationary Solutions and Forward Equations for
Controlled and Singular Martingale Problems",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "17:1--17:52",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-90",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/90",
abstract = "Stationary distributions of Markov processes can
typically be characterized as probability measures that
annihilate the generator in the sense that $ | \int_E A
f d \mu = 0 $ for $ f \in {\cal D}(A) $; that is, for
each such $ \mu $, there exists a stationary solution
of the martingale problem for $A$ with marginal
distribution $ \mu $. This result is extended to models
corresponding to martingale problems that include
absolutely continuous and singular (with respect to
time) components and controls. Analogous results for
the forward equation follow as a corollary.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "singular controls, stationary processes, Markov
processes, martingale problems, forward equations,
constrained Markov processes",
}
@Article{Atar:2001:IWT,
author = "Rami Atar",
title = "Invariant Wedges for a Two-Point Reflecting {Brownian}
Motion and the ``Hot Spots'' Problem",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "18:1--18:19",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-91",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/91",
abstract = "We consider domains $D$ of $ R^d$, $ d \ge 2$ with the
property that there is a wedge $ V \subset R^d$ which
is left invariant under all tangential projections at
smooth portions of $ \partial D$. It is shown that the
difference between two solutions of the Skorokhod
equation in $D$ with normal reflection, driven by the
same Brownian motion, remains in $V$ if it is initially
in $V$. The heat equation on $D$ with Neumann boundary
conditions is considered next. It is shown that the
cone of elements $u$ of $ L^2 (D)$ satisfying $ u(x) -
u(y) \ge 0$ whenever $ x - y \in V$ is left invariant
by the corresponding heat semigroup. Positivity
considerations identify an eigenfunction corresponding
to the second Neumann eigenvalue as an element of this
cone. For $ d = 2$ and under further assumptions,
especially convexity of the domain, this eigenvalue is
simple.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Reflecting Brownian motion, Neumann eigenvalue
problem, convex domains",
}
@Article{Lambert:2001:JLA,
author = "Amaury Lambert",
title = "The Joint Law of Ages and Residual Lifetimes for Two
Schemes of Regenerative Sets",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "19:1--19:23",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-92",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/92",
abstract = "We are interested in the component intervals of the
complements of a monotone sequence $ R_n \subseteq
\dots \subseteq R_1 $ of regenerative sets, for two
natural embeddings. One is based on Bochner's
subordination, and one on the intersection of
independent regenerative sets. For each scheme, we
study the joint law of the so-called ages and residual
lifetimes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Multivariate renewal theory, regenerative sets,
subordinator, random covering intervals",
}
@Article{Lyne:2001:WSS,
author = "Owen Lyne and David Williams",
title = "Weak Solutions for a Simple Hyperbolic System",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "20:1--20:21",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-93",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/93",
abstract = "The model studied concerns a simple first-order {\em
hyperbolic\/} system. The solutions in which one is
most interested have discontinuities which persist for
all time, and therefore need to be interpreted as {\em
weak\/} solutions. We demonstrate existence and
uniqueness for such weak solutions, identifying a
canonical `{\em exact\/}' solution which is {\em
everywhere\/} defined. The direct method used is guided
by the theory of measure-valued diffusions. The method
is more effective than the method of characteristics,
and has the advantage that it leads immediately to the
McKean representation without recourse to It{\^o}'s
formula. We then conduct computer studies of our model,
both by integration schemes (which {\em do\/} use
characteristics) and by `random simulation'.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Weak solutions, Travelling waves, Martingales,
Branching processses",
}
@Article{Kolokoltsov:2001:SDF,
author = "Vassili Kolokoltsov",
title = "Small Diffusion and Fast Dying Out Asymptotics for
Superprocesses as Non-{Hamiltonian} Quasiclassics for
Evolution Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "21:1--21:16",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-94",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/94",
abstract = "The small diffusion and fast dying out asymptotics is
calculated for nonlinear equations of a class of
superprocesses on manifolds, and the corresponding
logarithmic limit of the solution is shown to be given
by a solution of a certain problem of calculus of
variations with a non-additive (and non-integral)
functional.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dawson--Watanabe superprocess, reaction diffusion
equation, logarithmic limit, small diffusion
asymptotics, curvilinear Ornstein--Uhlenbeck process",
}
@Article{Telcs:2001:LSG,
author = "Andras Telcs",
title = "Local Sub-{Gaussian} Estimates on Graphs: The Strongly
Recurrent Case",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "22:1--22:33",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-95",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/95",
abstract = "This paper proves upper and lower off-diagonal,
sub-Gaussian transition probabilities estimates for
strongly recurrent random walks under sufficient and
necessary conditions. Several equivalent conditions are
given showing their particular role and influence on
the connection between the sub-Gaussian estimates,
parabolic and elliptic Harnack inequality.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walks, potential theory, Harnack inequality,
reversible Markov chains",
}
@Article{Benjamini:2001:RDL,
author = "Itai Benjamini and Oded Schramm",
title = "Recurrence of Distributional Limits of Finite Planar
Graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "23:1--23:13",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-96",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/96",
abstract = "Suppose that $ G_j $ is a sequence of finite connected
planar graphs, and in each $ G_j $ a special vertex,
called the root, is chosen randomly-uniformly. We
introduce the notion of a distributional limit $G$ of
such graphs. Assume that the vertex degrees of the
vertices in $ G_j$ are bounded, and the bound does not
depend on $j$. Then after passing to a subsequence, the
limit exists, and is a random rooted graph $G$. We
prove that with probability one $G$ is recurrent. The
proof involves the Circle Packing Theorem. The
motivation for this work comes from the theory of
random spherical triangulations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random triangulations, random walks, mass transport,
circle packing, volume growth",
}
@Article{Lototsky:2001:LSP,
author = "Sergey Lototsky",
title = "Linear Stochastic Parabolic Equations, Degenerating on
the Boundary of a Domain",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "24:1--24:14",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-97",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/97",
abstract = "A class of linear degenerate second-order parabolic
equations is considered in arbitrary domains. It is
shown that these equations are solvable using special
weighted Sobolev spaces in essentially the same way as
the non-degenerate equations in $ R^d $ are solved
using the usual Sobolev spaces. The main advantages of
this Sobolev-space approach are less restrictive
conditions on the coefficients of the equation and
near-optimal space-time regularity of the solution.
Unlike previous works on degenerate equations, the
results cover both classical and distribution solutions
and allow the domain to be bounded or unbounded without
any smoothness assumptions about the boundary. An
application to nonlinear filtering of diffusion
processes is discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$L_p$ estimates, Weighted spaces, Nonlinear
filtering",
}
@Article{Dawson:2001:SDS,
author = "Donald Dawson and Zenghu Li and Hao Wang",
title = "Superprocesses with Dependent Spatial Motion and
General Branching Densities",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "25:1--25:33",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-98",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/98",
abstract = "We construct a class of superprocesses by taking the
high density limit of a sequence of
interacting-branching particle systems. The spatial
motion of the superprocess is determined by a system of
interacting diffusions, the branching density is given
by an arbitrary bounded non-negative Borel function,
and the superprocess is characterized by a martingale
problem as a diffusion process with state space $
M({\bf R}) $, improving and extending considerably the
construction of Wang (1997, 1998). It is then proved in
a special case that a suitable rescaled process of the
superprocess converges to the usual super Brownian
motion. An extension to measure-valued branching
catalysts is also discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "superprocess, interacting-branching particle system,
diffusion process, martingale problem, dual process,
rescaled limit, measure-valued catalyst",
}
@Article{Feyel:2001:FIF,
author = "D. Feyel and A. {de La Pradelle}",
title = "The {FBM} {It{\^o}}'s Formula Through Analytic
Continuation",
journal = j-ELECTRON-J-PROBAB,
volume = "6",
pages = "26:1--26:22",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v6-99",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/99",
abstract = "The Fractional Brownian Motion can be extended to
complex values of the parameter $ \alpha $ for $ \Re
\alpha > {1 \over 2} $. This is a useful tool. Indeed,
the obtained process depends holomorphically on the
parameter, so that many formulas, as It{\^o} formula,
can be extended by analytic continuation. For large
values of $ \Re \alpha $, the stochastic calculus
reduces to a deterministic one, so that formulas are
very easy to prove. Hence they hold by analytic
continuation for $ \Re \alpha \leq 1 $, containing the
classical case $ \alpha = 1 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wiener space, Sobolev space, Stochastic integral,
Fractional Brownian Motion, It{\^o}'s formula",
}
@Article{Jacka:2001:ECN,
author = "Saul Jacka and Jon Warren",
title = "Examples of Convergence and Non-convergence of
{Markov} Chains Conditioned Not To Die",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "1:1--1:22",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-100",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/100",
abstract = "In this paper we give two examples of evanescent
Markov chains which exhibit unusual behaviour on
conditioning to survive for large times. In the first
example we show that the conditioned processes converge
vaguely in the discrete topology to a limit with a
finite lifetime, but converge weakly in the Martin
topology to a non-Markovian limit. In the second
example, although the family of conditioned laws are
tight in the Martin topology, they possess multiple
limit points so that weak convergence fails
altogether.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Conditioned Markov process, evanescent process, Martin
boundary, Martin topology, superharmonic function,
Choquet representation, star, Kolmogorov K2 chain",
}
@Article{Lawler:2001:OAE,
author = "Gregory Lawler and Oded Schramm and Wendelin Werner",
title = "One-Arm Exponent for Critical {$2$D} Percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "2:1--2:13",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-101",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/101",
abstract = "The probability that the cluster of the origin in
critical site percolation on the triangular grid has
diameter larger than $R$ is proved to decay like $R$ to
the power $ 5 / 48$ as $R$ goes to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Percolation, critical exponents",
}
@Article{Darling:2001:ILP,
author = "R. Darling",
title = "Intrinsic Location Parameter of a Diffusion Process",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "3:1--3:23",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-102",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/102",
abstract = "For nonlinear functions $f$ of a random vector $Y$, $
E[f(Y)]$ and $ f(E[Y])$ usually differ. Consequently
the mathematical expectation of $Y$ is not intrinsic:
when we change coordinate systems, it is not invariant.
This article is about a fundamental and hitherto
neglected property of random vectors of the form $ Y =
f(X(t))$, where $ X(t)$ is the value at time $t$ of a
diffusion process $X$: namely that there exists a
measure of location, called the ``intrinsic location
parameter'' (ILP), which coincides with mathematical
expectation only in special cases, and which is
invariant under change of coordinate systems. The
construction uses martingales with respect to the
intrinsic geometry of diffusion processes, and the heat
flow of harmonic mappings. We compute formulas which
could be useful to statisticians, engineers, and others
who use diffusion process models; these have immediate
application, discussed in a separate article, to the
construction of an intrinsic nonlinear analog to the
Kalman Filter. We present here a numerical simulation
of a nonlinear SDE, showing how well the ILP formula
tracks the mean of the SDE for a Euclidean geometry.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "intrinsic location parameter, gamma-martingale,
stochastic differential equation, forward--backwards
SDE, harmonic map, nonlinear heat equation",
}
@Article{Najim:2001:CTT,
author = "Jamal Najim",
title = "A {Cram{\'e}r} Type Theorem for Weighted Random
Variables",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "4:1--4:32",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-103",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/103",
abstract = "A Large Deviation Principle (LDP) is proved for the
family $ (1 / n) \sum_1^n f(x_i^n) Z_i $ where $ (1 /
n) \sum_1^n \delta_{x_i^n} $ converges weakly to a
probability measure on $R$ and $ (Z_i)_{i \in N}$ are $
R^d$-valued independent and identically distributed
random variables having some exponential moments,
i.e.,\par
$$ E e^{a |Z|} < \infty $$
for some $ 0 < a < \infty $. The main improvement of
this work is the relaxation of the steepness assumption
concerning the cumulant generating function of the
variables $ (Z_i)_{i \in N}$. In fact,
G{\"a}rtner-Ellis' theorem is no longer available in
this situation. As an application, we derive a LDP for
the family of empirical measures $ (1 / n) \sum_1^n Z_i
\delta_{x_i^n}$. These measures are of interest in
estimation theory (see Gamboa et al., Csiszar et al.),
gas theory (see Ellis et al., van den Berg et al.),
etc. We also derive LDPs for empirical processes in the
spirit of Mogul'skii's theorem. Various examples
illustrate the scope of our results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large Deviations, empirical means, empirical measures,
maximum entropy on the means",
}
@Article{Konig:2001:NCR,
author = "Wolfgang K{\"o}nig and Neil O'Connell and
S{\'e}bastien Roch",
title = "Non-Colliding Random Walks, Tandem Queues, and
Discrete Orthogonal Polynomial Ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "5:1--5:24",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-104",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/104",
abstract = "We show that the function $ h(x) = \prod_{i < j}(x_j -
x_i) $ is harmonic for any random walk in $ R^k $ with
exchangeable increments, provided the required moments
exist. For the subclass of random walks which can only
exit the Weyl chamber $ W = \{ x \colon x_1 < x_2 <
\cdots < x_k \} $ onto a point where $h$ vanishes, we
define the corresponding Doob $h$-transform. For
certain special cases, we show that the marginal
distribution of the conditioned process at a fixed time
is given by a familiar discrete orthogonal polynomial
ensemble. These include the Krawtchouk and Charlier
ensembles, where the underlying walks are binomial and
Poisson, respectively. We refer to the corresponding
conditioned processes in these cases as the Krawtchouk
and Charlier processes. In [O'Connell and Yor (2001b)],
a representation was obtained for the Charlier process
by considering a sequence of $ M / M / 1$ queues in
tandem. We present the analogue of this representation
theorem for the Krawtchouk process, by considering a
sequence of discrete-time $ M / M / 1$ queues in
tandem. We also present related results for random
walks on the circle, and relate a system of
non-colliding walks in this case to the discrete
analogue of the circular unitary ensemble (CUE).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Non-colliding random walks, tandem queues",
}
@Article{Zahle:2001:RBR,
author = "Iljana Z{\"a}hle",
title = "Renormalizations of Branching Random Walks in
Equilibrium",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "7:1--7:57",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-106",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/106",
abstract = "We study the $d$-dimensional branching random walk for
$ d > 2$. This process has extremal equilibria for
every intensity. We are interested in the large space
scale and large space-time scale behavior of the
equilibrium state. We show that the fluctuations of
space and space-time averages with a non-classical
scaling are Gaussian in the limit. For this purpose we
use the historical process, which allows a family
decomposition. To control the distribution of the
families we use the concept of canonical measures and
Palm distributions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Renormalization, branching random walk, Green's
function of random walks, Palm distribution",
}
@Article{Luo:2001:STP,
author = "S. Luo and John Walsh",
title = "A Stochastic Two-Point Boundary Value Problem",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "12:1--12:32",
year = "2001",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-111",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/111",
abstract = "We investigate the two-point stochastic boundary-value
problem on $ [0, 1] $: \begin{equation}\label{1}
\begin{split} U'' &= f(U)\dot W + g(U, U')\\ U(0) &=
\xi\\ U(1)&= \eta. \end{split} \tag{1} \end{equation}
where $ \dot W $ is a white noise on $ [0, 1] $, $ \xi
$ and $ \eta $ are random variables, and $f$ and $g$
are continuous real-valued functions. This is the
stochastic analogue of the deterministic two point
boundary-value problem, which is a classical example of
bifurcation. We find that if $f$ and $g$ are affine,
there is no bifurcation: for any r.v. $ \xi $ and $
\eta $, (1) has a unique solution a.s. However, as soon
as $f$ is non-linear, bifurcation appears. We
investigate the question of when there is either no
solution whatsoever, a unique solution, or multiple
solutions. We give examples to show that all these
possibilities can arise. While our results involve
conditions on $f$ and $g$, we conjecture that the only
case in which there is no bifurcation is when $f$ is
affine.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic boundary-value problems, bifurcations",
}
@Article{Diaconis:2002:RWT,
author = "Persi Diaconis and Susan Holmes",
title = "Random Walks on Trees and Matchings",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "6:1--6:17",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-105",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/105",
abstract = "We give sharp rates of convergence for a natural
Markov chain on the space of phylogenetic trees and
dually for the natural random walk on the set of
perfect matchings in the complete graph on $ 2 n $
vertices. Roughly, the results show that $ (1 / 2) n
\log n $ steps are necessary and suffice to achieve
randomness. The proof depends on the representation
theory of the symmetric group and a bijection between
trees and matchings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov Chain, Matchings, Phylogenetic Tree, Fourier
analysis, Zonal polynomials,
Coagulation-Fragmentation",
}
@Article{Mayer-Wolf:2002:ACC,
author = "Eddy Mayer-Wolf and Ofer Zeitouni and Martin Zerner",
title = "Asymptotics of Certain Coagulation--Fragmentation
Processes and Invariant {Poisson--Dirichlet} Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "8:1--8:25",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-107",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/107",
abstract = "We consider Markov chains on the space of (countable)
partitions of the interval $ [0, 1] $, obtained first
by size biased sampling twice (allowing repetitions)
and then merging the parts with probability $ \beta_m $
(if the sampled parts are distinct) or splitting the
part with probability $ \beta_s $, according to a law $
\sigma $ (if the same part was sampled twice). We
characterize invariant probability measures for such
chains. In particular, if $ \sigma $ is the uniform
measure, then the Poisson--Dirichlet law is an
invariant probability measure, and it is unique within
a suitably defined class of ``analytic'' invariant
measures. We also derive transience and recurrence
criteria for these chains.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Partitions, coagulation, fragmentation, invariant
measures, Poisson--Dirichlet",
}
@Article{Evans:2002:ERW,
author = "Steven Evans",
title = "Eigenvalues of Random Wreath Products",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "9:1--9:15",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-108",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/108",
abstract = "Consider a uniformly chosen element $ X_n $ of the
$n$-fold wreath product $ \Gamma_n = G \wr G \wr \cdots
\wr G$, where $G$ is a finite permutation group acting
transitively on some set of size $s$. The eigenvalues
of $ X_n$ in the natural $ s^n$-dimensional permutation
representation (the composition representation) are
investigated by considering the random measure $ \Xi_n$
on the unit circle that assigns mass $1$ to each
eigenvalue. It is shown that if $f$ is a trigonometric
polynomial, then $ \lim_{n \rightarrow \infty } P \{
\int f d \Xi_n \ne s^n \int f d \lambda \} = 0$, where
$ \lambda $ is normalised Lebesgue measure on the unit
circle. In particular, $ s^{-n} \Xi_n$ converges weakly
in probability to $ \lambda $ as $ n \rightarrow \infty
$. For a large class of test functions $f$ with
non-terminating Fourier expansions, it is shown that
there exists a constant $c$ and a non-zero random
variable $W$ (both depending on $f$) such that $ c^{-n}
\int f d \Xi_n$ converges in distribution as $ n
\rightarrow \infty $ to $W$. These results have
applications to Sylow $p$-groups of symmetric groups
and autmorphism groups of regular rooted trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random permutation, random matrix, Haar measure,
regular tree, Sylow, branching process, multiplicative
function",
}
@Article{Mueller:2002:HPR,
author = "Carl Mueller and Roger Tribe",
title = "Hitting Properties of a Random String",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "10:1--10:29",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-109",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/109",
abstract = "We consider Funaki's model of a random string taking
values in $ \mathbf {R}^d $. It is specified by the
following stochastic PDE,\par
$$ \frac {\partial u(x)}{\partial t} = \frac
{\partial^2 u(x)}{\partial x^2} + \dot {W}. $$
where $ \dot {W} = \dot {W}(x, t) $ is two-parameter
white noise, also taking values in $ \mathbf {R}^d $.
We find the dimensions in which the string hits points,
and in which it has double points of various types. We
also study the question of recurrence and transience.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Martingale, random set, strong martingale property",
}
@Article{Belitsky:2002:DSS,
author = "Vladimir Belitsky and Gunter Sch{\"u}tz",
title = "Diffusion and Scattering of Shocks in the Partially
Asymmetric Simple Exclusion Process",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "11:1--11:21",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-110",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/110",
abstract = "We study the behavior of shocks in the asymmetric
simple exclusion process on $Z$ whose initial
distribution is a product measure with a finite number
of shocks. We prove that if the particle hopping rates
of this process are in a particular relation with the
densities of the initial measure then the distribution
of this process at any time is a linear combination of
shock measures of the structure similar to that of the
initial distribution. The structure of this linear
combination allows us to interpret this result by
saying that the shocks of the initial distribution
perform continuous time random walks on $Z$ interacting
by the exclusion rule. We give explicit expressions for
the hopping rates of these random walks. The result is
derived with a help of quantum algebra technique. We
made the presentation self-contained for the benefit of
readers not acquainted with this approach, but
interested in applying it in the study of interacting
particle systems.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Asymmetric simple exclusion process, evolution of
shock measures, quantum algebra",
}
@Article{Winter:2002:MSA,
author = "Anita Winter",
title = "Multiple Scale Analysis of Spatial Branching Processes
under the Palm Distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "13:1--13:74",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-112",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/112",
abstract = "We consider two types of measure-valued branching
processes on the lattice $ Z^d $. These are on the one
hand side a particle system, called branching random
walk, and on the other hand its continuous mass
analogue, a system of interacting diffusions also
called super random walk. It is known that the
long-term behavior differs sharply in low and high
dimensions: if $ d \leq 2 $ one gets local extinction,
while, for $ d \geq 3 $, the systems tend to a
non-trivial equilibrium. Due to Kallenberg's criterion,
local extinction goes along with clumping around a
'typical surviving particle.' This phenomenon is called
clustering. A detailed description of the clusters has
been given for the corresponding processes on $ R^2 $
in Klenke (1997). Klenke proved that with the right
scaling the mean number of particles over certain
blocks are asymptotically jointly distributed like
marginals of a system of coupled Feller diffusions,
called system of tree indexed Feller diffusions,
provided that the initial intensity is appropriately
increased to counteract the local extinction. The
present paper takes different remedy against the local
extinction allowing also for state-dependent branching
mechanisms. Instead of increasing the initial
intensity, the systems are described under the Palm
distribution. It will turn out together with the
results in Klenke (1997) that the change to the Palm
measure and the multiple scale analysis commute, as $ t
\to \infty $. The method of proof is based on the fact
that the tree indexed systems of the branching
processes and of the diffusions in the limit are
completely characterized by all their moments. We
develop a machinery to describe the space-time moments
of the superprocess effectively and explicitly.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "infinite particle system, superprocess, interacting
diffusion, clustering, Palm distribution, grove indexed
systems of diffusions, grove indexed systems of
branching models, Kallenberg's backward tree",
}
@Article{Matsumoto:2002:WFS,
author = "Hiroyuki Matsumoto and Setsuo Taniguchi",
title = "{Wiener} Functionals of Second Order and Their
{L{\'e}vy} Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "14:1--14:30",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-113",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/113",
abstract = "The distributions of Wiener functionals of second
order are infinitely divisible. An explicit expression
of the associated L{\'e}vy measures in terms of the
eigenvalues of the corresponding Hilbert--Schmidt
operators on the Cameron--Martin subspace is presented.
In some special cases, a formula for the densities of
the distributions is given. As an application of the
explicit expression, an exponential decay property of
the characteristic functions of the Wiener functionals
is discussed. In three typical examples, complete
descriptions are given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wiener functional of second order, L{\'e}vy measure,
Mellin transform, exponential decay",
}
@Article{Dawson:2002:MCB,
author = "Donald Dawson and Alison Etheridge and Klaus
Fleischmann and Leonid Mytnik and Edwin Perkins and Jie
Xiong",
title = "Mutually Catalytic Branching in The Plane: Infinite
Measure States",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "15:1--15:61",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-114",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/114",
abstract = "A two-type infinite-measure-valued population in $ R^2
$ is constructed which undergoes diffusion and
branching. The system is interactive in that the
branching rate of each type is proportional to the
local density of the other type. For a collision rate
sufficiently small compared with the diffusion rate,
the model is constructed as a pair of
infinite-measure-valued processes which satisfy a
martingale problem involving the collision local time
of the solutions. The processes are shown to have
densities at fixed times which live on disjoint sets
and explode as they approach the interface of the two
populations. In the long-term limit (in law), local
extinction of one type is shown. Moreover the surviving
population is uniform with random intensity. The
process constructed is a rescaled limit of the
corresponding $ Z^2$-lattice model studied by Dawson
and Perkins (1998) and resolves the large scale
mass-time-space behavior of that model under critical
scaling. This part of a trilogy extends results from
the finite-measure-valued case, whereas uniqueness
questions are again deferred to the third part.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Catalyst, reactant, measure-valued branching,
interactive branching, state-dependent branching,
two-dimensional process, absolute continuity,
self-similarity, collision measure, collision local
time, martingale problem, moment equations, segregation
of ty",
}
@Article{Alves:2002:PTF,
author = "Oswaldo Alves and Fabio Machado and Serguei Popov",
title = "Phase Transition for the Frog Model",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "16:1--16:21",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-115",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/115",
abstract = "We study a system of simple random walks on graphs,
known as {\em frog model}. This model can be described
as follows: There are active and sleeping particles
living on some graph. Each active particle performs a
simple random walk with discrete time and at each
moment it may disappear with probability $ 1 - p $.
When an active particle hits a sleeping particle, the
latter becomes active. Phase transition results and
asymptotic values for critical parameters are presented
for $ Z^d $ and regular trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "simple random walk, critical probability,
percolation",
}
@Article{Abraham:2002:PSF,
author = "Romain Abraham and Laurent Serlet",
title = "{Poisson} Snake and Fragmentation",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "17:1--17:15",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-116",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/116",
abstract = "Our main object that we call the Poisson snake is a
Brownian snake as introduced by Le Gall. This process
has values which are trajectories of standard Poisson
process stopped at some random finite lifetime with
Brownian evolution. We use this Poisson snake to
construct a self-similar fragmentation as introduced by
Bertoin. A similar representation was given by Aldous
and Pitman using the Continuum Random Tree. Whereas
their proofs used approximation by discrete models, our
representation allows continuous time arguments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Path-valued process, Brownian snake, Poisson process,
fragmentation, coalescence, self-similarity",
}
@Article{Lejay:2002:CSI,
author = "Antoine Lejay",
title = "On the Convergence of Stochastic Integrals Driven by
Processes Converging on account of a Homogenization
Property",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "18:1--18:18",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-117",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/117",
abstract = "We study the limit of functionals of stochastic
processes for which an homogenization result holds. All
these functionals involve stochastic integrals. Among
them, we consider more particularly the Levy area and
those giving the solutions of some SDEs. The main
question is to know whether or not the limit of the
stochastic integrals is equal to the stochastic
integral of the limit of each of its terms. In fact,
the answer may be negative, especially in presence of a
highly oscillating first-order differential term. This
provides us some counterexamples to the theory of good
sequence of semimartingales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic differential equations, good sequence of
semimartingales, conditions UT and UCV, L{\'e}vy area",
}
@Article{Kolokoltsov:2002:TNE,
author = "Vassili Kolokoltsov and R. L. Schilling and A.
Tyukov",
title = "Transience and Non-explosion of Certain Stochastic
{Newtonian} Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "19:1--19:19",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-118",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/118",
abstract = "We give sufficient conditions for non-explosion and
transience of the solution $ (x_t, p_t) $ (in
dimensions $ \geq 3$) to a stochastic Newtonian system
of the form\par
$$ \begin {cases} d x_t = p_t \, d t, \\ d p_t = -
\frac {\partial V(x_t) }{\partial x} \, d t - \frac {
\partial c(x_t) }{ \partial x} \, d \xi_t, \end {cases}
$$
where $ \{ \xi_t \}_{t \geq 0}$ is a $d$-dimensional
L{\'e}vy process, $ d \xi_t$ is an It{\^o} differential
and $ c \in C^2 (\mathbb {R}^d, \mathbb {R}^d)$, $ V
\in C^2 (\mathbb {R}^d, \mathbb {R})$ such that $ V
\geq 0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "alpha-stable Levy processes; Levy processes;
Non-explosion.; Stochastic Newtonian systems;
Transience",
}
@Article{Fannjiang:2002:DLR,
author = "Albert Fannjiang and Tomasz Komorowski",
title = "Diffusion in Long-Range Correlated
{Ornstein--Uhlenbeck} Flows",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "20:1--20:22",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-119",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/119",
abstract = "We study a diffusion process with a molecular
diffusion and random Markovian--Gaussian drift for
which the usual (spatial) Peclet number is infinite. We
introduce a temporal Peclet number and we prove that,
under the finiteness of the temporal Peclet number, the
laws of diffusions under the diffusive rescaling
converge weakly, to the law of a Brownian motion. We
also show that the effective diffusivity has a finite,
nonzero limit as the molecular diffusion tends to
zero.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Ornstein--Uhlenbeck flow, martingale central limit
theorem, homogenization, Peclet number",
}
@Article{Warren:2002:NMP,
author = "Jon Warren",
title = "The Noise Made by a {Poisson} Snake",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "21:1--21:21",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-120",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/120",
abstract = "The purpose of this article is to study a coalescing
flow of sticky Brownian motions. Sticky Brownian motion
arises as a weak solution of a stochastic differential
equation, and the study of the flow reveals the nature
of the extra randomness that must be added to the
driving Brownian motion. This can be represented in
terms of Poissonian marking of the trees associated
with the excursions of Brownian motion. We also study
the noise, in the sense of Tsirelson, generated by the
flow. It is shown that this noise is not generated by
any Brownian motion, even though it is predictable.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic flow, sticky Brownian motion, coalescence,
stochastic differential equation, noise",
}
@Article{Atar:2002:SPC,
author = "Rami Atar and Amarjit Budhiraja",
title = "Stability Properties of Constrained Jump-Diffusion
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "22:1--22:31",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-121",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/121",
abstract = "We consider a class of jump-diffusion processes,
constrained to a polyhedral cone $ G \subset \mathbb
{R}^n $, where the constraint vector field is constant
on each face of the boundary. The constraining
mechanism corrects for ``attempts'' of the process to
jump outside the domain. Under Lipschitz continuity of
the Skorohod map $ \Gamma $, it is known that there is
a cone $ {\cal C} $ such that the image $ \Gamma \phi $
of a deterministic linear trajectory $ \phi $ remains
bounded if and only if $ \dot \phi \in {\cal C} $.
Denoting the generator of a corresponding unconstrained
jump-diffusion by $ \cal L $, we show that a key
condition for the process to admit an invariant
probability measure is that for $ x \in G $, $ {\cal L}
\, {\rm id}(x) $ belongs to a compact subset of $ {\cal
C}^o $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Jump diffusion processes. The Skorohod map. Stability
cone. Harris recurrence",
}
@Article{Faure:2002:SNL,
author = "Mathieu Faure",
title = "Self-normalized Large Deviations for {Markov} Chains",
journal = j-ELECTRON-J-PROBAB,
volume = "7",
pages = "23:1--23:31",
year = "2002",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v7-122",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/122",
abstract = "We prove a self-normalized large deviation principle
for sums of Banach space valued functions of a Markov
chain. Self-normalization applies to situations for
which a full large deviation principle is not
available. We follow the lead of Dembo and Shao
[DemSha98b] who state partial large deviations
principles for independent and identically distributed
random sequences.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large deviations, Markov chains, partial large
deviation principles, self-normalization",
}
@Article{Dalang:2003:SNL,
author = "Robert Dalang and Carl Mueller",
title = "Some Non-Linear {S.P.D.E}'s That Are Second Order In
Time",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "1:1--1:21",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-123",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/123",
abstract = "We extend J. B. Walsh's theory of martingale measures
in order to deal with stochastic partial differential
equations that are second order in time, such as the
wave equation and the beam equation, and driven by
spatially homogeneous Gaussian noise. For such
equations, the fundamental solution can be a
distribution in the sense of Schwartz, which appears as
an integrand in the reformulation of the s.p.d.e. as a
stochastic integral equation. Our approach provides an
alternative to the Hilbert space integrals of
Hilbert--Schmidt operators. We give several examples,
including the beam equation and the wave equation, with
nonlinear multiplicative noise terms.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic wave equation, stochastic beam equation,
spatially homogeneous Gaussian noise, stochastic
partial differential equations",
}
@Article{Hamadene:2003:RBS,
author = "Said Hamad{\`e}ne and Youssef Ouknine",
title = "Reflected Backward Stochastic Differential Equation
with Jumps and Random Obstacle",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "2:1--2:20",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-124",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/124",
abstract = "In this paper we give a solution for the
one-dimensional reflected backward stochastic
differential equation when the noise is driven by a
Brownian motion and an independent Poisson point
process. We prove existence and uniqueness of the
solution in using penalization and the Snell envelope
theory. However both methods use a contraction in order
to establish the result in the general case. Finally,
we highlight the connection of such reflected BSDEs
with integro-differential mixed stochastic optimal
control.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equation,
penalization, Poisson point process, martingale
representation theorem, integral-differential mixed
control",
}
@Article{Cheridito:2003:FOU,
author = "Patrick Cheridito and Hideyuki Kawaguchi and Makoto
Maejima",
title = "Fractional {Ornstein--Uhlenbeck} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "3:1--3:14",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-125",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/125",
abstract = "The classical stationary Ornstein--Uhlenbeck process
can be obtained in two different ways. On the one hand,
it is a stationary solution of the Langevin equation
with Brownian motion noise. On the other hand, it can
be obtained from Brownian motion by the so called
Lamperti transformation. We show that the Langevin
equation with fractional Brownian motion noise also has
a stationary solution and that the decay of its
auto-covariance function is like that of a power
function. Contrary to that, the stationary process
obtained from fractional Brownian motion by the
Lamperti transformation has an auto-covariance function
that decays exponentially.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fractional Brownian motion, Langevin equation,
Long-range dependence, Self-similar processes, Lamperti
transformation",
}
@Article{Dawson:2003:SDM,
author = "Donald Dawson and Andreas Greven",
title = "State Dependent Multitype Spatial Branching Processes
and their Longtime Behavior",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "4:1--4:93",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-126",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/126",
abstract = "The paper focuses on spatial multitype branching
systems with spatial components (colonies) indexed by a
countable group, for example $ Z^d $ or the
hierarchical group. As type space we allow continua and
describe populations in one colony as measures on the
type space. The spatial components of the system
interact via migration. Instead of the classical
independence assumption on the evolution of different
families of the branching population, we introduce
interaction between the families through a state
dependent branching rate of individuals and in addition
state dependent mean offspring of individuals. However
for most results we consider the critical case in this
work. The systems considered arise as diffusion limits
of critical multiple type branching random walks on a
countable group with interaction between individual
families induced by a branching rate and offspring mean
for a single particle, which depends on the total
population at the site at which the particle in
question is located.\par
The main purpose of this paper is to construct the
measure valued diffusions in question, characterize
them via well-posed martingale problems and finally
determine their longtime behavior, which includes some
new features. Furthermore we determine the dynamics of
two functionals of the system, namely the process of
total masses at the sites and the relative weights of
the different types in the colonies as system of
interacting diffusions respectively time-inhomogeneous
Fleming--Viot processes. This requires a detailed
analysis of path properties of the total mass
processes.\par
In addition to the above mentioned systems of
interacting measure valued processes we construct the
corresponding historical processes via well-posed
martingale problems. Historical processes include
information on the family structure, that is, the
varying degrees of relationship between
individuals.\par
Ergodic theorems are proved in the critical case for
both the process and the historical process as well as
the corresponding total mass and relative weights
functionals. The longtime behavior differs
qualitatively in the cases in which the symmetrized
motion is recurrent respectively transient. We see
local extinction in one case and honest equilibria in
the other.\par
This whole program requires the development of some new
techniques, which should be of interest in a wider
context. Such tools are dual processes in randomly
fluctuating medium with singularities and coupling for
systems with multi-dimensional components.\par
The results above are the basis for the analysis of the
large space-time scale behavior of such branching
systems with interaction carried out in a forthcoming
paper. In particular we study there the universality
properties of the longtime behavior and of the family
(or genealogical) structure, when viewed on large space
and time scales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Spatial branching processes with interaction,
multitype branching processes with type-interaction,
historical process, universality, coupling of
multidimensional processes, coalescing random walks in
singular random environment",
}
@Article{Kesten:2003:BRW,
author = "Harry Kesten and Vladas Sidoravicius",
title = "Branching Random Walk with Catalysts",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "5:1--5:51",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-127",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/127",
abstract = "Shnerb et al. (2000), (2001) studied the following
system of interacting particles on $ \mathbb {Z}^d $:
There are two kinds of particles, called $A$-particles
and $B$-particles. The $A$-particles perform continuous
time simple random walks, independently of each other.
The jump rate of each $A$-particle is $ D_A$. The
$B$-particles perform continuous time simple random
walks with jump rate $ D_B$, but in addition they die
at rate $ \delta $ and a $B$-particle at $x$ at time
$s$ splits into two particles at $x$ during the next $
d s$ time units with a probability $ \beta N_A(x, s)d s
+ o(d s)$, where $ N_A(x, s) \; (N_B(x, s))$ denotes
the number of $A$-particles (respectively
$B$-particles) at $x$ at time $s$. Conditionally on the
$A$-system, the jumps, deaths and splittings of
different $B$-particles are independent. Thus the
$B$-particles perform a branching random walk, but with
a birth rate of new particles which is proportional to
the number of $A$-particles which coincide with the
appropriate $B$-particles. One starts the process with
all the $ N_A(x, 0), \, x \in \mathbb {Z}^d$, as
independent Poisson variables with mean $ \mu_A$, and
the $ N_B(x, 0), \, x \in \mathbb {Z}^d$, independent
of the $A$-system, translation invariant and with mean
$ \mu_B$.\par
Shnerb et al. (2000) made the interesting discovery
that in dimension 1 and 2 the expectation $ \mathbb {E}
\{ N_B(x, t) \} $ tends to infinity, {\em no matter
what the values of } $ \delta, \beta, D_A$, $ D_B,
\mu_A, \mu_B \in (0, \infty)$ {\em are}. We shall show
here that nevertheless {\em there is a phase transition
in all dimensions}, that is, the system becomes
(locally) extinct for large $ \delta $ but it survives
for $ \beta $ large and $ \delta $ small.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching random walk, survival, extinction",
}
@Article{Sturm:2003:CPP,
author = "Anja Sturm",
title = "On Convergence of Population Processes in Random
Environments to the Stochastic Heat Equation with
Colored Noise",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "6:1--6:39",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-129",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/129",
abstract = "We consider the stochastic heat equation with a
multiplicative colored noise term on the real space for
dimensions greater or equal to 1. First, we prove
convergence of a branching particle system in a random
environment to this stochastic heat equation with
linear noise coefficients. For this stochastic partial
differential equation with more general non-Lipschitz
noise coefficients we show convergence of associated
lattice systems, which are infinite dimensional
stochastic differential equations with correlated noise
terms, provided that uniqueness of the limit is known.
In the course of the proof, we establish existence and
uniqueness of solutions to the lattice systems, as well
as a new existence result for solutions to the
stochastic heat equation. The latter are shown to be
jointly continuous in time and space under some mild
additional assumptions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Heat equation, colored noise, stochastic partial
differential equation, superprocess, weak convergence,
particle representation, random environment, existence
theorem",
}
@Article{Bottcher:2003:NPL,
author = "Albrecht B{\"o}ttcher and Sergei Grudsky",
title = "The Norm of the Product of a Large Matrix and a Random
Vector",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "7:1--7:29",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-132",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/132",
abstract = "Given a real or complex $ n \times n $ matrix $ A_n $,
we compute the expected value and the variance of the
random variable $ \| A_n x \|^2 / \| A_n \|^2 $, where
$x$ is uniformly distributed on the unit sphere of $
R^n$ or $ C^n$. The result is applied to several
classes of structured matrices. It is in particular
shown that if $ A_n$ is a Toeplitz matrix $ T_n(b)$,
then for large $n$ the values of $ \| A_n x \| / \| A_n
\| $ cluster fairly sharply around $ \| b \|_2 / \| b
\|_\infty $ if $b$ is bounded and around zero in case
$b$ is unbounded.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Condition number. Matrix norm. Random vector. Toeplitz
matrix",
}
@Article{Fleischmann:2003:CSS,
author = "Klaus Fleischmann and Leonid Mytnik",
title = "Competing Species Superprocesses with Infinite
Variance",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "8:1--8:59",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-136",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/136",
abstract = "We study pairs of interacting measure-valued branching
processes (superprocesses) with alpha-stable migration
and $ (1 + \beta)$-branching mechanism. The interaction
is realized via some killing procedure. The collision
local time for such processes is constructed as a limit
of approximating collision local times. For certain
dimensions this convergence holds uniformly over all
pairs of such interacting superprocesses. We use this
uniformity to prove existence of a solution to a
competing species martingale problem under a natural
dimension restriction. The competing species model
describes the evolution of two populations where
individuals of different types may kill each other if
they collide. In the case of Brownian migration and
finite variance branching, the model was introduced by
Evans and Perkins (1994). The fact that now the
branching mechanism does not have finite variance
requires the development of new methods for handling
the collision local time which we believe are of some
independent interest.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Superprocess with killing, competing superprocesses,
interactive superprocesses, superprocess with
immigration, measure-valued branching, interactive
branching, state-dependent branching, collision
measure, collision local time, martingale problem",
}
@Article{Bai:2003:BEB,
author = "Zhi-Dong Bai and Hsien-Kuei Hwang and Tsung-Hsi
Tsai",
title = "{Berry--Ess{\'e}en} Bounds for the Number of Maxima in
Planar Regions",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "9:1--9:26",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-137",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/137",
abstract = "We derive the optimal convergence rate $ O(n^{-1 / 4})
$ in the central limit theorem for the number of maxima
in random samples chosen uniformly at random from the
right equilateral triangle with two sides parallel to
the axes, the hypotenuse with the slope $ - 1 $ and
constituting the top part of the boundary of the
triangle. A local limit theorem with rate is also
derived. The result is then applied to the number of
maxima in general planar regions (upper-bounded by some
smooth decreasing curves) for which a near-optimal
convergence rate to the normal distribution is
established.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dominance, Maximal points, Central limit theorem,
{Berry--Ess{\'e}en} bound, Local limit theorem, Method
of moments",
}
@Article{Fitzsimmons:2003:HRM,
author = "Patrick Fitzsimmons and Ronald Getoor",
title = "Homogeneous Random Measures and Strongly Supermedian
Kernels of a {Markov} Process",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "10:1--10:54",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-142",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/142",
abstract = "The potential kernel of a positive {\em left} additive
functional (of a strong Markov process $X$) maps
positive functions to {\em strongly supermedian}
functions and satisfies a variant of the classical {\em
domination principle} of potential theory. Such a
kernel $V$ is called a {\em regular strongly
supermedian } kernel in recent work of L. Beznea and N.
Boboc. We establish the converse: Every regular
strongly supermedian kernel $V$ is the potential kernel
of a random measure homogeneous on $ [0, \infty [$.
Under additional finiteness conditions such random
measures give rise to left additive functionals. We
investigate such random measures, their potential
kernels, and their associated characteristic measures.
Given a left additive functional $A$ (not necessarily
continuous), we give an explicit construction of a
simple Markov process $Z$ whose resolvent has initial
kernel equal to the potential kernel $ U_{\! A}$. The
theory we develop is the probabilistic counterpart of
the work of Beznea and Boboc. Our main tool is the
Kuznetsov process associated with $X$ and a given
excessive measure $m$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Homogeneous random measure, additive functional,
Kuznetsov measure, potential kernel, characteristic
measure, strongly supermedian, smooth measure",
}
@Article{Zhou:2003:CBC,
author = "Xiaowen Zhou",
title = "Clustering Behavior of a Continuous-Sites
Stepping-Stone Model with {Brownian} Migration",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "11:1--11:15",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-141",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/141",
abstract = "Clustering behavior is studied for a continuous-sites
stepping-stone model with Brownian migration. It is
shown that, if the model starts with the same mixture
of different types of individuals over each site, then
it will evolve in a way such that the site space is
divided into disjoint intervals where only one type of
individuals appear in each interval. Those intervals
(clusters) are growing as time $t$ goes to infinity.
The average size of the clusters at a fixed time $t$ is
of the order of square root of $t$. Clusters at
different times or sites are asymptotically independent
as the difference of either the times or the sites goes
to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "clustering; coalescing Brownian motion; stepping-stone
model",
}
@Article{Marquez-Carreras:2003:LDP,
author = "David Marquez-Carreras and Monica Sarra",
title = "Large Deviation Principle for a Stochastic Heat
Equation With Spatially Correlated Noise",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "12:1--12:39",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-146",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/146",
abstract = "In this paper we prove a large deviation principle
(LDP) for a perturbed stochastic heat equation defined
on $ [0, T] \times [0, 1]^d $. This equation is driven
by a Gaussian noise, white in time and correlated in
space. Firstly, we show the Holder continuity for the
solution of the stochastic heat equation. Secondly, we
check that our Gaussian process satisfies an LDP and
some requirements on the skeleton of the solution.
Finally, we prove the called Freidlin--Wentzell
inequality. In order to obtain all these results we
need precise estimates of the fundamental solution of
this equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equation, stochastic
heat equation, Gaussian noise, large deviation
principle",
}
@Article{Gao:2003:LTH,
author = "Fuchang Gao and Jan Hannig and Tzong-Yow Lee and Fred
Torcaso",
title = "{Laplace} Transforms via {Hadamard} Factorization",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "13:1--13:20",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-151",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/151",
abstract = "In this paper we consider the Laplace transforms of
some random series, in particular, the random series
derived as the squared $ L_2 $ norm of a Gaussian
stochastic process. Except for some special cases,
closed form expressions for Laplace transforms are, in
general, rarely obtained. It is the purpose of this
paper to show that for many Gaussian random processes
the Laplace transform can be expressed in terms of well
understood functions using complex-analytic theorems on
infinite products, in particular, the Hadamard
Factorization Theorem. Together with some tools from
linear differential operators, we show that in many
cases the Laplace transforms can be obtained with
little work. We demonstrate this on several examples.
Of course, once the Laplace transform is known
explicitly one can easily calculate the corresponding
exact $ L_2 $ small ball probabilities using Sytaja
Tauberian theorem. Some generalizations are
mentioned.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Small ball probability, Laplace Transforms, Hadamard's
factorization theorem",
}
@Article{Tudor:2003:IFL,
author = "Ciprian Tudor and Frederi Viens",
title = "{It{\^o}} Formula and Local Time for the Fractional
{Brownian} Sheet",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "14:1--14:31",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-155",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/155",
abstract = "Using the techniques of the stochastic calculus of
variations for Gaussian processes, we derive an It{\^o}
formula for the fractional Brownian sheet with Hurst
parameters bigger than $ 1 / 2 $. As an application, we
give a stochastic integral representation for the local
time of the fractional Brownian sheet.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian sheet, It{\^o} formula, local
time, Tanaka formula, Malliavin calculus",
}
@Article{Dembo:2003:BMC,
author = "Amir Dembo and Yuval Peres and Jay Rosen",
title = "{Brownian} Motion on Compact Manifolds: Cover Time and
Late Points",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "15:1--15:14",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-139",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/139",
abstract = "Let $M$ be a smooth, compact, connected Riemannian
manifold of dimension $ d > 2$ and without boundary.
Denote by $ T(x, r)$ the hitting time of the ball of
radius $r$ centered at $x$ by Brownian motion on $M$.
Then, $ C_r(M) = \sup_{x \in M} T(x, r)$ is the time it
takes Brownian motion to come within $r$ of all points
in $M$. We prove that $ C_r(M) / (r^{2 - d}| \log r|)$
tends to $ \gamma_d V(M)$ almost surely as $ r \to 0$,
where $ V(M)$ is the Riemannian volume of $M$. We also
obtain the ``multi-fractal spectrum'' $ f(\alpha)$ for
``late points'', i.e., the dimension of the set of $
\alpha $-late points $x$ in $M$ for which $ \limsup_{r
\to 0} T(x, r) / (r^{2 - d}| \log r|) = \alpha > 0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, manifold, cover time, Wiener
sausage",
}
@Article{Budhiraja:2003:LDE,
author = "Amarjit Budhiraja and Paul Dupuis",
title = "Large Deviations for the Emprirical Measures of
Reflecting {Brownian} Motion and Related Constrained
Processes in {$ R_+ $}",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "16:1--16:46",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-154",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/154",
abstract = "We consider the large deviations properties of the
empirical measure for one dimensional constrained
processes, such as reflecting Brownian motion, the
M/M/1 queue, and discrete time analogues. Because these
processes do not satisfy the strong stability
assumptions that are usually assumed when studying the
empirical measure, there is significant probability
(from the perspective of large deviations) that the
empirical measure charges the point at infinity. We
prove the large deviation principle and identify the
rate function for the empirical measure for these
processes. No assumption of any kind is made with
regard to the stability of the underlying process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov process, constrained process, large deviations,
empirical measure, stability, reflecting Brownian
motion",
}
@Article{Delmas:2003:CML,
author = "Jean-Fran{\c{c}}ois Delmas",
title = "Computation of Moments for the Length of the
One-Dimensional {ISE} Support",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "17:1--17:15",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-161",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/161",
abstract = "We consider in this paper the support $ [L', R'] $ of
the one dimensional Integrated Super Brownian
Excursion. We determine the distribution of $ (R', L')
$ through a modified Laplace transform. Then we give an
explicit value for the first two moments of $ R' $ as
well as the covariance of $ R' $ and $ {L'} $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian snake; ISE",
}
@Article{Gradinaru:2003:AFS,
author = "Mihai Gradinaru and Ivan Nourdin",
title = "Approximation at First and Second Order of $m$-order
Integrals of the Fractional {Brownian} Motion and of
Certain Semimartingales",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "18:1--18:26",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-166",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/166",
abstract = "Let $X$ be the fractional Brownian motion of any Hurst
index $ H \in (0, 1)$ (resp. a semimartingale) and set
$ \alpha = H$ (resp. $ \alpha = \frac {1}{2}$). If $Y$
is a continuous process and if $m$ is a positive
integer, we study the existence of the limit, as $
\varepsilon \rightarrow 0$, of the approximations\par
$$ I_{\varepsilon }(Y, X) := \left \{ \int_0^t Y_s
\left (\frac {X_{s + \varepsilon } -
X_s}{\varepsilon^{\alpha }} \right)^m d s, \, t \geq 0
\right \} $$
of $m$-order integral of $Y$ with respect to $X$. For
these two choices of $X$, we prove that the limits are
almost sure, uniformly on each compact interval, and
are in terms of the $m$-th moment of the Gaussian
standard random variable. In particular, if $m$ is an
odd integer, the limit equals to zero. In this case,
the convergence in distribution, as $ \varepsilon
\rightarrow 0$, of $ \varepsilon^{- \frac {1}{2}}
I_{\varepsilon }(1, X)$ is studied. We prove that the
limit is a Brownian motion when $X$ is the fractional
Brownian motion of index $ H \in (0, \frac {1}{2}]$,
and it is in term of a two dimensional standard
Brownian motion when $X$ is a semimartingale.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Maejima:2003:LMS,
author = "Makoto Maejima and Kenji Yamamoto",
title = "Long-Memory Stable {Ornstein--Uhlenbeck} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "19:1--19:18",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-168",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/168",
abstract = "The solution of the Langevin equation driven by a
L{\'e}vy process noise has been well studied, under the
name of Ornstein--Uhlenbeck type process. It is a
stationary Markov process. When the noise is fractional
Brownian motion, the covariance of the stationary
solution process has been studied by the first author
with different coauthors. In the present paper, we
consider the Langevin equation driven by a linear
fractional stable motion noise, which is a selfsimilar
process with long-range dependence but does not have
finite variance, and we investigate the dependence
structure of the solution process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lachal:2003:DST,
author = "Aime Lachal",
title = "Distributions of Sojourn Time, Maximum and Minimum for
Pseudo-Processes Governed by Higher-Order Heat-Type
Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "20:1--20:53",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-178",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/178",
abstract = "The higher-order heat-type equation $ \partial u /
\partial t = \pm \partial^n u / \partial x^n $ has been
investigated by many authors. With this equation is
associated a pseudo-process $ (X_t)_{t \ge 0} $ which
is governed by a signed measure. In the even-order
case, Krylov (1960) proved that the classical arc-sine
law of Paul Levy for standard Brownian motion holds for
the pseudo-process $ (X_t)_{t \ge 0} $, that is, if $
T_t $ is the sojourn time of $ (X_t)_{t \ge 0} $ in the
half line $ (0, + \infty) $ up to time $t$, then $
P(T_t \in d s) = \frac {ds}{\pi \sqrt {s(t - s)}}$, $ 0
< s < t$. Orsingher (1991) and next Hochberg and
Orsingher (1994) obtained a counterpart to that law in
the odd cases $ n = 3, 5, 7.$ Actually Hochberg and
Orsingher (1994) proposed a more or less explicit
expression for that new law in the odd-order general
case and conjectured a quite simple formula for it. The
distribution of $ T_t$ subject to some conditioning has
also been studied by Nikitin \& Orsingher (2000) in the
cases $ n = 3, 4.$ In this paper, we prove that the
conjecture of Hochberg and Orsingher (1994) is true and
we extend the results of Nikitin \& Orsingher for any
integer $n$. We also investigate the distributions of
maximal and minimal functionals of $ (X_t)_{t \ge 0}$,
as well as the distribution of the last time before
becoming definitively negative up to time $t$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Gao:2003:CTS,
author = "Fuchang Gao and Jan Hannig and Fred Torcaso",
title = "Comparison Theorems for Small Deviations of Random
Series",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "21:1--21:17",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-147",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/147",
abstract = "Let $ {\xi_n} $ be a sequence of i.i.d. positive
random variables with common distribution function $
F(x) $. Let $ {a_n} $ and $ {b_n} $ be two positive
non-increasing summable sequences such that $ {\prod_{n
= 1}^{\infty }(a_n / b_n)} $ converges. Under some mild
assumptions on $F$, we prove the following
comparison\par
$$ P \left (\sum_{n = 1}^{\infty }a_n \xi_n \leq
\varepsilon \right) \sim \left (\prod_{n = 1}^{\infty }
\frac {b_n}{a_n} \right)^{- \alpha } P \left (\sum_{n =
1}^{\infty }b_n \xi_n \leq \varepsilon \right), $$
where\par
$$ { \alpha = \lim_{x \to \infty } \frac {\log F(1 /
x)}{\log x}} < 0 $$
is the index of variation of $ F(1 / \cdot)$. When
applied to the case $ \xi_n = |Z_n|^p$, where $ Z_n$
are independent standard Gaussian random variables, it
affirms a conjecture of Li cite {Li1992a}.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "small deviation, random series, bounded variation",
}
@Article{Appleby:2003:EAS,
author = "John Appleby and Alan Freeman",
title = "Exponential Asymptotic Stability of Linear
{It{\^o}--Volterra} Equation with Damped Stochastic
Perturbations",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "22:1--22:22",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-179",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/179",
abstract = "This paper studies the convergence rate of solutions
of the linear It{\^o}-Volterra equation\par
$$ d X(t) = \left (A X(t) + \int_0^t K(t - s)X(s), d s
\right) \, d t + \Sigma (t) \, d W(t) \tag {1} $$
where $K$ and $ \Sigma $ are continuous matrix-valued
functions defined on $ \mathbb {R}^+$, and $ (W(t))_{t
\geq 0}$ is a finite-dimensional standard Brownian
motion. It is shown that when the entries of $K$ are
all of one sign on $ \mathbb {R}^+$, that (i) the
almost sure exponential convergence of the solution to
zero, (ii) the $p$-th mean exponential convergence of
the solution to zero (for all $ p > 0$), and (iii) the
exponential integrability of the entries of the kernel
$K$, the exponential square integrability of the
entries of noise term $ \Sigma $, and the uniform
asymptotic stability of the solutions of the
deterministic version of (1) are equivalent. The paper
extends a result of Murakami which relates to the
deterministic version of this problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Volkov:2003:ERW,
author = "Stanislav Volkov",
title = "Excited Random Walk on Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "23:1--23:15",
year = "2003",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-180",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/180",
abstract = "We consider a nearest-neighbor stochastic process on a
rooted tree $G$ which goes toward the root with
probability $ 1 - \varepsilon $ when it visits a vertex
for the first time. At all other times it behaves like
a simple random walk on $G$. We show that for all $
\varepsilon \ge 0$ this process is transient. Also we
consider a generalization of this process and establish
its transience in {\em some} cases.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ocone:2004:DVC,
author = "Daniel Ocone and Ananda Weerasinghe",
title = "Degenerate Variance Control in the One-dimensional
Stationary Case",
journal = j-ELECTRON-J-PROBAB,
volume = "8",
pages = "24:27",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v8-181",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/181",
abstract = "We study the problem of stationary control by adaptive
choice of the diffusion coefficient in the case that
control degeneracy is allowed and the drift admits a
unique, asymptotically stable equilibrium point. We
characterize the optimal value and obtain it as an
Abelian limit of optimal discounted values and as a
limiting average of finite horizon optimal values, and
we also characterize the optimal stationary strategy.
In the case of linear drift, the optimal stationary
value is expressed in terms of the solution of an
optimal stopping problem. We generalize the above
results to allow unbounded cost functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stationary control, degenerate variance control;
stochastic control",
}
@Article{Kozma:2004:AED,
author = "Gady Kozma and Ehud Schreiber",
title = "An asymptotic expansion for the discrete harmonic
potential",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "1:1--1:17",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-170",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/170",
abstract = "We give two algorithms that allow to get arbitrary
precision asymptotics for the harmonic potential of a
random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Barbour:2004:NUB,
author = "Andrew Barbour and Kwok Choi",
title = "A non-uniform bound for translated {Poisson}
approximation",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "2:18--2:36",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-182",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/182",
abstract = "Let $ X_1, \ldots, X_n $ be independent, integer
valued random variables, with $ p^{\text {th}} $
moments, $ p > 2 $, and let $W$ denote their sum. We
prove bounds analogous to the classical non-uniform
estimates of the error in the central limit theorem,
but now, for approximation of $ {\cal L}(W)$ by a
translated Poisson distribution. The advantage is that
the error bounds, which are often of order no worse
than in the classical case, measure the accuracy in
terms of total variation distance. In order to have
good approximation in this sense, it is necessary for $
{\cal L}(W)$ to be sufficiently smooth; this
requirement is incorporated into the bounds by way of a
parameter $ \alpha $, which measures the average
overlap between $ {\cal L}(X_i)$ and $ {\cal L}(X_i +
1), 1 \leq i \leq n$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "non-uniform bounds; Stein's method; total variation;
translated Poisson approximation",
}
@Article{Aldous:2004:BBA,
author = "David Aldous and Gregory Miermont and Jim Pitman",
title = "{Brownian} Bridge Asymptotics for Random
$p$-Mappings",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "3:37--3:56",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-186",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/186",
abstract = "The Joyal bijection between doubly-rooted trees and
mappings can be lifted to a transformation on function
space which takes tree-walks to mapping-walks. Applying
known results on weak convergence of random tree walks
to Brownian excursion, we give a conceptually simpler
rederivation of the Aldous--Pitman (1994) result on
convergence of uniform random mapping walks to
reflecting Brownian bridge, and extend this result to
random $p$-mappings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian bridge, Brownian excursion, Joyal map, random
mapping, random tree, weak convergence",
}
@Article{Haas:2004:GSS,
author = "B{\'e}n{\'e}dicte Haas and Gr{\'e}gory Miermont",
title = "The Genealogy of Self-similar Fragmentations with
Negative Index as a Continuum Random Tree",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "4:57--4:97",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-187",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/187",
abstract = "We encode a certain class of stochastic fragmentation
processes, namely self-similar fragmentation processes
with a negative index of self-similarity, into a metric
family tree which belongs to the family of Continuum
Random Trees of Aldous. When the splitting times of the
fragmentation are dense near 0, the tree can in turn be
encoded into a continuous height function, just as the
Brownian Continuum Random Tree is encoded in a
normalized Brownian excursion. Under mild hypotheses,
we then compute the Hausdorff dimensions of these
trees, and the maximal H{\"o}lder exponents of the
height functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Mueller:2004:SPA,
author = "Carl Mueller and Roger Tribe",
title = "A Singular Parabolic {Anderson} Model",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "5:98--5:144",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-189",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/189",
abstract = "We consider the heat equation with a singular random
potential term. The potential is Gaussian with mean 0
and covariance given by a small constant times the
inverse square of the distance. Solutions exist as
singular measures, under suitable assumptions on the
initial conditions and for sufficiently small noise. We
investigate various properties of the solutions using
such tools as scaling, self-duality and moment
formulae. This model lies on the boundary between
nonexistence and smooth solutions. It gives a new
model, other than the superprocess, which has
measure-valued solutions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic partial differential equations",
}
@Article{Fernandez:2004:CCC,
author = "Roberto Fernandez and Gregory Maillard",
title = "Chains with Complete Connections and One-Dimensional
{Gibbs} Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "6:145--6:176",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-149",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/149",
abstract = "We discuss the relationship between one-dimensional
Gibbs measures and discrete-time processes (chains). We
consider finite-alphabet (finite-spin) systems,
possibly with a grammar (exclusion rule). We establish
conditions for a stochastic process to define a Gibbs
measure and vice versa. Our conditions generalize well
known equivalence results between ergodic Markov chains
and fields, as well as the known Gibbsian character of
processes with exponential continuity rate. Our
arguments are purely probabilistic; they are based on
the study of regular systems of conditional
probabilities (specifications). Furthermore, we discuss
the equivalence of uniqueness criteria for chains and
fields and we establish bounds for the continuity rates
of the respective systems of finite-volume conditional
probabilities. As an auxiliary result we prove a
(re)construction theorem for specifications starting
from single-site conditioning, which applies in a more
general setting (general spin space, specifications not
necessarily Gibbsian).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Discrete-time processes, Chains with complete
connections, Gibbs measures, Markov chains",
}
@Article{Ledoux:2004:DOS,
author = "Michel Ledoux",
title = "Differential Operators and Spectral Distributions of
Invariant Ensembles from the Classical Orthogonal
Polynomials. {The} Continuous Case",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "7:177--7:208",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-191",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/191",
abstract = "Following the investigation by U. Haagerup and S.
Thorbjornsen, we present a simple differential approach
to the limit theorems for empirical spectral
distributions of complex random matrices from the
Gaussian, Laguerre and Jacobi Unitary Ensembles. In the
framework of abstract Markov diffusion operators, we
derive by the integration by parts formula differential
equations for Laplace transforms and recurrence
equations for moments of eigenfunction measures. In
particular, a new description of the equilibrium
measures as adapted mixtures of the universal arcsine
law with an independent uniform distribution is
emphasized. The moment recurrence relations are used to
describe sharp, non asymptotic, small deviation
inequalities on the largest eigenvalues at the rate
given by the Tracy--Widom asymptotics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Doney:2004:STB,
author = "Ronald Doney",
title = "Small-time Behaviour of {L{\'e}vy} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "8:209--8:229",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-193",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/193",
abstract = "In this paper a neccessary and sufficient condition is
established for the probability that a L{\'e}vy process
is positive at time $t$ to tend to 1 as $t$ tends to 0.
This condition is expressed in terms of the
characteristics of the process, and is also shown to be
equivalent to two probabilistic statements about the
behaviour of the process for small time $t$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Alabert:2004:SDE,
author = "Aureli Alabert and Miguel Angel Marmolejo",
title = "Stochastic differential equations with boundary
conditions driven by a {Poisson} noise",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "9:230--254",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-157",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/157",
abstract = "We consider one-dimensional stochastic differential
equations with a boundary condition, driven by a
Poisson process. We study existence and uniqueness of
solutions and the absolute continuity of the law of the
solution. In the case when the coefficients are linear,
we give an explicit form of the solution and study the
reciprocal process property.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "boundary conditions; Poisson noise; reciprocal
processes; stochastic differential equations",
}
@Article{Garet:2004:PTS,
author = "Olivier Garet",
title = "Percolation Transition for Some Excursion Sets",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "10:255--10:292",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-196",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/196",
abstract = "We consider a random field $ (X_n)_{n \in \mathbb
{Z}^d} $ and investigate when the set $ A_h = \{ k \in
\mathbb {Z}^d; \vert X_k \vert \ge h \} $ has infinite
clusters. The main problem is to decide whether the
critical level\par
$$ h_c = \sup \{ h \in R \colon P(A_h \text { has an
infinite cluster }) > 0 \} $$
is neither $0$ nor $ + \infty $. Thus, we say that a
percolation transition occurs. In a first time, we show
that weakly dependent Gaussian fields satisfy to a
well-known criterion implying the percolation
transition. Then, we introduce a concept of percolation
along reasonable paths and therefore prove a phenomenon
of percolation transition for reasonable paths even for
strongly dependent Gaussian fields. This allows to
obtain some results of percolation transition for
oriented percolation. Finally, we study some Gibbs
states associated to a perturbation of a ferromagnetic
quadratic interaction. At first, we show that a
transition percolation occurs for superstable
potentials. Next, we go to the critical case and show
that a transition percolation occurs for directed
percolation when $ d \ge 4$. We also note that the
assumption of ferromagnetism can be relaxed when we
deal with Gaussian Gibbs measures, i.e., when there is
no perturbation of the quadratic interaction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kurkova:2004:ISC,
author = "Irina Kurkova and Serguei Popov and M. Vachkovskaia",
title = "On Infection Spreading and Competition between
Independent Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "11:293--11:315",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-197",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/197",
abstract = "We study the models of competition and spreading of
infection for infinite systems of independent random
walks. For the competition model, we investigate the
question whether one of the spins prevails with
probability one. For the infection spreading, we give
sufficient conditions for recurrence and transience
(i.e., whether the origin will be visited by infected
particles infinitely often a.s.).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dawson:2004:HEB,
author = "Donald Dawson and Luis Gorostiza and Anton
Wakolbinger",
title = "Hierarchical Equilibria of Branching Populations",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "12:316--12:381",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-200",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/200",
abstract = "The objective of this paper is the study of the
equilibrium behavior of a population on the
hierarchical group $ \Omega_N $ consisting of families
of individuals undergoing critical branching random
walk and in addition these families also develop
according to a critical branching process. Strong
transience of the random walk guarantees existence of
an equilibrium for this two-level branching system. In
the limit $ N \to \infty $ (called the {\em
hierarchical mean field limit}), the equilibrium
aggregated populations in a nested sequence of balls $
B^{(N)}_\ell $ of hierarchical radius $ \ell $ converge
to a backward Markov chain on $ \mathbb {R_+} $. This
limiting Markov chain can be explicitly represented in
terms of a cascade of subordinators which in turn makes
possible a description of the genealogy of the
population.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Multilevel branching, hierarchical mean-field limit,
strong transience, genealogy",
}
@Article{Kendall:2004:CIK,
author = "Wilfrid Kendall and Catherine Price",
title = "Coupling Iterated {Kolmogorov} Diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "13:382--13:410",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-201",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/201",
abstract = "The {\em Kolmogorov-1934 diffusion} is the
two-dimensional diffusion generated by real Brownian
motion and its time integral. In this paper we
construct successful co-adapted couplings for iterated
Kolmogorov diffusions defined by adding iterated time
integrals as further components to the original
Kolmogorov diffusion. A Laplace-transform argument
shows it is not possible successfully to couple all
iterated time integrals at once; however we give an
explicit construction of a successful co-adapted
coupling method for Brownian motion, its time integral,
and its twice-iterated time integral; and a more
implicit construction of a successful co-adapted
coupling method which works for finite sets of iterated
time integrals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{vonRenesse:2004:ICR,
author = "Max-K. von Renesse",
title = "Intrinsic Coupling on {Riemannian} Manifolds and
Polyhedra",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "14:411--14:435",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-205",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/205",
abstract = "Starting from a central limit theorem for geometric
random walks we give an elementary construction of
couplings between Brownian motions on Riemannian
manifolds. This approach shows that cut locus phenomena
are indeed inessential for Kendall's and Cranston's
stochastic proof of gradient estimates for harmonic
functions on Riemannian manifolds with lower curvature
bounds. Moreover, since the method is based on an
asymptotic quadruple inequality and a central limit
theorem only it may be extended to certain non smooth
spaces which we illustrate by the example of Riemannian
polyhedra. Here we also recover the classical heat
kernel gradient estimate which is well known from the
smooth setting.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central Limit Theorem; Coupling; Gradient Estimates",
}
@Article{Loewe:2004:RMR,
author = "Matthias Loewe and Heinrich Matzinger and Franz
Merkl",
title = "Reconstructing a Multicolor Random Scenery seen along
a Random Walk Path with Bounded Jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "15:436--15:507",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-206",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/206",
abstract = "Kesten noticed that the scenery reconstruction method
proposed by Matzinger in his PhD thesis relies heavily
on the skip-free property of the random walk. He asked
if one can still reconstruct an i.i.d. scenery seen
along the path of a non-skip-free random walk. In this
article, we positively answer this question. We prove
that if there are enough colors and if the random walk
is recurrent with at most bounded jumps, and if it can
reach every integer, then one can almost surely
reconstruct almost every scenery up to translations and
reflections. Our reconstruction method works if there
are more colors in the scenery than possible single
steps for the random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ergodic theory; jumps; random walk; Scenery
reconstruction; stationary processes",
}
@Article{Barral:2004:MAC,
author = "Julien Barral and Jacques V{\'e}hel",
title = "Multifractal Analysis of a Class of Additive Processes
with Correlated Non-Stationary Increments",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "16:508--16:543",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-208",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/208",
abstract = "We consider a family of stochastic processes built
from infinite sums of independent positive random
functions on $ R_+ $. Each of these functions increases
linearly between two consecutive negative jumps, with
the jump points following a Poisson point process on $
R_+ $. The motivation for studying these processes
stems from the fact that they constitute simplified
models for TCP traffic on the Internet. Such processes
bear some analogy with L{\'e}vy processes, but they are
more complex in the sense that their increments are
neither stationary nor independent. Nevertheless, we
show that their multifractal behavior is very much the
same as that of certain L{\'e}vy processes. More
precisely, we compute the Hausdorff multifractal
spectrum of our processes, and find that it shares the
shape of the spectrum of a typical L{\'e}vy process.
This result yields a theoretical basis to the empirical
discovery of the multifractal nature of TCP traffic.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Shao:2004:ADB,
author = "Qi-Man Shao and Chun Su and Gang Wei",
title = "Asymptotic Distributions and {Berry--Ess{\'e}en}
Bounds for Sums of Record Values",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "17:544--17:559",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-210",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/210",
abstract = "Let $ \{ U_n, n \geq 1 \} $ be independent uniformly
distributed random variables, and $ \{ Y_n, n \geq 1 \}
$ be independent and identically distributed
non-negative random variables with finite third
moments. Denote $ S_n = \sum_{i = 1}^n Y_i $ and assume
that $ (U_1, \cdots, U_n) $ and $ S_{n + 1} $ are
independent for every fixed $n$. In this paper we
obtain {Berry--Ess{\'e}en} bounds for $ \sum_{i = 1}^n
\psi (U_i S_{n + 1})$, where $ \psi $ is a non-negative
function. As an application, we give
{Berry--Ess{\'e}en} bounds and asymptotic distributions
for sums of record values.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kouritzin:2004:NFR,
author = "Michael Kouritzin and Wei Sun and Jie Xiong",
title = "Nonliner Filtering for Reflecting Diffusions in Random
Environments via Nonparametric Estimation",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "18:560--18:574",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-214",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Kouritzin:2017:ENF}.",
URL = "http://ejp.ejpecp.org/article/view/214",
abstract = "We study a nonlinear filtering problem in which the
signal to be estimated is a reflecting diffusion in a
random environment. Under the assumption that the
observation noise is independent of the signal, we
develop a nonparametric functional estimation method
for finding workable approximate solutions to the
conditional distributions of the signal state.
Furthermore, we show that the pathwise average
distance, per unit time, of the approximate filter from
the optimal filter is asymptotically small in time.
Also, we use simulations based upon a particle filter
algorithm to show the efficiency of the method.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bertoin:2004:ALN,
author = "Jean Bertoin and Alexander Gnedin",
title = "Asymptotic Laws for Nonconservative Self-similar
Fragmentations",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "19:575--19:593",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-215",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/215",
abstract = "We consider a self-similar fragmentation process in
which the generic particle of mass $x$ is replaced by
the offspring particles at probability rate $ x^\alpha
$, with positive parameter $ \alpha $. The total of
offspring masses may be both larger or smaller than $x$
with positive probability. We show that under certain
conditions the typical mass in the ensemble is of the
order $ t^{-1 / \alpha }$ and that the empirical
distribution of masses converges to a random limit
which we characterise in terms of the reproduction
law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Nualart:2004:LSM,
author = "Eulalia Nualart and Thomas Mountford",
title = "Level Sets of Multiparameter {Brownian} Motions",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "20:594--20:614",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-169",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/169",
abstract = "We use Girsanov's theorem to establish a conjecture of
Khoshnevisan, Xiao and Zhong that $ \phi (r) = r^{N - d
/ 2} (\log \log (\frac {1}{r}))^{d / 2} $ is the exact
Hausdorff measure function for the zero level set of an
$N$-parameter $d$-dimensional additive Brownian motion.
We extend this result to a natural multiparameter
version of Taylor and Wendel's theorem on the
relationship between Brownian local time and the
Hausdorff $ \phi $-measure of the zero set.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "additive Brownian motion; Hausdorff measure; level
sets; Local times",
}
@Article{Krylov:2004:QIS,
author = "N. V. Krylov",
title = "Quasiderivatives and Interior Smoothness of Harmonic
Functions Associated with Degenerate Diffusion
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "21:615--21:633",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-219",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/219",
abstract = "Proofs and two applications of two general results are
given concerning the problem of establishing interior
smoothness of probabilistic solutions of elliptic
degenerate equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bass:2004:CSD,
author = "Richard Bass and Edwin Perkins",
title = "Countable Systems of Degenerate Stochastic
Differential Equations with Applications to
Super-{Markov} Chains",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "22:634--22:673",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-222",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/222",
abstract = "We prove well-posedness of the martingale problem for
an infinite-dimensional degenerate elliptic operator
under appropriate H{\"o}lder continuity conditions on
the coefficients. These martingale problems include
large population limits of branching particle systems
on a countable state space in which the particle
dynamics and branching rates may depend on the entire
population in a H{\"o}lder fashion. This extends an
approach originally used by the authors in finite
dimensions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Denis:2004:GAR,
author = "Laurent Denis and L. Stoica",
title = "A General Analytical Result for Non-linear {SPDE}'s
and Applications",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "23:674--23:709",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-223",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/223",
abstract = "Using analytical methods, we prove existence
uniqueness and estimates for s.p.d.e. of the type\par
$$ d u_t + A u_t d t + f (t, u_t) d t + R g(t, u_t) d
t = h(t, x, u_t) d B_t, $$
where $A$ is a linear non-negative self-adjoint
(unbounded) operator, $f$ is a nonlinear function which
depends on $u$ and its derivatives controlled by $
\sqrt {A} u$, $ R g$ corresponds to a nonlinearity
involving $u$ and its derivatives of the same order as
$ A u$ but of smaller magnitude, and the right term
contains a noise involving a $d$-dimensional Brownian
motion multiplied by a non-linear function. We give a
neat condition concerning the magnitude of these
nonlinear perturbations. We also mention a few examples
and, in the case of a diffusion generator, we give a
double stochastic interpretation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{vanderHofstad:2004:GSC,
author = "Remco van der Hofstad and Akira Sakai",
title = "{Gaussian} Scaling for the Critical Spread-out Contact
Process above the Upper Critical Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "24:710--24:769",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-224",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/224",
abstract = "We consider the critical spread-out contact process in
$ Z^d $ with $ d \geq 1 $, whose infection range is
denoted by $ L \geq 1 $. The two-point function $
\tau_t(x) $ is the probability that $ x \in Z^d $ is
infected at time $t$ by the infected individual located
at the origin $ o \in Z^d$ at time 0. We prove Gaussian
behaviour for the two-point function with $ L \geq L_0$
for some finite $ L_0 = L_0 (d)$ for $ d > 4$. When $ d
\leq 4$, we also perform a local mean-field limit to
obtain Gaussian behaviour for $ \tau_{ tT}(x)$ with $ t
> 0$ fixed and $ T \to \infty $ when the infection
range depends on $T$ in such a way that $ L_T = L T^b$
for any $ b > (4 - d) / 2 d$.\par
The proof is based on the lace expansion and an
adaptation of the inductive approach applied to the
discretized contact process. We prove the existence of
several critical exponents and show that they take on
their respective mean-field values. The results in this
paper provide crucial ingredients to prove convergence
of the finite-dimensional distributions for the contact
process towards those for the canonical measure of
super-Brownian motion, which we defer to a sequel of
this paper.\par
The results in this paper also apply to oriented
percolation, for which we reprove some of the results
in \cite{hs01} and extend the results to the local
mean-field setting described above when $ d \leq 4$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berestycki:2004:EFC,
author = "Julien Berestycki",
title = "Exchangeable Fragmentation--Coalescence Processes and
their Equilibrium Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "25:770--25:824",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-227",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/227",
abstract = "We define and study a family of Markov processes with
state space the compact set of all partitions of $N$
that we call exchangeable fragmentation-coalescence
processes. They can be viewed as a combination of
homogeneous fragmentation as defined by Bertoin and of
homogeneous coalescence as defined by Pitman and
Schweinsberg or M{\"o}hle and Sagitov. We show that
they admit a unique invariant probability measure and
we study some properties of their paths and of their
equilibrium measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Peres:2004:MTR,
author = "Yuval Peres and David Revelle",
title = "Mixing Times for Random Walks on Finite Lamplighter
Groups",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "26:825--26:845",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-198",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/198",
abstract = "Given a finite graph $G$, a vertex of the lamplighter
graph $ G^\diamondsuit = \mathbb {Z}_2 \wr G$ consists
of a zero-one labeling of the vertices of $G$, and a
marked vertex of $G$. For transitive $G$ we show that,
up to constants, the relaxation time for simple random
walk in $ G^\diamondsuit $ is the maximal hitting time
for simple random walk in $G$, while the mixing time in
total variation on $ G^\diamondsuit $ is the expected
cover time on $G$. The mixing time in the uniform
metric on $ G^\diamondsuit $ admits a sharp threshold,
and equals $ |G|$ multiplied by the relaxation time on
$G$, up to a factor of $ \log |G|$. For $ \mathbb {Z}_2
\wr \mathbb {Z}_n^2$, the lamplighter group over the
discrete two dimensional torus, the relaxation time is
of order $ n^2 \log n$, the total variation mixing time
is of order $ n^2 \log^2 n$, and the uniform mixing
time is of order $ n^4$. For $ \mathbb {Z}_2 \wr
\mathbb {Z}_n^d$ when $ d \geq 3$, the relaxation time
is of order $ n^d$, the total variation mixing time is
of order $ n^d \log n$, and the uniform mixing time is
of order $ n^{d + 2}$. In particular, these three
quantities are of different orders of magnitude.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "cover time; lamplighter group; mixing time; random
walks",
}
@Article{Lawler:2004:BEC,
author = "Gregory Lawler and Vlada Limic",
title = "The {Beurling} Estimate for a Class of Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "27:846--27:861",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-228",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/228",
abstract = "An estimate of Beurling states that if $K$ is a curve
from $0$ to the unit circle in the complex plane, then
the probability that a Brownian motion starting at $ -
\varepsilon $ reaches the unit circle without hitting
the curve is bounded above by $ c \varepsilon^{1 / 2}$.
This estimate is very useful in analysis of boundary
behavior of conformal maps, especially for connected
but rough boundaries. The corresponding estimate for
simple random walk was first proved by Kesten. In this
note we extend this estimate to random walks with zero
mean, finite $ (3 + \delta)$-moment.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Beurling projection; escape probabilities; Green's
function; random walk",
}
@Article{Puhalskii:2004:SDL,
author = "Anatolii Puhalskii",
title = "On Some Degenerate Large Deviation Problems",
journal = j-ELECTRON-J-PROBAB,
volume = "9",
pages = "28:862--28:886",
year = "2004",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v9-232",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/232",
abstract = "This paper concerns the issue of obtaining the large
deviation principle for solutions of stochastic
equations with possibly degenerate coefficients.
Specifically, we explore the potential of the
methodology that consists in establishing exponential
tightness and identifying the action functional via a
maxingale problem. In the author's earlier work it has
been demonstrated that certain convergence properties
of the predictable characteristics of semimartingales
ensure both that exponential tightness holds and that
every large deviation accumulation point is a solution
to a maxingale problem. The focus here is on the
uniqueness for the maxingale problem. It is first shown
that under certain continuity hypotheses existence and
uniqueness of a solution to a maxingale problem of
diffusion type are equivalent to Luzin weak existence
and uniqueness, respectively, for the associated
idempotent It{\^o} equation. Consequently, if the
idempotent equation has a unique Luzin weak solution,
then the action functional is specified uniquely, so
the large deviation principle follows. Two kinds of
application are considered. Firstly, we obtain results
on the logarithmic asymptotics of moderate deviations
for stochastic equations with possibly degenerate
diffusion coefficients which, as compared with earlier
results, relax the growth conditions on the
coefficients, permit certain non-Lipshitz-continuous
coefficients, and allow the coefficients to depend on
the entire past of the process and to be discontinuous
functions of time. The other application concerns
multiple-server queues with impatient customers.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kim:2005:ESD,
author = "Kyeong-Hun Kim",
title = "{$ L_p $}-Estimates for {SPDE} with Discontinuous
Coefficients in Domains",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "1:1--1:20",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-234",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/234",
abstract = "Stochastic partial differential equations of
divergence form with discontinuous and unbounded
coefficients are considered in $ C^1 $ domains.
Existence and uniqueness results are given in weighted
$ L_p $ spaces, and Holder type estimates are
presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic partial differential equations,
discontinuous coefficients",
}
@Article{Newman:2005:CCN,
author = "Charles Newman and Krishnamurthi Ravishankar and
Rongfeng Sun",
title = "Convergence of Coalescing Nonsimple Random Walks to
the {Brownian Web}",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "2:21--2:60",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-235",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/235",
abstract = "The Brownian Web (BW) is a family of coalescing
Brownian motions starting from every point in space and
time $ R \times R $. It was first introduced by
Arratia, and later analyzed in detail by Toth and
Werner. More recently, Fontes, Isopi, Newman and
Ravishankar (FINR) gave a characterization of the BW,
and general convergence criteria allowing in principle
either crossing or noncrossing paths, which they
verified for coalescing simple random walks. Later
Ferrari, Fontes, and Wu verified these criteria for a
two dimensional Poisson Tree. In both cases, the paths
are noncrossing. To date, the general convergence
criteria of FINR have not been verified for any case
with crossing paths, which appears to be significantly
more difficult than the noncrossing paths case.
Accordingly, in this paper, we formulate new
convergence criteria for the crossing paths case, and
verify them for non-simple coalescing random walks
satisfying a finite fifth moment condition. This is the
first time that convergence to the BW has been proved
for models with crossing paths. Several corollaries are
presented, including an analysis of the scaling limit
of voter model interfaces that extends a result of Cox
and Durrett.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian Web, Invariance Principle, Coalescing Random
Walks, Brownian Networks, Continuum Limit",
}
@Article{Kontoyiannis:2005:LDA,
author = "Ioannis Kontoyiannis and Sean Meyn",
title = "Large Deviations Asymptotics and the Spectral Theory
of Multiplicatively Regular {Markov} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "3:61--3:123",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-231",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/231",
abstract = "In this paper we continue the investigation of the
spectral theory and exponential asymptotics of
primarily discrete-time Markov processes, following
Kontoyiannis and Meyn (2003). We introduce a new family
of nonlinear Lyapunov drift criteria, which
characterize distinct subclasses of geometrically
ergodic Markov processes in terms of simple
inequalities for the nonlinear generator. We
concentrate primarily on the class of multiplicatively
regular Markov processes, which are characterized via
simple conditions similar to (but weaker than) those of
Donsker--Varadhan. For any such process $ \{ \Phi (t)
\} $ with transition kernel $P$ on a general state
space $X$, the following are obtained. Spectral Theory:
For a large class of (possibly unbounded) functionals
$F$ on $X$, the kernel $ \hat P(x, d y) = e^{F(x)} P(x,
d y)$ has a discrete spectrum in an appropriately
defined Banach space. It follows that there exists a
``maximal, '' well-behaved solution to the
``multiplicative Poisson equation, '' defined as an
eigenvalue problem for $ \hat P$. Multiplicative Mean
Ergodic Theorem: Consider the partial sums of this
process with respect to any one of the functionals $F$
considered above. The normalized mean of their moment
generating function (and not the logarithm of the mean)
converges to the above maximal eigenfunction
exponentially fast. Multiplicative regularity: The
Lyapunov drift criterion under which our results are
derived is equivalent to the existence of regeneration
times with finite exponential moments for the above
partial sums. Large Deviations: The sequence of
empirical measures of the process satisfies a large
deviations principle in a topology finer that the usual
tau-topology, generated by the above class of
functionals. The rate function of this LDP is the
convex dual of logarithm of the above maximal
eigenvalue, and it is shown to coincide with the
Donsker--Varadhan rate function in terms of relative
entropy. Exact Large Deviations Asymptotics: The above
partial sums are shown to satisfy an exact large
deviations expansion, analogous to that obtained by
Bahadur and Ranga Rao for independent random
variables.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov process, large deviations, entropy, Lyapunov
function, empirical measures, nonlinear generator,
large deviations principle",
}
@Article{Bass:2005:ASI,
author = "Richard Bass and Jay Rosen",
title = "An Almost Sure Invariance Principle for Renormalized
Intersection Local Times",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "4:124--4:164",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-236",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/236",
abstract = "Let $ \beta_k(n) $ be the number of self-intersections
of order $k$, appropriately renormalized, for a mean
zero planar random walk with $ 2 + \delta $ moments. On
a suitable probability space we can construct the
random walk and a planar Brownian motion $ W_t$ such
that for each $ k \geq 2$, $ | \beta_k(n) -
\gamma_k(n)| = o(1)$, a.s., where $ \gamma_k(n)$ is the
renormalized self-intersection local time of order $k$
at time 1 for the Brownian motion $ W_{nt} / \sqrt
n$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Schuhmacher:2005:DEP,
author = "Dominic Schuhmacher",
title = "Distance Estimates for {Poisson} Process
Approximations of Dependent Thinnings",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "5:165--5:201",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-237",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/237",
abstract = "It is well known, that under certain conditions,
gradual thinning of a point process on $ R^d_+ $,
accompanied by a contraction of space to compensate for
the thinning, leads in the weak limit to a Cox process.
In this article, we apply discretization and a result
based on Stein's method to give estimates of the
Barbour--Brown distance $ d_2 $ between the
distribution of a thinned point process and an
approximating Poisson process, and evaluate the
estimates in concrete examples. We work in terms of
two, somewhat different, thinning models. The main
model is based on the usual thinning notion of deleting
points independently according to probabilities
supplied by a random field. In Section 4, however, we
use an alternative thinning model, which can be more
straightforward to apply if the thinning is determined
by point interactions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Eisenbaum:2005:CBG,
author = "Nathalie Eisenbaum",
title = "A Connection between {Gaussian} Processes and {Markov}
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "6:202--6:215",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-238",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/238",
abstract = "The Green function of a transient symmetric Markov
process can be interpreted as the covariance of a
centered Gaussian process. This relation leads to
several fruitful identities in law. Symmetric Markov
processes and their associated Gaussian process both
benefit from these connections. Therefore it is of
interest to characterize the associated Gaussian
processes. We present here an answer to that
question.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Cancrini:2005:DLT,
author = "Nicoletta Cancrini and Filippo Cesi and Cyril
Roberto",
title = "Diffusive Long-time Behavior of {Kawasaki} Dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "7:216--7:249",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-239",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/239",
abstract = "If $ P_t $ is the semigroup associated with the
Kawasaki dynamics on $ Z^d $ and $f$ is a local
function on the configuration space, then the variance
with respect to the invariant measure $ \mu $ of $ P_t
f$ goes to zero as $ t \to \infty $ faster than $ t^{-d
/ 2 + \varepsilon }$, with $ \varepsilon $ arbitrarily
small. The fundamental assumption is a mixing condition
on the interaction of Dobrushin and Schlosman type.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Heicklen:2005:RPS,
author = "Deborah Heicklen and Christopher Hoffman",
title = "Return Probabilities of a Simple Random Walk on
Percolation Clusters",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "8:250--8:302",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-240",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/240",
abstract = "We bound the probability that a continuous time simple
random walk on the infinite percolation cluster on $
Z^d $ returns to the origin at time $t$. We use this
result to show that in dimensions 5 and higher the
uniform spanning forest on infinite percolation
clusters supported on graphs with infinitely many
connected components a.s.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Birkner:2005:ASB,
author = "Matthias Birkner and Jochen Blath and Marcella Capaldo
and Alison Etheridge and Martin M{\"o}hle and Jason
Schweinsberg and Anton Wakolbinger",
title = "Alpha-Stable Branching and Beta-Coalescents",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "9:303--9:325",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-241",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/241",
abstract = "We determine that the continuous-state branching
processes for which the genealogy, suitably
time-changed, can be described by an autonomous Markov
process are precisely those arising from $ \alpha
$-stable branching mechanisms. The random ancestral
partition is then a time-changed $ \Lambda
$-coalescent, where $ \Lambda $ is the
Beta-distribution with parameters $ 2 - \alpha $ and $
\alpha $, and the time change is given by $ Z^{1 -
\alpha }$, where $Z$ is the total population size. For
$ \alpha = 2$ (Feller's branching diffusion) and $
\Lambda = \delta_0$ (Kingman's coalescent), this is in
the spirit of (a non-spatial version of) Perkins'
Disintegration Theorem. For $ \alpha = 1$ and $ \Lambda
$ the uniform distribution on $ [0, 1]$, this is the
duality discovered by Bertoin \& Le Gall (2000) between
the norming of Neveu's continuous state branching
process and the Bolthausen--Sznitman coalescent.\par
We present two approaches: one, exploiting the
`modified lookdown construction', draws heavily on
Donnelly \& Kurtz (1999); the other is based on direct
calculations with generators.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berzin:2005:CFM,
author = "Corinne Berzin and Jos{\'e} Le{\'o}n",
title = "Convergence in Fractional Models and Applications",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "10:326--10:370",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-172",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/172",
abstract = "We consider a fractional Brownian motion with Hurst
parameter strictly between 0 and 1. We are interested
in the asymptotic behaviour of functionals of the
increments of this and related processes and we propose
several probabilistic and statistical applications.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian motion; Level crossings; limit
theorem; local time; rate of convergence",
}
@Article{Salminen:2005:PIF,
author = "Paavo Salminen and Marc Yor",
title = "Perpetual Integral Functionals as Hitting and
Occupation Times",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "11:371--11:419",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-256",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/256",
abstract = "Let $X$ be a linear diffusion and $f$ a non-negative,
Borel measurable function. We are interested in finding
conditions on $X$ and $f$ which imply that the
perpetual integral functional\par
$$ I^X_\infty (f) := \int_0^\infty f(X_t) d t $$
is identical in law with the first hitting time of a
point for some other diffusion. This phenomenon may
often be explained using random time change. Because of
some potential applications in mathematical finance, we
are considering mainly the case when $X$ is a Brownian
motion with drift $ \mu > 0, $ denoted $ {B^{(\mu)}_t
\colon t \geq 0}, $ but it is obvious that the method
presented is more general. We also review the known
examples and give new ones. In particular, results
concerning one-sided functionals\par
$$ \int_0^\infty f(B^{(\mu)}_t){\bf 1}_{{B^{(\mu)}_t <
0}} d t \quad {\rm and} \quad \int_0^\infty
f(B^{(\mu)}_t){\bf 1}_{{B^{(\mu)}_t > 0}} d t $$
are presented. This approach generalizes the proof,
based on the random time change techniques, of the fact
that the Dufresne functional (this corresponds to $
f(x) = \exp ( - 2 x)), $ playing quite an important
role in the study of geometric Brownian motion, is
identical in law with the first hitting time for a
Bessel process. Another functional arising naturally in
this context is\par
$$ \int_0^\infty \big (a + \exp (B^{(\mu)}_t)
\big)^{-2} d t, $$
which is seen, in the case $ \mu = 1 / 2, $ to be
identical in law with the first hitting time for a
Brownian motion with drift $ \mu = a / 2.$ The paper is
concluded by discussing how the Feynman--Kac formula
can be used to find the distribution of a perpetual
integral functional.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chauvin:2005:MPB,
author = "B. Chauvin and T. Klein and J.-F. Marckert and A.
Rouault",
title = "Martingales and Profile of Binary Search Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "12:420--12:435",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-257",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/257",
abstract = "We are interested in the asymptotic analysis of the
binary search tree (BST) under the random permutation
model. Via an embedding in a continuous time model, we
get new results, in particular the asymptotic behavior
of the profile.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Mountford:2005:TCN,
author = "Thomas Mountford and Li-Chau Wu",
title = "The Time for a Critical Nearest Particle System to
reach Equilibrium starting with a large Gap",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "13:436--13:498",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-242",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/242",
abstract = "We consider the time for a critical nearest particle
system, starting in equilibrium subject to possessing a
large gap, to achieve equilibrium.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interacting Particle Systems, Reversibility,
Convergence to equilibrium",
}
@Article{Panchenko:2005:CLT,
author = "Dmitry Panchenko",
title = "A {Central Limit Theorem} for Weighted Averages of
Spins in the High Temperature Region of the
{Sherrington--Kirkpatrick} Model",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "14:499--14:524",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-258",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/258",
abstract = "In this paper we prove that in the high temperature
region of the Sherrington--Kirkpatrick model for a
typical realization of the disorder the weighted
average of spins $ \sum_{i \leq N} t_i \sigma_i $ will
be approximately Gaussian provided that $ \max_{i \leq
N}|t_i| / \sum_{i \leq N} t_i^2 $ is small.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{DaiPra:2005:LSI,
author = "Paolo {Dai Pra} and Gustavo Posta",
title = "Logarithmic {Sobolev} Inequality for Zero--Range
Dynamics: Independence of the Number of Particles",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "15:525--15:576",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-259",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/259",
abstract = "We prove that the logarithmic-Sobolev constant for
Zero-Range Processes in a box of diameter $L$ may
depend on $L$ but not on the number of particles. This
is a first, but relevant and quite technical step, in
the proof that this logarithmic-Sobolev constant grows
as the square of $L$, that is presented in a
forthcoming paper.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chen:2005:LDL,
author = "Xia Chen and Wenbo Li and Jay Rosen",
title = "Large Deviations for Local Times of Stable Processes
and Stable Random Walks in 1 Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "16:577--16:608",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-260",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/260",
abstract = "In Chen and Li (2004), large deviations were obtained
for the spatial $ L^p $ norms of products of
independent Brownian local times and local times of
random walks with finite second moment. The methods of
that paper depended heavily on the continuity of the
Brownian path and the fact that the generator of
Brownian motion, the Laplacian, is a local operator. In
this paper we generalize these results to local times
of symmetric stable processes and stable random
walks.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Biggins:2005:FPS,
author = "John Biggins and Andreas Kyprianou",
title = "Fixed Points of the Smoothing Transform: the Boundary
Case",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "17:609--17:631",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-255",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/255",
abstract = "Let $ A = (A_1, A_2, A_3, \ldots) $ be a random
sequence of non-negative numbers that are ultimately
zero with $ E[\sum A_i] = 1 $ and $ E \left [\sum A_i
\log A_i \right] \leq 0 $. The uniqueness of the
non-negative fixed points of the associated smoothing
transform is considered. These fixed points are
solutions to the functional equation $ \Phi (\psi) = E
\left [\prod_i \Phi (\psi A_i) \right], $ where $ \Phi
$ is the Laplace transform of a non-negative random
variable. The study complements, and extends, existing
results on the case when $ E \left [\sum A_i \log A_i
\right] < 0 $. New results on the asymptotic behaviour
of the solutions near zero in the boundary case, where
$ E \left [\sum A_i \log A_i \right] = 0 $, are
obtained.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walk; functional equation; Smoothing
transform",
}
@Article{Cabanal-Duvillard:2005:MRB,
author = "Thierry Cabanal-Duvillard",
title = "A Matrix Representation of the {Bercovici--Pata}
Bijection",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "18:632--18:661",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-246",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/246",
abstract = "Let $ \mu $ be an infinitely divisible law on the real
line, $ \Lambda (\mu) $ its freely infinitely divisible
image by the Bercovici--Pata bijection. The purpose of
this article is to produce a new kind of random
matrices with distribution $ \mu $ at dimension 1, and
with its empirical spectral law converging to $ \Lambda
(\mu) $ as the dimension tends to infinity. This
constitutes a generalisation of Wigner's result for the
Gaussian Unitary Ensemble.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices, free probability, infinitely
divisible laws",
}
@Article{Lozada-Chang:2005:LDM,
author = "Li-Vang Lozada-Chang",
title = "Large Deviations on Moment Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "19:662--19:690",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-202",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/202",
abstract = "In this paper we study asymptotic behavior of some
moment spaces. We consider two different settings. In
the first one, we work with ordinary multi-dimensional
moments on the standard $m$-simplex. In the second one,
we deal with the trigonometric moments on the unit
circle of the complex plane. We state large and
moderate deviation principles for uniformly distributed
moments. In both cases the rate function of the large
deviation principle is related to the reversed Kullback
information with respect to the uniform measure on the
integration space.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations; multidimensional moment; random
moment problem",
}
@Article{Begyn:2005:QVA,
author = "Arnaud Begyn",
title = "Quadratic Variations along Irregular Subdivisions for
{Gaussian} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "20:691--20:717",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-245",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/245",
abstract = "In this paper we deal with second order quadratic
variations along general subdivisions for processes
with Gaussian increments. These have almost surely a
deterministic limit under conditions on the mesh of the
subdivisions. This limit depends on the singularity
function of the process and on the structure of the
subdivisions too. Then we illustrate the results with
the example of the time-space deformed fractional
Brownian motion and we present some simulations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "estimation, fractional processes, Gaussian processes,
generalized quadratic variations, irregular
subdivisions, singularity function",
}
@Article{Goldschmidt:2005:RRT,
author = "Christina Goldschmidt and James Martin",
title = "Random Recursive Trees and the {Bolthausen--Sznitman}
Coalesent",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "21:718--21:745",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-265",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/265",
abstract = "We describe a representation of the
Bolthausen--Sznitman coalescent in terms of the cutting
of random recursive trees. Using this representation,
we prove results concerning the final collision of the
coalescent restricted to $ [n] $: we show that the
distribution of the number of blocks involved in the
final collision converges as $ n \to \infty $, and
obtain a scaling law for the sizes of these blocks. We
also consider the discrete-time Markov chain giving the
number of blocks after each collision of the coalescent
restricted to $ [n] $; we show that the transition
probabilities of the time-reversal of this Markov chain
have limits as $ n \to \infty $. These results can be
interpreted as describing a ``post-gelation'' phase of
the Bolthausen--Sznitman coalescent, in which a giant
cluster containing almost all of the mass has already
formed and the remaining small blocks are being
absorbed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bouchard:2005:HAO,
author = "Bruno Bouchard and Emmanuel Teman",
title = "On the Hedging of {American} Options in Discrete Time
with Proportional Transaction Costs",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "22:746--22:760",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-266",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/266",
abstract = "In this note, we consider a general discrete time
financial market with proportional transaction costs as
in Kabanov and Stricker (2001), Kabanov et al. (2002),
Kabanov et al. (2003) and Schachermayer (2004). We
provide a dual formulation for the set of initial
endowments which allow to super-hedge some American
claim. We show that this extends the result of
Chalasani and Jha (2001) which was obtained in a model
with constant transaction costs and risky assets which
evolve on a finite dimensional tree. We also provide
fairly general conditions under which the expected
formulation in terms of stopping times does not work.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Coutin:2005:SMR,
author = "Laure Coutin and Antoine Lejay",
title = "Semi-martingales and rough paths theory",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "23:761--23:785",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-162",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/162",
abstract = "We prove that the theory of rough paths, which is used
to define path-wise integrals and path-wise
differential equations, can be used with continuous
semi-martingales. We provide then an almost sure
theorem of type Wong--Zakai. Moreover, we show that the
conditions UT and UCV, used to prove that one can
interchange limits and It{\^o} or Stratonovich
integrals, provide the same result when one uses the
rough paths theory.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$p$-variation; conditions UT and UCV; iterated
integrals; rough paths; Semi-martingales; Wong--Zakai
theorem",
}
@Article{Cassandro:2005:ODR,
author = "Marzio Cassandro and Enza Orlandi and Pierre Picco and
Maria Eulalia Vares",
title = "One-dimensional Random Field {Kac}'s Model:
Localization of the Phases",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "24:786--24:864",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-263",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/263",
abstract = "We study the typical profiles of a one dimensional
random field Kac model, for values of the temperature
and magnitude of the field in the region of two
absolute minima for the free energy of the
corresponding random field Curie Weiss model. We show
that, for a set of realizations of the random field of
overwhelming probability, the localization of the two
phases corresponding to the previous minima is
completely determined. Namely, we are able to construct
random intervals tagged with a sign, where typically,
with respect to the infinite volume Gibbs measure, the
profile is rigid and takes, according to the sign, one
of the two values corresponding to the previous minima.
Moreover, we characterize the transition from one phase
to the other. The analysis extends the one done by
Cassandro, Orlandi and Picco in [13].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Phase transition, random walk, random environment, Kac
potential",
}
@Article{Flandoli:2005:SVF,
author = "Franco Flandoli and Massimiliano Gubinelli",
title = "Statistics of a Vortex Filament Model",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "25:865--25:900",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-267",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/267",
abstract = "A random incompressible velocity field in three
dimensions composed by Poisson distributed Brownian
vortex filaments is constructed. The filaments have a
random thickness, length and intensity, governed by a
measure $ \gamma $. Under appropriate assumptions on $
\gamma $ we compute the scaling law of the structure
function of the field and show that, in particular, it
allows for either K41-like scaling or multifractal
scaling.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Fulman:2005:SMD,
author = "Jason Fulman",
title = "{Stein}'s Method and Descents after Riffle Shuffles",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "26:901--26:924",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-268",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/268",
abstract = "Berestycki and Durrett used techniques from random
graph theory to prove that the distance to the identity
after iterating the random transposition shuffle
undergoes a transition from Poisson to normal behavior.
This paper establishes an analogous result for distance
after iterates of riffle shuffles or iterates of riffle
shuffles and cuts. The analysis uses different tools:
Stein's method and generating functions. A useful
technique which emerges is that of making a problem
more tractable by adding extra symmetry, then using
Stein's method to exploit the symmetry in the modified
problem, and from this deducing information about the
original problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Csaki:2005:IPV,
author = "Endre Csaki and Yueyun Hu",
title = "On the Increments of the Principal Value of {Brownian}
Local Time",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "27:925--27:947",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-269",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/269",
abstract = "Let $W$ be a one-dimensional Brownian motion starting
from 0. Define $ Y(t) = \int_0^t{ds \over W(s)} :=
\lim_{\epsilon \to 0} \int_0^t 1_{(|W(s)| > \epsilon)}
{ds \over W(s)}$ as Cauchy's principal value related to
local time. We prove limsup and liminf results for the
increments of $Y$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chaumont:2005:LPC,
author = "Lo{\"\i}c Chaumont and Ronald Doney",
title = "On {L{\'e}vy} processes conditioned to stay positive",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "28:948--28:961",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-261",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See corrections \cite{Chaumont:2008:CLP}.",
URL = "http://ejp.ejpecp.org/article/view/261",
abstract = "We construct the law of L{\'e}vy processes conditioned
to stay positive under general hypotheses. We obtain a
Williams type path decomposition at the minimum of
these processes. This result is then applied to prove
the weak convergence of the law of L{\'e}vy processes
conditioned to stay positive as their initial state
tends to 0. We describe an absolute continuity
relationship between the limit law and the measure of
the excursions away from 0 of the underlying L{\'e}vy
process reflected at its minimum. Then, when the
L{\'e}vy process creeps upwards, we study the lower
tail at 0 of the law of the height of this excursion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L'evy process conditioned to stay positive, path
decomposition, weak convergence, excursion measure,
creeping",
}
@Article{Posta:2005:EFO,
author = "Gustavo Posta",
title = "Equilibrium Fluctuations for a One-Dimensional
Interface in the Solid on Solid Approximation",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "29:962--29:987",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-270",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/270",
abstract = "An unbounded one-dimensional solid-on-solid model with
integer heights is studied. Unbounded here means that
there is no {\em a priori} restrictions on the discrete
gradient of the interface. The interaction Hamiltonian
of the interface is given by a finite range part,
proportional to the sum of height differences, plus a
part of exponentially decaying long range potentials.
The evolution of the interface is a reversible Markov
process. We prove that if this system is started in the
center of a box of size $L$ after a time of order $
L^3$ it reaches, with a very large probability, the top
or the bottom of the box.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bahlali:2005:GSM,
author = "Seid Bahlali and Brahim Mezerdi",
title = "A General Stochastic Maximum Principle for Singular
Control Problems",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "30:988--30:1004",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-271",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/271",
abstract = "We consider the stochastic control problem in which
the control domain need not be convex, the control
variable has two components, the first being absolutely
continuous and the second singular. The coefficients of
the state equation are non linear and depend explicitly
on the absolutely continuous component of the control.
We establish a maximum principle, by using a spike
variation on the absolutely continuous part of the
control and a convex perturbation on the singular one.
This result is a generalization of Peng's maximum
principle to singular control problems.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chorro:2005:CDL,
author = "Christophe Chorro",
title = "Convergence in {Dirichlet} Law of Certain Stochastic
Integrals",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "31:1005--31:1025",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-272",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/272",
abstract = "Recently, Nicolas Bouleau has proposed an extension of
the Donsker's invariance principle in the framework of
Dirichlet forms. He proves that an erroneous random
walk of i.i.d random variables converges in Dirichlet
law toward the Ornstein--Uhlenbeck error structure on
the Wiener space. The aim of this paper is to extend
this result to some families of stochastic integrals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ganesh:2005:SPL,
author = "Ayalvadi Ganesh and Claudio Macci and Giovanni
Torrisi",
title = "Sample Path Large Deviations Principles for {Poisson}
Shot Noise Processes and Applications",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "32:1026--32:1043",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-273",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/273",
abstract = "This paper concerns sample path large deviations for
Poisson shot noise processes, and applications in
queueing theory. We first show that, under an
exponential tail condition, Poisson shot noise
processes satisfy a sample path large deviations
principle with respect to the topology of pointwise
convergence. Under a stronger superexponential tail
condition, we extend this result to the topology of
uniform convergence. We also give applications of this
result to determining the most likely path to overflow
in a single server queue, and to finding tail
asymptotics for the queue lengths at priority queues.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations; Poisson shot noise; queues; risk;
sample paths",
}
@Article{Bell:2005:DSP,
author = "Steven Bell and Ruth Williams",
title = "Dynamic Scheduling of a Parallel Server System in
Heavy Traffic with Complete Resource Pooling:
Asymptotic Optimality of a Threshold Policy",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "33:1044--33:1115",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-281",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/281",
abstract = "We consider a parallel server queueing system
consisting of a bank of buffers for holding incoming
jobs and a bank of flexible servers for processing
these jobs. Incoming jobs are classified into one of
several different classes (or buffers). Jobs within a
class are processed on a first-in-first-out basis,
where the processing of a given job may be performed by
any server from a given (class-dependent) subset of the
bank of servers. The random service time of a job may
depend on both its class and the server providing the
service. Each job departs the system after receiving
service from one server. The system manager seeks to
minimize holding costs by dynamically scheduling
waiting jobs to available servers. We consider a
parameter regime in which the system satisfies both a
heavy traffic and a complete resource pooling
condition. Our cost function is an expected cumulative
discounted cost of holding jobs in the system, where
the (undiscounted) cost per unit time is a linear
function of normalized (with heavy traffic scaling)
queue length. In a prior work, the second author
proposed a continuous review threshold control policy
for use in such a parallel server system. This policy
was advanced as an ``interpretation'' of the analytic
solution to an associated Brownian control problem
(formal heavy traffic diffusion approximation). In this
paper we show that the policy proposed previously is
asymptotically optimal in the heavy traffic limit and
that the limiting cost is the same as the optimal cost
in the Brownian control problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ledoux:2005:DIE,
author = "Michel Ledoux",
title = "Distributions of Invariant Ensembles from the
Classical Orthogonal Polynimials: the Discrete Case",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "34:1116--34:1146",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-282",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/282",
abstract = "We examine the Charlier, Meixner, Krawtchouk and Hahn
discrete orthogonal polynomial ensembles, deeply
investigated by K. Johansson, using integration by
parts for the underlying Markov operators, differential
equations on Laplace transforms and moment equations.
As for the matrix ensembles, equilibrium measures are
described as limits of empirical spectral
distributions. In particular, a new description of the
equilibrium measures as adapted mixtures of the
universal arcsine law with an independent uniform
distribution is emphasized. Factorial moment identities
on mean spectral measures may be used towards small
deviation inequalities on the rightmost charges at the
rate given by the Tracy--Widom asymptotics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Durrett:2005:CSB,
author = "Richard Durrett and Leonid Mytnik and Edwin Perkins",
title = "Competing super-{Brownian} motions as limits of
interacting particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "35:1147--35:1220",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-229",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/229",
abstract = "We study two-type branching random walks in which the
birth or death rate of each type can depend on the
number of neighbors of the opposite type. This
competing species model contains variants of Durrett's
predator-prey model and Durrett and Levin's colicin
model as special cases. We verify in some cases
convergence of scaling limits of these models to a pair
of super-Brownian motions interacting through their
collision local times, constructed by Evans and
Perkins.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "super-Brownian motion, interacting branching particle
systems, collision local time, competing species,
measure-valued diffusions",
}
@Article{Sethuraman:2005:MPD,
author = "Sunder Sethuraman and Srinivasa Varadhan",
title = "A Martingale Proof of {Dobrushin}'s Theorem for
Non-Homogeneous {Markov} Chains",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "36:1221--36:1235",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-283",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/283",
abstract = "In 1956, Dobrushin proved an important central limit
theorem for non-homogeneous Markov chains. In this
note, a shorter and different proof elucidating more
the assumptions is given through martingale
approximation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ariyoshi:2005:STA,
author = "Teppei Ariyoshi and Masanori Hino",
title = "Small-time Asymptotic Estimates in Local {Dirichlet}
Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "37:1236--37:1259",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-286",
ISSN = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/286",
abstract = "Small-time asymptotic estimates of semigroups on a
logarithmic scale are proved for all symmetric local
Dirichlet forms on $ \sigma $-finite measure spaces,
which is an extension of the work by Hino and
Ram{\'\i}rez [4].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Wang:2005:LTS,
author = "Qiying Wang",
title = "Limit Theorems for Self-Normalized Large Deviation",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "38:1260--38:1285",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-289",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/289",
abstract = "Let $ X, X_1, X_2, \cdots $ be i.i.d. random variables
with zero mean and finite variance $ \sigma^2 $. It is
well known that a finite exponential moment assumption
is necessary to study limit theorems for large
deviation for the standardized partial sums. In this
paper, limit theorems for large deviation for
self-normalized sums are derived only under finite
moment conditions. In particular, we show that, if $ E
X^4 < \infty $, then \par
$$ \frac {P(S_n / V_n \geq x)}{1 - \Phi (x)} = \exp
\left \{ - \frac {x^3 EX^3}{3 \sqrt { n} \sigma^3}
\right \} \left [1 + O \left (\frac {1 + x}{\sqrt { n}}
\right) \right], $$
for $ x \ge 0 $ and $ x = O(n^{1 / 6}) $, where $ S_n =
\sum_{i = 1}^n X_i $ and $ V_n = (\sum_{i = 1}^n
X_i^2)^{1 / 2} $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cram{\'e}r large deviation, limit theorem",
}
@Article{Greven:2005:RTI,
author = "Andreas Greven and Vlada Limic and Anita Winter",
title = "Representation Theorems for Interacting {Moran}
Models, Interacting {Fisher--Wrighter} Diffusions and
Applications",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "39:1286--39:1358",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-290",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/290",
abstract = "We consider spatially interacting Moran models and
their diffusion limit which are interacting
Fisher--Wright diffusions. The Moran model is a spatial
population model with individuals of different type
located on sites given by elements of an Abelian group.
The dynamics of the system consists of independent
migration of individuals between the sites and a
resampling mechanism at each site, i.e., pairs of
individuals are replaced by new pairs where each
newcomer takes the type of a randomly chosen individual
from the parent pair. Interacting Fisher--Wright
diffusions collect the relative frequency of a subset
of types evaluated for the separate sites in the limit
of infinitely many individuals per site. One is
interested in the type configuration as well as the
time-space evolution of genealogies, encoded in the
so-called historical process. The first goal of the
paper is the analytical characterization of the
historical processes for both models as solutions of
well-posed martingale problems and the development of a
corresponding duality theory. For that purpose, we link
both the historical Fisher--Wright diffusions and the
historical Moran models by the so-called look-down
process. That is, for any fixed time, a collection of
historical Moran models with increasing particle
intensity and a particle representation for the
limiting historical interacting Fisher--Wright
diffusions are provided on one and the same probability
space. This leads to a strong form of duality between
spatially interacting Moran models, interacting
Fisher--Wright diffusions on the one hand and
coalescing random walks on the other hand, which
extends the classical weak form of moment duality for
interacting Fisher--Wright diffusions. Our second goal
is to show that this representation can be used to
obtain new results on the long-time behavior, in
particular (i) on the structure of the equilibria, and
of the equilibrium historical processes, and (ii) on
the behavior of our models on large but finite site
space in comparison with our models on infinite site
space. Here the so-called finite system scheme is
established for spatially interacting Moran models
which implies via the look-down representation also the
already known results for interacting Fisher--Wright
diffusions. Furthermore suitable versions of the finite
system scheme on the level of historical processes are
newly developed and verified. In the long run the
provided look-down representation is intended to answer
questions about finer path properties of interacting
Fisher--Wright diffusions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "equilibrium measure; exchangeability; historical
martingale problem; historical process; Interacting
Fischer--Wright diffusions; large finite systems;
look-down construction; spatially interacting Moran
model",
}
@Article{Puchala:2005:EAT,
author = "Zbigniew Puchala and Tomasz Rolski",
title = "The Exact Asymptotic of the Time to Collision",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "40:1359--40:1380",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-291",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/291",
abstract = "In this note we consider the time of the collision $
\tau $ for $n$ independent copies of Markov processes $
X^1_t, \ldots {}, X^n_t$, each starting from $ x_i$,
where $ x_1 < \ldots {} < x_n$. We show that for the
continuous time random walk $ P_x(\tau > t) = t^{-n(n -
1) / 4}(C h(x) + o(1)), $ where $C$ is known and $
h(x)$ is the Vandermonde determinant. From the proof
one can see that the result also holds for $ X_t$ being
the Brownian motion or the Poisson process. An
application to skew standard Young tableaux is given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; collision time; continuous time
random walk; skew Young tableaux; tandem queue",
}
@Article{Igloi:2005:ROT,
author = "Endre Igl{\'o}i",
title = "A Rate-Optimal Trigonometric Series Expansion of the
Fractional {Brownian} Motion",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "41:1381--41:1397",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-287",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/287",
abstract = "Let $ B^{(H)}(t), t \in \lbrack - 1, 1] $, be the
fractional Brownian motion with Hurst parameter $ H \in
(1 / 2, 1) $. In this paper we present the series
representation $ B^{(H)}(t) = a_0 t \xi_0 + \sum_{j =
1}^{\infty }a_j((1 - \cos (j \pi t)) \xi_j + \sin (j
\pi t) \widetilde {\xi }_j), t \in \lbrack - 1, 1] $,
where $ a_j, j \in \mathbb {N} \cup {0} $, are
constants given explicitly, and $ \xi_j, j \in \mathbb
{N} \cup {0} $, $ \widetilde {\xi }_j, j \in \mathbb
{N} $, are independent standard Gaussian random
variables. We show that the series converges almost
surely in $ C[ - 1, 1] $, and in mean-square (in $ L^2
(\Omega)$), uniformly in $ t \in \lbrack - 1, 1]$.
Moreover we prove that the series expansion has an
optimal rate of convergence.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian motion; function series expansion;
Gamma-mixed Ornstein--Uhlenbeck process; rate of
convergence",
}
@Article{Mikulevicius:2005:CDP,
author = "Remigijus Mikulevicius and Henrikas Pragarauskas",
title = "On {Cauchy--Dirichlet} Problem in Half-Space for
Linear Integro-Differential Equations in Weighted
{H{\"o}lder} Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "42:1398--42:1416",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-292",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/292",
abstract = "We study the Cauchy--Dirichlet problem in half-space
for linear parabolic integro-differential equations.
Sufficient conditions are derived under which the
problem has a unique solution in weighted Hoelder
classes. The result can be used in the regularity
analysis of certain functionals arising in the theory
of Markov processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov jump processes, parabolic integro-differential
equations",
}
@Article{Jean:2005:RWG,
author = "Mairesse Jean",
title = "Random Walks on Groups and Monoids with a {Markovian}
Harmonic Measure",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "43:1417--43:1441",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-293",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/293",
abstract = "We consider a transient nearest neighbor random walk
on a group $G$ with finite set of generators $S$. The
pair $ (G, S)$ is assumed to admit a natural notion of
normal form words where only the last letter is
modified by multiplication by a generator. The basic
examples are the free products of a finitely generated
free group and a finite family of finite groups, with
natural generators. We prove that the harmonic measure
is Markovian of a particular type. The transition
matrix is entirely determined by the initial
distribution which is itself the unique solution of a
finite set of polynomial equations of degree two. This
enables to efficiently compute the drift, the entropy,
the probability of ever hitting an element, and the
minimal positive harmonic functions of the walk. The
results extend to monoids.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Finitely generated group or monoid; free product;
harmonic measure.; random walk",
}
@Article{Kozdron:2005:ERW,
author = "Michael Kozdron and Gregory Lawler",
title = "Estimates of Random Walk Exit Probabilities and
Application to Loop-Erased Random Walk",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "44:1442--44:1467",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-294",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/294",
abstract = "We prove an estimate for the probability that a simple
random walk in a simply connected subset $A$ of $ Z^2$
starting on the boundary exits $A$ at another specified
boundary point. The estimates are uniform over all
domains of a given inradius. We apply these estimates
to prove a conjecture of S. Fomin in 2001 concerning a
relationship between crossing probabilities of
loop-erased random walk and Brownian motion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Cvitanic:2005:SDM,
author = "Jaksa Cvitanic and Jianfeng Zhang",
title = "The Steepest Descent Method for Forward--Backward
{SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "45:1468--45:1495",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-295",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/295",
abstract = "This paper aims to open a door to Monte-Carlo methods
for numerically solving Forward--Backward SDEs, without
computing over all Cartesian grids as usually done in
the literature. We transform the FBSDE to a control
problem and propose the steepest descent method to
solve the latter one. We show that the original
(coupled) FBSDE can be approximated by {it decoupled}
FBSDEs, which further comes down to computing a
sequence of conditional expectations. The rate of
convergence is obtained, and the key to its proof is a
new well-posedness result for FBSDEs. However, the
approximating decoupled FBSDEs are non-Markovian. Some
Markovian type of modification is needed in order to
make the algorithm efficiently implementable.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hausenblas:2005:EUR,
author = "Erika Hausenblas",
title = "Existence, Uniqueness and Regularity of Parabolic
{SPDEs} Driven by {Poisson} Random Measure",
journal = j-ELECTRON-J-PROBAB,
volume = "10",
pages = "46:1496--46:1546",
year = "2005",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v10-297",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/297",
abstract = "In this paper we investigate SPDEs in certain Banach
spaces driven by a Poisson random measure. We show
existence and uniqueness of the solution, investigate
certain integrability properties and verify the
c{\`a}dl{\`a}g property.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Goel:2006:MTB,
author = "Sharad Goel and Ravi Montenegro and Prasad Tetali",
title = "Mixing Time Bounds via the Spectral Profile",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "1:1--1:26",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-300",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/300",
abstract = "On complete, non-compact manifolds and infinite
graphs, Faber--Krahn inequalities have been used to
estimate the rate of decay of the heat kernel. We
develop this technique in the setting of finite Markov
chains, proving upper and lower $ L^{\infty } $ mixing
time bounds via the spectral profile. This approach
lets us recover and refine previous conductance-based
bounds of mixing time (including the Morris--Peres
result), and in general leads to sharper estimates of
convergence rates. We apply this method to several
models including groups with moderate growth, the
fractal-like Viscek graphs, and the product group $ Z_a
\times Z_b $, to obtain tight bounds on the
corresponding mixing times.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Alsmeyer:2006:SFP,
author = "Gerold Alsmeyer and Uwe R{\"o}sler",
title = "A Stochastic Fixed Point Equation Related to Weighted
Branching with Deterministic Weights",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "2:27--2:56",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-296",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/296",
abstract = "For real numbers $ C, T_1, T_2, \ldots {} $ we find
all solutions $ \mu $ to the stochastic fixed point
equation $ W \sim \sum_{j \ge 1}T_j W_j + C $, where $
W, W_1, W_2, \ldots {} $ are independent real-valued
random variables with distribution $ \mu $ and $ \sim $
means equality in distribution. All solutions are
infinitely divisible. The set of solutions depends on
the closed multiplicative subgroup of $ { R}_*= { R}
\backslash \{ 0 \} $ generated by the $ T_j $. If this
group is continuous, i.e., $ {R}_* $ itself or the
positive half line $ {R}_+ $, then all nontrivial fixed
points are stable laws. In the remaining (discrete)
cases further periodic solutions arise. A key
observation is that the Levy measure of any fixed point
is harmonic with respect to $ \Lambda = \sum_{j \ge 1}
\delta_{T_j} $, i.e., $ \Gamma = \Gamma \star \Lambda
$, where $ \star $ means multiplicative convolution.
This will enable us to apply the powerful Choquet--Deny
theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Choquet--Deny theorem; infinite divisibility; L'evy
measure; stable distribution; Stochastic fixed point
equation; weighted branching process",
}
@Article{Cheridito:2006:DMR,
author = "Patrick Cheridito and Freddy Delbaen and Michael
Kupper",
title = "Dynamic Monetary Risk Measures for Bounded
Discrete-Time Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "3:57--3:106",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-302",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/302",
abstract = "We study dynamic monetary risk measures that depend on
bounded discrete-time processes describing the
evolution of financial values. The time horizon can be
finite or infinite. We call a dynamic risk measure
time-consistent if it assigns to a process of financial
values the same risk irrespective of whether it is
calculated directly or in two steps backwards in time.
We show that this condition translates into a
decomposition property for the corresponding acceptance
sets, and we demonstrate how time-consistent dynamic
monetary risk measures can be constructed by pasting
together one-period risk measures. For conditional
coherent and convex monetary risk measures, we provide
dual representations of Legendre--Fenchel type based on
linear functionals induced by adapted increasing
processes of integrable variation. Then we give dual
characterizations of time-consistency for dynamic
coherent and convex monetary risk measures. To this
end, we introduce a concatenation operation for adapted
increasing processes of integrable variation, which
generalizes the pasting of probability measures. In the
coherent case, time-consistency corresponds to
stability under concatenation in the dual. For dynamic
convex monetary risk measures, the dual
characterization of time-consistency generalizes to a
condition on the family of convex conjugates of the
conditional risk measures at different times. The
theoretical results are applied by discussing the
time-consistency of various specific examples of
dynamic monetary risk measures that depend on bounded
discrete-time processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Tang:2006:IND,
author = "Qihe Tang",
title = "Insensitivity to Negative Dependence of the Asymptotic
Behavior of Precise Large Deviations",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "4:107--4:120",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-304",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/304",
abstract = "Since the pioneering works of C. C. Heyde, A. V.
Nagaev, and S. V. Nagaev in 1960's and 1970's, the
precise asymptotic behavior of large-deviation
probabilities of sums of heavy-tailed random variables
has been extensively investigated by many people, but
mostly it is assumed that the random variables under
discussion are independent. In this paper, we extend
the study to the case of negatively dependent random
variables and we find out that the asymptotic behavior
of precise large deviations is insensitive to the
negative dependence.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "(lower/upper) negative dependence; (upper) Matuszewska
index; Consistent variation; partial sum; precise large
deviations; uniform asymptotics",
}
@Article{Hamadene:2006:BTR,
author = "Said Hamadene and Mohammed Hassani",
title = "{BSDEs} with two reflecting barriers driven by a
{Brownian} motion and {Poisson} noise and related
{Dynkin} game",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "5:121--5:145",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-303",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/303",
abstract = "In this paper we study BSDEs with two reflecting
barriers driven by a Brownian motion and an independent
Poisson process. We show the existence and uniqueness
of {\em local\/} and global solutions. As an
application we solve the related zero-sum Dynkin
game.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equation; Dynkin
game; Mokobodzki's condition; Poisson measure",
}
@Article{Song:2006:TSE,
author = "Renming Song",
title = "Two-sided Estimates on the Density of the
{Feynman--Kac} Semigroups of Stable-like Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "6:146--6:161",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-308",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/308",
abstract = "In this paper we establish two-sided estimates for the
density of the Feynman--Kac semigroups of stable-like
processes with potentials given by signed measures
belonging to the Kato class. We also provide similar
estimates for the densities of two other kinds of
Feynman--Kac semigroups of stable-like processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuous additive functionals; continuous additive
functionals of zero energy; Feynman--Kac semigroups;
Kato class; purely discontinuous additive functionals.;
Stable processes; stable-like processes",
}
@Article{Tsirelson:2006:BLM,
author = "Boris Tsirelson",
title = "{Brownian} local minima, random dense countable sets
and random equivalence classes",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "7:162--7:198",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-309",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/309",
abstract = "A random dense countable set is characterized (in
distribution) by independence and stationarity. Two
examples are `Brownian local minima' and `unordered
infinite sample'. They are identically distributed. A
framework for such concepts, proposed here, includes a
wide class of random equivalence classes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; equivalence relation; local minimum;
point process",
}
@Article{Picard:2006:BES,
author = "Jean Picard",
title = "{Brownian} excursions, stochastic integrals, and
representation of {Wiener} functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "8:199--8:248",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-310",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/310",
abstract = "A stochastic calculus similar to Malliavin's calculus
is worked out for Brownian excursions. The analogue of
the Malliavin derivative in this calculus is not a
differential operator, but its adjoint is (like the
Skorohod integral) an extension of the It{\^o}
integral. As an application, we obtain an expression
for the integrand in the stochastic integral
representation of square integrable Wiener functionals;
this expression is an alternative to the classical
Clark--Ocone formula. Moreover, this calculus enables
to construct stochastic integrals of predictable or
anticipating processes (forward, backward and symmetric
integrals are considered).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "anticipating calculus; Brownian excursions; Malliavin
calculus; stochastic integral representation;
stochastic integrals",
}
@Article{Etore:2006:RWS,
author = "Pierre Etor{\'e}",
title = "On random walk simulation of one-dimensional diffusion
processes with discontinuous coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "9:249--9:275",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-311",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/311",
abstract = "In this paper, we provide a scheme for simulating
one-dimensional processes generated by divergence or
non-divergence form operators with discontinuous
coefficients. We use a space bijection to transform
such a process in another one that behaves locally like
a Skew Brownian motion. Indeed the behavior of the Skew
Brownian motion can easily be approached by an
asymmetric random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Monte Carlo methods, random walk, Skew Brownian
motion, one-dimensional process, divergence form
operator",
}
@Article{Bavouzet:2006:CGU,
author = "Marie Pierre Bavouzet and Marouen Messaoud",
title = "Computation of {Greeks} using {Malliavin}'s calculus
in jump type market models",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "10:276--10:300",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-314",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/314",
abstract = "We use the Malliavin calculus for Poisson processes in
order to compute sensitivities for European and Asian
options with underlying following a jump type
diffusion. The main point is to settle an integration
by parts formula (similar to the one in the Malliavin
calculus) for a general multidimensional random
variable which has an absolutely continuous law with
differentiable density. We give an explicit expression
of the differential operators involved in this formula
and this permits to simulate them and consequently to
run a Monte Carlo algorithm",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Asian options; compound Poisson process; Euler scheme;
European options; Malliavin calculus; Monte-Carlo
algorithm; sensitivity analysis",
}
@Article{Sellke:2006:RRR,
author = "Thomas Sellke",
title = "Recurrence of Reinforced Random Walk on a Ladder",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "11:301--11:310",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-313",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/313",
abstract = "Consider reinforced random walk on a graph that looks
like a doubly infinite ladder. All edges have initial
weight 1, and the reinforcement convention is to add $
\delta > 0 $ to the weight of an edge upon first
crossing, with no reinforcement thereafter. This paper
proves recurrence for all $ \delta > 0 $. In so doing,
we introduce a more general class of processes, termed
multiple-level reinforced random walks.\par
{\bf Editor's Note}. A draft of this paper was written
in 1994. The paper is one of the first to make any
progress on this type of reinforcement problem. It has
motivated a substantial number of new and sometimes
quite difficult studies of reinforcement models in pure
and applied probability. The persistence of interest in
models related to this has caused the original
unpublished manuscript to be frequently cited, despite
its lack of availability and the presence of errors.
The opportunity to rectify this situation has led us to
the somewhat unusual step of publishing a result that
may have already entered the mathematical folklore.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "learning; Markov; martingale; multiple-level;
Reinforced Random Walk",
}
@Article{Grigorescu:2006:TPL,
author = "Ilie Grigorescu and Min Kang",
title = "Tagged Particle Limit for a {Fleming--Viot} Type
System",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "12:311--12:331",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-316",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/316",
abstract = "We consider a branching system of $N$ Brownian
particles evolving independently in a domain $D$ during
any time interval between boundary hits. As soon as one
particle reaches the boundary it is killed and one of
the other particles splits into two independent
particles, the complement of the set $D$ acting as a
catalyst or hard obstacle. Identifying the newly born
particle with the one killed upon contact with the
catalyst, we determine the exact law of the tagged
particle as $N$ approaches infinity. In addition, we
show that any finite number of labelled particles
become independent in the limit. Both results can be
seen as scaling limits of a genome population
undergoing redistribution present in the Fleming--Viot
dynamics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fleming--Viot, propagation of chaos, tagged particle",
}
@Article{Deijfen:2006:NCR,
author = "Maria Deijfen and Olle H{\"a}ggstr{\"o}m",
title = "Nonmonotonic Coexistence Regions for the Two-Type
{Richardson} Model on Graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "13:331--13:344",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-321",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/321",
abstract = "In the two-type Richardson model on a graph $ G = (V,
E) $, each vertex is at a given time in state $0$, $1$
or $2$. A $0$ flips to a $1$ (resp.\ $2$) at rate $
\lambda_1$ ($ \lambda_2$) times the number of
neighboring $1$'s ($2$'s), while $1$'s and $2$'s never
flip. When $G$ is infinite, the main question is
whether, starting from a single $1$ and a single $2$,
with positive probability we will see both types of
infection reach infinitely many sites. This has
previously been studied on the $d$-dimensional cubic
lattice $ Z^d$, $ d \geq 2$, where the conjecture (on
which a good deal of progress has been made) is that
such coexistence has positive probability if and only
if $ \lambda_1 = \lambda_2$. In the present paper
examples are given of other graphs where the set of
points in the parameter space which admit such
coexistence has a more surprising form. In particular,
there exist graphs exhibiting coexistence at some value
of $ \frac {\lambda_1}{\lambda_2} \neq 1$ and
non-coexistence when this ratio is brought closer to
$1$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coexistence; Competing growth; graphs",
}
@Article{Caravenna:2006:SAB,
author = "Francesco Caravenna and Giambattista Giacomin and
Lorenzo Zambotti",
title = "Sharp asymptotic behavior for wetting models in
(1+1)-dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "14:345--14:362",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-320",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/320",
abstract = "We consider continuous and discrete (1+1)-dimensional
wetting models which undergo a
localization/delocalization phase transition. Using a
simple approach based on Renewal Theory we determine
the precise asymptotic behavior of the partition
function, from which we obtain the scaling limits of
the models and an explicit construction of the infinite
volume measure in all regimes, including the critical
one.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Critical Wetting; delta-Pinning Model; Fluctuation
Theory for Random Walks; Renewal Theory; Wetting
Transition",
}
@Article{Limic:2006:SC,
author = "Vlada Limic and Anja Sturm",
title = "The spatial {$ \Lambda $}-coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "15:363--15:393",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-319",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/319",
abstract = "This paper extends the notion of the $ \Lambda
$-coalescent of Pitman (1999) to the spatial setting.
The partition elements of the spatial $ \Lambda
$-coalescent migrate in a (finite) geographical space
and may only coalesce if located at the same site of
the space. We characterize the $ \Lambda $-coalescents
that come down from infinity, in an analogous way to
Schweinsberg (2000). Surprisingly, all spatial
coalescents that come down from infinity, also come
down from infinity in a uniform way. This enables us to
study space-time asymptotics of spatial $ \Lambda
$-coalescents on large tori in $ d \geq 3$ dimensions.
Some of our results generalize and strengthen the
corresponding results in Greven et al. (2005)
concerning the spatial Kingman coalescent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$la$-coalescent; coalescent; limit theorems,
coalescing random walks; structured coalescent",
}
@Article{Basdevant:2006:FOP,
author = "Anne-Laure Basdevant",
title = "Fragmentation of Ordered Partitions and Intervals",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "16:394--16:417",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-323",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/323",
abstract = "Fragmentation processes of exchangeable partitions
have already been studied by several authors. This
paper deals with fragmentations of exchangeable
compositions, i.e., partitions of $ \mathbb {N} $ in
which the order of the blocks matters. We will prove
that such a fragmentation is bijectively associated to
an interval fragmentation. Using this correspondence,
we then study two examples: Ruelle's interval
fragmentation and the interval fragmentation derived
from the standard additive coalescent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "exchangeable compositions; Interval fragmentation",
}
@Article{Holroyd:2006:MTM,
author = "Alexander Holroyd",
title = "The Metastability Threshold for Modified Bootstrap
Percolation in $d$ Dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "17:418--17:433",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-326",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/326",
abstract = "In the modified bootstrap percolation model, sites in
the cube $ \{ 1, \ldots, L \}^d $ are initially
declared active independently with probability $p$. At
subsequent steps, an inactive site becomes active if it
has at least one active nearest neighbour in each of
the $d$ dimensions, while an active site remains active
forever. We study the probability that the entire cube
is eventually active. For all $ d \geq 2$ we prove that
as $ L \to \infty $ and $ p \to 0$ simultaneously, this
probability converges to $1$ if $ L \geq \exp \cdots
\exp \frac {\lambda + \epsilon }{p}$, and converges to
$0$ if $ L \leq \exp \cdots \exp \frac {\lambda -
\epsilon }{p}$, for any $ \epsilon > 0$. Here the
exponential function is iterated $ d - 1$ times, and
the threshold $ \lambda $ equals $ \pi^2 / 6$ for all
$d$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bootstrap percolation; cellular automaton; finite-size
scaling; metastability",
}
@Article{Nane:2006:LIL,
author = "Erkan Nane",
title = "Laws of the iterated logarithm for $ \alpha $-time
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "18:434--18:459",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-327",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/327",
abstract = "We introduce a class of iterated processes called $
\alpha $-time Brownian motion for $ 0 < \alpha \leq 2$.
These are obtained by taking Brownian motion and
replacing the time parameter with a symmetric $ \alpha
$-stable process. We prove a Chung-type law of the
iterated logarithm (LIL) for these processes which is a
generalization of LIL proved in {citehu} for iterated
Brownian motion. When $ \alpha = 1$ it takes the
following form\par
$$ \liminf_{T \to \infty } \ T^{-1 / 2}(\log \log T)
\sup_{0 \leq t \leq T}|Z_t| = \pi^2 \sqrt {\lambda_1}
\quad a.s. $$
where $ \lambda_1$ is the first eigenvalue for the
Cauchy process in the interval $ [ - 1, 1].$ We also
define the local time $ L^*(x, t)$ and range $ R^*(t) =
|{x \colon Z(s) = x \text { for some } s \leq t}|$ for
these processes for $ 1 < \alpha < 2$. We prove that
there are universal constants $ c_R, c_L \in (0,
\infty) $ such that\par
$$ \limsup_{t \to \infty } \frac {R^*(t)}{(t / \log
\log t)^{1 / 2 \alpha } \log \log t} = c_R \quad a.s.
$$
$$ \liminf_{t \to \infty } \frac {\sup_{x \in
{R}}L^*(x, t)}{(t / \log \log t)^{1 - 1 / 2 \alpha }} =
c_L \quad a.s. $$",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, symmetric $alpha$-stable process,
$alpha$-time Brownian motion, local time, Chung's law,
Kesten's law",
}
@Article{Adams:2006:LSP,
author = "Stefan Adams and Jean-Bernard Bru and Wolfgang
Koenig",
title = "Large systems of path-repellent {Brownian} motions in
a trap at positive temperature",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "19:460--19:485",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-330",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/330",
abstract = "We study a model of $N$ mutually repellent Brownian
motions under confinement to stay in some bounded
region of space. Our model is defined in terms of a
transformed path measure under a trap Hamiltonian,
which prevents the motions from escaping to infinity,
and a pair-interaction Hamiltonian, which imposes a
repellency of the $N$ paths. In fact, this interaction
is an $N$-dependent regularisation of the Brownian
intersection local times, an object which is of
independent interest in the theory of stochastic
processes. The time horizon (interpreted as the inverse
temperature) is kept fixed. We analyse the model for
diverging number of Brownian motions in terms of a
large deviation principle. The resulting variational
formula is the positive-temperature analogue of the
well-known Gross--Pitaevskii formula, which
approximates the ground state of a certain dilute large
quantum system; the kinetic energy term of that formula
is replaced by a probabilistic energy functional. This
study is a continuation of the analysis in [ABK06]
where we considered the limit of diverging time (i.e.,
the zero-temperature limit) with fixed number of
Brownian motions, followed by the limit for diverging
number of motions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian intersection local times; Gross--Pitaevskii
formula; Interacting Brownian motions; large
deviations; occupation measure",
}
@Article{Klein:2006:CCI,
author = "Thierry Klein and Yutao Ma and Nicolas Privault",
title = "Convex Concentration Inequalities and
Forward--Backward Stochastic Calculus",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "20:486--20:512",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-332",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/332",
abstract = "Given $ (M_t)_{t \in \mathbb {R}_+} $ and $ (M^*_t)_{t
\in \mathbb {R}_+} $ respectively a forward and a
backward martingale with jumps and continuous parts, we
prove that $ E[\phi (M_t + M^*_t)] $ is non-increasing
in $t$ when $ \phi $ is a convex function, provided the
local characteristics of $ (M_t)_{t \in \mathbb {R}_+}$
and $ (M^*_t)_{t \in \mathbb {R}_+}$ satisfy some
comparison inequalities. We deduce convex concentration
inequalities and deviation bounds for random variables
admitting a predictable representation in terms of a
Brownian motion and a non-necessarily independent jump
component",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convex concentration inequalities, forward--backward
stochastic calculus, deviation inequalities, Clark
formula, Brownian motion, jump processes",
}
@Article{Maximilian:2006:EMD,
author = "Duerre Maximilian",
title = "Existence of multi-dimensional infinite volume
self-organized critical forest-fire models",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "21:513--21:539",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-333",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/333",
abstract = "Consider the following forest-fire model where the
possible locations of trees are the sites of a cubic
lattice. Each site has two possible states: 'vacant' or
'occupied'. Vacant sites become occupied according to
independent rate 1 Poisson processes. Independently, at
each site ignition (by lightning) occurs according to
independent rate lambda Poisson processes. When a site
is ignited, its occupied cluster becomes vacant
instantaneously. If the lattice is one-dimensional or
finite, then with probability one, at each time the
state of a given site only depends on finitely many
Poisson events; a process with the above description
can be constructed in a standard way. If the lattice is
infinite and multi-dimensional, in principle, the state
of a given site can be influenced by infinitely many
Poisson events in finite time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "existence; forest-fire model; forest-fires;
self-organized criticality; well-defined",
}
@Article{Schmitz:2006:ECD,
author = "Tom Schmitz",
title = "Examples of Condition {$ (T) $} for Diffusions in a
Random Environment",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "22:540--22:562",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-337",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/337",
abstract = "With the help of the methods developed in our previous
article [Schmitz, to appear in Annales de l'I.H.P., in
press], we highlight condition $ (T) $ as a source of
new examples of 'ballistic' diffusions in a random
environment when $ d > 1 $ ('ballistic' means that a
strong law of large numbers with non-vanishing limiting
velocity holds). In particular we are able to treat the
case of non-constant diffusion coefficients, a feature
that causes problems. Further we recover the ballistic
character of two important classes of diffusions in a
random environment by simply checking condition $ (T)
$. This not only points out to the broad range of
examples where condition $ (T) $ can be checked, but
also fortifies our belief that condition $ (T) $ is a
natural contender for the characterisation of ballistic
diffusions in a random environment when $ d > 1 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Diffusions in a random environment, ballistic
behavior, Condition $(T)$",
}
@Article{Kim:2006:PSD,
author = "Kyeong-Hun Kim",
title = "Parabolic {SPDEs} Degenerating on the Boundary of
Non-Smooth Domain",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "23:563--23:584",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-339",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/339",
abstract = "Degenerate stochastic partial differential equations
of divergence and non-divergence forms are considered
in non-smooth domains. Existence and uniqueness results
are given in weighted Sobolev spaces, and Holder
estimates of the solutions are presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "SPDEs degenerating on the boundary; weighted Sobolev
spaces",
}
@Article{Swart:2006:RAC,
author = "Jan Swart and Klaus Fleischmann",
title = "Renormalization analysis of catalytic {Wright--Fisher}
diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "24:585--24:654",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-341",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/341",
abstract = "Recently, several authors have studied maps where a
function, describing the local diffusion matrix of a
diffusion process with a linear drift towards an
attraction point, is mapped into the average of that
function with respect to the unique invariant measure
of the diffusion process, as a function of the
attraction point. Such mappings arise in the analysis
of infinite systems of diffusions indexed by the
hierarchical group, with a linear attractive
interaction between the components. In this context,
the mappings are called renormalization
transformations. We consider such maps for catalytic
Wright--Fisher diffusions. These are diffusions on the
unit square where the first component (the catalyst)
performs an autonomous Wright--Fisher diffusion, while
the second component (the reactant) performs a
Wright--Fisher diffusion with a rate depending on the
first component through a catalyzing function. We
determine the limit of rescaled iterates of
renormalization transformations acting on the diffusion
matrices of such catalytic Wright--Fisher diffusions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Renormalization, catalytic Wright--Fisher diffusion,
embedded particle system, extinction, unbounded growth,
interacting diffusions, universality",
}
@Article{Berger:2006:TPC,
author = "Noam Berger and Itai Benjamini and Omer Angel and
Yuval Peres",
title = "Transience of percolation clusters on wedges",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "25:655--25:669",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-345",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/345",
abstract = "We study random walks on supercritical percolation
clusters on wedges in $ Z^3 $, and show that the
infinite percolation cluster is (a.s.) transient
whenever the wedge is transient. This solves a question
raised by O. H{\"a}ggstr{\"o}m and E. Mossel. We also
show that for convex gauge functions satisfying a mild
regularity condition, the existence of a finite energy
flow on $ Z^2 $ is equivalent to the (a.s.) existence
of a finite energy flow on the supercritical
percolation cluster. This answers a question of C.
Hoffman.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "percolation; transience; wedges",
}
@Article{Cator:2006:BSC,
author = "Eric Cator and Sergei Dobrynin",
title = "Behavior of a second class particle in {Hammersley}'s
process",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "26:670--26:685",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-340",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/340",
abstract = "In the case of a rarefaction fan in a non-stationary
Hammersley process, we explicitly calculate the
asymptotic behavior of the process as we move out along
a ray, and the asymptotic distribution of the angle
within the rarefaction fan of a second class particle
and a dual second class particle. Furthermore, we
consider a stationary Hammersley process and use the
previous results to show that trajectories of a second
class particle and a dual second class particles touch
with probability one, and we give some information on
the area enclosed by the two trajectories, up until the
first intersection point. This is linked to the area of
influence of an added Poisson point in the plane.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hammersley's process; rarefaction fan; second class
particles",
}
@Article{Odasso:2006:SSS,
author = "Cyril Odasso",
title = "Spatial Smoothness of the Stationary Solutions of the
{$3$D} {Navier--Stokes} Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "27:686--27:699",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-336",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/336",
abstract = "We consider stationary solutions of the three
dimensional Navier--Stokes equations (NS3D) with
periodic boundary conditions and driven by an external
force which might have a deterministic and a random
part. The random part of the force is white in time and
very smooth in space. We investigate smoothness
properties in space of the stationary solutions.
Classical technics for studying smoothness of
stochastic PDEs do not seem to apply since global
existence of strong solutions is not known. We use the
Kolmogorov operator and Galerkin approximations. We
first assume that the noise has spatial regularity of
order $p$ in the $ L^2$ based Sobolev spaces, in other
words that its paths are in $ H^p$. Then we prove that
at each fixed time the law of the stationary solutions
is supported by $ H^{p + 1}$. Then, using a totally
different technic, we prove that if the noise has
Gevrey regularity then at each fixed time, the law of a
stationary solution is supported by a Gevrey space.
Some information on the Kolmogorov dissipation scale is
deduced.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic three-dimensional Navier--Stokes equations,
invariant measure",
}
@Article{Dereich:2006:HRQ,
author = "Steffen Dereich and Michael Scheutzow",
title = "High Resolution Quantization and Entropy Coding for
Fractional {Brownian} Motion",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "28:700--28:722",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-344",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/344",
abstract = "We establish the precise asymptotics of the
quantization and entropy coding errors for fractional
Brownian motion with respect to the supremum norm and $
L^p [0, 1]$-norm distortions. We show that all moments
in the quantization problem lead to the same
asymptotics. Using a general principle, we conclude
that entropy coding and quantization coincide
asymptotically. Under supremum-norm distortion, our
proof uses an explicit construction of efficient
codebooks based on a particular entropy constrained
coding scheme.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "complexity; distortion rate function; entropy;
High-resolution quantization; stochastic process",
}
@Article{Fleischmann:2006:HLF,
author = "Klaus Fleischmann and Peter M{\"o}rters and Vitali
Wachtel",
title = "Hydrodynamic Limit Fluctuations of Super-{Brownian}
Motion with a Stable Catalyst",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "29:723--29:767",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-348",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/348",
abstract = "We consider the behaviour of a continuous
super-Brownian motion catalysed by a random medium with
infinite overall density under the hydrodynamic scaling
of mass, time, and space. We show that, in
supercritical dimensions, the scaled process converges
to a macroscopic heat flow, and the appropriately
rescaled random fluctuations around this macroscopic
flow are asymptotically bounded, in the sense of
log-Laplace transforms, by generalised stable
Ornstein--Uhlenbeck processes. The most interesting new
effect we observe is the occurrence of an index-jump
from a Gaussian situation to stable fluctuations of
index $ 1 + \gamma $, where $ \gamma \in (0, 1) $ is an
index associated to the medium.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Catalyst, reactant, superprocess, critical scaling,
refined law of large numbers, catalytic branching,
stable medium, random environment, supercritical
dimension, generalised stable Ornstein--Uhlenbeck
process, index jump, parabolic Anderson model with
sta",
}
@Article{Belhaouari:2006:CRS,
author = "Samir Belhaouari and Thomas Mountford and Rongfeng Sun
and Glauco Valle",
title = "Convergence Results and Sharp Estimates for the Voter
Model Interfaces",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "30:768--30:801",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-349",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/349",
abstract = "We study the evolution of the interface for the
one-dimensional voter model. We show that if the random
walk kernel associated with the voter model has finite
$ \gamma $-th moment for some $ \gamma > 3$, then the
evolution of the interface boundaries converge weakly
to a Brownian motion under diffusive scaling. This
extends recent work of Newman, Ravishankar and Sun. Our
result is optimal in the sense that finite $ \gamma
$-th moment is necessary for this convergence for all $
\gamma \in (0, 3)$. We also obtain relatively sharp
estimates for the tail distribution of the size of the
equilibrium interface, extending earlier results of Cox
and Durrett, and Belhaouari, Mountford and Valle.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "voter model interface, coalescing random walks,
Brownian web, invariance principle",
}
@Article{Sabot:2006:RWD,
author = "Christophe Sabot and Nathana{\"e}l Enriquez",
title = "Random Walks in a {Dirichlet} Environment",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "31:802--31:816",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-350",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/350",
abstract = "This paper states a law of large numbers for a random
walk in a random iid environment on $ Z^d $, where the
environment follows some Dirichlet distribution.
Moreover, we give explicit bounds for the asymptotic
velocity of the process and also an asymptotic
expansion of this velocity at low disorder.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Walks, Random Environments, Dirichlet Laws,
Reinforced Random Walks",
}
@Article{Xiao:2006:SLN,
author = "Yimin Xiao and Davar Khoshnevisan and Dongsheng Wu",
title = "Sectorial Local Non-Determinism and the Geometry of
the {Brownian} Sheet",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "32:817--32:843",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-353",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/353",
abstract = "We prove the following results about the images and
multiple points of an $N$-parameter, $d$-dimensional
Brownian sheet $ B = \{ B(t) \}_{t \in R_+^N}$:
(1) If $ \text {dim}_H F \leq d / 2$, then $ B(F)$ is
almost surely a Salem set.\par
(2) If $ N \leq d / 2$, then with probability one $
\text {dim}_H B(F) = 2 \text {dim} F$ for all Borel
sets of $ R_+^N$, where ``$ \text {dim}_H$'' could be
everywhere replaced by the ``Hausdorff, '' ``packing,
'' ``upper Minkowski, '' or ``lower Minkowski
dimension.''\par
(3) Let $ M_k$ be the set of $k$-multiple points of
$B$. If $ N \leq d / 2$ and $ N k > (k - 1)d / 2$, then
$ \text {dim}_H M_k = \text {dim}_p M_k = 2 N k - (k -
1)d$, a.s.\par
The Hausdorff dimension aspect of (2) was proved
earlier; see Mountford (1989) and Lin (1999). The
latter references use two different methods; ours of
(2) are more elementary, and reminiscent of the earlier
arguments of Monrad and Pitt (1987) that were designed
for studying fractional Brownian motion. If $ N > d /
2$ then (2) fails to hold. In that case, we establish
uniform-dimensional properties for the $ (N,
1)$-Brownian sheet that extend the results of Kaufman
(1989) for 1-dimensional Brownian motion. Our
innovation is in our use of the {\em sectorial local
nondeterminism} of the Brownian sheet (Khoshnevisan and
Xiao, 2004).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian sheet, sectorial local nondeterminism, image,
Salem sets, multiple points, Hausdorff dimension,
packing dimension",
}
@Article{Dony:2006:WUC,
author = "Julia Dony and Uwe Einmahl",
title = "Weighted uniform consistency of kernel density
estimators with general bandwidth sequences",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "33:844--33:859",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-354",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/354",
abstract = "Let $ f_{n, h} $ be a kernel density estimator of a
continuous and bounded $d$-dimensional density $f$. Let
$ \psi (t)$ be a positive continuous function such that
$ \| \psi f^\beta \|_\infty < \infty $ for some $ 0 <
\beta < 1 / 2$. We are interested in the rate of
consistency of such estimators with respect to the
weighted sup-norm determined by $ \psi $. This problem
has been considered by Gin, Koltchinskii and Zinn
(2004) for a deterministic bandwidth $ h_n$. We provide
``uniform in $h$'' versions of some of their results,
allowing us to determine the corresponding rates of
consistency for kernel density estimators where the
bandwidth sequences may depend on the data and/or the
location.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convergence rates; empirical process; kernel density
estimator; uniform in bandwidth; weighted uniform
consistency",
}
@Article{Feyel:2006:CIA,
author = "Denis Feyel and Arnaud {de La Pradelle}",
title = "Curvilinear Integrals Along Enriched Paths",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "34:860--34:892",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-356",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/356",
abstract = "Inspired by the fundamental work of T. J. Lyons, we
develop a theory of curvilinear integrals along a new
kind of enriched paths in $ R^d $. We apply these
methods to the fractional Brownian Motion, and prove a
support theorem for SDE driven by the Skorohod fBM of
Hurst parameter $ H > 1 / 4 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Curvilinear integrals, H{\"o}lder continuity, rough
paths, stochastic integrals, stochastic differential
equations, fractional Brownian motion.",
}
@Article{Wagner:2006:PGB,
author = "Wolfgang Wagner",
title = "Post-gelation behavior of a spatial coagulation
model",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "35:893--35:933",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-359",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/359",
abstract = "A coagulation model on a finite spatial grid is
considered. Particles of discrete masses jump randomly
between sites and, while located at the same site,
stick together according to some coagulation kernel.
The asymptotic behavior (for increasing particle
numbers) of this model is studied in the situation when
the coagulation kernel grows sufficiently fast so that
the phenomenon of gelation is observed. Weak
accumulation points of an appropriate sequence of
measure-valued processes are characterized in terms of
solutions of a nonlinear equation. A natural
description of the behavior of the gel is obtained by
using the one-point compactification of the size space.
Two aspects of the limiting equation are of special
interest. First, for a certain class of coagulation
kernels, this equation differs from a naive extension
of Smoluchowski's coagulation equation. Second, due to
spatial inhomogeneity, an equation for the time
evolution of the gel mass density has to be added. The
jump rates are assumed to vanish with increasing
particle masses so that the gel is immobile. Two
different gel growth mechanisms (active and passive
gel) are found depending on the type of the coagulation
kernel.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "post-gelation behavior; Spatial coagulation model;
stochastic particle systems",
}
@Article{Ramanan:2006:RDD,
author = "Kavita Ramanan",
title = "Reflected Diffusions Defined via the Extended
{Skorokhod} Map",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "36:934--36:992",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-360",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/360",
abstract = "This work introduces the extended Skorokhod problem
(ESP) and associated extended Skorokhod map (ESM) that
enable a pathwise construction of reflected diffusions
that are not necessarily semimartingales. Roughly
speaking, given the closure $G$ of an open connected
set in $ {\mathbb R}^J$, a non-empty convex cone $ d(x)
\subset {\mathbb R}^J$ specified at each point $x$ on
the boundary $ \partial G$, and a c{\`a}dl{\`a}g
trajectory $ \psi $ taking values in $ {\mathbb R}^J$,
the ESM $ \bar \Gamma $ defines a constrained version $
\phi $ of $ \psi $ that takes values in $G$ and is such
that the increments of $ \phi - \psi $ on any interval
$ [s, t]$ lie in the closed convex hull of the
directions $ d(\phi (u)), u \in (s, t]$. When the graph
of $ d(\cdot)$ is closed, the following three
properties are established: (i) given $ \psi $, if $
(\phi, \eta)$ solve the ESP then $ (\phi, \eta)$ solve
the corresponding Skorokhod problem (SP) if and only if
$ \eta $ is of bounded variation; (ii) given $ \psi $,
any solution $ (\phi, \eta)$ to the ESP is a solution
to the SP on the interval $ [0, \tau_0)$, but not in
general on $ [0, \tau_0]$, where $ \tau_0$ is the first
time that $ \phi $ hits the set $ {\cal V}$ of points $
x \in \partial G$ such that $ d(x)$ contains a line;
(iii) the graph of the ESM $ \bar \Gamma $ is closed on
the space of c{\`a}dl{\`a}g trajectories (with respect
to both the uniform and the $ J_1$-Skorokhod
topologies).\par
The paper then focuses on a class of multi-dimensional
ESPs on polyhedral domains with a non-empty $ {\cal
V}$-set. Uniqueness and existence of solutions for this
class of ESPs is established and existence and pathwise
uniqueness of strong solutions to the associated
stochastic differential equations with reflection is
derived. The associated reflected diffusions are also
shown to satisfy the corresponding submartingale
problem. Lastly, it is proved that these reflected
diffusions are semimartingales on $ [0, \tau_0]$. One
motivation for the study of this class of reflected
diffusions is that they arise as approximations of
queueing networks in heavy traffic that use the
so-called generalised processor sharing discipline.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "reflected diffusions; Skorokhod problem; stochastic
differential equations; submartingale problem",
}
@Article{Bass:2006:MDL,
author = "Richard Bass and Xia Chen and Jay Rosen",
title = "Moderate deviations and laws of the iterated logarithm
for the renormalized self-intersection local times of
planar random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "37:993--37:1030",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-362",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/362",
abstract = "We study moderate deviations for the renormalized
self-intersection local time of planar random walks. We
also prove laws of the iterated logarithm for such
local times.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; Gagliardo--Nirenberg; intersection
local time; large deviations; law of the iterated
logarithm; moderate deviations; planar random walks",
}
@Article{Gapeev:2006:DOS,
author = "Pavel Gapeev",
title = "Discounted optimal stopping for maxima in diffusion
models with finite horizon",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "38:1031--38:1048",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-367",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/367",
abstract = "We present a solution to some discounted optimal
stopping problem for the maximum of a geometric
Brownian motion on a finite time interval. The method
of proof is based on reducing the initial optimal
stopping problem with the continuation region
determined by an increasing continuous boundary surface
to a parabolic free-boundary problem. Using the
change-of-variable formula with local time on surfaces
we show that the optimal boundary can be characterized
as a unique solution of a nonlinear integral equation.
The result can be interpreted as pricing American
fixed-strike lookback option in a diffusion model with
finite time horizon.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "a change-of-varia; a nonlinear Volterra integral
equation of the second kind; boundary surface;
Discounted optimal stopping problem; finite horizon;
geometric Brownian motion; maximum process; normal
reflection; parabolic free-boundary problem; smooth
fit",
}
@Article{Pinelis:2006:NDS,
author = "Iosif Pinelis",
title = "On normal domination of (super)martingales",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "39:1049--39:1070",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-371",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/371",
abstract = "Let $ (S_0, S_1, \dots) $ be a supermartingale
relative to a nondecreasing sequence of $ \sigma
$-algebras $ (H_{\le 0}, H_{\le 1}, \dots)$, with $ S_0
\leq 0$ almost surely (a.s.) and differences $ X_i :=
S_i - S_{i - 1}$. Suppose that for every $ i = 1, 2,
\dots $ there exist $ H_{\le (i - 1)}$-measurable
r.v.'s $ C_{i - 1}$ and $ D_{i - 1}$ and a positive
real number $ s_i$ such that $ C_{i - 1} \leq X_i \le
D_{i - 1}$ and $ D_{i - 1} - C_{i - 1} \leq 2 s_i$ a.s.
Then for all real $t$ and natural $n$ and all functions
$f$ satisfying certain convexity conditions $ E f(S_n)
\leq E f(s Z)$, where $ f_t(x) := \max (0, x - t)^5$, $
s := \sqrt {s_1^2 + \dots + s_n^2}$, and $ Z \sim N(0,
1)$. In particular, this implies $ P(S_n \ge x) \le
c_{5, 0}P(s Z \ge x) \quad \forall x \in R$, where $
c_{5, 0} = 5 !(e / 5)^5 = 5.699 \dots $. Results for $
\max_{0 \leq k \leq n}S_k$ in place of $ S_n$ and for
concentration of measure also follow.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "generalized moments; martingales; probability
inequalities; supermartingales; upper bounds",
}
@Article{Chazottes:2006:REW,
author = "Jean-Ren{\'e} Chazottes and Cristian Giardina and
Frank Redig",
title = "Relative entropy and waiting times for continuous-time
{Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "40:1049--40:1068",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-374",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/374",
abstract = "For discrete-time stochastic processes, there is a
close connection between return (resp. waiting) times
and entropy (resp. relative entropy). Such a connection
cannot be straightforwardly extended to the
continuous-time setting. Contrarily to the
discrete-time case one needs a reference measure on
path space and so the natural object is relative
entropy rather than entropy. In this paper we elaborate
on this in the case of continuous-time Markov processes
with finite state space. A reference measure of special
interest is the one associated to the time-reversed
process. In that case relative entropy is interpreted
as the entropy production rate. The main results of
this paper are: almost-sure convergence to relative
entropy of the logarithm of waiting-times ratios
suitably normalized, and their fluctuation properties
(central limit theorem and large deviation
principle).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuous-time Markov chain, law of large numbers,
central limit theorem, large deviations, entropy
production, time-reversed process",
}
@Article{Zhan:2006:SPA,
author = "Dapeng Zhan",
title = "Some Properties of Annulus {SLE}",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "41:1069--41:1093",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-338",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/338",
abstract = "An annulus SLE$_\kappa $ trace tends to a single point
on the target circle, and the density function of the
end point satisfies some differential equation. Some
martingales or local martingales are found for annulus
SLE$_4$, SLE$_8$ and SLE$_8 / 3$. From the local
martingale for annulus SLE$_4$ we find a candidate of
discrete lattice model that may have annulus SLE$_4$ as
its scaling limit. The local martingale for annulus
SLE$_8 / 3$ is similar to those for chordal and radial
SLE$_8 / 3$. But it seems that annulus SLE$_8 / 3$ does
not satisfy the restriction property",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuum scaling limit, percolation, SLE, conformal
invariance",
}
@Article{Balazs:2006:CRF,
author = "Marton Balazs and Eric Cator and Timo Seppalainen",
title = "Cube Root Fluctuations for the Corner Growth Model
Associated to the Exclusion Process",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "42:1094--42:1132",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-366",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/366",
abstract = "We study the last-passage growth model on the planar
integer lattice with exponential weights. With boundary
conditions that represent the equilibrium exclusion
process as seen from a particle right after its jump we
prove that the variance of the last-passage time in a
characteristic direction is of order $ t^{2 / 3} $.
With more general boundary conditions that include the
rarefaction fan case we show that the last-passage time
fluctuations are still of order $ t^{1 / 3} $, and also
that the transversal fluctuations of the maximal path
have order $ t^{2 / 3} $. We adapt and then build on a
recent study of Hammersley's process by Cator and
Groeneboom, and also utilize the competition interface
introduced by Ferrari, Martin and Pimentel. The
arguments are entirely probabilistic, and no use is
made of the combinatorics of Young tableaux or methods
of asymptotic analysis.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Burke's theorem; competition interface; cube root
asymptotics; Last-passage; rarefaction fan; simple
exclusion",
}
@Article{Brouwer:2006:CSD,
author = "Rachel Brouwer and Juho Pennanen",
title = "The Cluster Size Distribution for a Forest-Fire
Process on {$Z$}",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "43:1133--43:1143",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-369",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/369",
abstract = "Consider the following forest-fire model where trees
are located on sites of $ \mathbb {Z} $. A site can be
vacant or be occupied by a tree. Each vacant site
becomes occupied at rate $1$, independently of the
other sites. Each site is hit by lightning with rate $
\lambda $, which burns down the occupied cluster of
that site instantaneously. As $ \lambda \downarrow 0$
this process is believed to display self-organised
critical behaviour.\par
This paper is mainly concerned with the cluster size
distribution in steady-state. Drossel, Clar and Schwabl
(1993) claimed that the cluster size distribution has a
certain power law behaviour which holds for cluster
sizes that are not too large compared to some explicit
cluster size $ s_{max}$. The latter can be written in
terms of $ \lambda $ approximately as $ s_{max} \ln
(s_{max}) = 1 / \lambda $. However, Van den Berg and
Jarai (2005) showed that this claim is not correct for
cluster sizes of order $ s_{max}$, which left the
question for which cluster sizes the power law
behaviour {\em does} hold. Our main result is a
rigorous proof of the power law behaviour up to cluster
sizes of the order $ s_{max}^{1 / 3}$. Further, it
proves the existence of a stationary translation
invariant distribution, which was always assumed but
never shown rigorously in the literature.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "forest-fires, self-organised criticality, cluster size
distribution",
}
@Article{Shiga:2006:IDR,
author = "Tokuzo Shiga and Hiroshi Tanaka",
title = "Infinitely Divisible Random Probability Distributions
with an Application to a Random Motion in a Random
Environment",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "44:1144--44:1183",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-380",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/380",
abstract = "The infinite divisibility of probability distributions
on the space $ P (R) $ of probability distributions on
$R$ is defined and related fundamental results such as
the L{\'e}vy--Khintchin formula, representation of
It{\^o} type of infinitely divisible RPD, stable RPD
and Levy processes on $ P (R)$ are obtained. As an
application we investigate limiting behaviors of a
simple model of a particle motion in a random
environment",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "infinite divisibility; L{\'e}vy-It{\^o}
repr{\'e}sentation; L{\'e}vy-Khintchin representation;
random environment; random probability distribution",
}
@Article{Bertacchi:2006:ABS,
author = "Daniela Bertacchi",
title = "Asymptotic Behaviour of the Simple Random Walk on the
$2$-dimensional Comb",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "45:1184--45:1203",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-377",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/377",
abstract = "We analyze the differences between the horizontal and
the vertical component of the simple random walk on the
2-dimensional comb. In particular we evaluate by
combinatorial methods the asymptotic behaviour of the
expected value of the distance from the origin, the
maximal deviation and the maximal span in $n$ steps,
proving that for all these quantities the order is $
n^{1 / 4}$ for the horizontal projection and $ n^{1 /
2}$ for the vertical one (the exact constants are
determined). Then we rescale the two projections of the
random walk dividing by $ n^{1 / 4}$ and $ n^{1 / 2}$
the horizontal and vertical ones, respectively. The
limit process is obtained. With similar techniques the
walk dimension is determined, showing that the Einstein
relation between the fractal, spectral and walk
dimensions does not hold on the comb.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian Motion; Comb; Generating Function; Maximal
Excursion; Random Walk",
}
@Article{Lifshits:2006:SDG,
author = "Mikhail Lifshits and Werner Linde and Zhan Shi",
title = "Small Deviations of {Gaussian} Random Fields in {$ L_q
$}-Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "46:1204--46:1233",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-379",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/379",
abstract = "We investigate small deviation properties of Gaussian
random fields in the space $ L_q(R^N, \mu) $ where $
\mu $ is an arbitrary finite compactly supported Borel
measure. Of special interest are hereby ``thin''
measures $ \mu $, i.e., those which are singular with
respect to the $N$--dimensional Lebesgue measure; the
so-called self-similar measures providing a class of
typical examples. For a large class of random fields
(including, among others, fractional Brownian motions),
we describe the behavior of small deviation
probabilities via numerical characteristics of $ \mu $,
called mixed entropy, characterizing size and
regularity of $ \mu $. For the particularly interesting
case of self-similar measures $ \mu $, the asymptotic
behavior of the mixed entropy is evaluated explicitly.
As a consequence, we get the asymptotic of the small
deviation for $N$-parameter fractional Brownian motions
with respect to $ L_q(R^N, \mu)$-norms. While the upper
estimates for the small deviation probabilities are
proved by purely probabilistic methods, the lower
bounds are established by analytic tools concerning
Kolmogorov and entropy numbers of Holder operators.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractal measures; fractional Brownian motion; Gaussian
random fields; Kolmogorov numbers; metric entropy",
}
@Article{Barbour:2006:DSW,
author = "Andrew Barbour and Gesine Reinert",
title = "Discrete small world networks",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "47:1234--47:1283",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-381",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/381",
abstract = "Small world models are networks consisting of many
local links and fewer long range `shortcuts', used to
model networks with a high degree of local clustering
but relatively small diameter. Here, we concern
ourselves with the distribution of typical inter-point
network distances. We establish approximations to the
distribution of the graph distance in a discrete ring
network with extra random links, and compare the
results to those for simpler models, in which the extra
links have zero length and the ring is continuous.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Small-world networks, shortest path length, branching
process",
}
@Article{Su:2006:GFC,
author = "Zhonggen Su",
title = "{Gaussian} Fluctuations in Complex Sample Covariance
Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "48:1284--48:1320",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-378",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/378",
abstract = "Let $ X = (X_{i, j})_{m \times n}, m \ge n $, be a
complex Gaussian random matrix with mean zero and
variance $ \frac 1 n $, let $ S = X^*X $ be a sample
covariance matrix. In this paper we are mainly
interested in the limiting behavior of eigenvalues when
$ \frac m n \rightarrow \gamma \ge 1 $ as $ n
\rightarrow \infty $. Under certain conditions on $k$,
we prove the central limit theorem holds true for the
$k$-th largest eigenvalues $ \lambda_{(k)}$ as $k$
tends to infinity as $ n \rightarrow \infty $. The
proof is largely based on the
Costin--Lebowitz--Soshnikov argument and the asymptotic
estimates for the expectation and variance of the
number of eigenvalues in an interval. The standard
technique for the RH problem is used to compute the
exact formula and asymptotic properties for the mean
density of eigenvalues. As a by-product, we obtain a
convergence speed of the mean density of eigenvalues to
the Marchenko--Pastur distribution density under the
condition $ | \frac m n - \gamma | = O(\frac 1 n)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem; Eigenvalues; RH problems;
Sample covariance matrices; the
Costin--Lebowitz--Soshnikov theorem",
}
@Article{Chaumont:2006:LEP,
author = "Loic Chaumont and Juan Carlos Pardo Millan",
title = "The Lower Envelope of Positive Self-Similar {Markov}
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "49:1321--49:1341",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-382",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/382",
abstract = "We establish integral tests and laws of the iterated
logarithm for the lower envelope of positive
self-similar Markov processes at 0 and $ + \infty $.
Our proofs are based on the Lamperti representation and
time reversal arguments. These results extend laws of
the iterated logarithm for Bessel processes due to
Dvoretzky and Erdos (1951), Motoo (1958), and Rivero
(2003).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Self-similar Markov process, L'evy process, Lamperti
representation, last passage time, time reversal,
integral test, law of the iterated logarithm",
}
@Article{Johansson:2006:EGM,
author = "Kurt Johansson and Eric Nordenstam",
title = "Eigenvalues of {GUE} Minors",
journal = j-ELECTRON-J-PROBAB,
volume = "11",
pages = "50:1342--50:1371",
year = "2006",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v11-370",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Johansson:2007:EEG}.",
URL = "http://ejp.ejpecp.org/article/view/370",
abstract = "Consider an infinite random matrix $ H = (h_{ij})_{0 <
i, j} $ picked from the Gaussian Unitary Ensemble
(GUE). Denote its main minors by $ H_i = (h_{rs})_{1
\leq r, s \leq i} $ and let the $j$:th largest
eigenvalue of $ H_i$ be $ \mu^i_j$. We show that the
configuration of all these eigenvalues $ (i, \mu_j^i)$
form a determinantal point process on $ \mathbb {N}
\times \mathbb {R}$.\par
Furthermore we show that this process can be obtained
as the scaling limit in random tilings of the Aztec
diamond close to the boundary. We also discuss the
corresponding limit for random lozenge tilings of a
hexagon.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices; Tiling problems",
}
@Article{Bass:2007:FPR,
author = "Richard Bass and Jay Rosen",
title = "Frequent Points for Random Walks in Two Dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "1:1--1:46",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-388",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/388",
abstract = "For a symmetric random walk in $ Z^2 $ which does not
necessarily have bounded jumps we study those points
which are visited an unusually large number of times.
We prove the analogue of the Erd{\H{o}}s--Taylor
conjecture and obtain the asymptotics for the number of
visits to the most visited site. We also obtain the
asymptotics for the number of points which are visited
very frequently by time $n$. Among the tools we use are
Harnack inequalities and Green's function estimates for
random walks with unbounded jumps; some of these are of
independent interest.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walks, Green's functions, Harnack inequalities,
frequent points",
}
@Article{Ivanoff:2007:CCP,
author = "B. Gail Ivanoff and Ely Merzbach and Mathieu Plante",
title = "A Compensator Characterization of Point Processes on
Topological Lattices",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "2:47--2:74",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-390",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/390",
abstract = "We resolve the longstanding question of how to define
the compensator of a point process on a general
partially ordered set in such a way that the
compensator exists, is unique, and characterizes the
law of the process. We define a family of one-parameter
compensators and prove that this family is unique in
some sense and characterizes the finite dimensional
distributions of a totally ordered point process. This
result can then be applied to a general point process
since we prove that such a process can be embedded into
a totally ordered point process on a larger space. We
present some examples, including the partial sum
multiparameter process, single line point processes,
multiparameter renewal processes, and obtain a new
characterization of the two-parameter Poisson process",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "point process, compensator, partial order, single jump
process, partial sum process, adapted random set,
renewal process, Poisson process, multiparameter
martingale",
}
@Article{Luczak:2007:ADC,
author = "Malwina Luczak and Colin McDiarmid",
title = "Asymptotic distributions and chaos for the supermarket
model",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "3:75--3:99",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-391",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/391",
abstract = "In the supermarket model there are $n$ queues, each
with a unit rate server. Customers arrive in a Poisson
process at rate $ \lambda n$, where $ 0 < \lambda < 1$.
Each customer chooses $ d \geq 2$ queues uniformly at
random, and joins a shortest one. It is known that the
equilibrium distribution of a typical queue length
converges to a certain explicit limiting distribution
as $ n \to \infty $. We quantify the rate of
convergence by showing that the total variation
distance between the equilibrium distribution and the
limiting distribution is essentially of order $ 1 / n$
and we give a corresponding result for systems starting
from quite general initial conditions (not in
equilibrium). Further, we quantify the result that the
systems exhibit chaotic behaviour: we show that the
total variation distance between the joint law of a
fixed set of queue lengths and the corresponding
product law is essentially of order at most $ 1 / n$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Supermarket model, join the shortest queue, random
choices, power of two choices, load balancing,
equilibrium, concentration of measure, law of large
numbers, chaos",
}
@Article{Mendez:2007:ETS,
author = "Pedro Mendez",
title = "Exit Times of Symmetric Stable Processes from
Unbounded Convex Domains",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "4:100--4:121",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-393",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/393",
abstract = "We provide several inequalities on the asymptotic
behavior of the harmonic measure of the first exit
position of a $d$-dimensional symmetric stable process
from a unbounded convex domain. Our results on the
harmonic measure will determine the asymptotic behavior
of the distributions of the first exit time from the
domain. These inequalities are given in terms of the
growth of the in radius of the cross sections of the
domain.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stable process, exit times, unbounded domains",
}
@Article{Heveling:2007:PSC,
author = "Matthias Heveling and Gunter Last",
title = "Point shift characterization of {Palm} measures on
{Abelian} groups",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "5:122--5:137",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-394",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/394",
abstract = "Our first aim in this paper is to characterize Palm
measures of stationary point processes through point
stationarity. This generalizes earlier results from the
Euclidean case to the case of an Abelian group. While a
stationary point process looks statistically the same
from each site, a point stationary point process looks
statistically the same from each of its points. Even in
the Euclidean case our proof will simplify some of the
earlier arguments. A new technical result of some
independent interest is the existence of a complete
countable family of matchings. Using a change of
measure we will generalize our results to discrete
random measures. In the Euclidean case we will finally
treat general random measures by means of a suitable
approximation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "point process, random measure, stationarity,
point-stationarity, Palm measure, matching, bijective
point map",
}
@Article{Uchiyama:2007:AEG,
author = "Kouhei Uchiyama",
title = "Asymptotic Estimates of the {Green} Functions and
Transition Probabilities for {Markov} Additive
Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "6:138--6:180",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-396",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/396",
abstract = "In this paper we shall derive asymptotic expansions of
the Green function and the transition probabilities of
Markov additive (MA) processes $ (\xi_n, S_n) $ whose
first component satisfies Doeblin's condition and the
second one takes valued in $ Z^d $. The derivation is
based on a certain perturbation argument that has been
used in previous works in the same context. In our
asymptotic expansions, however, not only the principal
term but also the second order term are expressed
explicitly in terms of a few basic functions that are
characteristics of the expansion. The second order term
will be important for instance in computation of the
harmonic measures of a half space for certain models.
We introduce a certain aperiodicity condition, named
Condition (AP), that seems a minimal one under which
the Fourier analysis can be applied straightforwardly.
In the case when Condition (AP) is violated the
structure of MA processes will be clarified and it will
be shown that in a simple manner the process, if not
degenerate, are transformed to another one that
satisfies Condition (AP) so that from it we derive
either directly or indirectly (depending on purpose)
the asymptotic expansions for the original process. It
in particular is shown that if the MA processes is
irreducible as a Markov process, then the Green
function is expanded quite similarly to that of a
classical random walk on $ Z^d $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic expansion, harmonic analysis, semi-Markov
process, random walk with internal states,
perturbation, aperiodicity, ergodic, Doeblin's
condition",
}
@Article{Pipiras:2007:IRP,
author = "Vladas Pipiras and Murad Taqqu",
title = "Integral representations of periodic and cyclic
fractional stable motions",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "7:181--7:206",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-395",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/395",
abstract = "Stable non-Gaussian self-similar mixed moving averages
can be decomposed into several components. Two of these
are the periodic and cyclic fractional stable motions
which are the subject of this study. We focus on the
structure of their integral representations and show
that the periodic fractional stable motions have, in
fact, a canonical representation. We study several
examples and discuss questions of uniqueness, namely
how to determine whether two given integral
representations of periodic or cyclic fractional stable
motions give rise to the same process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stable, self-similar processes with stationary
increments, mixed moving averages, periodic and cyclic
flows, cocycles, semi-additive functionals",
}
@Article{Coquet:2007:CVO,
author = "Fran{\c{c}}ois Coquet and Sandrine Toldo",
title = "Convergence of values in optimal stopping and
convergence of optimal stopping times",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "8:207--8:228",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-288",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/288",
abstract = "Under the hypothesis of convergence in probability of
a sequence of c{\`a}dl{\`a}g processes $ (X^n) $ to a
c{\`a}dl{\`a}g process $X$, we are interested in the
convergence of corresponding values in optimal stopping
and also in the convergence of optimal stopping times.
We give results under hypothesis of inclusion of
filtrations or convergence of filtrations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convergence of filtrations; Convergence of stochastic
processes; Convergence of stopping times.; Optimal
stopping times; Values in optimal stopping",
}
@Article{Labarbe:2007:ABR,
author = "Jean-Maxime Labarbe and Jean-Fran{\c{c}}ois
Marckert",
title = "Asymptotics of {Bernoulli} random walks, bridges,
excursions and meanders with a given number of peaks",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "9:229--9:261",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-397",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/397",
abstract = "A Bernoulli random walk is a random trajectory
starting from 0 and having i.i.d. increments, each of
them being +1 or -1, equally likely. The other families
quoted in the title are Bernoulli random walks under
various conditions. A peak in a trajectory is a local
maximum. In this paper, we condition the families of
trajectories to have a given number of peaks. We show
that, asymptotically, the main effect of setting the
number of peaks is to change the order of magnitude of
the trajectories. The counting process of the peaks,
that encodes the repartition of the peaks in the
trajectories, is also studied. It is shown that
suitably normalized, it converges to a Brownian bridge
which is independent of the limiting trajectory.
Applications in terms of plane trees and parallelogram
polyominoes are provided, as well as an application to
the ``comparison'' between runs and Kolmogorov--Smirnov
statistics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bernoulli random walks; bridge; Brownian meander;
excursion; peaks; Weak convergence",
}
@Article{Ganapathy:2007:RM,
author = "Murali Ganapathy",
title = "Robust Mixing",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "10:262--10:299",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-398",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/398",
abstract = "In this paper, we develop a new ``robust mixing''
framework for reasoning about adversarially modified
Markov Chains (AMMC). Let $ \mathbb {P} $ be the
transition matrix of an irreducible Markov Chain with
stationary distribution $ \pi $. An adversary announces
a sequence of stochastic matrices $ \{ \mathbb {A}_t
\}_{t > 0} $ satisfying $ \pi \mathbb {A}_t = \pi $. An
AMMC process involves an application of $ \mathbb {P} $
followed by $ \mathbb {A}_t $ at time $t$. The robust
mixing time of an ergodic Markov Chain $ \mathbb {P}$
is the supremum over all adversarial strategies of the
mixing time of the corresponding AMMC process.
Applications include estimating the mixing times for
certain non-Markovian processes and for reversible
liftings of Markov Chains.\par
{\bf Non-Markovian card shuffling processes}: The
random-to-cyclic transposition process is a {\em
non-Markovian} card shuffling process, which at time
$t$, exchanges the card at position $ L_t := t {\pmod
n}$ with a random card. Mossel, Peres and Sinclair
(2004) showed a lower bound of $ (0.0345 + o(1))n \log
n$ for the mixing time of the random-to-cyclic
transposition process. They also considered a
generalization of this process where the choice of $
L_t$ is adversarial, and proved an upper bound of $ C n
\log n + O(n)$ (with $ C \approx 4 \times 10^5$) on the
mixing time. We reduce the constant to $1$ by showing
that the random-to-top transposition chain ({\em a
Markov Chain}) has robust mixing time $ \leq n \log n +
O(n)$ when the adversarial strategies are limited to
holomorphic strategies, i.e., those strategies which
preserve the symmetry of the underlying Markov Chain.
We also show a $ O(n \log^2 n)$ bound on the robust
mixing time of the lazy random-to-top transposition
chain when the adversary is not limited to holomorphic
strategies.\par
{\bf Reversible liftings}: Chen, Lovasz and Pak showed
that for a reversible ergodic Markov Chain $ \mathbb
{P}$, any reversible lifting $ \mathbb {Q}$ of $
\mathbb {P}$ must satisfy $ \mathcal {T}(\mathbb {P})
\leq \mathcal {T}(\mathbb {Q}) \log (1 / \pi_*)$ where
$ \pi_*$ is the minimum stationary probability. Looking
at a specific adversarial strategy allows us to show
that $ \mathcal {T}(\mathbb {Q}) \geq r(\mathbb {P})$
where $ r(\mathbb {P})$ is the relaxation time of $
\mathbb {P}$. This gives an alternate proof of the
reversible lifting result and helps identify cases
where reversible liftings cannot improve the mixing
time by more than a constant factor.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov Chains, Robust mixing time, Reversible lifting,
random-to-cyclic transposition, non-Markovian
processes",
}
@Article{Lachal:2007:FHT,
author = "Aim{\'e} Lachal",
title = "First Hitting Time and Place, Monopoles and Multipoles
for Pseudo-Processes Driven by the Equation {$ \partial
u / \partial t = \pm \partial^N u / \partial x^N $}",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "11:300--11:353",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-399",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/399",
abstract = "Consider the high-order heat-type equation $ \partial
u / \partial t = \pm \partial^N u / \partial x^N $ for
an integer $ N > 2 $ and introduce the related Markov
pseudo-process $ (X(t))_{t \ge 0} $. In this paper, we
study several functionals related to $ (X(t))_{t \ge 0}
$: the maximum $ M(t) $ and minimum $ m(t) $ up to time
$t$; the hitting times $ \tau_a^+$ and $ \tau_a^-$ of
the half lines $ (a, + \infty)$ and $ ( - \infty, a)$
respectively. We provide explicit expressions for the
distributions of the vectors $ (X(t), M(t))$ and $
(X(t), m(t))$, as well as those of the vectors $
(\tau_a^+, X(\tau_a^+))$ and $ (\tau_a^-,
X(\tau_a^-))$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "first hitting time and place; joint distribution of
the process and its maximum/minimum; Multipoles;
pseudo-process; Spitzer's identity",
}
@Article{Valle:2007:EIT,
author = "Glauco Valle",
title = "Evolution of the interfaces in a two dimensional
{Potts} model",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "12:354--12:386",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-346",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/346",
abstract = "We investigate the evolution of the random interfaces
in a two dimensional Potts model at zero temperature
under Glauber dynamics for some particular initial
conditions. We prove that under space-time diffusive
scaling the shape of the interfaces converges in
probability to the solution of a non-linear parabolic
equation. This Law of Large Numbers is obtained from
the Hydrodynamic limit of a coupling between an
exclusion process and an inhomogeneous one dimensional
zero range process with asymmetry at the origin.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exclusion Processes, Interface Dynamics, Hydrodynamic
limit",
}
@Article{Masiero:2007:RPT,
author = "Federica Masiero",
title = "Regularizing Properties for Transition Semigroups and
Semilinear Parabolic Equations in {Banach} Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "13:387--13:419",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-401",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/401",
abstract = "We study regularizing properties for transition
semigroups related to Ornstein Uhlenbeck processes with
values in a Banach space $E$ which is continuously and
densely embedded in a real and separable Hilbert space
$H$. Namely we study conditions under which the
transition semigroup maps continuous and bounded
functions into differentiable functions. Via a Girsanov
type theorem such properties extend to perturbed
Ornstein Uhlenbeck processes. We apply the results to
solve in mild sense semilinear versions of Kolmogorov
equations in $E$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Banach spaces.; Ornstein--Uhlenbeck and perturbed
Ornstein--Uhlenbeck transition semigroups; parabolic
equations; regularizing properties",
}
@Article{Lambert:2007:QSD,
author = "Amaury Lambert",
title = "Quasi-Stationary Distributions and the
Continuous-State Branching Process Conditioned to Be
Never Extinct",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "14:420--14:446",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-402",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/402",
abstract = "We consider continuous-state branching (CB) processes
which become extinct (i.e., hit 0) with positive
probability. We characterize all the quasi-stationary
distributions (QSD) for the CB-process as a
stochastically monotone family indexed by a real
number. We prove that the minimal element of this
family is the so-called Yaglom quasi-stationary
distribution, that is, the limit of one-dimensional
marginals conditioned on being nonzero. Next, we
consider the branching process conditioned on not being
extinct in the distant future, or $Q$-process, defined
by means of Doob $h$-transforms. We show that the
$Q$-process is distributed as the initial CB-process
with independent immigration, and that under the $ L
\log L$ condition, it has a limiting law which is the
size-biased Yaglom distribution (of the CB-process).
More generally, we prove that for a wide class of
nonnegative Markov processes absorbed at 0 with
probability 1, the Yaglom distribution is always
stochastically dominated by the stationary probability
of the $Q$-process, assuming that both exist. Finally,
in the diffusion case and in the stable case, the
$Q$-process solves a SDE with a drift term that can be
seen as the instantaneous immigration.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Continuous-state branching process; h-transform;
immigration; L{\'e}vy process; Q-process;
quasi-stationary distribution; size-biased
distribution; stochastic differential equations; Yaglom
theorem",
}
@Article{Giovanni:2007:SCG,
author = "Peccati Giovanni and Murad Taqqu",
title = "Stable convergence of generalized {$ L^2 $} stochastic
integrals and the principle of conditioning",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "15:447--15:480",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-404",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/404",
abstract = "We consider generalized adapted stochastic integrals
with respect to independently scattered random measures
with second moments, and use a decoupling technique,
formulated as a \flqq principle of conditioning\frqq,
to study their stable convergence towards mixtures of
infinitely divisible distributions. The goal of this
paper is to develop the theory. Our results apply, in
particular, to Skorohod integrals on abstract Wiener
spaces, and to multiple integrals with respect to
independently scattered and finite variance random
measures. The first application is discussed in some
detail in the final section of the present work, and
further extended in a companion paper (Peccati and
Taqqu (2006b)). Applications to the stable convergence
(in particular, central limit theorems) of multiple
Wiener--It{\^o} integrals with respect to independently
scattered (and not necessarily Gaussian) random
measures are developed in Peccati and Taqqu (2006a,
2007). The present work concludes with an example
involving quadratic Brownian functionals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Decoupling; Generalized stochastic integrals;
Independently scattered measures; multiple Poisson
integrals; Principle of conditioning; Resolutions of
the identity; Skorohod integrals; Stable convergence;
Weak convergence",
}
@Article{Galvin:2007:SCR,
author = "David Galvin",
title = "Sampling $3$-colourings of regular bipartite graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "16:481--16:497",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-403",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/403",
abstract = "We show that if $ G = (V, E) $ is a regular bipartite
graph for which the expansion of subsets of a single
parity of $V$ is reasonably good and which satisfies a
certain local condition (that the union of the
neighbourhoods of adjacent vertices does not contain
too many pairwise non-adjacent vertices), and if $M$ is
a Markov chain on the set of proper 3-colourings of $G$
which updates the colour of at most $ c|V|$ vertices at
each step and whose stationary distribution is uniform,
then for $ c < .22$ and $d$ sufficiently large the
convergence to stationarity of $M$ is (essentially)
exponential in $ |V|$. In particular, if $G$ is the
$d$-dimensional hypercube $ Q_d$ (the graph on vertex
set $ \{ 0, 1 \}^d$ in which two strings are adjacent
if they differ on exactly one coordinate) then the
convergence to stationarity of the well-known Glauber
(single-site update) dynamics is exponentially slow in
$ 2^d / (\sqrt {d} \log d)$. A combinatorial corollary
of our main result is that in a uniform 3-colouring of
$ Q_d$ there is an exponentially small probability (in
$ 2^d$) that there is a colour $i$ such the proportion
of vertices of the even subcube coloured $i$ differs
from the proportion of the odd subcube coloured $i$ by
at most $ .22$. Our proof combines a conductance
argument with combinatorial enumeration methods.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Mixing time, 3-colouring, Potts model, conductance,
Glauber dynamics, discrete hypercube",
}
@Article{Evans:2007:ECE,
author = "Steven Evans and Tye Lidman",
title = "Expectation, Conditional Expectation and Martingales
in Local Fields",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "17:498--17:515",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-405",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/405",
abstract = "We investigate a possible definition of expectation
and conditional expectation for random variables with
values in a local field such as the $p$-adic numbers.
We define the expectation by analogy with the
observation that for real-valued random variables in $
L^2$ the expected value is the orthogonal projection
onto the constants. Previous work has shown that the
local field version of $ L^\infty $ is the appropriate
counterpart of $ L^2$, and so the expected value of a
local field-valued random variable is defined to be its
``projection'' in $ L^\infty $ onto the
constants.\par
Unlike the real case, the resulting projection is not
typically a single constant, but rather a ball in the
metric on the local field. However, many properties of
this expectation operation and the corresponding
conditional expectation mirror those familiar from the
real-valued case; for example, conditional expectation
is, in a suitable sense, a contraction on $ L^\infty $
and the tower property holds. We also define the
corresponding notion of martingale, show that several
standard examples of martingales (for example, sums or
products of suitable independent random variables or
``harmonic'' functions composed with Markov chains)
have local field analogues, and obtain versions of the
optional sampling and martingale convergence
theorems.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "conditional expectation; expectation; local field;
martingale; martingale convergence; optional sampling;
projection",
}
@Article{Gartner:2007:ICS,
author = "J{\"u}rgen G{\"a}rtner and Frank den Hollander and
Gregory Maillard",
title = "Intermittency on catalysts: symmetric exclusion",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "18:516--18:573",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-407",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/407",
abstract = "We continue our study of intermittency for the
parabolic Anderson equation, i.e., the spatially
discrete heat equation on the d-dimensional integer
lattice with a space-time random potential. The
solution of the equation describes the evolution of a
``reactant'' under the influence of a ``catalyst''.
In this paper we focus on the case where the random
field is an exclusion process with a symmetric random
walk transition kernel, starting from Bernoulli
equilibrium. We consider the annealed Lyapunov
exponents, i.e., the exponential growth rates of the
successive moments of the solution. We show that these
exponents are trivial when the random walk is
recurrent, but display an interesting dependence on the
diffusion constant when the random walk is transient,
with qualitatively different behavior in different
dimensions. Special attention is given to the
asymptotics of the exponents when the diffusion
constant tends to infinity, which is controlled by
moderate deviations of the random field requiring a
delicate expansion argument.\par
In G{\"a}rtner and den Hollander [10] the case of a
Poisson field of independent (simple) random walks was
studied. The two cases show interesting differences and
similarities. Throughout the paper, a comparison of the
two cases plays a crucial role.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "catalytic random medium; exclusion processes;
intermittency; Lyapunov exponents; Parabolic Anderson
model",
}
@Article{Warren:2007:DBM,
author = "Jon Warren",
title = "{Dyson}'s {Brownian} motions, intertwining and
interlacing",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "19:573--19:590",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-406",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/406",
abstract = "A reflected Brownian motion in the Gelfand--Tsetlin
cone is used to construct Dyson's process of
non-colliding Brownian motions. The key step of the
construction is to consider two interlaced families of
Brownian paths with paths belonging to the second
family reflected off paths belonging to the first. Such
families of paths are known to arise in the Arratia
flow of coalescing Brownian motions. A determinantal
formula for the distribution of coalescing Brownian
motions is presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coalescing Brownian motions; Gelfand--Tsetlin cone.;
intertwining; non-colliding Brownian motions",
}
@Article{Benjamini:2007:RSR,
author = "Itai Benjamini and Roey Izkovsky and Harry Kesten",
title = "On the Range of the Simple Random Walk Bridge on
Groups",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "20:591--20:612",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-408",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/408",
abstract = "Let $G$ be a vertex transitive graph. A study of the
range of simple random walk on $G$ and of its bridge is
proposed. While it is expected that on a graph of
polynomial growth the sizes of the range of the
unrestricted random walk and of its bridge are the same
in first order, this is not the case on some larger
graphs such as regular trees. Of particular interest is
the case when $G$ is the Cayley graph of a group. In
this case we even study the range of a general
symmetric (not necessarily simple) random walk on $G$.
We hope that the few examples for which we calculate
the first order behavior of the range here will help to
discover some relation between the group structure and
the behavior of the range. Further problems regarding
bridges are presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "range of a bridge; range of random walk",
}
@Article{Toninelli:2007:CLR,
author = "Fabio Lucio Toninelli",
title = "Correlation Lengths for Random Polymer Models and for
Some Renewal Sequences",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "21:613--21:636",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-414",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/414",
abstract = "We consider models of directed polymers interacting
with a one-dimensional defect line on which random
charges are placed. More abstractly, one starts from
renewal sequence on $Z$ and gives a random
(site-dependent) reward or penalty to the occurrence of
a renewal at any given point of $Z$. These models are
known to undergo a delocalization-localization
transition, and the free energy $F$ vanishes when the
critical point is approached from the localized region.
We prove that the quenched correlation length $ \xi $,
defined as the inverse of the rate of exponential decay
of the two-point function, does not diverge faster than
$ 1 / F$. We prove also an exponentially decaying upper
bound for the disorder-averaged two-point function,
with a good control of the sub-exponential prefactor.
We discuss how, in the particular case where disorder
is absent, this result can be seen as a refinement of
the classical renewal theorem, for a specific class of
renewal sequences.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Pinning and Wetting Models, Typical and Average
Correlation Lengths, Critical Exponents, Renewal
Theory, Exponential Convergence Rates",
}
@Article{Matzinger:2007:DLP,
author = "Heinrich Matzinger and Serguei Popov",
title = "Detecting a Local Perturbation in a Continuous
Scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "22:637--22:660",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-409",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/409",
abstract = "A continuous one-dimensional scenery is a
double-infinite sequence of points (thought of as
locations of {\em bells}) in $R$. Assume that a scenery
$X$ is observed along the path of a Brownian motion in
the following way: when the Brownian motion encounters
a bell different from the last one visited, we hear a
ring. The trajectory of the Brownian motion is unknown,
whilst the scenery $X$ is known except in some finite
interval. We prove that given only the sequence of
times of rings, we can a.s. reconstruct the scenery $X$
entirely. For this we take the scenery$X$ to be a local
perturbation of a Poisson scenery $ X'$. We present an
explicit reconstruction algorithm. This problem is the
continuous analog of the ``detection of a defect in a
discrete scenery''. Many of the essential techniques
used with discrete sceneries do not work with
continuous sceneries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, Poisson process, localization test,
detecting defects in sceneries seen along random
walks",
}
@Article{Dietz:2007:OLS,
author = "Zach Dietz and Sunder Sethuraman",
title = "Occupation laws for some time-nonhomogeneous {Markov}
chains",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "23:661--23:683",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-413",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/413",
abstract = "We consider finite-state time-nonhomogeneous Markov
chains whose transition matrix at time $n$ is $ I + G /
n^z$ where $G$ is a ``generator'' matrix, that is $
G(i, j) > 0$ for $ i, j$ distinct, and $ G(i, i) = -
\sum_{k \ne i} G(i, k)$, and $ z > 0$ is a strength
parameter. In these chains, as time grows, the
positions are less and less likely to change, and so
form simple models of age-dependent time-reinforcing
schemes. These chains, however, exhibit a trichotomy of
occupation behaviors depending on parameters.\par
We show that the average occupation or empirical
distribution vector up to time $n$, when variously $ 0
< z < 1$, $ z > 1$ or $ z = 1$, converges in
probability to a unique ``stationary'' vector $ n_G$,
converges in law to a nontrivial mixture of point
measures, or converges in law to a distribution $ m_G$
with no atoms and full support on a simplex
respectively, as $n$ tends to infinity. This last type
of limit can be interpreted as a sort of ``spreading''
between the cases $ 0 < z < 1$ and $ z > 1$.\par
In particular, when $G$ is appropriately chosen, $ m_G$
is a Dirichlet distribution, reminiscent of results in
Polya urns.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "laws of large numbers, nonhomogeneous, Markov,
occupation, reinforcement, Dirichlet distribution",
}
@Article{Ferrari:2007:QSD,
author = "Pablo Ferrari and Nevena Maric",
title = "Quasi Stationary Distributions and {Fleming--Viot}
Processes in Countable Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "24:684--24:702",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-415",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/415",
abstract = "We consider an irreducible pure jump Markov process
with rates $ Q = (q(x, y)) $ on $ \Lambda \cup \{ 0 \}
$ with $ \Lambda $ countable and $0$ an absorbing
state. A {\em quasi stationary distribution \rm} (QSD)
is a probability measure $ \nu $ on $ \Lambda $ that
satisfies: starting with $ \nu $, the conditional
distribution at time $t$, given that at time $t$ the
process has not been absorbed, is still $ \nu $. That
is, $ \nu (x) = \nu P_t(x) / (\sum_{y \in \Lambda } \nu
P_t(y))$, with $ P_t$ the transition probabilities for
the process with rates $Q$.\par
A {\em Fleming--Viot} (FV) process is a system of $N$
particles moving in $ \Lambda $. Each particle moves
independently with rates $Q$ until it hits the
absorbing state $0$; but then instantaneously chooses
one of the $ N - 1$ particles remaining in $ \Lambda $
and jumps to its position. Between absorptions each
particle moves with rates $Q$ independently.\par
Under the condition $ \alpha := \sum_{x \in \Lambda }
\inf Q(\cdot, x) > \sup Q(\cdot, 0) := C$ we prove
existence of QSD for $Q$; uniqueness has been proven by
Jacka and Roberts. When $ \alpha > 0$ the FV process is
ergodic for each $N$. Under $ \alpha > C$ the mean
normalized densities of the FV unique stationary
measure converge to the QSD of $Q$, as $ N \to \infty
$; in this limit the variances vanish.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fleming--Viot process; Quasi stationary
distributions",
}
@Article{vanderHofstad:2007:DRG,
author = "Remco van der Hofstad and Gerard Hooghiemstra and
Dmitri Znamenski",
title = "Distances in Random Graphs with Finite Mean and
Infinite Variance Degrees",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "25:703--25:766",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-420",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/420",
abstract = "In this paper we study typical distances in random
graphs with i.i.d. degrees of which the tail of the
common distribution function is regularly varying with
exponent $ 1 - \tau $. Depending on the value of the
parameter $ \tau $ we can distinct three cases: (i) $
\tau > 3 $, where the degrees have finite variance,
(ii) $ \tau \in (2, 3) $, where the degrees have
infinite variance, but finite mean, and (iii) $ \tau
\in (1, 2) $, where the degrees have infinite mean. The
distances between two randomly chosen nodes belonging
to the same connected component, for $ \tau > 3 $ and $
\tau \in (1, 2), $ have been studied in previous
publications, and we survey these results here. When $
\tau \in (2, 3) $, the graph distance centers around $
2 \log \log {N} / | \log (\tau - 2)| $. We present a
full proof of this result, and study the fluctuations
around this asymptotic means, by describing the
asymptotic distribution. The results presented here
improve upon results of Reittu and Norros, who prove an
upper bound only.\par
The random graphs studied here can serve as models for
complex networks where degree power laws are observed;
this is illustrated by comparing the typical distance
in this model to Internet data, where a degree power
law with exponent $ \tau \approx 2.2 $ is observed for
the so-called Autonomous Systems (AS) graph",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching processes, configuration model, coupling,
graph distance",
}
@Article{Gnedin:2007:CR,
author = "Alexander Gnedin",
title = "The Chain Records",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "26:767--26:786",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-410",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/410",
abstract = "Chain records is a new type of multidimensional
record. We discuss how often the chain records occur
when the background sampling is from the unit cube with
uniform distribution (or, more generally, from an
arbitrary continuous product distribution in d
dimensions). Extensions are given for sampling from
more general spaces with a self-similarity property.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "chains; Ewens partition; multidimensional records;
random orders",
}
@Article{Feng:2007:LDD,
author = "Shui Feng",
title = "Large Deviations for {Dirichlet} Processes and
{Poisson--Dirichlet} Distribution with Two Parameters",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "27:787--27:807",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-417",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/417",
abstract = "Large deviation principles are established for the
two-parameter Poisson--Dirichlet distribution and
two-parameter Dirichlet process when parameter $ \theta
$ approaches infinity. The motivation for these results
is to understand the differences in terms of large
deviations between the two-parameter models and their
one-parameter counterparts. New insight is obtained
about the role of the second parameter $ \alpha $
through a comparison with the corresponding results for
the one-parameter Poisson--Dirichlet distribution and
Dirichlet process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dirichlet processes; GEM representation; large
deviations; Poisson--Dirichlet distribution",
}
@Article{Taylor:2007:CAP,
author = "Jesse Taylor",
title = "The Common Ancestor Process for a {Wright--Fisher}
Diffusion",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "28:808--28:847",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-418",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/418",
abstract = "Rates of molecular evolution along phylogenetic trees
are influenced by mutation, selection and genetic
drift. Provided that the branches of the tree
correspond to lineages belonging to genetically
isolated populations (e.g., multi-species phylogenies),
the interplay between these three processes can be
described by analyzing the process of substitutions to
the common ancestor of each population. We characterize
this process for a class of diffusion models from
population genetics theory using the structured
coalescent process introduced by Kaplan et al. (1988)
and formalized in Barton et al. (2004). For two-allele
models, this approach allows both the stationary
distribution of the type of the common ancestor and the
generator of the common ancestor process to be
determined by solving a one-dimensional boundary value
problem. In the case of a Wright--Fisher diffusion with
genic selection, this solution can be found in closed
form, and we show that our results complement those
obtained by Fearnhead (2002) using the ancestral
selection graph. We also observe that approximations
which neglect recurrent mutation can significantly
underestimate the exact substitution rates when
selection is strong. Furthermore, although we are
unable to find closed-form expressions for models with
frequency-dependent selection, we can still solve the
corresponding boundary value problem numerically and
then use this solution to calculate the substitution
rates to the common ancestor. We illustrate this
approach by studying the effect of dominance on the
common ancestor process in a diploid population.
Finally, we show that the theory can be formally
extended to diffusion models with more than two genetic
backgrounds, but that it leads to systems of singular
partial differential equations which we have been
unable to solve.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Common-ancestor process; diffusion process; genetic
drift; selection; structured coalescent; substitution
rates",
}
@Article{Gautier:2007:SNS,
author = "Eric Gautier",
title = "Stochastic Nonlinear {Schr{\"o}dinger} Equations
Driven by a Fractional Noise. {Well}-Posedness, Large
Deviations and Support",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "29:848--29:861",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-416",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/416",
abstract = "We consider stochastic nonlinear Schrodinger equations
driven by an additive noise. The noise is fractional in
time with Hurst parameter $ H \in (0, 1) $ and colored
in space with a nuclear space correlation operator. We
study local well-posedness. Under adequate assumptions
on the initial data, the space correlations of the
noise and for some saturated nonlinearities, we prove
sample path large deviations and support results in a
space of Holder continuous in time until blow-up paths.
We consider Kerr nonlinearities when $ H > 1 / 2 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian motion; Large deviations;
nonlinear Schrodinger equation; stochastic partial
differential equations",
}
@Article{Hambly:2007:NVP,
author = "Ben Hambly and Liza Jones",
title = "Number variance from a probabilistic perspective:
infinite systems of independent {Brownian} motions and
symmetric alpha stable processes",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "30:862--30:887",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-419",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Hambly:2009:ENV}.",
URL = "http://ejp.ejpecp.org/article/view/419",
abstract = "Some probabilistic aspects of the number variance
statistic are investigated. Infinite systems of
independent Brownian motions and symmetric alpha-stable
processes are used to construct explicit new examples
of processes which exhibit both divergent and
saturating number variance behaviour. We derive a
general expression for the number variance for the
spatial particle configurations arising from these
systems and this enables us to deduce various limiting
distribution results for the fluctuations of the
associated counting functions. In particular, knowledge
of the number variance allows us to introduce and
characterize a novel family of centered, long memory
Gaussian processes. We obtain fractional Brownian
motion as a weak limit of these constructed
processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "controlled variability; fractional Brownian motion;
functional limits; Gaussian fluctuations; Gaussian
processes; long memory; Number variance; symmetric
alpha-stable processes",
}
@Article{Weill:2007:ARB,
author = "Mathilde Weill",
title = "Asymptotics for Rooted Bipartite Planar Maps and
Scaling Limits of Two-Type Spatial Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "31:862--31:925",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-425",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/425",
abstract = "We prove some asymptotic results for the radius and
the profile of large random bipartite planar maps.
Using a bijection due to Bouttier, Di Francesco and
Guitter between rooted bipartite planar maps and
certain two-type trees with positive labels, we derive
our results from a conditional limit theorem for
two-type spatial trees. Finally we apply our estimates
to separating vertices of bipartite planar maps: with
probability close to one when n tends to infinity, a
random $ 2 k$-angulation with n faces has a separating
vertex whose removal disconnects the map into two
components each with size greater that $ n^{1 / 2 -
\varepsilon }$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Conditioned Brownian snake; Planar maps; two-type
Galton--Watson trees",
}
@Article{Benjamini:2007:RGH,
author = "Itai Benjamini and Ariel Yadin and Amir Yehudayoff",
title = "Random Graph-Homomorphisms and Logarithmic Degree",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "32:926--32:950",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-427",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/427",
abstract = "A graph homomorphism between two graphs is a map from
the vertex set of one graph to the vertex set of the
other graph, that maps edges to edges. In this note we
study the range of a uniformly chosen homomorphism from
a graph $G$ to the infinite line $Z$. It is shown that
if the maximal degree of $G$ is `sub-logarithmic', then
the range of such a homomorphism is
super-constant.\par
Furthermore, some examples are provided, suggesting
that perhaps for graphs with super-logarithmic degree,
the range of a typical homomorphism is bounded. In
particular, a sharp transition is shown for a specific
family of graphs $ C_{n, k}$ (which is the tensor
product of the $n$-cycle and a complete graph, with
self-loops, of size $k$). That is, given any function $
\psi (n)$ tending to infinity, the range of a typical
homomorphism of $ C_{n, k}$ is super-constant for $ k =
2 \log (n) - \psi (n)$, and is $3$ for $ k = 2 \log (n)
+ \psi (n)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kurtz:2007:YWE,
author = "Thomas Kurtz",
title = "The {Yamada--Watanabe--Engelbert} theorem for general
stochastic equations and inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "33:951--33:965",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-431",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/431",
abstract = "A general version of the Yamada--Watanabe and
Engelbert results relating existence and uniqueness of
strong and weak solutions for stochastic equations is
given. The results apply to a wide variety of
stochastic equations including classical stochastic
differential equations, stochastic partial differential
equations, and equations involving multiple time
transformations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "weak solution, strong solution, pathwise uniqueness,
stochastic differential equations, stochastic partial
differential equations, multidimensional index",
}
@Article{Major:2007:MVB,
author = "Peter Major",
title = "On a Multivariate Version of {Bernstein}'s
Inequality",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "34:966--34:988",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-430",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/430",
abstract = "We prove such a multivariate version of Bernstein's
inequality about the tail distribution of degenerate
$U$-statistics which is an improvement of some former
results. This estimate will be compared with an
analogous bound about the tail distribution of multiple
Wiener--It{\^o} integrals. Their comparison shows that
our estimate is sharp. The proof is based on good
estimates about high moments of degenerate
$U$-statistics. They are obtained by means of a diagram
formula which enables us to express the product of
degenerate $U$-statistics as the sum of such
expressions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bernstein inequality, (degenerate) U-statistics,
Wiener--It{\^o} integrals, diagram formula, moment
estimates",
}
@Article{Penrose:2007:GLR,
author = "Mathew Penrose",
title = "{Gaussian} Limts for Random Geometric Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "35:989--35:1035",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-429",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/429",
abstract = "Given $n$ independent random marked $d$-vectors $ X_i$
with a common density, define the measure $ \nu_n =
\sum_i \xi_i $, where $ \xi_i$ is a measure (not
necessarily a point measure) determined by the
(suitably rescaled) set of points near $ X_i$.
Technically, this means here that $ \xi_i$ stabilizes
with a suitable power-law decay of the tail of the
radius of stabilization. For bounded test functions $f$
on $ R^d$, we give a central limit theorem for $
\nu_n(f)$, and deduce weak convergence of $
\nu_n(\cdot)$, suitably scaled and centred, to a
Gaussian field acting on bounded test functions. The
general result is illustrated with applications to
measures associated with germ-grain models, random and
cooperative sequential adsorption, Voronoi tessellation
and $k$-nearest neighbours graph.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random measures",
}
@Article{Turova:2007:CPT,
author = "Tatyana Turova",
title = "Continuity of the percolation threshold in randomly
grown graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "36:1036--36:1047",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-436",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/436",
abstract = "We consider various models of randomly grown graphs.
In these models the vertices and the edges accumulate
within time according to certain rules. We study a
phase transition in these models along a parameter
which refers to the mean life-time of an edge. Although
deleting old edges in the uniformly grown graph changes
abruptly the properties of the model, we show that some
of the macro-characteristics of the graph vary
continuously. In particular, our results yield a lower
bound for the size of the largest connected component
of the uniformly grown graph.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching processes; Dynamic random graphs; phase
transition",
}
@Article{Johansson:2007:EEG,
author = "Kurt Johansson and Eric Nordenstam",
title = "Erratum to {``Eigenvalues of GUE Minors''}",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "37:1048--37:1051",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-816",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Johansson:2006:EGM}.",
URL = "http://ejp.ejpecp.org/article/view/816",
abstract = "In the paper
\url{http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1647},
two expressions for the so called GUE minor kernel are
presented, one in definition 1.2 and one in the
formulas (5.6) and (5.7). The expressions given in
(5.6) and (5.7) are correct, but the expression in
definition 1.2 of the paper has to be modified in the
case $ r > s $. The proof of the equality of the two
expressions for the GUE minor kernel given in the paper
was based on lemma 5.6 which is not correct since some
terms in the expansion are missing. The correct
expansion is given in lemma 1.2 below.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Arias-Castro:2007:IRH,
author = "Ery Arias-Castro",
title = "Interpolation of Random Hyperplanes",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "38:1052--38:1071",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-435",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/435",
abstract = "Let $ \{ (Z_i, W_i) \colon i = 1, \dots, n \} $ be
uniformly distributed in $ [0, 1]^d \times \mathbb
{G}(k, d) $, where $ \mathbb {G}(k, d) $ denotes the
space of $k$-dimensional linear subspaces of $ \mathbb
{R}^d$. For a differentiable function $ f \colon [0,
1]^k \rightarrow [0, 1]^d$, we say that $f$
interpolates $ (z, w) \in [0, 1]^d \times \mathbb
{G}(k, d)$ if there exists $ x \in [0, 1]^k$ such that
$ f(x) = z$ and $ \vec {f}(x) = w$, where $ \vec
{f}(x)$ denotes the tangent space at $x$ defined by
$f$. For a smoothness class $ {\cal F}$ of Holder type,
we obtain probability bounds on the maximum number of
points a function $ f \in {\cal F}$ interpolates.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Grassmann Manifold; Haar Measure; Kolmogorov Entropy;
Pattern Recognition",
}
@Article{Bobkov:2007:LDI,
author = "Sergey Bobkov",
title = "Large deviations and isoperimetry over convex
probability measures with heavy tails",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "39:1072--39:1100",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-440",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/440",
abstract = "Large deviations and isoperimetric inequalities are
considered for probability distributions, satisfying
convexity conditions of the Brunn--Minkowski-type",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large deviations, convex measures, dilation of sets,
transportation of mass, Khinchin-type, isoperimetric,
weak Poincar{\'e}, Sobolev-type inequalities",
}
@Article{Griffiths:2007:RIA,
author = "Robert Griffiths and Dario Spano",
title = "Record Indices and Age-Ordered Frequencies in
Exchangeable {Gibbs} Partitions",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "40:1101--40:1130",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-434",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/434",
abstract = "The frequencies of an exchangeable Gibbs random
partition of the integers (Gnedin and Pitman 2005) are
considered in their age-order, i.e., their size-biased
order. We study their dependence on the sequence of
record indices (i.e., the least elements) of the blocks
of the partition. In particular we show that,
conditionally on the record indices, the distribution
of the age-ordered frequencies has a left-neutral
stick-breaking structure. Such a property in fact
characterizes the Gibbs family among all exchangeable
partitions and leads to further interesting results on:
(i) the conditional Mellin transform of the $k$-th
oldest frequency given the $k$-th record index, and
(ii) the conditional distribution of the first $k$
normalized frequencies, given their sum and the $k$-th
record index; the latter turns out to be a mixture of
Dirichlet distributions. Many of the mentioned
representations are extensions of Griffiths and Lessard
(2005) results on Ewens' partitions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exchangeable Gibbs Partitions, GEM distribution,
Age-ordered frequencies, Beta-Stacy distribution,
Neutral distributions, Record indices",
}
@Article{Maida:2007:LDL,
author = "Myl{\`e}ne Maida",
title = "Large deviations for the largest eigenvalue of rank
one deformations of {Gaussian} ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "41:1131--41:1150",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-438",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/438",
abstract = "We establish a large deviation principle for the
largest eigenvalue of a rank one deformation of a
matrix from the GUE or GOE. As a corollary, we get
another proof of the phenomenon, well-known in learning
theory and finance, that the largest eigenvalue
separates from the bulk when the perturbation is large
enough. A large part of the paper is devoted to an
auxiliary result on the continuity of spherical
integrals in the case when one of the matrix is of rank
one, as studied in one of our previous works.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations; random matrices",
}
@Article{Evans:2007:AEA,
author = "Steven Evans and Tye Lidman",
title = "Asymptotic Evolution of Acyclic Random Mappings",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "42:1051--42:1180",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-437",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/437",
abstract = "An acyclic mapping from an $n$ element set into itself
is a mapping $ \varphi $ such that if $ \varphi^k(x) =
x$ for some $k$ and $x$, then $ \varphi (x) = x$.
Equivalently, $ \varphi^\ell = \varphi^{\ell + 1} =
\ldots $ for $ \ell $ sufficiently large. We
investigate the behavior as $ n \rightarrow \infty $ of
a sequence of a Markov chain on the collection of such
mappings. At each step of the chain, a point in the $n$
element set is chosen uniformly at random and the
current mapping is modified by replacing the current
image of that point by a new one chosen independently
and uniformly at random, conditional on the resulting
mapping being again acyclic. We can represent an
acyclic mapping as a directed graph (such a graph will
be a collection of rooted trees) and think of these
directed graphs as metric spaces with some extra
structure. Informal calculations indicate that the
metric space valued process associated with the Markov
chain should, after an appropriate time and ``space''
rescaling, converge as $ n \rightarrow \infty $ to a
real tree ($R$-tree) valued Markov process that is
reversible with respect to a measure induced naturally
by the standard reflected Brownian bridge. Although we
don't prove such a limit theorem, we use Dirichlet form
methods to construct a Markov process that is Hunt with
respect to a suitable Gromov--Hausdorff-like metric and
evolves according to the dynamics suggested by the
heuristic arguments. This process is similar to one
that appears in earlier work by Evans and Winter as a
similarly informal limit of a Markov chain related to
the subtree prune and regraft tree (SPR) rearrangements
from phylogenetics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian bridge; Brownian excursion; continuum random
tree; Dirichlet form; excursion theory;
Gromov--Hausdorff metric; path decomposition; random
mapping",
}
@Article{Darses:2007:TRD,
author = "Sebastien Darses and Bruno Saussereau",
title = "Time Reversal for Drifted Fractional {Brownian} Motion
with {Hurst} Index {$ H > 1 / 2 $}",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "43:1181--43:1211",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-439",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/439",
abstract = "Let $X$ be a drifted fractional Brownian motion with
Hurst index $ H > 1 / 2$. We prove that there exists a
fractional backward representation of $X$, i.e., the
time reversed process is a drifted fractional Brownian
motion, which continuously extends the one obtained in
the theory of time reversal of Brownian diffusions when
$ H = 1 / 2$. We then apply our result to stochastic
differential equations driven by a fractional Brownian
motion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fractional Brownian motion; Malliavin Calculus.; Time
reversal",
}
@Article{Barthe:2007:IBE,
author = "Franck Barthe and Patrick Cattiaux and Cyril
Roberto",
title = "Isoperimetry between exponential and {Gaussian}",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "44:1212--44:1237",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-441",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/441",
abstract = "We study the isoperimetric problem for product
probability measures with tails between the exponential
and the Gaussian regime. In particular we exhibit many
examples where coordinate half-spaces are approximate
solutions of the isoperimetric problem",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Isoperimetry; Super-Poincar{\'e} inequality",
}
@Article{Rider:2007:CDP,
author = "Brian Rider and Balint Virag",
title = "Complex Determinantal Processes and {$ H1 $} Noise",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "45:1238--45:1257",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-446",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/446",
abstract = "For the plane, sphere, and hyperbolic plane we
consider the canonical invariant determinantal point
processes $ \mathcal Z_\rho $ with intensity $ \rho d
\nu $, where $ \nu $ is the corresponding invariant
measure. We show that as $ \rho \to \infty $, after
centering, these processes converge to invariant $ H^1
$ noise. More precisely, for all functions $ f \in H^1
(\nu) \cap L^1 (\nu) $ the distribution of $ \sum_{z
\in \mathcal Z} f(z) - \frac {\rho }{\pi } \int f d \nu
$ converges to Gaussian with mean zero and variance $
\frac {1}{4 \pi } \| f \|_{H^1}^2 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "determinantal process; invariant point process; noise
limit; random matrices",
}
@Article{Neunhauserer:2007:RWI,
author = "J{\"o}rg Neunh{\"a}userer",
title = "Random walks on infinite self-similar graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "46:1258--46:1275",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-448",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/448",
abstract = "We introduce a class of rooted infinite self-similar
graphs containing the well known Fibonacci graph and
graphs associated with Pisot numbers. We consider
directed random walks on these graphs and study their
entropy and their limit measures. We prove that every
infinite self-similar graph has a random walk of full
entropy and that the limit measures of this random
walks are absolutely continuous.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "graph; random walk",
}
@Article{Klass:2007:UAQ,
author = "Michael Klass and Krzysztof Nowicki",
title = "Uniformly Accurate Quantile Bounds Via The Truncated
Moment Generating Function: The Symmetric Case",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "47:1276--47:1298",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-452",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/452",
abstract = "Let $ X_1, X_2, \dots $ be independent and symmetric
random variables such that $ S_n = X_1 + \cdots + X_n $
converges to a finite valued random variable $S$ a.s.
and let $ S^* = \sup_{1 \leq n \leq \infty } S_n$
(which is finite a.s.). We construct upper and lower
bounds for $ s_y$ and $ s_y^*$, the upper $ 1 / y$-th
quantile of $ S_y$ and $ S^*$, respectively. Our
approximations rely on an explicitly computable
quantity $ \underline q_y$ for which we prove that\par
$$ \frac 1 2 \underline q_{y / 2} < s_y^* < 2
\underline q_{2y} \quad \text { and } \quad \frac 1 2
\underline q_{ (y / 4) (1 + \sqrt { 1 - 8 / y})} < s_y
< 2 \underline q_{2y}. $$
The RHS's hold for $ y \geq 2$ and the LHS's for $ y
\geq 94$ and $ y \geq 97$, respectively. Although our
results are derived primarily for symmetric random
variables, they apply to non-negative variates and
extend to an absolute value of a sum of independent but
otherwise arbitrary random variables.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Sum of independent rv's, tail distributions, tail
distributions, tail probabilities, quantile
approximation, Hoffmann--J{\o}rgensen/Klass--Nowicki
Inequality",
}
@Article{Grigorescu:2007:EPM,
author = "Ilie Grigorescu and Min Kang",
title = "Ergodic Properties of Multidimensional {Brownian}
Motion with Rebirth",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "48:1299--48:1322",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-450",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/450",
abstract = "In a bounded open region of the $d$ dimensional space
we consider a Brownian motion which is reborn at a
fixed interior point as soon as it reaches the
boundary. The evolution is invariant with respect to a
density equal, modulo a constant, to the Green function
of the Dirichlet Laplacian centered at the point of
return. We calculate the resolvent in closed form,
study its spectral properties and determine explicitly
the spectrum in dimension one. Two proofs of the
exponential ergodicity are given, one using the inverse
Laplace transform and properties of analytic
semigroups, and the other based on Doeblin's condition.
Both methods admit generalizations to a wide class of
processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dirichlet Laplacian, Green function, analytic
semigroup, jump diffusion",
}
@Article{Biskup:2007:FCR,
author = "Marek Biskup and Timothy Prescott",
title = "Functional {CLT} for Random Walk Among Bounded Random
Conductances",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "49:1323--49:1348",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-456",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/456",
abstract = "We consider the nearest-neighbor simple random walk on
$ Z^d $, $ d \ge 2 $, driven by a field of i.i.d.
random nearest-neighbor conductances $ \omega_{xy} \in
[0, 1] $. Apart from the requirement that the bonds
with positive conductances percolate, we pose no
restriction on the law of the $ \omega $'s. We prove
that, for a.e. realization of the environment, the path
distribution of the walk converges weakly to that of
non-degenerate, isotropic Brownian motion. The quenched
functional CLT holds despite the fact that the local
CLT may fail in $ d \ge 5 $ due to anomalously slow
decay of the probability that the walk returns to the
starting point at a given time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random conductance model, invariance principle,
corrector, homogenization, heat kernel, percolation,
isoperimetry",
}
@Article{Mytnik:2007:LES,
author = "Leonid Mytnik and Jie Xiong",
title = "Local extinction for superprocesses in random
environments",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "50:1349--50:1378",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-457",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/457",
abstract = "We consider a superprocess in a random environment
represented by a random measure which is white in time
and colored in space with correlation kernel $ g(x, y)
$. Suppose that $ g(x, y) $ decays at a rate of $ |x -
y|^{- \alpha } $, $ 0 \leq \alpha \leq 2 $, as $ |x -
y| \to \infty $. We show that the process, starting
from Lebesgue measure, suffers long-term local
extinction. If $ \alpha < 2 $, then it even suffers
finite time local extinction. This property is in
contrast with the classical super-Brownian motion which
has a non-trivial limit when the spatial dimension is
higher than 2. We also show in this paper that in
dimensions $ d = 1, 2 $ superprocess in random
environment suffers local extinction for any bounded
function $g$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Tykesson:2007:NUC,
author = "Johan Tykesson",
title = "The number of unbounded components in the {Poisson}
{Boolean} model of continuum percolation in hyperbolic
space",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "51:1379--51:1401",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-460",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/460",
abstract = "We consider the Poisson Boolean model of continuum
percolation with balls of fixed radius $R$ in
$n$-dimensional hyperbolic space $ H^n$. Let $ \lambda
$ be the intensity of the underlying Poisson process,
and let $ N_C$ denote the number of unbounded
components in the covered region. For the model in any
dimension we show that there are intensities such that
$ N_C = \infty $ a.s. if $R$ is big enough. In $ H^2$
we show a stronger result: for any $R$ there are two
intensities $ \lambda_c$ and $ \lambda_u$ where $ 0 <
\lambda_c < \lambda_u < \infty $, such that$ N_C = 0$
for $ \lambda \in [0, \lambda_c]$, $ N_C = \infty $ for
$ \lambda \in (\lambda_c, \lambda_u)$ and $ N_C = 1$
for $ \lambda \in [\lambda_u, \infty)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuum percolation; hyperbolic space; phase
transitions",
}
@Article{Hu:2007:EES,
author = "Zhishui Hu and John Robinson and Qiying Wang",
title = "{Edgeworth} Expansions for a Sample Sum from a Finite
Set of Independent Random Variables",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "52:1402--52:1417",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-447",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/447",
abstract = "Let $ \{ X_1, \cdots, X_N \} $ be a set of $N$
independent random variables, and let $ S_n$ be a sum
of $n$ random variables chosen without replacement from
the set $ \{ X_1, \cdots, X_N \} $ with equal
probabilities. In this paper we give a one-term
Edgeworth expansion of the remainder term for the
normal approximation of $ S_n$ under mild conditions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Edgeworth expansion, finite population, sampling
without replacement",
}
@Article{Ankirchner:2007:CVD,
author = "Stefan Ankirchner and Peter Imkeller and Goncalo {Dos
Reis}",
title = "Classical and Variational Differentiability of {BSDEs}
with Quadratic Growth",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "53:1418--53:1453",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-462",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/462",
abstract = "We consider Backward Stochastic Differential Equations
(BSDEs) with generators that grow quadratically in the
control variable. In a more abstract setting, we first
allow both the terminal condition and the generator to
depend on a vector parameter $x$. We give sufficient
conditions for the solution pair of the BSDE to be
differentiable in $x$. These results can be applied to
systems of forward--backward SDE. If the terminal
condition of the BSDE is given by a sufficiently smooth
function of the terminal value of a forward SDE, then
its solution pair is differentiable with respect to the
initial vector of the forward equation. Finally we
prove sufficient conditions for solutions of quadratic
BSDEs to be differentiable in the variational sense
(Malliavin differentiable).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "BSDE, forward--backward SDE, quadratic growth,
differentiability, stochastic calculus of variations,
Malliavin calculus, Feynman--Kac formula, BMO
martingale, reverse Holder inequality",
}
@Article{Aldous:2007:PUR,
author = "David Aldous and Russell Lyons",
title = "Processes on Unimodular Random Networks",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "54:1454--54:1508",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-463",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See errata \cite{Aldous:2017:EPU,Aldous:2019:SEP}.",
URL = "http://ejp.ejpecp.org/article/view/463",
abstract = "We investigate unimodular random networks. Our
motivations include their characterization via
reversibility of an associated random walk and their
similarities to unimodular quasi-transitive graphs. We
extend various theorems concerning random walks,
percolation, spanning forests, and amenability from the
known context of unimodular quasi-transitive graphs to
the more general context of unimodular random networks.
We give properties of a trace associated to unimodular
random networks with applications to stochastic
comparison of continuous-time random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Amenability, equivalence relations, infinite graphs,
percolation, quasi-transitive, random walks,
transitivity, weak convergence, reversibility, trace,
stochastic comparison, spanning forests, sofic groups",
}
@Article{White:2007:PID,
author = "David White",
title = "Processes with inert drift",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "55:1509--55:1546",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-465",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/465",
abstract = "We construct a stochastic process whose drift is a
function of the process's local time at a reflecting
barrier. The process arose as a model of the
interactions of a Brownian particle and an inert
particle in a paper by Knight [7]. We construct and
give asymptotic results for two different arrangements
of inert particles and Brownian particles, and
construct the analogous process in higher dimensions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; local time; Skorohod lemma",
}
@Article{Gnedin:2007:NCL,
author = "Alexander Gnedin and Yuri Yakubovich",
title = "On the Number of Collisions in Lambda-Coalescents",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "56:1547--56:1567",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-464",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/464",
abstract = "We examine the total number of collisions $ C_n $ in
the $ \Lambda $-coalescent process which starts with
$n$ particles. A linear growth and a stable limit law
for $ C_n$ are shown under the assumption of a
power-like behaviour of the measure $ \Lambda $ near
$0$ with exponent $ 0 < \alpha < 1$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "collisions; Lambda-coalescent; stable limit",
}
@Article{Feng:2007:GIF,
author = "Chunrong Feng and Huaizhong Zhao",
title = "A Generalized {It{\^o}}'s Formula in Two-Dimensions
and Stochastic {Lebesgue--Stieltjes} Integrals",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "57:1568--57:1599",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-468",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/468",
abstract = "In this paper, a generalized It$ {\hat {\rm o}} $'s
formula for continuous functions of two-dimensional
continuous semimartingales is proved. The formula uses
the local time of each coordinate process of the
semimartingale, the left space first derivatives and
the second derivative $ \nabla_1^- \nabla_2^-f $, and
the stochastic Lebesgue--Stieltjes integrals of two
parameters. The second derivative $ \nabla_1^-
\nabla_2^-f $ is only assumed to be of locally bounded
variation in certain variables. Integration by parts
formulae are asserted for the integrals of local times.
The two-parameter integral is defined as a natural
generalization of both the It{\^o} integral and the
Lebesgue--Stieltjes integral through a type of It$
{\hat {\rm o }} $ isometry formula.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuous semimartingale; generalized It{\^o}'s
formula; local time; stochastic Lebesgue--Stieltjes
integral",
}
@Article{Janson:2007:TEB,
author = "Svante Janson and Guy Louchard",
title = "Tail estimates for the {Brownian} excursion area and
other {Brownian} areas",
journal = j-ELECTRON-J-PROBAB,
volume = "12",
pages = "58:1600--58:1632",
year = "2007",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v12-471",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/471",
abstract = "Brownian areas are considered in this paper: the
Brownian excursion area, the Brownian bridge area, the
Brownian motion area, the Brownian meander area, the
Brownian double meander area, the positive part of
Brownian bridge area, the positive part of Brownian
motion area. We are interested in the asymptotics of
the right tail of their density function. Inverting a
double Laplace transform, we can derive, in a
mechanical way, all terms of an asymptotic expansion.
We illustrate our technique with the computation of the
first four terms. We also obtain asymptotics for the
right tail of the distribution function and for the
moments. Our main tool is the two-dimensional saddle
point method.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian areas, asymptotics for density functions
right tail, double Laplace transform, two-dimensional
saddle point method",
}
@Article{Chaumont:2008:CLP,
author = "Lo{\"\i}c Chaumont and Ronald Doney",
title = "Corrections to {``On L{\'e}vy processes conditioned to
stay positive''}",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "1:1--1:4",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-466",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Chaumont:2005:LPC}.",
URL = "http://ejp.ejpecp.org/article/view/466",
abstract = "We correct two errors of omission in our paper, On
L{\'e}vy processes conditioned to stay positive.
\url{http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1517&layout=abstract}
Electron. J. Probab. {\bf 10}, (2005), no. 28,
948--961. Math. Review 2006h:60079.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L{\'e}vy process, conditioned to stay positive, weak
convergence, excursion measure",
}
@Article{Kurkova:2008:LES,
author = "Irina Kurkova",
title = "Local Energy Statistics in Directed Polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "2:5--2:25",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-475",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/475",
abstract = "Recently, Bauke and Mertens conjectured that the local
statistics of energies in random spin systems with
discrete spin space should, in most circumstances, be
the same as in the random energy model. We show that
this conjecture holds true as well for directed
polymers in random environment. We also show that,
under certain conditions, this conjecture holds for
directed polymers even if energy levels that grow
moderately with the volume of the system are
considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Directed polymers",
}
@Article{Chen:2008:CPE,
author = "Guan-Yu Chen and Laurent Saloff-Coste",
title = "The Cutoff Phenomenon for Ergodic {Markov} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "3:26--3:78",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-474",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/474",
abstract = "We consider the cutoff phenomenon in the context of
families of ergodic Markov transition functions. This
includes classical examples such as families of ergodic
finite Markov chains and Brownian motion on families of
compact Riemannian manifolds. We give criteria for the
existence of a cutoff when convergence is measured in $
L^p$-norm, $ 1 < p < \infty $. This allows us to prove
the existence of a cutoff in cases where the cutoff
time is not explicitly known. In the reversible case,
for $ 1 < p \leq \infty $, we show that a necessary and
sufficient condition for the existence of a max-$ L^p$
cutoff is that the product of the spectral gap by the
max-$ L^p$ mixing time tends to infinity. This type of
condition was suggested by Yuval Peres. Illustrative
examples are discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "cutoff phenomenon, ergodic Markov semigroups",
}
@Article{Miermont:2008:RPR,
author = "Gr{\'e}gory Miermont and Mathilde Weill",
title = "Radius and profile of random planar maps with faces of
arbitrary degrees",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "4:79--4:106",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-478",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/478",
abstract = "We prove some asymptotic results for the radius and
the profile of large random planar maps with faces of
arbitrary degrees. Using a bijection due to Bouttier,
Di Francesco \& Guitter between rooted planar maps and
certain four-type trees with positive labels, we derive
our results from a conditional limit theorem for
four-type spatial Galton--Watson trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian snake; invariance principle; multitype
spatial Galton--Watson tree; Random planar map",
}
@Article{Houdre:2008:CSM,
author = "Christian Houdr{\'e} and Hua Xu",
title = "Concentration of the Spectral Measure for Large Random
Matrices with Stable Entries",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "5:107--5:134",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-482",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/482",
abstract = "We derive concentration inequalities for functions of
the empirical measure of large random matrices with
infinitely divisible entries, in particular, stable or
heavy tails ones. We also give concentration results
for some other functionals of these random matrices,
such as the largest eigenvalue or the largest singular
value.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Spectral Measure, Random Matrices, Infinitely
divisibility, Stable Vector, Concentration",
}
@Article{Fournier:2008:SLS,
author = "Nicolas Fournier",
title = "Smoothness of the law of some one-dimensional jumping
S.D.E.s with non-constant rate of jump",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "6:135--6:156",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-480",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/480",
abstract = "We consider a one-dimensional jumping Markov process,
solving a Poisson-driven stochastic differential
equation. We prove that the law of this process admits
a smooth density for all positive times, under some
regularity and non-degeneracy assumptions on the
coefficients of the S.D.E. To our knowledge, our result
is the first one including the important case of a
non-constant rate of jump. The main difficulty is that
in such a case, the process is not smooth as a function
of its initial condition. This seems to make impossible
the use of Malliavin calculus techniques. To overcome
this problem, we introduce a new method, in which the
propagation of the smoothness of the density is
obtained by analytic arguments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic differential equations, Jump processes,
Regularity of the density",
}
@Article{Savov:2008:CCR,
author = "Mladen Savov",
title = "Curve Crossing for the Reflected {L{\'e}vy} Process at
Zero and Infinity",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "7:157--7:172",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-483",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/483",
abstract = "Let $ R_t = \sup_{0 \leq s \leq t}X_s - X_t $ be a
Levy process reflected in its maximum. We give
necessary and sufficient conditions for finiteness of
passage times above power law boundaries at infinity.
Information as to when the expected passage time for $
R_t $ is finite, is given. We also discuss the almost
sure finiteness of $ \limsup_{t \to 0}R_t / t^{\kappa }
$, for each $ \kappa \geq 0 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Reflected process, passage times, power law
boundaries",
}
@Article{Baurdoux:2008:MSG,
author = "Erik Baurdoux and Andreas Kyprianou",
title = "The {McKean} stochastic game driven by a spectrally
negative {L{\'e}vy} process",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "8:173--8:197",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-484",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/484",
abstract = "We consider the stochastic-game-analogue of McKean's
optimal stopping problem when the underlying source of
randomness is a spectrally negative L{\'e}vy process.
Compared to the solution for linear Brownian motion
given in Kyprianou (2004) one finds two new phenomena.
Firstly the breakdown of smooth fit and secondly the
stopping domain for one of the players `thickens' from
a singleton to an interval, at least in the case that
there is no Gaussian component.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic games, optimal stopping, pasting
principles, fluctuation theory, L'evy processes",
}
@Article{Fill:2008:TPK,
author = "James Fill and David Wilson",
title = "Two-Player Knock 'em Down",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "9:198--9:212",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-485",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/485",
abstract = "We analyze the two-player game of Knock 'em Down,
asymptotically as the number of tokens to be knocked
down becomes large. Optimal play requires mixed
strategies with deviations of order $ \sqrt {n} $ from
the na{\"\i}ve law-of-large numbers allocation. Upon
rescaling by $ \sqrt {n} $ and sending $ n \to \infty
$, we show that optimal play's random deviations always
have bounded support and have marginal distributions
that are absolutely continuous with respect to Lebesgue
measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "game theory; Knock 'em Down; Nash equilibrium",
}
@Article{Caputo:2008:AEP,
author = "Pietro Caputo and Fabio Martinelli and Fabio
Toninelli",
title = "On the Approach to Equilibrium for a Polymer with
Adsorption and Repulsion",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "10:213--10:258",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-486",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/486",
abstract = "We consider paths of a one-dimensional simple random
walk conditioned to come back to the origin after $L$
steps, $ L \in 2 \mathbb {N}$. In the {\em pinning
model} each path $ \eta $ has a weight $
\lambda^{N(\eta)}$, where $ \lambda > 0$ and $ N(\eta)$
is the number of zeros in $ \eta $. When the paths are
constrained to be non-negative, the polymer is said to
satisfy a hard-wall constraint. Such models are well
known to undergo a localization/delocalization
transition as the pinning strength $ \lambda $ is
varied. In this paper we study a natural ``spin flip''
dynamics for associated to these models and derive
several estimates on its spectral gap and mixing time.
In particular, for the system with the wall we prove
that relaxation to equilibrium is always at least as
fast as in the free case (i.e., $ \lambda = 1$ without
the wall), where the gap and the mixing time are known
to scale as $ L^{-2}$ and $ L^2 \log L$, respectively.
This improves considerably over previously known
results. For the system without the wall we show that
the equilibrium phase transition has a clear dynamical
manifestation: for $ \lambda \geq 1$ relaxation is
again at least as fast as the diffusive free case, but
in the strictly delocalized phase ($ \lambda < 1$) the
gap is shown to be $ O(L^{-5 / 2})$, up to logarithmic
corrections. As an application of our bounds, we prove
stretched exponential relaxation of local functions in
the localized regime.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coupling; Dynamical phase transition; Mixing time;
Pinning model; Spectral gap",
}
@Article{Davydov:2008:SSD,
author = "Youri Davydov and Ilya Molchanov and Sergei Zuyev",
title = "Strictly stable distributions on convex cones",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "11:259--11:321",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-487",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/487",
abstract = "Using the LePage representation, a symmetric
alpha-stable random element in Banach space B with
alpha from (0, 2) can be represented as a sum of points
of a Poisson process in B. This point process is
union-stable, i.e., the union of its two independent
copies coincides in distribution with the rescaled
original point process. This shows that the classical
definition of stable random elements is closely related
to the union-stability property of point processes.
These concepts make sense in any convex cone, i.e., in
a semigroup equipped with multiplication by numbers,
and lead to a construction of stable laws in general
cones by means of the LePage series. We prove that
random samples (or binomial point processes) in rather
general cones converge in distribution in the vague
topology to the union-stable Poisson point process.
This convergence holds also in a stronger topology,
which implies that the sums of points converge in
distribution to the sum of points of the union-stable
point process. Since the latter corresponds to a stable
law, this yields a limit theorem for normalised sums of
random elements with alpha-stable limit for alpha from
(0, 1). By using the technique of harmonic analysis on
semigroups we characterise distributions of
alpha-stable random elements and show how possible
values of the characteristic exponent alpha relate to
the properties of the semigroup and the corresponding
scaling operation, in particular, their distributivity
properties. It is shown that several conditions imply
that a stable random element admits the LePage
representation. The approach developed in the paper not
only makes it possible to handle stable distributions
in rather general cones (like spaces of sets or
measures), but also provides an alternative way to
prove classical limit theorems and deduce the LePage
representation for strictly stable random vectors in
Banach spaces.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "character; convex cone; Laplace transform; LePage
series; L{\'e}vy measure; point process; Poisson
process; random measure; random set; semigroup; stable
distribution; union-stability",
}
@Article{Merlet:2008:CTS,
author = "Glenn Merlet",
title = "Cycle time of stochastic max-plus linear systems",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "12:322--12:340",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-488",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/488",
abstract = "We analyze the asymptotic behavior of sequences of
random variables defined by an initial condition, a
stationary and ergodic sequence of random matrices, and
an induction formula involving multiplication is the
so-called max-plus algebra. This type of recursive
sequences are frequently used in applied probability as
they model many systems as some queueing networks,
train and computer networks, and production systems. We
give a necessary condition for the recursive sequences
to satisfy a strong law of large numbers, which proves
to be sufficient when the matrices are i.i.d. Moreover,
we construct a new example, in which the sequence of
matrices is strongly mixing, that condition is
satisfied, but the recursive sequence do not converges
almost surely.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "law of large numbers; Markov chains; max-plus;
products of random matrices; stochastic recursive
sequences; subadditivity",
}
@Article{Lamberton:2008:PBA,
author = "Damien Lamberton and Gilles Pag{\`e}s",
title = "A penalized bandit algorithm",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "13:341--13:373",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-489",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/489",
abstract = "We study a two armed-bandit recursive algorithm with
penalty. We show that the algorithm converges towards
its ``target'' although it always has a noiseless
``trap''. Then, we elucidate the rate of convergence.
For some choices of the parameters, we obtain a central
limit theorem in which the limit distribution is
characterized as the unique stationary distribution of
a Markov process with jumps.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convergence rate; learning; penalization; stochastic
approximation; Two-armed bandit algorithm",
}
@Article{Berestycki:2008:LBD,
author = "Nathanael Berestycki and Rick Durrett",
title = "Limiting behavior for the distance of a random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "14:374--14:395",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-490",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/490",
abstract = "In this paper we study some aspects of the behavior of
random walks on large but finite graphs before they
have reached their equilibrium distribution. This
investigation is motivated by a result we proved
recently for the random transposition random walk: the
distance from the starting point of the walk has a
phase transition from a linear regime to a sublinear
regime at time $ n / 2 $. Here, we study the examples
of random 3-regular graphs, random adjacent
transpositions, and riffle shuffles. In the case of a
random 3-regular graph, there is a phase transition
where the speed changes from 1/3 to 0 at time $ 3 l o
g_2 n $. A similar result is proved for riffle
shuffles, where the speed changes from 1 to 0 at time $
l o g_2 n $. Both these changes occur when a distance
equal to the average diameter of the graph is reached.
However in the case of random adjacent transpositions,
the behavior is more complex. We find that there is no
phase transition, even though the distance has
different scalings in three different regimes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk, phase transition, adjacent
transpositions, random regular graphs, riffle
shuffles",
}
@Article{Lember:2008:IRR,
author = "Jyri Lember and Heinrich Matzinger",
title = "Information recovery from randomly mixed-up message
text",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "15:396--15:466",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-491",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/491",
abstract = "This paper is concerned with finding a fingerprint of
a sequence. As input data one uses the sequence which
has been randomly mixed up by observing it along a
random walk path. A sequence containing order exp (n)
bits receives a fingerprint with roughly n bits
information. The fingerprint is characteristic for the
original sequence. With high probability the
fingerprint depends only on the initial sequence, but
not on the random walk path.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk in random environment; Scenery
reconstruction",
}
@Article{Beghin:2008:PPG,
author = "Luisa Beghin",
title = "Pseudo-Processes Governed by Higher-Order Fractional
Differential Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "16:467--16:485",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-496",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/496",
abstract = "We study here a heat-type differential equation of
order $n$ greater than two, in the case where the
time-derivative is supposed to be fractional. The
corresponding solution can be described as the
transition function of a pseudoprocess $ \Psi_n$
(coinciding with the one governed by the standard,
non-fractional, equation) with a time argument $
\mathcal {T}_{\alpha }$ which is itself random. The
distribution of $ \mathcal {T}_{\alpha }$ is presented
together with some features of the solution (such as
analytic expressions for its moments).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fractional derivatives; Higher-order heat-type
equations; Stable laws.; Wright functions",
}
@Article{Basdevant:2008:AAF,
author = "Anne-Laure Basdevant and Christina Goldschmidt",
title = "Asymptotics of the Allele Frequency Spectrum
Associated with the {Bolthausen--Sznitman} Coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "17:486--17:512",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-494",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/494",
abstract = "We consider a coalescent process as a model for the
genealogy of a sample from a population. The population
is subject to neutral mutation at constant rate $ \rho
$ per individual and every mutation gives rise to a
completely new type. The allelic partition is obtained
by tracing back to the most recent mutation for each
individual and grouping together individuals whose most
recent mutations are the same. The allele frequency
spectrum is the sequence $ (N_1 (n), N_2 (n), \ldots,
N_n(n)) $, where $ N_k(n) $ is number of blocks of size
$k$ in the allelic partition with sample size $n$. In
this paper, we prove law of large numbers-type results
for the allele frequency spectrum when the coalescent
process is taken to be the Bolthausen--Sznitman
coalescent. In particular, we show that $ n^{-1}(\log
n) N_1 (n) {\stackrel {p}{\rightarrow }} \rho $ and,
for $ k \geq 2$, $ n^{-1}(\log n)^2 N_k(n) {\stackrel
{p}{\rightarrow }} \rho / (k(k - 1))$ as $ n \to \infty
$. Our method of proof involves tracking the formation
of the allelic partition using a certain Markov
process, for which we prove a fluid limit.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Giacomin:2008:RCR,
author = "Giambattista Giacomin",
title = "Renewal convergence rates and correlation decay for
homogeneous pinning models",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "18:513--18:529",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-497",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/497",
abstract = "A class of discrete renewal processes with
exponentially decaying inter-arrival distributions
coincides with the infinite volume limit of general
homogeneous pinning models in their localized phase.
Pinning models are statistical mechanics systems to
which a lot of attention has been devoted both for
their relevance for applications and because they are
solvable models exhibiting a non-trivial phase
transition. The spatial decay of correlations in these
systems is directly mapped to the speed of convergence
to equilibrium for the associated renewal processes. We
show that close to criticality, under general
assumptions, the correlation decay rate, or the renewal
convergence rate, coincides with the inter-arrival
decay rate. We also show that, in general, this is
false away from criticality. Under a stronger
assumption on the inter-arrival distribution we
establish a local limit theorem, capturing thus the
sharp asymptotic behavior of correlations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Criticality; Decay of Correlations; Exponential Tails;
Pinning Models; Renewal Theory; Speed of Convergence to
Equilibrium",
}
@Article{Merkl:2008:BRE,
author = "Franz Merkl and Silke Rolles",
title = "Bounding a Random Environment Bounding a Random
Environment for Two-dimensional Edge-reinforced Random
Walk",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "19:530--19:565",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-495",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/495",
abstract = "We consider edge-reinforced random walk on the
infinite two-dimensional lattice. The process has the
same distribution as a random walk in a certain
strongly dependent random environment, which can be
described by random weights on the edges. In this
paper, we show some decay properties of these random
weights. Using these estimates, we derive bounds for
some hitting probabilities of the edge-reinforced
random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random environment; Reinforced random walk",
}
@Article{Daly:2008:UBS,
author = "Fraser Daly",
title = "Upper Bounds for {Stein}-Type Operators",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "20:566--20:587",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-479",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/479",
abstract = "We present sharp bounds on the supremum norm of $
\mathcal {D}^j S h $ for $ j \geq 2 $, where $ \mathcal
{D} $ is the differential operator and $S$ the Stein
operator for the standard normal distribution. The same
method is used to give analogous bounds for the
exponential, Poisson and geometric distributions, with
$ \mathcal {D}$ replaced by the forward difference
operator in the discrete case. We also discuss
applications of these bounds to the central limit
theorem, simple random sampling, Poisson--Charlier
approximation and geometric approximation using
stochastic orderings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; Poisson--Charlier
approximation; Stein's method; Stein-type operator;
stochastic ordering",
}
@Article{Bose:2008:ALM,
author = "Arup Bose and Arnab Sen",
title = "Another look at the moment method for large
dimensional random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "21:588--21:628",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-501",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/501",
abstract = "The methods to establish the limiting spectral
distribution (LSD) of large dimensional random matrices
includes the well known moment method which invokes the
trace formula. Its success has been demonstrated in
several types of matrices such as the Wigner matrix and
the sample variance covariance matrix. In a recent
article Bryc, Dembo and Jiang (2006) establish the LSD
for the random Toeplitz and Hankel matrices using the
moment method. They perform the necessary counting of
terms in the trace by splitting the relevant sets into
equivalent classes and relating the limits of the
counts to certain volume calculations.\par
We build on their work and present a unified approach.
This helps provide relatively short and easy proofs for
the LSD of common matrices while at the same time
providing insight into the nature of different LSD and
their interrelations. By extending these methods we are
also able to deal with matrices with appropriate
dependent entries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bounded Lipschitz metric, large dimensional random
matrices, eigenvalues, Wigner matrix, sample variance
covariance matrix, Toeplitz matrix, Hankel matrix,
circulant matrix, symmetric circulant matrix, reverse
circulant matrix, palindromic matrix, limit",
}
@Article{Conus:2008:NLS,
author = "Daniel Conus and Robert Dalang",
title = "The Non-Linear Stochastic Wave Equation in High
Dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "22:629--22:670",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-500",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/500",
abstract = "We propose an extension of Walsh's classical
martingale measure stochastic integral that makes it
possible to integrate a general class of Schwartz
distributions, which contains the fundamental solution
of the wave equation, even in dimensions greater than
3. This leads to a square-integrable random-field
solution to the non-linear stochastic wave equation in
any dimension, in the case of a driving noise that is
white in time and correlated in space. In the
particular case of an affine multiplicative noise, we
obtain estimates on $p$-th moments of the solution ($ p
\geq 1$), and we show that the solution is H{\"o}lder
continuous. The H{\"o}lder exponent that we obtain is
optimal.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "H{\"o}lder continuity; Martingale measures; moment
formulae; stochastic integration; stochastic partial
differential equations; stochastic wave equation",
}
@Article{Holmes:2008:CLT,
author = "Mark Holmes",
title = "Convergence of Lattice Trees to Super-{Brownian}
Motion above the Critical Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "23:671--23:755",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-499",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/499",
abstract = "We use the lace expansion to prove asymptotic formulae
for the Fourier transforms of the $r$-point functions
for a spread-out model of critically weighted lattice
trees on the $d$-dimensional integer lattice for $ d >
8$. A lattice tree containing the origin defines a
sequence of measures on the lattice, and the
statistical mechanics literature gives rise to a
natural probability measure on the collection of such
lattice trees. Under this probability measure, our
results, together with the appropriate limiting
behaviour for the survival probability, imply
convergence to super-Brownian excursion in the sense of
finite-dimensional distributions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "lace expansion.; Lattice trees; super-Brownian
motion",
}
@Article{Roellin:2008:SCB,
author = "Adrian Roellin",
title = "Symmetric and centered binomial approximation of sums
of locally dependent random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "24:756--24:776",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-503",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/503",
abstract = "Stein's method is used to approximate sums of discrete
and locally dependent random variables by a centered
and symmetric binomial distribution, serving as a
natural alternative to the normal distribution in
discrete settings. The bounds are given with respect to
the total variation and a local limit metric. Under
appropriate smoothness properties of the summands, the
same order of accuracy as in the Berry--Ess{\'e}en
Theorem is achieved. The approximation of the total
number of points of a point processes is also
considered. The results are applied to the exceedances
of the $r$-scans process and to the Mat{\'e}rn hardcore
point process type I to obtain explicit bounds with
respect to the two metrics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "binomial distribution; local dependence; Stein's
method; total variation metric",
}
@Article{Champagnat:2008:LTC,
author = "Nicolas Champagnat and Sylvie Roelly",
title = "Limit theorems for conditioned multitype
{Dawson--Watanabe} processes and {Feller} diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "25:777--25:810",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-504",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/504",
abstract = "A multitype Dawson--Watanabe process is conditioned,
in subcritical and critical cases, on non-extinction in
the remote future. On every finite time interval, its
distribution is absolutely continuous with respect to
the law of the unconditioned process. A martingale
problem characterization is also given. Several results
on the long time behavior of the conditioned mass
process-the conditioned multitype Feller branching
diffusion-are then proved. The general case is first
considered, where the mutation matrix which models the
interaction between the types, is irreducible. Several
two-type models with decomposable mutation matrices are
analyzed too.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "conditioned Dawson--Watanabe process; conditioned
Feller diffusion; critical and subcritical
Dawson--Watanabe process; long time behavior.;
multitype measure-valued branching processes; remote
survival",
}
@Article{Basdevant:2008:RGT,
author = "Anne-Laure Basdevant and Arvind Singh",
title = "Rate of growth of a transient cookie random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "26:811--26:851",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-498",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/498",
abstract = "We consider a one-dimensional transient cookie random
walk. It is known from a previous paper (BS2008) that a
cookie random walk $ (X_n) $ has positive or zero speed
according to some positive parameter $ \alpha > 1 $ or
$ \leq 1 $. In this article, we give the exact rate of
growth of $ X_n $ in the zero speed regime, namely: for
$ 0 < \alpha < 1 $, $ X_n / n^{(? + 1) / 2} $ converges
in law to a Mittag-Leffler distribution whereas for $
\alpha = 1 $, $ X_n(\log n) / n $ converges in
probability to some positive constant.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching process with migration; cookie or
multi-excited random walk; Rates of transience",
}
@Article{Petrou:2008:MCL,
author = "Evangelia Petrou",
title = "{Malliavin} Calculus in {L{\'e}vy} spaces and
Applications to Finance",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "27:852--27:879",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-502",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/502",
abstract = "The main goal of this paper is to generalize the
results of Fournie et al. [7] for markets generated by
L{\'e}vy processes. For this reason we extend the
theory of Malliavin calculus to provide the tools that
are necessary for the calculation of the sensitivities,
such as differentiability results for the solution of a
stochastic differential equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Windisch:2008:LCV,
author = "David Windisch",
title = "Logarithmic Components of the Vacant Set for Random
Walk on a Discrete Torus",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "28:880--28:897",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-506",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/506",
abstract = "This work continues the investigation, initiated in a
recent work by Benjamini and Sznitman, of percolative
properties of the set of points not visited by a random
walk on the discrete torus $ ({\mathbb Z} / N{\mathbb
Z})^d $ up to time $ u N^d $ in high dimension $d$. If
$ u > 0$ is chosen sufficiently small it has been shown
that with overwhelming probability this vacant set
contains a unique giant component containing segments
of length $ c_0 \log N$ for some constant $ c_0 > 0$,
and this component occupies a non-degenerate fraction
of the total volume as $N$ tends to infinity. Within
the same setup, we investigate here the complement of
the giant component in the vacant set and show that
some components consist of segments of logarithmic
size. In particular, this shows that the choice of a
sufficiently large constant $ c_0 > 0$ is crucial in
the definition of the giant component.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "discrete torus; Giant component; random walk; vacant
set",
}
@Article{Boufoussi:2008:PPC,
author = "Brahim Boufoussi and Marco Dozzi and Raby Guerbaz",
title = "Path properties of a class of locally asymptotically
self similar processes",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "29:898--29:921",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-505",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/505",
abstract = "Various paths properties of a stochastic process are
obtained under mild conditions which allow for the
integrability of the characteristic function of its
increments and for the dependence among them. The main
assumption is closely related to the notion of local
asymptotic self-similarity. New results are obtained
for the class of multifractional random processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hausdorff dimension, level sets, local asymptotic
self-similarity, local non-determinism, local times",
}
@Article{Reynolds:2008:DRS,
author = "David Reynolds and John Appleby",
title = "Decay Rates of Solutions of Linear Stochastic
{Volterra} Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "30:922--30:943",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-507",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/507",
abstract = "The paper studies the exponential and non--exponential
convergence rate to zero of solutions of scalar linear
convolution It{\^o}-Volterra equations in which the
noise intensity depends linearly on the current state.
By exploiting the positivity of the solution, various
upper and lower bounds in first mean and almost sure
sense are obtained, including Liapunov exponents.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "almost sure exponential asymptotic stability, Liapunov
exponent, subexponential distribution, subexponential
function, Volterra equations, It{\^o}-Volterra
equations",
}
@Article{Menshikov:2008:URR,
author = "Mikhail Menshikov and Stanislav Volkov",
title = "Urn-related random walk with drift $ \rho x^\alpha /
t^\beta $",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "31:944--31:960",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-508",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/508",
abstract = "We study a one-dimensional random walk whose expected
drift depends both on time and the position of a
particle. We establish a non-trivial phase transition
for the recurrence vs. transience of the walk, and show
some interesting applications to Friedman's urn, as
well as showing the connection with Lamperti's walk
with asymptotically zero drift.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "martingales; Random walks; urn models",
}
@Article{Kulik:2008:SEV,
author = "Rafal Kulik",
title = "Sums of extreme values of subordinated long-range
dependent sequences: moving averages with finite
variance",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "32:961--32:979",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-510",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/510",
abstract = "In this paper we study the limiting behavior of sums
of extreme values of long range dependent sequences
defined as functionals of linear processes with finite
variance. If the number of extremes in a sum is large
enough, we obtain asymptotic normality, however, the
scaling factor is relatively bigger than in the i.i.d
case, meaning that the maximal terms have relatively
smaller contribution to the whole sum. Also, it is
possible for a particular choice of a model, that the
scaling need not to depend on the tail index of the
underlying marginal distribution, as it is well-known
to be so in the i.i.d. situation. Furthermore,
subordination may change the asymptotic properties of
sums of extremes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "sample quantiles, linear processes, empirical
processes, long range dependence, sums of extremes,
trimmed sums",
}
@Article{Broman:2008:LLC,
author = "Erik Broman and Federico Camia",
title = "Large-{$N$} Limit of Crossing Probabilities,
Discontinuity, and Asymptotic Behavior of Threshold
Values in {Mandelbrot}'s Fractal Percolation Process",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "33:980--33:999",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-511",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/511",
abstract = "We study Mandelbrot's percolation process in dimension
$ d \geq 2 $. The process generates random fractal sets
by an iterative procedure which starts by dividing the
unit cube $ [0, 1]^d $ in $ N^d $ subcubes, and
independently retaining or discarding each subcube with
probability $p$ or $ 1 - p$ respectively. This step is
then repeated within the retained subcubes at all
scales. As $p$ is varied, there is a percolation phase
transition in terms of paths for all $ d \geq 2$, and
in terms of $ (d - 1)$-dimensional ``sheets'' for all $
d \geq 3$.\par
For any $ d \geq 2$, we consider the random fractal set
produced at the path-percolation critical value $
p_c(N, d)$, and show that the probability that it
contains a path connecting two opposite faces of the
cube $ [0, 1]^d$ tends to one as $ N \to \infty $. As
an immediate consequence, we obtain that the above
probability has a discontinuity, as a function of $p$,
at $ p_c(N, d)$ for all $N$ sufficiently large. This
had previously been proved only for $ d = 2$ (for any $
N \geq 2$). For $ d \geq 3$, we prove analogous results
for sheet-percolation.\par
In dimension two, Chayes and Chayes proved that $
p_c(N, 2)$ converges, as $ N \to \infty $, to the
critical density $ p_c$ of site percolation on the
square lattice. Assuming the existence of the
correlation length exponent $ \nu $ for site
percolation on the square lattice, we establish the
speed of convergence up to a logarithmic factor. In
particular, our results imply that $ p_c(N, 2) - p_c =
(\frac {1}{N})^{1 / \nu + o(1)}$ as $ N \to \infty $,
showing an interesting relation with near-critical
percolation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "critical probability; crossing probability;
enhancement/diminishment percolation; Fractal
percolation; near-critical percolation",
}
@Article{Adamczak:2008:TIS,
author = "Radoslaw Adamczak",
title = "A tail inequality for suprema of unbounded empirical
processes with applications to {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "34:1000--34:1034",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-521",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/521",
abstract = "We present a tail inequality for suprema of empirical
processes generated by variables with finite $
\psi_\alpha $ norms and apply it to some geometrically
ergodic Markov chains to derive similar estimates for
empirical processes of such chains, generated by
bounded functions. We also obtain a bounded difference
inequality for symmetric statistics of such Markov
chains.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequalities, empirical processes,
Markov chains",
}
@Article{Matoussi:2008:SSS,
author = "Anis Matoussi and Mingyu Xu",
title = "{Sobolev} solution for semilinear {PDE} with obstacle
under monotonicity condition",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "35:1035--35:1067",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-522",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/522",
abstract = "We prove the existence and uniqueness of Sobolev
solution of a semilinear PDE's and PDE's with obstacle
under monotonicity condition. Moreover we give the
probabilistic interpretation of the solutions in term
of Backward SDE and reflected Backward SDE
respectively",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equation, Reflected
backward stochastic differential equation, monotonicity
condition, Stochastic flow, partial differential
equation with obstacle",
}
@Article{DeBlassie:2008:EPB,
author = "Dante DeBlassie",
title = "The Exit Place of {Brownian} Motion in the Complement
of a Horn",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "36:1068--36:1095",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-524",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/524",
abstract = "Consider the domain lying outside a horn. We determine
asymptotics of the logarithm of the chance that
Brownian motion in the domain has a large exit place.
For a certain class of horns, the behavior is given
explicitly in terms of the geometry of the domain. We
show that for some horns the behavior depends on the
dimension, whereas for other horns, it does not.
Analytically, the result is equivalent to estimating
the harmonic measure of the part of the domain lying
outside a cylinder with large diameter.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Horn-shaped domain, $h$-transform, Feynman--Kac
representation, exit place of Brownian motion, harmonic
measure",
}
@Article{Zambotti:2008:CEB,
author = "Lorenzo Zambotti",
title = "A conservative evolution of the {Brownian} excursion",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "37:1096--37:1119",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-525",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/525",
abstract = "We consider the problem of conditioning the Brownian
excursion to have a fixed time average over the
interval [0, 1] and we study an associated stochastic
partial differential equation with reflection at 0 and
with the constraint of conservation of the space
average. The equation is driven by the derivative in
space of a space-time white noise and contains a double
Laplacian in the drift. Due to the lack of the maximum
principle for the double Laplacian, the standard
techniques based on the penalization method do not
yield existence of a solution.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian excursion; Brownian meander; singular
conditioning; Stochastic partial differential equations
with reflection",
}
@Article{Baudoin:2008:SSF,
author = "Fabrice Baudoin and Laure Coutin",
title = "Self-similarity and fractional {Brownian} motion on
{Lie} groups",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "38:1120--38:1139",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-530",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/530",
abstract = "The goal of this paper is to define and study a notion
of fractional Brownian motion on a Lie group. We define
it as at the solution of a stochastic differential
equation driven by a linear fractional Brownian motion.
We show that this process has stationary increments and
satisfies a local self-similar property. Furthermore
the Lie groups for which this self-similar property is
global are characterized.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fractional Brownian motion, Lie group",
}
@Article{Basse:2008:GMA,
author = "Andreas Basse",
title = "{Gaussian} Moving Averages and Semimartingales",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "39:1140--39:1165",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-526",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/526",
abstract = "In the present paper we study moving averages (also
known as stochastic convolutions) driven by a Wiener
process and with a deterministic kernel. Necessary and
sufficient conditions on the kernel are provided for
the moving average to be a semimartingale in its
natural filtration. Our results are constructive -
meaning that they provide a simple method to obtain
kernels for which the moving average is a
semimartingale or a Wiener process. Several examples
are considered. In the last part of the paper we study
general Gaussian processes with stationary increments.
We provide necessary and sufficient conditions on
spectral measure for the process to be a
semimartingale.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian processes; moving averages; non-canonical
representations; semimartingales; stationary processes;
stochastic convolutions",
}
@Article{Alberts:2008:HDS,
author = "Tom Alberts and Scott Sheffield",
title = "{Hausdorff} Dimension of the {SLE} Curve Intersected
with the Real Line",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "40:1166--40:1188",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-515",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/515",
abstract = "We establish an upper bound on the asymptotic
probability of an $ S L E(\kappa) $ curve hitting two
small intervals on the real line as the interval width
goes to zero, for the range $ 4 < \kappa < 8 $. As a
consequence we are able to prove that the random set of
points in $R$ hit by the curve has Hausdorff dimension
$ 2 - 8 / \kappa $, almost surely.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hausdorff dimension; SLE; Two-point hitting
probability",
}
@Article{Muller:2008:CTM,
author = "Sebastian M{\"u}ller",
title = "A criterion for transience of multidimensional
branching random walk in random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "41:1189--41:1202",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-517",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/517",
abstract = "We develop a criterion for transience for a general
model of branching Markov chains. In the case of
multi-dimensional branching random walk in random
environment (BRWRE) this criterion becomes explicit. In
particular, we show that Condition L of Comets and
Popov [3] is necessary and sufficient for transience as
conjectured. Furthermore, the criterion applies to two
important classes of branching random walks and implies
that the critical branching random walk is transient
resp. dies out locally.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching Markov chains; random environment, spectral
radius; recurrence; transience",
}
@Article{Cox:2008:CMW,
author = "Alexander Cox and Jan Obloj",
title = "Classes of measures which can be embedded in the
Simple Symmetric Random Walk",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "42:1203--42:1228",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-516",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/516",
abstract = "We characterize the possible distributions of a
stopped simple symmetric random walk $ X_\tau $, where
$ \tau $ is a stopping time relative to the natural
filtration of $ (X_n) $. We prove that any probability
measure on $ \mathbb {Z} $ can be achieved as the law
of $ X_\tau $ where $ \tau $ is a minimal stopping
time, but the set of measures obtained under the
further assumption that $ (X_{n \land \tau } \colon n
\geq 0) $ is a uniformly integrable martingale is a
fractal subset of the set of all centered probability
measures on $ \mathbb {Z} $. This is in sharp contrast
to the well-studied Brownian motion setting. We also
investigate the discrete counterparts of the
Chacon-Walsh (1976) and Azema-Yor (1979) embeddings and
show that they lead to yet smaller sets of achievable
measures. Finally, we solve explicitly the Skorokhod
embedding problem constructing, for a given measure $
\mu $, a minimal stopping time $ \tau $ which embeds $
\mu $ and which further is uniformly integrable
whenever a uniformly integrable embedding of $ \mu $
exists.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Azema-Yor stopping time; Chacon-Walsh stopping time;
fractal; iterated function system; minimal stopping
time; random walk; self-similar set; Skorokhod
embedding problem; uniform integrability",
}
@Article{Nourdin:2008:WPV,
author = "Ivan Nourdin and Giovanni Peccati",
title = "Weighted power variations of iterated {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "43:1229--43:1256",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-534",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/534",
abstract = "We characterize the asymptotic behaviour of the
weighted power variation processes associated with
iterated Brownian motion. We prove weak convergence
results in the sense of finite dimensional
distributions, and show that the laws of the limiting
objects can always be expressed in terms of three
independent Brownian motions $ X, Y $ and $B$, as well
as of the local times of $Y$. In particular, our
results involve ''weighted'' versions of Kesten and
Spitzer's Brownian motion in random scenery. Our
findings extend the theory initiated by Khoshnevisan
and Lewis (1999), and should be compared with the
recent result by Nourdin and R{\'e}veillac (2008),
concerning the weighted power variations of fractional
Brownian motion with Hurst index $ H = 1 / 4$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; Brownian motion in random scenery;
Iterated Brownian motion; Limit theorems; Weighted
power variations",
}
@Article{Gibson:2008:MSV,
author = "Lee Gibson",
title = "The mass of sites visited by a random walk on an
infinite graph",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "44:1257--44:1282",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-531",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/531",
abstract = "We determine the log-asymptotic decay rate of the
negative exponential moments of the mass of sites
visited by a random walk on an infinite graph which
satisfies a two-sided sub-Gaussian estimate on its
transition kernel. This provides a new method of proof
of the correct decay rate for Cayley graphs of finitely
generated groups with polynomial volume growth. This
method also extend known results by determining this
decay rate for certain graphs with fractal-like
structure or with non-Alfors regular volume growth
functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk, infinite graph, visited sites, asymptotic
decay rates, polynomial volume growth, Cayley graph,
fractal graph, Alfors regular",
}
@Article{Davies:2008:SAN,
author = "Ian Davies",
title = "Semiclassical Analysis and a New Result for
{Poisson--L{\'e}vy} Excursion Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "45:1283--45:1306",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-513",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/513",
abstract = "The Poisson--L{\'e}vy excursion measure for the
diffusion process with small noise satisfying the
It{\^o} equation\par
$$ d X^{\varepsilon } = b(X^{\varepsilon }(t))d t +
\sqrt \varepsilon \, d B(t) $$
is studied and the asymptotic behaviour in $
\varepsilon $ is investigated. The leading order term
is obtained exactly and it is shown that at an
equilibrium point there are only two possible forms for
this term --- Levy or Hawkes--Truman. We also compute
the next to leading order.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "excursion measures, asymptotic expansions",
}
@Article{Eichelsbacher:2008:ORW,
author = "Peter Eichelsbacher and Wolfgang K{\"o}nig",
title = "Ordered Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "46:1307--46:1336",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-539",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/539",
abstract = "We construct the conditional version of $k$
independent and identically distributed random walks on
$R$ given that they stay in strict order at all times.
This is a generalisation of so-called non-colliding or
non-intersecting random walks, the discrete variant of
Dyson's Brownian motions, which have been considered
yet only for nearest-neighbor walks on the lattice. Our
only assumptions are moment conditions on the steps and
the validity of the local central limit theorem. The
conditional process is constructed as a Doob
$h$-transform with some positive regular function $V$
that is strongly related with the Vandermonde
determinant and reduces to that function for simple
random walk. Furthermore, we prove an invariance
principle, i.e., a functional limit theorem towards
Dyson's Brownian motions, the continuous analogue.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Doob h-transform; Dyson's Brownian motions;
fluctuation theory.; non-colliding random walks;
non-intersecting random processes; Vandermonde
determinant",
}
@Article{Kulske:2008:PMG,
author = "Christof K{\"u}lske and Alex Opoku",
title = "The posterior metric and the goodness of
{Gibbsianness} for transforms of {Gibbs} measures",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "47:1307--47:1344",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-560",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/560",
abstract = "We present a general method to derive continuity
estimates for conditional probabilities of general
(possibly continuous) spin models subjected to local
transformations. Such systems arise in the study of a
stochastic time-evolution of Gibbs measures or as noisy
observations. Assuming no a priori metric on the local
state spaces but only a measurable structure, we define
the posterior metric on the local image space. We show
that it allows in a natural way to divide the local
part of the continuity estimates from the spatial part
(which is treated by Dobrushin uniqueness here). We
show in the concrete example of the time evolution of
rotators on the $ (q - 1)$-dimensional sphere how this
method can be used to obtain estimates in terms of the
familiar Euclidean metric. In another application we
prove the preservation of Gibbsianness for sufficiently
fine local coarse-grainings when the Hamiltonian
satisfies a Lipschitz property",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "phase transitions; posterior metric; specification;
Time-evolved Gibbs measures, non-Gibbsian measures:
Dobrushin uniqueness",
}
@Article{Collet:2008:RPS,
author = "Pierre Collet and Antonio Galves and Florencia
Leonardi",
title = "Random perturbations of stochastic processes with
unbounded variable length memory",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "48:1345--48:1361",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-538",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/538",
abstract = "We consider binary infinite order stochastic chains
perturbed by a random noise. This means that at each
time step, the value assumed by the chain can be
randomly and independently flipped with a small fixed
probability. We show that the transition probabilities
of the perturbed chain are uniformly close to the
corresponding transition probabilities of the original
chain. As a consequence, in the case of stochastic
chains with unbounded but otherwise finite variable
length memory, we show that it is possible to recover
the context tree of the original chain, using a
suitable version of the algorithm Context, provided
that the noise is small enough.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "chains of infinite order, variable length Markov
chains, chains with unbounded variable length memory,
random perturbations, algorithm Context, context
trees",
}
@Article{Bonaccorsi:2008:SFN,
author = "Stefano Bonaccorsi and Carlo Marinelli and Giacomo
Ziglio",
title = "Stochastic {FitzHugh--Nagumo} equations on networks
with impulsive noise",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "49:1362--49:1379",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-532",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/532",
abstract = "We consider a system of nonlinear partial differential
equations with stochastic dynamical boundary conditions
that arises in models of neurophysiology for the
diffusion of electrical potentials through a finite
network of neurons. Motivated by the discussion in the
biological literature, we impose a general diffusion
equation on each edge through a generalized version of
the FitzHugh--Nagumo model, while the noise acting on
the boundary is described by a generalized stochastic
Kirchhoff law on the nodes. In the abstract framework
of matrix operators theory, we rewrite this stochastic
boundary value problem as a stochastic evolution
equation in infinite dimensions with a power-type
nonlinearity, driven by an additive L{\'e}vy noise. We
prove global well-posedness in the mild sense for such
stochastic partial differential equation by
monotonicity methods.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic PDEs, FitzHugh--Nagumo equation, L{\'e}vy
processes, maximal monotone operators",
}
@Article{Borodin:2008:LTA,
author = "Alexei Borodin and Patrik Ferrari",
title = "Large time asymptotics of growth models on space-like
paths {I}: {PushASEP}",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "50:1380--50:1418",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-541",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/541",
abstract = "We consider a new interacting particle system on the
one-dimensional lattice that interpolates between TASEP
and Toom's model: A particle cannot jump to the right
if the neighboring site is occupied, and when jumping
to the left it simply pushes all the neighbors that
block its way. We prove that for flat and step initial
conditions, the large time fluctuations of the height
function of the associated growth model along any
space-like path are described by the Airy$_1$ and
Airy$_2$ processes. This includes fluctuations of the
height profile for a fixed time and fluctuations of a
tagged particle's trajectory as special cases.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic growth, KPZ, determinantal processes, Airy
processes",
}
@Article{Croydon:2008:RWG,
author = "David Croydon and Takashi Kumagai",
title = "Random walks on {Galton--Watson} trees with infinite
variance offspring distribution conditioned to
survive",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "51:1419--51:1441",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-536",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/536",
abstract = "We establish a variety of properties of the discrete
time simple random walk on a Galton--Watson tree
conditioned to survive when the offspring distribution,
$Z$ say, is in the domain of attraction of a stable law
with index $ \alpha \in (1, 2]$. In particular, we are
able to prove a quenched version of the result that the
spectral dimension of the random walk is $ 2 \alpha /
(2 \alpha - 1)$. Furthermore, we demonstrate that when
$ \alpha \in (1, 2)$ there are logarithmic fluctuations
in the quenched transition density of the simple random
walk, which contrasts with the log-logarithmic
fluctuations seen when $ \alpha = 2$. In the course of
our arguments, we obtain tail bounds for the
distribution of the $n$ th generation size of a
Galton--Watson branching process with offspring
distribution $Z$ conditioned to survive, as well as
tail bounds for the distribution of the total number of
individuals born up to the $n$ th generation, that are
uniform in $n$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching process; random walk; stable distribution;
transition density",
}
@Article{Schweinsberg:2008:WM,
author = "Jason Schweinsberg",
title = "Waiting for $m$ mutations",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "52:1442--52:1478",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-540",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/540",
abstract = "We consider a model of a population of fixed size $N$
in which each individual gets replaced at rate one and
each individual experiences a mutation at rate $ \mu $.
We calculate the asymptotic distribution of the time
that it takes before there is an individual in the
population with $m$ mutations. Several different
behaviors are possible, depending on how ?? changes
with $N$. These results have applications to the
problem of determining the waiting time for regulatory
sequences to appear and to models of cancer
development.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Moran model; mutations; population genetics; Waiting
times",
}
@Article{Voss:2008:LDO,
author = "Jochen Voss",
title = "Large Deviations for One Dimensional Diffusions with a
Strong Drift",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "53:1479--53:1528",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-564",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/564",
abstract = "We derive a large deviation principle which describes
the behaviour of a diffusion process with additive
noise under the influence of a strong drift. Our main
result is a large deviation theorem for the
distribution of the end-point of a one-dimensional
diffusion with drift $ \theta b $ where $b$ is a drift
function and $ \theta $ a real number, when $ \theta $
converges to $ \infty $. It transpires that the problem
is governed by a rate function which consists of two
parts: one contribution comes from the
Freidlin--Wentzell theorem whereas a second term
reflects the cost for a Brownian motion to stay near a
equilibrium point of the drift over long periods of
time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "diffusion processes; large deviations; stochastic
differential equations",
}
@Article{Confortola:2008:QBR,
author = "Fulvia Confortola and Philippe Briand",
title = "Quadratic {BSDEs} with Random Terminal Time and
Elliptic {PDEs} in Infinite Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "54:1529--54:1561",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-514",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/514",
abstract = "In this paper we study one dimensional backward
stochastic differential equations (BSDEs) with random
terminal time not necessarily bounded or finite when
the generator $ F(t, Y, Z) $ has a quadratic growth in
$Z$. We provide existence and uniqueness of a bounded
solution of such BSDEs and, in the case of infinite
horizon, regular dependence on parameters. The obtained
results are then applied to prove existence and
uniqueness of a mild solution to elliptic partial
differential equations in Hilbert spaces. Finally we
show an application to a control problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "elliptic PDEs; optimal stochastic control; Quadratic
BSDEs",
}
@Article{Nolin:2008:NCP,
author = "Pierre Nolin",
title = "Near-critical percolation in two dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "55:1562--55:1623",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-565",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/565",
abstract = "We give a self-contained and detailed presentation of
Kesten's results that allow to relate critical and
near-critical percolation on the triangular lattice.
They constitute an important step in the derivation of
the exponents describing the near-critical behavior of
this model. For future use and reference, we also show
how these results can be obtained in more general
situations, and we state some new consequences.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "arm events; critical exponents; near-critical
percolation",
}
@Article{Albenque:2008:SFI,
author = "Marie Albenque and Jean-Fran{\c{c}}ois Marckert",
title = "Some families of increasing planar maps",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "56:1624--56:1671",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-563",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/563",
abstract = "Stack-triangulations appear as natural objects when
one wants to define some families of increasing
triangulations by successive additions of faces. We
investigate the asymptotic behavior of rooted
stack-triangulations with $ 2 n $ faces under two
different distributions. We show that the uniform
distribution on this set of maps converges, for a
topology of local convergence, to a distribution on the
set of infinite maps. In the other hand, we show that
rescaled by $ n^{1 / 2} $, they converge for the
Gromov--Hausdorff topology on metric spaces to the
continuum random tree introduced by Aldous. Under a
distribution induced by a natural random construction,
the distance between random points rescaled by $ (6 /
11) \log n $ converge to 1 in probability. We obtain
similar asymptotic results for a family of increasing
quadrangulations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stackmaps, triangulations, Gromov--Hausdorff
convergence, continuum random tree",
}
@Article{Kyprianou:2008:SCC,
author = "Andreas Kyprianou and Victor Rivero",
title = "Special, conjugate and complete scale functions for
spectrally negative {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "57:1672--57:1701",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-567",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/567",
abstract = "Following from recent developments in Hubalek and
Kyprianou [28], the objective of this paper is to
provide further methods for constructing new families
of scale functions for spectrally negative L{\'e}vy
processes which are completely explicit. This is the
result of an observation in the aforementioned paper
which permits feeding the theory of Bernstein functions
directly into the Wiener--Hopf factorization for
spectrally negative L{\'e}vy processes. Many new,
concrete examples of scale functions are offered
although the methodology in principle delivers still
more explicit examples than those listed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Potential theory for subordinators, Scale functions,
Special subordinators, Spectrally negative L{\'e}vy
processes",
}
@Article{Lyons:2008:EUS,
author = "Russell Lyons and Benjamin Morris and Oded Schramm",
title = "Ends in Uniform Spanning Forests",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "58:1702--58:1725",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-566",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/566",
abstract = "It has hitherto been known that in a transitive
unimodular graph, each tree in the wired spanning
forest has only one end a.s. We dispense with the
assumptions of transitivity and unimodularity,
replacing them with a much broader condition on the
isoperimetric profile that requires just slightly more
than uniform transience.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cayley graphs.; Spanning trees",
}
@Article{Gayrard:2008:EPT,
author = "V{\'e}ronique Gayrard and G{\'e}rard Ben Arous",
title = "Elementary potential theory on the hypercube",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "59:1726--59:1807",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-527",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/527",
abstract = "This work addresses potential theoretic questions for
the standard nearest neighbor random walk on the
hypercube $ \{ - 1, + 1 \}^N $. For a large class of
subsets $ A \subset \{ - 1, + 1 \}^N $ we give precise
estimates for the harmonic measure of $A$, the mean
hitting time of $A$, and the Laplace transform of this
hitting time. In particular, we give precise sufficient
conditions for the harmonic measure to be
asymptotically uniform, and for the hitting time to be
asymptotically exponentially distributed, as $ N
\rightarrow \infty $. Our approach relies on a
$d$-dimensional extension of the Ehrenfest urn scheme
called lumping and covers the case where $d$ is allowed
to diverge with $N$ as long as $ d \leq \alpha_0 \frac
{N}{\log N}$ for some constant $ 0 < \alpha_0 < 1$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk on hypercubes, lumping",
}
@Article{Bass:2008:DSD,
author = "Richard Bass and Edwin Perkins",
title = "Degenerate stochastic differential equations arising
from catalytic branching networks",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "60:1808--60:1885",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-568",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/568",
abstract = "We establish existence and uniqueness for the
martingale problem associated with a system of
degenerate SDE's representing a catalytic branching
network. The drift and branching coefficients are only
assumed to be continuous and satisfy some natural
non-degeneracy conditions. We assume at most one
catalyst per site as is the case for the hypercyclic
equation. Here the two-dimensional case with affine
drift is required in work of [DGHSS] on mean fields
limits of block averages for 2-type branching models on
a hierarchical group. The proofs make use of some new
methods, including Cotlar's lemma to establish
asymptotic orthogonality of the derivatives of an
associated semigroup at different times, and a refined
integration by parts technique from [DP1].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "catalytic branching; Cotlar's lemma; degenerate
diffusions; martingale problem; perturbations;
resolvents; stochastic differential equations",
}
@Article{Piera:2008:CRR,
author = "Francisco Piera and Ravi Mazumdar",
title = "Comparison Results for Reflected Jump-diffusions in
the Orthant with Variable Reflection Directions and
Stability Applications",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "61:1886--61:1908",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-569",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/569",
abstract = "We consider reflected jump-diffusions in the orthant $
R_+^n $ with time- and state-dependent drift, diffusion
and jump-amplitude coefficients. Directions of
reflection upon hitting boundary faces are also allow
to depend on time and state. Pathwise comparison
results for this class of processes are provided, as
well as absolute continuity properties for their
associated regulator processes responsible of keeping
the respective diffusions in the orthant. An important
role is played by the boundary property in that
regulators do not charge times spent by the reflected
diffusion at the intersection of two or more boundary
faces. The comparison results are then applied to
provide an ergodicity condition for the state-dependent
reflection directions case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ergodicity.; Jump-diffusion processes; pathwise
comparisons; Skorokhod maps; stability; state-dependent
oblique reflections",
}
@Article{Veto:2008:SRR,
author = "Balint Veto and Balint Toth",
title = "Self-repelling random walk with directed edges on {$
\mathbb {Z} $}",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "62:1909--62:1926",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-570",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/570",
abstract = "We consider a variant of self-repelling random walk on
the integer lattice Z where the self-repellence is
defined in terms of the local time on oriented edges.
The long-time asymptotic scaling of this walk is
surprisingly different from the asymptotics of the
similar process with self-repellence defined in terms
of local time on unoriented edges. We prove limit
theorems for the local time process and for the
position of the random walker. The main ingredient is a
Ray--Knight-type of approach. At the end of the paper,
we also present some computer simulations which show
the strange scaling behaviour of the walk considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walks with long memory, self-repelling, one
dimension, oriented edges, local time,
Ray--Knight-theory, coupling",
}
@Article{Amir:2008:SSE,
author = "Gideon Amir and Christopher Hoffman",
title = "A special set of exceptional times for dynamical
random walk on {$ Z^2 $}",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "63:1927--63:1951",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-571",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/571",
abstract = "In [2] Benjamini, H{\"a}ggstr{\"o}m, Peres and Steif
introduced the model of dynamical random walk on the
$d$-dimensional lattice $ Z^d$. This is a continuum of
random walks indexed by a time parameter $t$. They
proved that for dimensions $ d = 3, 4$ there almost
surely exist times $t$ such that the random walk at
time $t$ visits the origin infinitely often, but for
dimension 5 and up there almost surely do not exist
such $t$. Hoffman showed that for dimension 2 there
almost surely exists $t$ such that the random walk at
time $t$ visits the origin only finitely many times
[5]. We refine the results of [5] for dynamical random
walk on $ Z^2$, showing that with probability one the
are times when the origin is visited only a finite
number of times while other points are visited
infinitely often.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dynamical Random Walks, Dynamical Sensativity; Random
Walks",
}
@Article{Kosygina:2008:PNE,
author = "Elena Kosygina and Martin Zerner",
title = "Positively and negatively excited random walks on
integers, with branching processes",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "64:1952--64:1979",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-572",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/572",
abstract = "We consider excited random walks on the integers with
a bounded number of i.i.d. cookies per site which may
induce drifts both to the left and to the right. We
extend the criteria for recurrence and transience by M.
Zerner and for positivity of speed by A.-L. Basdevant
and A. Singh to this case and also prove an annealed
central limit theorem. The proofs are based on results
from the literature concerning branching processes with
migration and make use of a certain renewal
structure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem; excited random walk; law of
large numbers; positive and negative cookies;
recurrence; renewal structure; transience",
}
@Article{Bianchi:2008:GDN,
author = "Alessandra Bianchi",
title = "{Glauber} dynamics on nonamenable graphs: boundary
conditions and mixing time",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "65:1980--65:2012",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-574",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/574",
abstract = "We study the stochastic Ising model on finite graphs
with n vertices and bounded degree and analyze the
effect of boundary conditions on the mixing time. We
show that for all low enough temperatures, the spectral
gap of the dynamics with (+)-boundary condition on a
class of nonamenable graphs, is strictly positive
uniformly in n. This implies that the mixing time grows
at most linearly in n. The class of graphs we consider
includes hyperbolic graphs with sufficiently high
degree, where the best upper bound on the mixing time
of the free boundary dynamics is polynomial in n, with
exponent growing with the inverse temperature. In
addition, we construct a graph in this class, for which
the mixing time in the free boundary case is
exponentially large in n. This provides a first example
where the mixing time jumps from exponential to linear
in n while passing from free to (+)-boundary condition.
These results extend the analysis of Martinelli,
Sinclair and Weitz to a wider class of nonamenable
graphs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Glauber dynamics; mixing time; nonamenable graphs;
spectral gap",
}
@Article{Bordenave:2008:BAP,
author = "Charles Bordenave",
title = "On the birth-and-assassination process, with an
application to scotching a rumor in a network",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "66:2014--66:2030",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-573",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/573",
abstract = "We give new formulas on the total number of born
particles in the stable birth-and-assassination
process, and prove that it has a heavy-tailed
distribution. We also establish that this process is a
scaling limit of a process of rumor scotching in a
network, and is related to a predator-prey dynamics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching process, heavy tail phenomena, SIR
epidemics",
}
@Article{Neuenkirch:2008:DED,
author = "Andreas Neuenkirch and Ivan Nourdin and Samy Tindel",
title = "Delay equations driven by rough paths",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "67:2031--67:2068",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-575",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/575",
abstract = "In this article, we illustrate the flexibility of the
algebraic integration formalism introduced in M.
Gubinelli, {\em J. Funct. Anal.} {\bf 216}, 86-140,
2004,
\url{http://www.ams.org/mathscinet-getitem?mr=2005k:60169}
Math. Review 2005k:60169, by establishing an existence
and uniqueness result for delay equations driven by
rough paths. We then apply our results to the case
where the driving path is a fractional Brownian motion
with Hurst parameter $ H > 1 / 3 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "delay equation; fractional Brownian motion; Malliavin
calculus; rough paths theory",
}
@Article{Hermisson:2008:PGH,
author = "Joachim Hermisson and Peter Pfaffelhuber",
title = "The pattern of genetic hitchhiking under recurrent
mutation",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "68:2069--68:2106",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-577",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/577",
abstract = "Genetic hitchhiking describes evolution at a neutral
locus that is linked to a selected locus. If a
beneficial allele rises to fixation at the selected
locus, a characteristic polymorphism pattern (so-called
selective sweep) emerges at the neutral locus. The
classical model assumes that fixation of the beneficial
allele occurs from a single copy of this allele that
arises by mutation. However, recent theory (Pennings
and Hermisson, 2006a, b) has shown that recurrent
beneficial mutation at biologically realistic rates can
lead to markedly different polymorphism patterns,
so-called soft selective sweeps. We extend an approach
that has recently been developed for the classical
hitchhiking model (Schweinsberg and Durrett, 2005;
Etheridge et al., 2006) to study the recurrent mutation
scenario. We show that the genealogy at the neutral
locus can be approximated (to leading orders in the
selection strength) by a marked Yule process with
immigration. Using this formalism, we derive an
improved analytical approximation for the expected
heterozygosity at the neutral locus at the time of
fixation of the beneficial allele.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Selective sweep, genetic hitchhiking, soft selective
sweep, diffusion approximation, Yule process, random
background",
}
@Article{Arguin:2008:CPS,
author = "Louis-Pierre Arguin",
title = "Competing Particle Systems and the {Ghirlanda--Guerra}
Identities",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "69:2101--69:2117",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-579",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/579",
abstract = "Competing particle systems are point processes on the
real line whose configurations $X$ can be ordered
decreasingly and evolve by increments which are
functions of correlated Gaussian variables. The
correlations are intrinsic to the points and quantified
by a matrix $ Q = \{ q_{ij} \} $. Quasi-stationary
systems are those for which the law of $ (X, Q)$ is
invariant under the evolution up to translation of $X$.
It was conjectured by Aizenman and co-authors that the
matrix $Q$ of robustly quasi-stationary systems must
exhibit a hierarchical structure. This was established
recently, up to a natural decomposition of the system,
whenever the set $ S_Q$ of values assumed by $ q_{ij}$
is finite. In this paper, we study the general case
where $ S_Q$ may be infinite. Using the past increments
of the evolution, we show that the law of robustly
quasi-stationary systems must obey the
Ghirlanda--Guerra identities, which first appear in the
study of spin glass models. This provides strong
evidence that the above conjecture also holds in the
general case. In addition, it yields an alternative
proof of a theorem of Ruzmaikina and Aizenman for
independent increments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Point processes, Ultrametricity, Ghirlanda--Guerra
identities",
}
@Article{Garet:2008:FPC,
author = "Olivier Garet and R{\'e}gine Marchand",
title = "First-passage competition with different speeds:
positive density for both species is impossible",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "70:2118--70:2159",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-581",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/581",
abstract = "Consider two epidemics whose expansions on $ \mathbb
{Z}^d $ are governed by two families of passage times
that are distinct and stochastically comparable. We
prove that when the weak infection survives, the space
occupied by the strong one is almost impossible to
detect. Particularly, in dimension two, we prove that
one species finally occupies a set with full density,
while the other one only occupies a set of null
density. Furthermore, we observe the same fluctuations
with respect to the asymptotic shape as for the weak
infection evolving alone. By the way, we extend the
H{\"a}ggstr{\"o}m-Pemantle non-coexistence result
``except perhaps for a denumerable set'' to families of
stochastically comparable passage times indexed by a
continuous parameter.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coexistence; competition; first-passage percolation;
moderate deviations; random growth",
}
@Article{Athreya:2008:RDT,
author = "Siva Athreya and Rahul Roy and Anish Sarkar",
title = "Random directed trees and forest --- drainage networks
with dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "71:2160--71:2189",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-580",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/580",
abstract = "Consider the $d$-dimensional lattice $ \mathbb Z^d$
where each vertex is `open' or `closed' with
probability $p$ or $ 1 - p$ respectively. An open
vertex $v$ is connected by an edge to the closest open
vertex $ w$ in the $ 45^\circ $ (downward) light cone
generated at $v$. In case of non-uniqueness of such a
vertex $w$, we choose any one of the closest vertices
with equal probability and independently of the other
random mechanisms. It is shown that this random graph
is a tree almost surely for $ d = 2$ and $3$ and it is
an infinite collection of distinct trees for $ d \geq
4$. In addition, for any dimension, we show that there
is no bi-infinite path in the tree.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Graph, Random Oriented Trees, Random Walk",
}
@Article{Heunis:2008:ICN,
author = "Andrew Heunis and Vladimir Lucic",
title = "On the Innovations Conjecture of Nonlinear Filtering
with Dependent Data",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "72:2190--72:2216",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-585",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/585",
abstract = "We establish the innovations conjecture for a
nonlinear filtering problem in which the signal to be
estimated is conditioned by the observations. The
approach uses only elementary stochastic analysis,
together with a variant due to J. M. C. Clark of a
theorem of Yamada and Watanabe on pathwise-uniqueness
and strong solutions of stochastic differential
equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "innovations conjecture; nonlinear filter;
pathwise-uniqueness",
}
@Article{Faggionato:2008:RWE,
author = "Alessandra Faggionato",
title = "Random walks and exclusion processes among random
conductances on random infinite clusters:
homogenization and hydrodynamic limit",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "73:2217--73:2247",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-591",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/591",
abstract = "We consider a stationary and ergodic random field $ \{
\omega (b) \colon b \in \mathbb {E}_d \} $
parameterized by the family of bonds in $ \mathbb {Z}^d
$, $ d \geq 2 $. The random variable $ \omega (b) $ is
thought of as the conductance of bond $b$ and it ranges
in a finite interval $ [0, c_0]$. Assuming that the set
of bonds with positive conductance has a unique
infinite cluster $ \mathcal {C}(\omega)$, we prove
homogenization results for the random walk among random
conductances on $ \mathcal {C}(\omega)$. As a
byproduct, applying the general criterion of Faggionato
(2007) leading to the hydrodynamic limit of exclusion
processes with bond--dependent transition rates, for
almost all realizations of the environment we prove the
hydrodynamic limit of simple exclusion processes among
random conductances on $ \mathcal {C}(\omega)$. The
hydrodynamic equation is given by a heat equation whose
diffusion matrix does not depend on the environment. We
do not require any ellipticity condition. As special
case, $ \mathcal {C}(\omega)$ can be the infinite
cluster of supercritical Bernoulli bond percolation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bond percolation; disordered system; exclusion
process; homogenization; random walk in random
environment",
}
@Article{Mueller:2008:RDS,
author = "Carl Mueller and David Nualart",
title = "Regularity of the density for the stochastic heat
equation",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "74:2248--74:2258",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-589",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/589",
abstract = "We study the smoothness of the density of a semilinear
heat equation with multiplicative spacetime white
noise. Using Malliavin calculus, we reduce the problem
to a question of negative moments of solutions of a
linear heat equation with multiplicative white noise.
Then we settle this question by proving that solutions
to the linear equation have negative moments of all
orders.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "heat equation, white noise, Malliavin calculus,
stochastic partial differential equations",
}
@Article{Zemlys:2008:HFS,
author = "Vaidotas Zemlys",
title = "A {H{\"o}lderian} {FCLT} for some multiparameter
summation process of independent non-identically
distributed random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "75:2259--75:2282",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-590",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/590",
abstract = "We introduce a new construction of a summation process
based on the collection of rectangular subsets of unit
d-dimensional cube for a triangular array of
independent non-identically distributed variables with
d-dimensional index, using the non-uniform grid adapted
to the variances of the variables. We investigate its
convergence in distribution in some Holder spaces. It
turns out that for dimensions greater than 2, the
limiting process is not necessarily the standard
Brownian sheet. This contrasts with a classical result
of Prokhorov for the one-dimensional case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian sheet, functional central limit theorem,
H{\"o}lder space, invariance principle, triangular
array, summation process.",
}
@Article{Drewitz:2008:LEO,
author = "Alexander Drewitz",
title = "{Lyapunov} exponents for the one-dimensional parabolic
{Anderson} model with drift",
journal = j-ELECTRON-J-PROBAB,
volume = "13",
pages = "76:2283--76:2336",
year = "2008",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v13-586",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/586",
abstract = "We consider the solution to the one-dimensional
parabolic Anderson model with homogeneous initial
condition, arbitrary drift and a time-independent
potential bounded from above. Under ergodicity and
independence conditions we derive representations for
both the quenched Lyapunov exponent and, more
importantly, the $p$-th annealed Lyapunov exponents for
all positive real $p$. These results enable us to prove
the heuristically plausible fact that the $p$-th
annealed Lyapunov exponent converges to the quenched
Lyapunov exponent as $p$ tends to 0. Furthermore, we
show that the solution is $p$-intermittent for $p$
large enough. As a byproduct, we compute the optimal
quenched speed of the random walk appearing in the
Feynman--Kac representation of the solution under the
corresponding Gibbs measure. In our context, depending
on the negativity of the potential, a phase transition
from zero speed to positive speed appears as the drift
parameter or diffusion constant increase,
respectively.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Parabolic Anderson model, Lyapunov exponents,
intermittency, large deviations",
}
@Article{Hambly:2009:PHI,
author = "Ben Hambly and Martin Barlow",
title = "Parabolic {Harnack} inequality and local limit theorem
for percolation clusters",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "1:1--1:26",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-587",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/587",
abstract = "We consider the random walk on supercritical
percolation clusters in $ \mathbb {Z}^d $. Previous
papers have obtained Gaussian heat kernel bounds, and
a.s. invariance principles for this process. We show
how this information leads to a parabolic Harnack
inequality, a local limit theorem and estimates on the
Green's function.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Harnack inequality; local limit theorem; Percolation;
random walk",
}
@Article{Douc:2009:FIC,
author = "Randal Douc and Eric Moulines and Yaacov Ritov",
title = "Forgetting of the initial condition for the filter in
general state-space hidden {Markov} chain: a coupling
approach",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "2:27--2:49",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-593",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/593",
abstract = "We give simple conditions that ensure exponential
forgetting of the initial conditions of the filter for
general state-space hidden Markov chain. The proofs are
based on the coupling argument applied to the posterior
Markov kernels. These results are useful both for
filtering hidden Markov models using approximation
methods (e.g., particle filters) and for proving
asymptotic properties of estimators. The results are
general enough to cover models like the Gaussian state
space model, without using the special structure that
permits the application of the Kalman filter.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hidden Markov chain; non-linear filtering, coupling;
stability",
}
@Article{Atar:2009:ETG,
author = "Rami Atar and Siva Athreya and Zhen-Qing Chen",
title = "Exit Time, Green Function and Semilinear Elliptic
Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "3:50--3:71",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-597",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/597",
abstract = "Let $D$ be a bounded Lipschitz domain in $ R^n$ with $
n \geq 2$ and $ \tau_D$ be the first exit time from $D$
by Brownian motion on $ R^n$. In the first part of this
paper, we are concerned with sharp estimates on the
expected exit time $ E_x [\tau_D]$. We show that if $D$
satisfies a uniform interior cone condition with angle
$ \theta \in (\cos^{-1}(1 / \sqrt {n}), \pi)$, then $
c_1 \varphi_1 (x) \leq E_x [\tau_D] \leq c_2 \varphi_1
(x)$ on $D$. Here $ \varphi_1$ is the first positive
eigenfunction for the Dirichlet Laplacian on $D$. The
above result is sharp as we show that if $D$ is a
truncated circular cone with angle $ \theta <
\cos^{-1}(1 / \sqrt {n})$, then the upper bound for $
E_x [\tau_D]$ fails. These results are then used in the
second part of this paper to investigate whether
positive solutions of the semilinear equation $ \Delta
u = u^p$ in $ D, $ $ p \in R$, that vanish on an open
subset $ \Gamma \subset \partial D$ decay at the same
rate as $ \varphi_1$ on $ \Gamma $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "boundary Harnack principle; Brownian motion; Dirichlet
Laplacian; exit time; Feynman--Kac transform; Green
function estimates; ground state; Lipschitz domain;
Schauder's fixed point theorem; semilinear elliptic
equation",
}
@Article{Ibarrola:2009:FTR,
author = "Ricardo V{\'e}lez Ibarrola and Tomas Prieto-Rumeau",
title = "{De Finetti}'s-type results for some families of non
identically distributed random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "4:72--4:86",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-602",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/602",
abstract = "We consider random selection processes of weighted
elements in an arbitrary set. Their conditional
distributions are shown to be a generalization of the
hypergeometric distribution, while the marginal
distributions can always be chosen as generalized
binomial distributions. Then we propose sufficient
conditions on the weight function ensuring that the
marginal distributions are necessarily of the
generalized binomial form. In these cases, the
corresponding indicator random variables are
conditionally independent (as in the classical De
Finetti theorem) though they are neither exchangeable
nor identically distributed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "De Finetti theorem; exchangeability; random assignment
processes",
}
@Article{Janson:2009:PRG,
author = "Svante Janson",
title = "On percolation in random graphs with given vertex
degrees",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "5:86--5:118",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-603",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/603",
abstract = "We study the random graph obtained by random deletion
of vertices or edges from a random graph with given
vertex degrees. A simple trick of exploding vertices
instead of deleting them, enables us to derive results
from known results for random graphs with given vertex
degrees. This is used to study existence of giant
component and existence of k-core. As a variation of
the latter, we study also bootstrap percolation in
random regular graphs. We obtain both simple new proofs
of known results and new results. An interesting
feature is that for some degree sequences, there are
several or even infinitely many phase transitions for
the k-core.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bootstrap percolation; giant component; k-core; random
graph",
}
@Article{Sega:2009:LRC,
author = "Gregor Sega",
title = "Large-range constant threshold growth model in one
dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "6:119--6:138",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-598",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/598",
abstract = "We study a one dimensional constant threshold model in
continuous time. Its dynamics have two parameters, the
range $n$ and the threshold $v$. An unoccupied site $x$
becomes occupied at rate 1 as soon as there are at
least $v$ occupied sites in $ [x - n, x + n]$. As n
goes to infinity and $v$ is kept fixed, the dynamics
can be approximated by a continuous space version,
which has an explicit invariant measure at the front.
This allows us to prove that the speed of propagation
is asymptoticaly $ n^2 / 2 v$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic propagation velocity; growth model;
invariant distribution",
}
@Article{Weiss:2009:EBS,
author = "Alexander Weiss",
title = "Escaping the {Brownian} stalkers",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "7:139--7:160",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-594",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/594",
abstract = "We propose a simple model for the behaviour of
longterm investors on a stock market. It consists of
three particles that represent the stock's current
price and the buyers', respectively sellers', opinion
about the right trading price. As time evolves, both
groups of traders update their opinions with respect to
the current price. The speed of updating is controlled
by a parameter; the price process is described by a
geometric Brownian motion. We consider the market's
stability in terms of the distance between the buyers'
and sellers' opinion, and prove that the distance
process is recurrent/transient in dependence on the
parameter.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "financial markets; market stability; recurrence;
stochastic dynamics; transience",
}
@Article{Bovier:2009:ASS,
author = "Anton Bovier and Anton Klimovsky",
title = "The {Aizenman--Sims--Starr} and {Guerras} schemes for
the {SK} model with multidimensional spins",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "8:161--8:241",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-611",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/611",
abstract = "We prove upper and lower bounds on the free energy of
the Sherrington--Kirkpatrick model with
multidimensional spins in terms of variational
inequalities. The bounds are based on a
multidimensional extension of the Parisi functional. We
generalise and unify the comparison scheme of Aizenman,
Sims and Starr and the one of Guerra involving the
GREM-inspired processes and Ruelle's probability
cascades. For this purpose, an abstract quenched large
deviations principle of the G{\"a}rtner-Ellis type is
obtained. We derive Talagrand's representation of
Guerra's remainder term for the
Sherrington--Kirkpatrick model with multidimensional
spins. The derivation is based on well-known properties
of Ruelle's probability cascades and the
Bolthausen--Sznitman coalescent. We study the
properties of the multidimensional Parisi functional by
establishing a link with a certain class of semi-linear
partial differential equations. We embed the problem of
strict convexity of the Parisi functional in a more
general setting and prove the convexity in some
particular cases which shed some light on the original
convexity problem of Talagrand. Finally, we prove the
Parisi formula for the local free energy in the case of
multidimensional Gaussian a priori distribution of
spins using Talagrand's methodology of a priori
estimates.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Sherrington--Kirkpatrick model, multidimensional
spins, quenched large deviations, concentration of
measure, Gaussian spins, convexity, Parisi functional,
Parisi formula",
}
@Article{Taylor:2009:CPS,
author = "Jesse Taylor and Amandine V{\'e}ber",
title = "Coalescent processes in subdivided populations subject
to recurrent mass extinctions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "9:242--9:288",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-595",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/595",
abstract = "We investigate the infinitely many demes limit of the
genealogy of a sample of individuals from a subdivided
population that experiences sporadic mass extinction
events. By exploiting a separation of time scales that
occurs within a class of structured population models
generalizing Wright's island model, we show that as the
number of demes tends to infinity, the limiting form of
the genealogy can be described in terms of the
alternation of instantaneous scattering phases that
depend mainly on local demographic processes, and
extended collecting phases that are dominated by global
processes. When extinction and recolonization events
are local, the genealogy is described by Kingman's
coalescent, and the scattering phase influences only
the overall rate of the process. In contrast, if the
demes left vacant by a mass extinction event are
recolonized by individuals emerging from a small number
of demes, then the limiting genealogy is a coalescent
process with simultaneous multiple mergers (a $ \Xi
$-coalescent). In this case, the details of the
within-deme population dynamics influence not only the
overall rate of the coalescent process, but also the
statistics of the complex mergers that can occur within
sample genealogies. These results suggest that the
combined effects of geography and disturbance could
play an important role in producing the unusual
patterns of genetic variation documented in some marine
organisms with high fecundity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "disturbance; extinction/recolonization; genealogy;
metapopulation; population genetics; separation of time
scales; Xi-coalescent",
}
@Article{Alsmeyer:2009:LTM,
author = "Gerold Alsmeyer and Alex Iksanov",
title = "A Log-Type Moment Result for Perpetuities and Its
Application to Martingales in Supercritical Branching
Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "10:289--10:313",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-596",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/596",
abstract = "Infinite sums of i.i.d. random variables discounted by
a multiplicative random walk are called perpetuities
and have been studied by many authors. The present
paper provides a log-type moment result for such random
variables under minimal conditions which is then
utilized for the study of related moments of a.s.
limits of certain martingales associated with the
supercritical branching random walk. The connection
arises upon consideration of a size-biased version of
the branching random walk originally introduced by
Lyons. As a by-product, necessary and sufficient
conditions for uniform integrability of these
martingales are provided in the most general situation
which particularly means that the classical
(LlogL)-condition is not always needed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walk; martingale; moments;
perpetuity",
}
@Article{Foondun:2009:HKE,
author = "Mohammud Foondun",
title = "Heat kernel estimates and {Harnack} inequalities for
some {Dirichlet} forms with non-local part",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "11:314--11:340",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-604",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/604",
abstract = "We consider the Dirichlet form given by\par
$$ {\cal E}(f, f) = \frac {1}{2} \int_{R^d} \sum_{i, j
= 1}^d a_{ij}(x) \frac {\partial f(x)}{\partial x_i}
\frac {\partial f(x)}{\partial x_j} d x $$
$$ + \int_{R^d \times R^d} (f(y) - f(x))^2 J(x, y)d x
d y. $$
Under the assumption that the $ {a_{ij}} $ are
symmetric and uniformly elliptic and with suitable
conditions on $J$, the nonlocal part, we obtain upper
and lower bounds on the heat kernel of the Dirichlet
form. We also prove a Harnack inequality and a
regularity theorem for functions that are harmonic with
respect to $ \cal E$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Integro-differential operators. Harnack inequality.
Heat kernel, Holder continuity",
}
@Article{Lejay:2009:RDE,
author = "Antoine Lejay",
title = "On rough differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "12:341--12:364",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-613",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/613",
abstract = "We prove that the It{\^o} map, that is the map that
gives the solution of a differential equation
controlled by a rough path of finite $p$-variation with
$ p \in [2, 3)$ is locally Lipschitz continuous in all
its arguments and we give some sufficient conditions
for global existence for non-bounded vector fields.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Barbour:2009:SCI,
author = "A. Barbour and A. Gnedin",
title = "Small counts in the infinite occupancy scheme",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "13:365--13:384",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-608",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/608",
abstract = "The paper is concerned with the classical occupancy
scheme in which balls are thrown independently into
infinitely many boxes, with given probability of
hitting each of the boxes. We establish joint normal
approximation, as the number of balls goes to infinity,
for the numbers of boxes containing any fixed number of
balls, standardized in the natural way, assuming only
that the variances of these counts all tend to
infinity. The proof of this approximation is based on a
de-Poissonization lemma. We then review sufficient
conditions for the variances to tend to infinity.
Typically, the normal approximation does not mean
convergence. We show that the convergence of the full
vector of counts only holds under a condition of
regular variation, thus giving a complete
characterization of possible limit correlation
structures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "normal approximation; occupancy problem;
Poissonization; regular variation",
}
@Article{Gravner:2009:LBP,
author = "Janko Gravner and Alexander Holroyd",
title = "Local Bootstrap Percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "14:385--14:399",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-607",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/607",
abstract = "We study a variant of bootstrap percolation in which
growth is restricted to a single active cluster.
Initially there is a single {\em active} site at the
origin, while other sites of $ \mathbb {Z}^2 $ are
independently {\em occupied} with small probability
$p$, otherwise {\em empty}. Subsequently, an empty site
becomes active by contact with two or more active
neighbors, and an occupied site becomes active if it
has an active site within distance 2. We prove that the
entire lattice becomes active with probability $ \exp
[\alpha (p) / p]$, where $ \alpha (p)$ is between $ -
\pi^2 / 9 + c \sqrt p$ and $ - \pi^2 / 9 + C \sqrt
p(\log p^{-1})^3$. This corrects previous numerical
predictions for the scaling of the correction term.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bootstrap percolation; cellular automaton; crossover;
finite-size scaling; metastability",
}
@Article{Chen:2009:NFM,
author = "Bo Chen and Daniel Ford and Matthias Winkel",
title = "A new family of {Markov} branching trees: the
alpha-gamma model",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "15:400--15:430",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-616",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/616",
abstract = "We introduce a simple tree growth process that gives
rise to a new two-parameter family of discrete
fragmentation trees that extends Ford's alpha model to
multifurcating trees and includes the trees obtained by
uniform sampling from Duquesne and Le Gall's stable
continuum random tree. We call these new trees the
alpha-gamma trees. In this paper, we obtain their
splitting rules, dislocation measures both in ranked
order and in size-biased order, and we study their
limiting behaviour.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Alpha-gamma tree, splitting rule, sampling
consistency, self-similar fragmentation, dislocation
measure, continuum random tree, R-tree, Markov
branching model",
}
@Article{Tournier:2009:IET,
author = "Laurent Tournier",
title = "Integrability of exit times and ballisticity for
random walks in {Dirichlet} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "16:431--16:451",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-609",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/609",
abstract = "We consider random walks in Dirichlet random
environment. Since the Dirichlet distribution is not
uniformly elliptic, the annealed integrability of the
exit time out of a given finite subset is a non-trivial
question. In this paper we provide a simple and
explicit equivalent condition for the integrability of
Green functions and exit times on any finite directed
graph. The proof relies on a quotienting procedure
allowing for an induction argument on the cardinality
of the graph. This integrability problem arises in the
definition of Kalikow auxiliary random walk. Using a
particular case of our condition, we prove a refined
version of the ballisticity criterion given by Enriquez
and Sabot.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ballisticity; Dirichlet distribution; exit time;
quotient graph; random walks in random environment;
reinforced random walks",
}
@Article{Bryc:2009:DRQ,
author = "W{\l}odek Bryc and Virgil Pierce",
title = "Duality of real and quaternionic random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "17:452--17:476",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-606",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/606",
abstract = "We show that quaternionic Gaussian random variables
satisfy a generalization of the Wick formula for
computing the expected value of products in terms of a
family of graphical enumeration problems. When applied
to the quaternionic Wigner and Wishart families of
random matrices the result gives the duality between
moments of these families and the corresponding real
Wigner and Wishart families.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian Symplectic Ensemble, quaternion Wishart,
moments, Mobius graphs, Euler characteristic",
}
@Article{Bahlali:2009:HSP,
author = "Khaled Bahlali and A. Elouaflin and Etienne Pardoux",
title = "Homogenization of semilinear {PDEs} with discontinuous
averaged coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "18:477--18:499",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-627",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/627",
abstract = "We study the asymptotic behavior of solutions of
semilinear PDEs. Neither periodicity nor ergodicity
will be assumed. On the other hand, we assume that the
coefficients have averages in the Cesaro sense. In such
a case, the averaged coefficients could be
discontinuous. We use a probabilistic approach based on
weak convergence of the associated backward stochastic
dierential equation (BSDE) in the Jakubowski
$S$-topology to derive the averaged PDE. However, since
the averaged coefficients are discontinuous, the
classical viscosity solution is not defined for the
averaged PDE. We then use the notion of ``$
L_p$-viscosity solution'' introduced in [7]. The
existence of $ L_p$-viscosity solution to the averaged
PDE is proved here by using BSDEs techniques.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equations (BSDEs),
$L^p$-viscosity solution for PDEs, homogenization,
Jakubowski S-topology, limit in the Cesaro sense",
}
@Article{Denis:2009:MPC,
author = "Laurent Denis and Anis Matoussi and Lucretiu Stoica",
title = "Maximum Principle and Comparison Theorem for
Quasi-linear Stochastic {PDE}'s",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "19:500--19:530",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-629",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/629",
abstract = "We prove a comparison theorem and maximum principle
for a local solution of quasi-linear parabolic
stochastic PDEs, similar to the well known results in
the deterministic case. The proofs are based on a
version of It{\^o}'s formula and estimates for the
positive part of a local solution which is non-positive
on the lateral boundary. Moreover we shortly indicate
how these results generalize for Burgers type SPDEs",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equation, It{\^o}'s
formula, Maximum principle, Moser's iteration",
}
@Article{Toninelli:2009:CGF,
author = "Fabio Toninelli",
title = "Coarse graining, fractional moments and the critical
slope of random copolymers",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "20:531--20:547",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-612",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/612",
abstract = "For a much-studied model of random copolymer at a
selective interface we prove that the slope of the
critical curve in the weak-disorder limit is strictly
smaller than 1, which is the value given by the
annealed inequality. The proof is based on a
coarse-graining procedure, combined with upper bounds
on the fractional moments of the partition function.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coarse-graining; Copolymers at Selective Interfaces;
Fractional Moment Estimates",
}
@Article{Foondun:2009:INP,
author = "Mohammud Foondun and Davar Khoshnevisan",
title = "Intermittence and nonlinear parabolic stochastic
partial differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "21:548--21:568",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-614",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/614",
abstract = "We consider nonlinear parabolic SPDEs of the form $
\partial_t u = {\cal L} u + \sigma (u) \dot w $, where
$ \dot w $ denotes space-time white noise, $ \sigma
\colon R \to R $ is [globally] Lipschitz continuous,
and $ \cal L $ is the $ L^2$-generator of a L'evy
process. We present precise criteria for existence as
well as uniqueness of solutions. More significantly, we
prove that these solutions grow in time with at most a
precise exponential rate. We establish also that when $
\sigma $ is globally Lipschitz and asymptotically
sublinear, the solution to the nonlinear heat equation
is ``weakly intermittent, '' provided that the
symmetrization of $ \cal L$ is recurrent and the
initial data is sufficiently large. Among other things,
our results lead to general formulas for the upper
second-moment Liapounov exponent of the parabolic
Anderson model for $ \cal L$ in dimension $ (1 + 1)$.
When $ {\cal L} = \kappa \partial_{xx}$ for $ \kappa >
0$, these formulas agree with the earlier results of
statistical physics (Kardar (1987), Krug and Spohn
(1991), Lieb and Liniger (1963)), and also probability
theory (Bertini and Cancrini (1995), Carmona and
Molchanov (1994)) in the two exactly-solvable cases.
That is when $ u_0 = \delta_0$ or $ u_0 \equiv 1$; in
those cases the moments of the solution to the SPDE can
be computed (Bertini and Cancrini (1995)).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic partial differential equations, Levy
processes",
}
@Article{Gantert:2009:STR,
author = "Nina Gantert and Serguei Popov and Marina
Vachkovskaia",
title = "Survival time of random walk in random environment
among soft obstacles",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "22:569--22:593",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-631",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/631",
abstract = "We consider a Random Walk in Random Environment (RWRE)
moving in an i.i.d. random field of obstacles. When the
particle hits an obstacle, it disappears with a
positive probability. We obtain quenched and annealed
bounds on the tails of the survival time in the general
$d$-dimensional case. We then consider a simplified
one-dimensional model (where transition probabilities
and obstacles are independent and the RWRE only moves
to neighbour sites), and obtain finer results for the
tail of the survival time. In addition, we study also
the ``mixed'' probability measures (quenched with
respect to the obstacles and annealed with respect to
the transition probabilities and vice-versa) and give
results for tails of the survival time with respect to
these probability measures. Further, we apply the same
methods to obtain bounds for the tails of hitting times
of Branching Random Walks in Random Environment
(BRWRE).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "confinement of RWRE, survival time, quenched and
annealed tails, nestling RWRE, branching random walks
in random environment",
}
@Article{Matsui:2009:EFO,
author = "Muneya Matsui and Narn-Rueih Shieh",
title = "On the Exponentials of Fractional
{Ornstein--Uhlenbeck} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "23:594--23:611",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-628",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/628",
abstract = "We study the correlation decay and the expected
maximal increment (Burkholder--Davis--Gundy type
inequalities) of the exponential process determined by
a fractional Ornstein--Uhlenbeck process. The method is
to apply integration by parts formula on integral
representations of fractional Ornstein--Uhlenbeck
processes, and also to use Slepian's inequality. As an
application, we attempt Kahane's T-martingale theory
based on our exponential process which is shown to be
of long memory.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Long memory (Long range dependence), Fractional
Brownian motion, Fractional Ornstein--Uhlenbeck
process, Exponential process, Burkholder--Davis--Gundy
inequalities",
}
@Article{Chassagneux:2009:RCL,
author = "Jean-Fran{\c{c}}ois Chassagneux and Bruno Bouchard",
title = "Representation of continuous linear forms on the set
of ladlag processes and the hedging of {American}
claims under proportional costs",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "24:612--24:632",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-625",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/625",
abstract = "We discuss a d-dimensional version (for l{\`a}dl{\`a}g
optional processes) of a duality result by Meyer (1976)
between {bounded} c{\`a}dl{\`a}g adapted processes and
random measures. We show that it allows to establish,
in a very natural way, a dual representation for the
set of initial endowments which allow to super-hedge a
given American claim in a continuous time model with
proportional transaction costs. It generalizes a
previous result of Bouchard and Temam (2005) who
considered a discrete time setting. It also completes
the very recent work of Denis, De Valli{\`e}re and
Kabanov (2008) who studied c{\`a}dl{\`a}g American
claims and used a completely different approach.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "American options; Randomized stopping times;
transaction costs",
}
@Article{Kuwada:2009:CMM,
author = "Kazumasa Kuwada",
title = "Characterization of maximal {Markovian} couplings for
diffusion processes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "25:633--25:662",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-634",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/634",
abstract = "Necessary conditions for the existence of a maximal
Markovian coupling of diffusion processes are studied.
A sufficient condition described as a global symmetry
of the processes is revealed to be necessary for the
Brownian motion on a Riemannian homogeneous space. As a
result, we find many examples of a diffusion process
which admits no maximal Markovian coupling. As an
application, we find a Markov chain which admits no
maximal Markovian coupling for specified starting
points.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Maximal coupling, Markovian coupling, diffusion
process, Markov chain",
}
@Article{Pinelis:2009:OTV,
author = "Iosif Pinelis",
title = "Optimal two-value zero-mean disintegration of
zero-mean random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "26:663--26:727",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-633",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/633",
abstract = "For any continuous zero-mean random variable $X$, a
reciprocating function $r$ is constructed, based only
on the distribution of $X$, such that the conditional
distribution of $X$ given the (at-most-)two-point set $
\{ X, r(X) \} $ is the zero-mean distribution on this
set; in fact, a more general construction without the
continuity assumption is given in this paper, as well
as a large variety of other related results, including
characterizations of the reciprocating function and
modeling distribution asymmetry patterns. The mentioned
disintegration of zero-mean r.v.'s implies, in
particular, that an arbitrary zero-mean distribution is
represented as the mixture of two-point zero-mean
distributions; moreover, this mixture representation is
most symmetric in a variety of senses. Somewhat similar
representations - of any probability distribution as
the mixture of two-point distributions with the same
skewness coefficient (but possibly with different
means) - go back to Kolmogorov; very recently, Aizenman
et al. further developed such representations and
applied them to (anti-)concentration inequalities for
functions of independent random variables and to
spectral localization for random Schroedinger
operators. One kind of application given in the present
paper is to construct certain statistical tests for
asymmetry patterns and for location without symmetry
conditions. Exact inequalities implying conservative
properties of such tests are presented. These
developments extend results established earlier by
Efron, Eaton, and Pinelis under a symmetry condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Disintegration of measures, Wasserstein metric,
Kantorovich-Rubinstein theorem, transportation of
measures, optimal matching, most symmetric, hypothesis
testing, confidence regions, Student's t-test,
asymmetry, exact inequalities, conservative
properties",
}
@Article{Shkolnikov:2009:CPS,
author = "Mykhaylo Shkolnikov",
title = "Competing Particle Systems Evolving by {I.I.D.}
Increments",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "27:728--27:751",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-635",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/635",
abstract = "We consider competing particle systems in $ \mathbb
{R}^d $, i.e., random locally finite upper bounded
configurations of points in $ \mathbb {R}^d $ evolving
in discrete time steps. In each step i.i.d. increments
are added to the particles independently of the initial
configuration and the previous steps. Ruzmaikina and
Aizenman characterized quasi-stationary measures of
such an evolution, i.e., point processes for which the
joint distribution of the gaps between the particles is
invariant under the evolution, in case $ d = 1 $ and
restricting to increments having a density and an
everywhere finite moment generating function. We prove
corresponding versions of their theorem in dimension $
d = 1 $ for heavy-tailed increments in the domain of
attraction of a stable law and in dimension $ d \geq 1
$ for lattice type increments with an everywhere finite
moment generating function. In all cases we only assume
that under the initial configuration no two particles
are located at the same point. In addition, we analyze
the attractivity of quasi-stationary Poisson point
processes in the space of all Poisson point processes
with almost surely infinite, locally finite and upper
bounded configurations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Competing particle systems, Large deviations, Spin
glasses",
}
@Article{Delyon:2009:EIS,
author = "Bernard Delyon",
title = "Exponential inequalities for sums of weakly dependent
variables",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "28:752--28:779",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-636",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/636",
abstract = "We give new exponential inequalities and Gaussian
approximation results for sums of weakly dependent
variables. These results lead to generalizations of
Bernstein and Hoeffding inequalities, where an extra
control term is added; this term contains conditional
moments of the variables.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Mixing, exponential inequality; random fields; weak
dependence",
}
@Article{Woodard:2009:SCT,
author = "Dawn Woodard and Scott Schmidler and Mark Huber",
title = "Sufficient Conditions for Torpid Mixing of Parallel
and Simulated Tempering",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "29:780--29:804",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-638",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/638",
abstract = "We obtain upper bounds on the spectral gap of Markov
chains constructed by parallel and simulated tempering,
and provide a set of sufficient conditions for torpid
mixing of both techniques. Combined with the results of
Woodard, Schmidler and Huber (2009), these results
yield a two-sided bound on the spectral gap of these
algorithms. We identify a persistence property of the
target distribution, and show that it can lead
unexpectedly to slow mixing that commonly used
convergence diagnostics will fail to detect. For a
multimodal distribution, the persistence is a measure
of how ``spiky'', or tall and narrow, one peak is
relative to the other peaks of the distribution. We
show that this persistence phenomenon can be used to
explain the torpid mixing of parallel and simulated
tempering on the ferromagnetic mean-field Potts model
shown previously. We also illustrate how it causes
torpid mixing of tempering on a mixture of normal
distributions with unequal covariances in $ R^M $, a
previously unknown result with relevance to statistical
inference problems. More generally, anytime a
multimodal distribution includes both very narrow and
very wide peaks of comparable probability mass,
parallel and simulated tempering are shown to mix
slowly.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov chain, rapid mixing, spectral gap, Metropolis
algorithm",
}
@Article{Schertzer:2009:SPB,
author = "Emmanuel Schertzer and Rongfeng Sun and Jan Swart",
title = "Special points of the {Brownian} net",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "30:805--30:864",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-641",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/641",
abstract = "The Brownian net, which has recently been introduced
by Sun and Swart [16], and independently by Newman,
Ravishankar and Schertzer [13], generalizes the
Brownian web by allowing branching. In this paper, we
study the structure of the Brownian net in more detail.
In particular, we give an almost sure classification of
each point in $ \mathbb {R}^2 $ according to the
configuration of the Brownian net paths entering and
leaving the point. Along the way, we establish various
other structural properties of the Brownian net.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching-coalescing point set.; Brownian net;
Brownian web",
}
@Article{Caballero:2009:ABI,
author = "Mar{\'\i}a Caballero and V{\'\i}ctor Rivero",
title = "On the asymptotic behaviour of increasing self-similar
{Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "31:865--31:894",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-637",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/637",
abstract = "It has been proved by Bertoin and Caballero
{citeBC2002} that a $ 1 / \alpha $-increasing
self-similar Markov process $X$ is such that $ t^{-1 /
\alpha }X(t)$ converges weakly, as $ t \to \infty, $ to
a degenerate random variable whenever the subordinator
associated to it via Lamperti's transformation has
infinite mean. Here we prove that $ \log (X(t) / t^{1 /
\alpha }) / \log (t)$ converges in law to a
non-degenerate random variable if and only if the
associated subordinator has Laplace exponent that
varies regularly at $ 0.$ Moreover, we show that $
\liminf_{t \to \infty } \log (X(t)) / \log (t) = 1 /
\alpha, $ a.s. and provide an integral test for the
upper functions of $ \{ \log (X(t)), t \geq 0 \} $.
Furthermore, results concerning the rate of growth of
the random clock appearing in Lamperti's transformation
are obtained. In particular, these allow us to
establish estimates for the left tail of some
exponential functionals of subordinators. Finally, some
of the implications of these results in the theory of
self-similar fragmentations are discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "self-similar Markov processes",
}
@Article{Meester:2009:USD,
author = "Ronald Meester and Anne Fey-den Boer and Haiyan Liu",
title = "Uniqueness of the stationary distribution and
stabilizability in {Zhang}'s sandpile model",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "32:895--32:911",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-640",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/640",
abstract = "We show that Zhang's sandpile model $ (N, [a, b]) $ on
$N$ sites and with uniform additions on $ [a, b]$ has a
unique stationary measure for all $ 0 \leq a < b \leq
1$. This generalizes earlier results of {citeanne}
where this was shown in some special cases. We define
the infinite volume Zhang's sandpile model in dimension
$ d \geq 1$, in which topplings occur according to a
Markov toppling process, and we study the
stabilizability of initial configurations chosen
according to some measure $ m u$. We show that for a
stationary ergodic measure $ \mu $ with density $ \rho
$, for all $ \rho < \frac {1}{2}$, $ \mu $ is
stabilizable; for all $ \rho \geq 1$, $ \mu $ is not
stabilizable; for $ \frac {1}{2} \leq \rho < 1$, when $
\rho $ is near to $ \frac {1}{2}$ or $1$, both
possibilities can occur.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Sandpile, stationary distribution, coupling, critical
density, stabilizability",
}
@Article{Appleby:2009:SSD,
author = "John Appleby and Huizhong Wu",
title = "Solutions of Stochastic Differential Equations obeying
the Law of the Iterated Logarithm, with applications to
financial markets",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "33:912--33:959",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-642",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/642",
abstract = "By using a change of scale and space, we study a class
of stochastic differential equations (SDEs) whose
solutions are drift--perturbed and exhibit asymptotic
behaviour similar to standard Brownian motion. In
particular sufficient conditions ensuring that these
processes obey the Law of the Iterated Logarithm (LIL)
are given. Ergodic--type theorems on the average growth
of these non-stationary processes, which also depend on
the asymptotic behaviour of the drift coefficient, are
investigated. We apply these results to inefficient
financial market models. The techniques extend to
certain classes of finite--dimensional equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; inefficient market; Law of the
Iterated Logarithm; Motoo's theorem; stationary
processes; stochastic comparison principle; stochastic
differential equations",
}
@Article{Nagahata:2009:CLT,
author = "Yukio Nagahata and Nobuo Yoshida",
title = "{Central Limit Theorem} for a Class of Linear
Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "34:960--34:977",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-644",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/644",
abstract = "We consider a class of interacting particle systems
with values in $ [0, \infty)^{\mathbb {Z}^d} $, of
which the binary contact path process is an example.
For $ d \geq 3 $ and under a certain square
integrability condition on the total number of the
particles, we prove a central limit theorem for the
density of the particles, together with upper bounds
for the density of the most populated site and the
replica overlap.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem, linear systems, binary contact
path process, diffusive behavior, delocalization",
}
@Article{Dedecker:2009:RCM,
author = "J{\'e}r{\^o}me Dedecker and Florence Merlev{\`e}de and
Emmanuel Rio",
title = "Rates of convergence for minimal distances in the
central limit theorem underprojective criteria",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "35:978--35:1011",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-648",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/648",
abstract = "In this paper, we give estimates of ideal or minimal
distances between the distribution of the normalized
partial sum and the limiting Gaussian distribution for
stationary martingale difference sequences or
stationary sequences satisfying projective criteria.
Applications to functions of linear processes and to
functions of expanding maps of the interval are
given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Minimal and ideal distances, rates of convergence,
Martingale difference sequences",
}
@Article{Masson:2009:GEP,
author = "Robert Masson",
title = "The growth exponent for planar loop-erased random
walk",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "36:1012--36:1073",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-651",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/651",
abstract = "We give a new proof of a result of Kenyon that the
growth exponent for loop-erased random walks in two
dimensions is 5/4. The proof uses the convergence of
LERW to Schramm--Loewner evolution with parameter 2,
and is valid for irreducible bounded symmetric random
walks on any two dimensional discrete lattice.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "loop-erased random walk; Random walk; Schramm--Loewner
evolution",
}
@Article{Hambly:2009:ENV,
author = "Ben Hambly and Lisa Jones",
title = "Erratum to {``Number Variance from a probabilistic
perspective, infinite systems of independent Brownian
motions and symmetric $ \alpha $-stable processes''}",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "37:1074--37:1079",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-658",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Hambly:2007:NVP}.",
URL = "http://ejp.ejpecp.org/article/view/658",
abstract = "In our original paper, we provide an expression for
the variance of the counting functions associated with
the spatial particle configurations formed by infinite
systems of independent symmetric alpha-stable
processes. The formula (2.3) of the original paper, is
in fact the correct expression for the expected
conditional number variance. This is equal to the full
variance when L is a positive integer multiple of the
parameter a but, in general, the full variance has an
additional bounded fluctuating term. The main results
of the paper still hold for the full variance itself,
although some of the proofs require modification in
order to incorporate this change.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Number variance, symmetric $\alpha$-stable processes,
controlled variability, Gaussian fluctuations,
functional limits, long memory, Gaussian processes,
fractional Brownian motion",
}
@Article{Schuhmacher:2009:DED,
author = "Dominic Schuhmacher",
title = "Distance estimates for dependent thinnings of point
processes with densities",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "38:1080--38:1116",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-643",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/643",
abstract = "In [Schuhmacher, Electron. J. Probab. 10 (2005),
165--201] estimates of the Barbour--Brown distance $
d_2 $ between the distribution of a thinned point
process and the distribution of a Poisson process were
derived by combining discretization with a result based
on Stein's method. In the present article we
concentrate on point processes that have a density with
respect to a Poisson process, for which we can apply a
corresponding result directly without the detour of
discretization. This enables us to obtain better and
more natural bounds in the $ d_2$-metric, and for the
first time also bounds in the stronger total variation
metric. We give applications for thinning by covering
with an independent Boolean model and ``Matern type I''
thinning of fairly general point processes. These
applications give new insight into the respective
models, and either generalize or improve earlier
results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Barbour--Brown distance; point process; point process
density; Poisson process approximation; random field;
Stein's method; thinning; total variation distance",
}
@Article{Hutzenthaler:2009:VIM,
author = "Martin Hutzenthaler",
title = "The {Virgin Island} Model",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "39:1117--39:1161",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-646",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/646",
abstract = "A continuous mass population model with local
competition is constructed where every emigrant
colonizes an unpopulated island. The population founded
by an emigrant is modeled as excursion from zero of an
one-dimensional diffusion. With this excursion measure,
we construct a process which we call Virgin Island
Model. A necessary and sufficient condition for
extinction of the total population is obtained for
finite initial total mass.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching populations; Crump-Mode-Jagers process;
excursion measure; extinction; general branching
process; local competition; survival; Virgin Island
Model",
}
@Article{Redig:2009:CIM,
author = "Frank Redig and Jean Rene Chazottes",
title = "Concentration inequalities for {Markov} processes via
coupling",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "40:1162--40:1180",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-657",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/657",
abstract = "We obtain moment and Gaussian bounds for general
coordinate-wise Lipschitz functions evaluated along the
sample path of a Markov chain. We treat Markov chains
on general (possibly unbounded) state spaces via a
coupling method. If the first moment of the coupling
time exists, then we obtain a variance inequality. If a
moment of order $ 1 + a $ $ (a > 0) $ of the coupling
time exists, then depending on the behavior of the
stationary distribution, we obtain higher moment
bounds. This immediately implies polynomial
concentration inequalities. In the case that a moment
of order $ 1 + a $ is finite, uniformly in the starting
point of the coupling, we obtain a Gaussian bound. We
illustrate the general results with house of cards
processes, in which both uniform and non-uniform
behavior of moments of the coupling time can occur.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequalities, coupling, Markov
processes",
}
@Article{Hu:2009:CTM,
author = "Zhishui Hu and Qi-Man Shao and Qiying Wang",
title = "Cram{\'e}r Type Moderate deviations for the Maximum of
Self-normalized Sums",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "41:1181--41:1197",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-663",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/663",
abstract = "Let $ \{ X, X_i, i \geq 1 \} $ be i.i.d. random
variables, $ S_k $ be the partial sum and $ V_n^2 =
\sum_{1 \leq i \leq n} X_i^2 $. Assume that $ E(X) = 0
$ and $ E(X^4) < \infty $. In this paper we discuss the
moderate deviations of the maximum of the
self-normalized sums. In particular, we prove that $
P(\max_{1 \leq k \leq n} S_k \geq x V_n) / (1 - \Phi
(x)) \to 2 $ uniformly in $ x \in [0, o(n^{1 / 6}))
$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large deviation, moderate deviation, self-normalized
maximal sum",
}
@Article{Luschgy:2009:EGP,
author = "Harald Luschgy and Gilles Pag{\`e}s",
title = "Expansions for {Gaussian} Processes and {Parseval}
Frames",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "42:1198--42:1221",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-649",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/649",
abstract = "We derive a precise link between series expansions of
Gaussian random vectors in a Banach space and Parseval
frames in their reproducing kernel Hilbert space. The
results are applied to pathwise continuous Gaussian
processes and a new optimal expansion for fractional
Ornstein--Uhlenbeck processes is derived.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian process, series expansion, Parseval frame,
optimal expansion, fractional Ornstein--Uhlenbeck
process",
}
@Article{Dereich:2009:RNS,
author = "Steffen Dereich and Peter M{\"o}rters",
title = "Random networks with sublinear preferential
attachment: Degree evolutions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "43:1222--43:1267",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-647",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/647",
abstract = "We define a dynamic model of random networks, where
new vertices are connected to old ones with a
probability proportional to a sublinear function of
their degree. We first give a strong limit law for the
empirical degree distribution, and then have a closer
look at the temporal evolution of the degrees of
individual vertices, which we describe in terms of
large and moderate deviation principles. Using these
results, we expose an interesting phase transition: in
cases of strong preference of large degrees, eventually
a single vertex emerges forever as vertex of maximal
degree, whereas in cases of weak preference, the vertex
of maximal degree is changing infinitely often. Loosely
speaking, the transition between the two phases occurs
in the case when a new edge is attached to an existing
vertex with a probability proportional to the root of
its current degree.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Barabasi-Albert model; degree distribution; dynamic
random graphs; large deviation principle; maximal
degree; moderate deviation principle; sublinear
preferential attachment",
}
@Article{Joseph:2009:FQM,
author = "Mathew Joseph",
title = "Fluctuations of the quenched mean of a planar random
walk in an i.i.d. random environment with forbidden
direction",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "44:1268--44:1289",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-655",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/655",
abstract = "We consider an i.i.d. random environment with a strong
form of transience on the two dimensional integer
lattice. Namely, the walk always moves forward in the
y-direction. We prove an invariance principle for the
quenched expected position of the random walk indexed
by its level crossing times. We begin with a variation
of the Martingale Central Limit Theorem. The main part
of the paper checks the conditions of the theorem for
our problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; Green function; invariance
principle; random walk in random environment",
}
@Article{Rath:2009:ERR,
author = "Balazs Rath and Balint Toth",
title = "{Erd{\H{o}}s--R{\'e}nyi} random graphs $+$ forest
fires $=$ self-organized criticality",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "45:1290--45:1327",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-653",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/653",
abstract = "We modify the usual Erd{\H{o}}s--R{\'e}nyi random
graph evolution by letting connected clusters 'burn
down' (i.e., fall apart to disconnected single sites)
due to a Poisson flow of lightnings. In a range of the
intensity of rate of lightnings the system sticks to a
permanent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "forest fire model, Erd{\H{o}}s--R{\'e}nyi random
graph, Smoluchowski coagulation equations,
self-organized criticality",
}
@Article{Bojdecki:2009:OTB,
author = "Tomasz Bojdecki and Luis Gorostiza and Anna
Talarczyk",
title = "Occupation times of branching systems with initial
inhomogeneous {Poisson} states and related
superprocesses",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "46:1328--46:1371",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-665",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/665",
abstract = "The $ (d, \alpha, \beta, \gamma)$-branching particle
system consists of particles moving in $ \mathbb {R}^d$
according to a symmetric $ \alpha $-stable L{\'e}vy
process $ (0 < \alpha \leq 2)$, splitting with a
critical $ (1 + \beta)$-branching law $ (0 < \beta \leq
1)$, and starting from an inhomogeneous Poisson random
measure with intensity measure $ \mu_\gamma (d x) = d x
/ (1 + |x|^\gamma), \gamma \geq 0$. By means of time
rescaling $T$ and Poisson intensity measure $ H_T
\mu_\gamma $, occupation time fluctuation limits for
the system as $ T \to \infty $ have been obtained in
two special cases: Lebesgue measure ($ \gamma = 0$, the
homogeneous case), and finite measures $ (\gamma > d)$.
In some cases $ H_T \equiv 1$ and in others $ H_T \to
\infty $ as $ T \to \infty $ (high density systems).
The limit processes are quite different for Lebesgue
and for finite measures. Therefore the question arises
of what kinds of limits can be obtained for Poisson
intensity measures that are intermediate between
Lebesgue measure and finite measures. In this paper the
measures $ \mu_\gamma, \gamma \in (0, d]$, are used for
investigating this question. Occupation time
fluctuation limits are obtained which interpolate in
some way between the two previous extreme cases. The
limit processes depend on different arrangements of the
parameters $ d, \alpha, \beta, \gamma $. There are two
thresholds for the dimension $d$. The first one, $ d =
\alpha / \beta + \gamma $, determines the need for high
density or not in order to obtain non-trivial limits,
and its relation with a.s. local extinction of the
system is discussed. The second one, $ d = [\alpha (2 +
\beta) - \gamma \vee \alpha] / \beta $ \ (if $ \gamma <
d$), interpolates between the two extreme cases, and it
is a critical dimension which separates different
qualitative behaviors of the limit processes, in
particular long-range dependence in ``low'' dimensions,
and independent increments in ``high'' dimensions. In
low dimensions the temporal part of the limit process
is a new self-similar stable process which has two
different long-range dependence regimes depending on
relationships among the parameters. Related results for
the corresponding $ (d, \alpha, \beta,
\gamma)$-superprocess are also given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching particle system; limit theorem; long-range
dependence; occupation time fluctuation; stable
process; superprocess",
}
@Article{Picco:2009:ODR,
author = "Pierre Picco and Enza Orlandi",
title = "One-dimensional random field {Kac}'s model: weak large
deviations principle",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "47:1372--47:1416",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-662",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/662",
abstract = "We present a quenched weak large deviations principle
for the Gibbs measures of a Random Field Kac Model
(RFKM) in one dimension. The external random magnetic
field is given by symmetrically distributed Bernouilli
random variables. The results are valid for values of
the temperature and magnitude of the field in the
region where the free energy of the corresponding
random Curie Weiss model has only two absolute
minimizers. We give an explicit representation of the
large deviation rate function and characterize its
minimizers. We show that they are step functions taking
two values, the two absolute minimizers of the free
energy of the random Curie Weiss model. The points of
discontinuity are described by a stationary renewal
process related to the $h$-extrema of a bilateral
Brownian motion studied by Neveu and Pitman, where $h$
depends on the temperature and magnitude of the random
field. Our result is a complete characterization of the
typical profiles of RFKM (the ground states) which was
initiated in [2] and extended in [4].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "phase transition, large deviations random walk, random
environment, Kac potential",
}
@Article{Rosen:2009:ECP,
author = "Jay Rosen and Michael Marcus",
title = "Existence of a critical point for the infinite
divisibility of squares of {Gaussian} vectors in {$ R^2
$} with non--zero mean",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "48:1417--48:1455",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-669",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/669",
abstract = "Let $ G = (G_1, G_2) $ be a Gaussian vector in $ R^2 $
with $ E(G_1 G_2) \ne 0 $. Let $ c_1, c_2 \in R^1 $. A
necessary and sufficient condition for the vector $
((G_1 + c_1 \alpha)^2, (G_2 + c_2 \alpha)^2) $ to be
infinitely divisible for all $ \alpha \in R^1 $ is
that\par
$$ \Gamma_{i, i} \ge \frac {c_i}{c_j} \Gamma_{i, j} >
0 \qquad \forall \, 1 \leq i \ne j \leq 2. \qquad (0.1)
$$
In this paper we show that when (0.1) does not hold
there exists an $ 0 < \alpha_0 < \infty $ such that $
((G_1 + c_1 \alpha)^2, (G_2 + c_2 \alpha)^2) $ is
infinitely divisible for all $ | \alpha | \leq \alpha_0
$ but not for any $ | \alpha | > \alpha_0 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "critical point.; Gaussian vectors; infinite
divisibility",
}
@Article{Saloff-Coste:2009:MTI,
author = "Laurent Saloff-Coste and Jessica Zuniga",
title = "Merging for time inhomogeneous finite {Markov} chains,
{Part I}: Singular values and stability",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "49:1456--49:1494",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-656",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/656",
abstract = "We develop singular value techniques in the context of
time inhomogeneous finite Markov chains with the goal
of obtaining quantitative results concerning the
asymptotic behavior of such chains. We introduce the
notion of c-stability which can be viewed as a
generalization of the case when a time inhomogeneous
chain admits an invariant measure. We describe a number
of examples where these techniques yield quantitative
results concerning the merging of the distributions of
the time inhomogeneous chain started at two arbitrary
points.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Time inhomogeneous Markov chains, merging, singular
value inequalities",
}
@Article{Dombry:2009:FAR,
author = "Clement Dombry and Nadine Guillotin-Plantard",
title = "A functional approach for random walks in random
sceneries",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "50:1495--50:1512",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-659",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/659",
abstract = "A functional approach for the study of the random
walks in random sceneries (RWRS) is proposed. Under
fairly general assumptions on the random walk and on
the random scenery, functional limit theorems are
proved. The method allows to study separately the
convergence of the walk and of the scenery: on the one
hand, a general criterion for the convergence of the
local time of the walk is provided, on the other hand,
the convergence of the random measures associated with
the scenery is studied. This functional approach is
robust enough to recover many of the known results on
RWRS as well as new ones, including the case of many
walkers evolving in the same scenery.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Weak convergence, Random walk, Random scenery, Local
time",
}
@Article{Sami:2009:LER,
author = "Mustapha Sami",
title = "Lower estimates for random walks on a class of
amenable $p$-adic groups",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "51:1513--51:1531",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-667",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/667",
abstract = "We give central lower estimates for the transition
kernels corresponding to symmetric random walks on
certain amenable p-adic groups.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$p$-adic groups; Random walk",
}
@Article{Baker:2009:BSM,
author = "David Baker and Marc Yor",
title = "A {Brownian} sheet martingale with the same marginals
as the arithmetic average of geometric {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "52:1532--52:1540",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-674",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/674",
abstract = "We construct a martingale which has the same marginals
as the arithmetic average of geometric Brownian motion.
This provides a short proof of the recent result due to
P. Carr et al that the arithmetic average of geometric
Brownian motion is increasing in the convex order. The
Brownian sheet plays an essential role in the
construction. Our method may also be applied when the
Brownian motion is replaced by a stable subordinator.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convex order, Brownian sheet, Asian option, Running
average",
}
@Article{Bianchi:2009:SAM,
author = "Alessandra Bianchi and Anton Bovier and Dmitry
Ioffe",
title = "Sharp asymptotics for metastability in the random
field {Curie--Weiss} model",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "53:1541--53:1603",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-673",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/673",
abstract = "In this paper we study the metastable behavior of one
of the simplest disordered spin system, the random
field Curie--Weiss model. We will show how the
potential theoretic approach can be used to prove sharp
estimates on capacities and metastable exit times also
in the case when the distribution of the random field
is continuous. Previous work was restricted to the case
when the random field takes only finitely many values,
which allowed the reduction to a finite dimensional
problem using lumping techniques. Here we produce the
first genuine sharp estimates in a context where
entropy is important.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "capacity; disordered system; Glauber dynamics;
metastability; potential theory",
}
@Article{Teixeira:2009:IPT,
author = "Augusto Teixeira",
title = "Interlacement percolation on transient weighted
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "54:1604--54:1627",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-670",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/670",
abstract = "In this article, we first extend the construction of
random interlacements, introduced by A. S. Sznitman in
[14], to the more general setting of transient weighted
graphs. We prove the Harris-FKG inequality for this
model and analyze some of its properties on specific
classes of graphs. For the case of non-amenable graphs,
we prove that the critical value $ u_* $ for the
percolation of the vacant set is finite. We also prove
that, once $ \mathcal {G} $ satisfies the isoperimetric
inequality $ I S_6 $ (see (1.5)), $ u_* $ is positive
for the product $ \mathcal {G} \times \mathbb {Z} $
(where we endow $ \mathbb {Z} $ with unit weights).
When the graph under consideration is a tree, we are
able to characterize the vacant cluster containing some
fixed point in terms of a Bernoulli independent
percolation process. For the specific case of regular
trees, we obtain an explicit formula for the critical
value $ u_* $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walks, random interlacements, percolation",
}
@Article{Basdevant:2009:RTM,
author = "Anne-Laure Basdevant and Arvind Singh",
title = "Recurrence and transience of a multi-excited random
walk on a regular tree",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "55:1628--55:1669",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-672",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/672",
abstract = "We study a model of multi-excited random walk on a
regular tree which generalizes the models of the once
excited random walk and the digging random walk
introduced by Volkov (2003). We show the existence of a
phase transition and provide a criterion for the
recurrence/transience property of the walk. In
particular, we prove that the asymptotic behaviour of
the walk depends on the order of the excitations, which
contrasts with the one dimensional setting studied by
Zerner (2005). We also consider the limiting speed of
the walk in the transient regime and conjecture that it
is not a monotonic function of the environment.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Multi-excited random walk, self-interacting random
walk, branching Markov chain",
}
@Article{Sznitman:2009:DRW,
author = "Alain-Sol Sznitman",
title = "On the domination of a random walk on a discrete
cylinder by random interlacements",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "56:1670--56:1704",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-679",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/679",
abstract = "We consider simple random walk on a discrete cylinder
with base a large $d$-dimensional torus of side-length
$N$, when $d$ is two or more. We develop a stochastic
domination control on the local picture left by the
random walk in boxes of side-length almost of order
$N$, at certain random times comparable to the square
of the number of sites in the base. We show a
domination control in terms of the trace left in
similar boxes by random interlacements in the infinite
$ (d + 1)$-dimensional cubic lattice at a suitably
adjusted level. As an application we derive a lower
bound on the disconnection time of the discrete
cylinder, which as a by-product shows the tightness of
the laws of the ratio of the square of the number of
sites in the base to the disconnection time. This fact
had previously only been established when $d$ is at
least 17.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "disconnection; discrete cylinders; random
interlacements; random walks",
}
@Article{Merkl:2009:SBC,
author = "Franz Merkl and Silke Rolles",
title = "Spontaneous breaking of continuous rotational symmetry
in two dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "57:1705--57:1726",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-671",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/671",
abstract = "In this article, we consider a simple model in
equilibrium statistical mechanics for a two-dimensional
crystal without defects. In this model, the local
specifications for infinite-volume Gibbs measures are
rotationally symmetric. We show that at sufficiently
low, but positive temperature, rotational symmetry is
spontaneously broken in some infinite-volume Gibbs
measures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gibbs measure, rotation, spontaneous symmetry
breaking, continuous symmetry",
}
@Article{deBouard:2009:SDK,
author = "Anne de Bouard and Arnaud Debussche",
title = "Soliton dynamics for the {Korteweg--de Vries} equation
with multiplicative homogeneous noise",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "58:1727--58:1744",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-683",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/683",
abstract = "We consider a randomly perturbed Korteweg-de Vries
equation. The perturbation is a random potential
depending both on space and time, with a white noise
behavior in time, and a regular, but stationary
behavior in space. We investigate the dynamics of the
soliton of the KdV equation in the presence of this
random perturbation, assuming that the amplitude of the
perturbation is small. We estimate precisely the exit
time of the perturbed solution from a neighborhood of
the modulated soliton, and we obtain the modulation
equations for the soliton parameters. We moreover prove
a central limit theorem for the dispersive part of the
solution, and investigate the asymptotic behavior in
time of the limit process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Korteweg-de Vries equation; solitary waves; stochastic
partial differential equations; white noise, central
limit theorem",
}
@Article{Warren:2009:SED,
author = "Jon Warren and Peter Windridge",
title = "Some examples of dynamics for {Gelfand--Tsetlin}
patterns",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "59:1745--59:1769",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-682",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/682",
abstract = "We give three examples of stochastic processes in the
Gelfand--Tsetlin cone in which each component evolves
independently apart from a blocking and pushing
interaction. These processes give rise to couplings
between certain conditioned Markov processes, last
passage times and exclusion processes. In the first two
examples, we deduce known identities in distribution
between such processes whilst in the third example, the
components of the process cannot escape past a wall at
the origin and we obtain a new relation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "conditioned Markov process; exclusion process;
Gelfand--Tsetlin cone; last passage percolation; random
matrices",
}
@Article{Raimond:2009:SGR,
author = "Olivier Raimond and Bruno Schapira",
title = "On some generalized reinforced random walk on
integers",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "60:1770--60:1789",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-685",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/685",
abstract = "We consider Reinforced Random Walks where transitions
probabilities are a function of the proportions of
times the walk has traversed an edge. We give
conditions for recurrence or transience. A phase
transition is observed, similar to Pemantle [7] on
trees",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Reinforced random walks, urn processes",
}
@Article{Beghin:2009:FPP,
author = "Luisa Beghin and Enzo Orsingher",
title = "Fractional {Poisson} processes and related planar
random motions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "61:1790--61:1826",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-675",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/675",
abstract = "We present three different fractional versions of the
Poisson process and some related results concerning the
distribution of order statistics and the compound
Poisson process. The main version is constructed by
considering the difference-differential equation
governing the distribution of the standard Poisson
process, $ N(t), t > 0 $, and by replacing the
time-derivative with the fractional Dzerbayshan--Caputo
derivative of order $ \nu \in (0, 1] $. For this
process, denoted by $ \mathcal {N}_\nu (t), t > 0, $ we
obtain an interesting probabilistic representation in
terms of a composition of the standard Poisson process
with a random time, of the form $ \mathcal {N}_\nu (t)
= N(\mathcal {T}_{2 \nu }(t)), $ $ t > 0 $. The time
argument $ \mathcal {T}_{2 \nu }(t), t > 0 $, is itself
a random process whose distribution is related to the
fractional diffusion equation. We also construct a
planar random motion described by a particle moving at
finite velocity and changing direction at times spaced
by the fractional Poisson process $ \mathcal {N}_\nu .
$ For this model we obtain the distributions of the
random vector representing the position at time $t$,
under the condition of a fixed number of events and in
the unconditional case. For some specific values of $
\nu \in (0, 1]$ we show that the random position has a
Brownian behavior (for $ \nu = 1 / 2$) or a
cylindrical-wave structure (for $ \nu = 1$).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Compound Poisson process; Cylindrical waves; Finite
velocity random motions; Fractional derivative;
Fractional heat-wave equations; Mittag-Leffler
function; Order statistics; Random velocity motions",
}
@Article{Ethier:2009:LTP,
author = "S. Ethier and Jiyeon Lee",
title = "Limit theorems for {Parrondo}'s paradox",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "62:1827--62:1862",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-684",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/684",
abstract = "That there exist two losing games that can be
combined, either by random mixture or by nonrandom
alternation, to form a winning game is known as
Parrondo's paradox. We establish a strong law of large
numbers and a central limit theorem for the Parrondo
player's sequence of profits, both in a one-parameter
family of capital-dependent games and in a
two-parameter family of history-dependent games, with
the potentially winning game being either a random
mixture or a nonrandom pattern of the two losing games.
We derive formulas for the mean and variance parameters
of the central limit theorem in nearly all such
scenarios; formulas for the mean permit an analysis of
when the Parrondo effect is present.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Parrondo's paradox, Markov chain, strong law of large
numbers, central limit theorem, strong mixing property,
fundamental matrix, spectral representation",
}
@Article{Crisan:2009:NFS,
author = "Dan Crisan and Michael Kouritzin and Jie Xiong",
title = "Nonlinear filtering with signal dependent observation
noise",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "63:1863--63:1883",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-687",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/687",
abstract = "The paper studies the filtering problem for a
non-classical framework: we assume that the observation
equation is driven by a signal dependent noise. We show
that the support of the conditional distribution of the
signal is on the corresponding level set of the
derivative of the quadratic variation process.
Depending on the intrinsic dimension of the noise, we
distinguish two cases: In the first case, the
conditional distribution has discrete support and we
deduce an explicit representation for the conditional
distribution. In the second case, the filtering problem
is equivalent to a classical one defined on a manifold
and we deduce the evolution equation of the conditional
distribution. The results are applied to the filtering
problem where the observation noise is an
Ornstein--Uhlenbeck process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Nonlinear Filtering, Ornstein Uhlenbeck Noise,
Signal-",
}
@Article{Boucheron:2009:CSB,
author = "Stephane Boucheron and Gabor Lugosi and Pascal
Massart",
title = "On concentration of self-bounding functions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "64:1884--64:1899",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-690",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/690",
abstract = "We prove some new concentration inequalities for
self-bounding functions using the entropy method. As an
application, we recover Talagrand's convex distance
inequality. The new Bernstein-like inequalities for
self-bounding functions are derived thanks to a careful
analysis of the so-called Herbst argument. The latter
involves comparison results between solutions of
differential inequalities that may be interesting in
their own right.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequality, convex distance,
self-bounding function",
}
@Article{Gao:2009:MDL,
author = "Fuqing Gao and Yanqing Wang",
title = "Moderate deviations and laws of the iterated logarithm
for the volume of the intersections of {Wiener}
sausages",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "65:1900--65:1935",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-692",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/692",
abstract = "Using the high moment method and the Feynman--Kac
semigroup technique, we obtain moderate deviations and
laws of the iterated logarithm for the volume of the
intersections of two and three dimensional Wiener
sausages.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations; laws of the iterated logarithm;
moderate deviations; Wiener sausage",
}
@Article{Collevecchio:2009:LTV,
author = "Andrea Collevecchio",
title = "Limit theorems for vertex-reinforced jump processes on
regular trees",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "66:1936--66:1962",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-693",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/693",
abstract = "Consider a vertex-reinforced jump process defined on a
regular tree, where each vertex has exactly $b$
children, with $ b \geq 3$. We prove the strong law of
large numbers and the central limit theorem for the
distance of the process from the root. Notice that it
is still unknown if vertex-reinforced jump process is
transient on the binary tree.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; Reinforced random walks; strong
law of large numbers",
}
@Article{Salminen:2009:SLM,
author = "Paavo Salminen and Pierre Vallois",
title = "On subexponentiality of the {L{\'e}vy} measure of the
inverse local time; with applications to
penalizations",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "67:1963--67:1991",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-686",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/686",
abstract = "For a recurrent linear diffusion on the positive real
axis we study the asymptotics of the distribution of
its local time at 0 as the time parameter tends to
infinity. Under the assumption that the L{\'e}vy
measure of the inverse local time is subexponential
this distribution behaves asymptotically as a multiple
of the L{\'e}vy measure. Using spectral representations
we find the exact value of the multiple. For this we
also need a result on the asymptotic behavior of the
convolution of a subexponential distribution and an
arbitrary distribution on the positive real axis. The
exact knowledge of the asymptotic behavior of the
distribution of the local time allows us to analyze the
process derived via a penalization procedure with the
local time. This result generalizes the penalizations
obtained by Roynette, Vallois and Yor in Studia Sci.
Math. Hungar. 45(1), 2008 for Bessel processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, Bessel process, Hitting time,
Tauberian theorem, excursions",
}
@Article{Aurzada:2009:SDP,
author = "Frank Aurzada and Mikhail Lifshits",
title = "On the small deviation problem for some iterated
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "68:1992--68:2010",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-689",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/689",
abstract = "We derive general results on the small deviation
behavior for some classes of iterated processes. This
allows us, in particular, to calculate the rate of the
small deviations for n-iterated Brownian motions and,
more generally, for the iteration of n fractional
Brownian motions. We also give a new and correct proof
of some results in E. Nane, Electron. J. Probab. 11
(2006), no. 18, 434--459.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "iterated Brownian motion; iterated fractional Brownian
motion; iterated process; local time; small ball
problem; small deviations",
}
@Article{Spiliopoulos:2009:WPR,
author = "Konstantinos Spiliopoulos",
title = "{Wiener} Process with Reflection in Non-Smooth Narrow
Tubes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "69:2011--69:2037",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-691",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/691",
abstract = "Wiener process with instantaneous reflection in narrow
tubes of width $ \epsilon \ll 1 $ around axis $x$ is
considered in this paper. The tube is assumed to be
(asymptotically) non-smooth in the following sense. Let
$ V^{\epsilon }(x)$ be the volume of the cross-section
of the tube. We assume that $ \frac {1}{\epsilon
}V^{\epsilon }(x)$ converges in an appropriate sense to
a non-smooth function as $ \epsilon \downarrow 0$. This
limiting function can be composed by smooth functions,
step functions and also the Dirac delta distribution.
Under this assumption we prove that the $x$-component
of the Wiener process converges weakly to a Markov
process that behaves like a standard diffusion process
away from the points of discontinuity and has to
satisfy certain gluing conditions at the points of
discontinuity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Delay; Gluing Conditions; Narrow Tubes; Non-smooth
Boundary; Reflection; Wiener Process",
}
@Article{Caravenna:2009:DPM,
author = "Francesco Caravenna and Nicolas P{\'e}tr{\'e}lis",
title = "Depinning of a polymer in a multi-interface medium",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "70:2038--70:2067",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-698",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/698",
abstract = "In this paper we consider a model which describes a
polymer chain interacting with an infinity of
equi-spaced linear interfaces. The distance between two
consecutive interfaces is denoted by $ T = T_N $ and is
allowed to grow with the size $N$ of the polymer. When
the polymer receives a positive reward for touching the
interfaces, its asymptotic behavior has been derived in
Caravenna and Petrelis (2009), showing that a
transition occurs when $ T_N \approx \log N$. In the
present paper, we deal with the so-called {\em
depinning case}, i.e., the polymer is repelled rather
than attracted by the interfaces. Using techniques from
renewal theory, we determine the scaling behavior of
the model for large $N$ as a function of $ \{ T_N
\}_N$, showing that two transitions occur, when $ T_N
\approx N^{1 / 3}$ and when $ T_N \approx \sqrt {N}$
respectively.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Localization/delocalization transition; Pinning Model;
Polymer Model; Random Walk; Renewal Theory",
}
@Article{Fradelizi:2009:CIC,
author = "Matthieu Fradelizi",
title = "Concentration inequalities for $s$-concave measures of
dilations of {Borel} sets and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "71:2068--71:2090",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-695",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/695",
abstract = "We prove a sharp inequality conjectured by Bobkov on
the measure of dilations of Borel sets in the Euclidean
space by a $s$-concave probability measure. Our result
gives a common generalization of an inequality of
Nazarov, Sodin and Volberg and a concentration
inequality of Gu{\'e}don. Applying our inequality to
the level sets of functions satisfying a Remez type
inequality, we deduce, as it is classical, that these
functions enjoy dimension free distribution
inequalities and Kahane--Khintchine type inequalities
with positive and negative exponent, with respect to an
arbitrary $s$-concave probability measure",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "dilation; Khintchine type inequalities; large
deviations; localization lemma; log-concave measures;
Remez type inequalities; small deviations; sublevel
sets",
}
@Article{Gartner:2009:ICT,
author = "J{\"u}rgen G{\"a}rtner and Frank den Hollander and
Gr{\'e}gory Maillard",
title = "Intermittency on catalysts: three-dimensional simple
symmetric exclusion",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "72:2091--72:2129",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-694",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/694",
abstract = "We continue our study of intermittency for the
parabolic Anderson model $ \partial u / \partial t =
\kappa \Delta u + \xi u $ in a space-time random medium
$ \xi $, where $ \kappa $ is a positive diffusion
constant, $ \Delta $ is the lattice Laplacian on $
\mathbb {Z}^d $, $ d \geq 1 $, and $ \xi $ is a simple
symmetric exclusion process on $ \mathbb {Z}^d $ in
Bernoulli equilibrium. This model describes the
evolution of a {\em reactant} $u$ under the influence
of a {\em catalyst} $ \xi $.\par
In G{\"a}rtner, den Hollander and Maillard [3] we
investigated the behavior of the annealed Lyapunov
exponents, i.e., the exponential growth rates as $ t
\to \infty $ of the successive moments of the solution
$u$. This led to an almost complete picture of
intermittency as a function of $d$ and $ \kappa $. In
the present paper we finish our study by focussing on
the asymptotics of the Lyaponov exponents as $ \kappa
\to \infty $ in the {\em critical} dimension $ d = 3$,
which was left open in G{\"a}rtner, den Hollander and
Maillard [3] and which is the most challenging. We show
that, interestingly, this asymptotics is characterized
not only by a {\em Green} term, as in $ d \geq 4$, but
also by a {\em polaron} term. The presence of the
latter implies intermittency of {\em all} orders above
a finite threshold for $ \kappa $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "catalytic random medium; exclusion process; graphical
representation; intermittency; large deviations;
Lyapunov exponents; Parabolic Anderson model",
}
@Article{Bercu:2009:FCL,
author = "Bernard Bercu and Pierre {Del Moral} and Arnaud
Doucet",
title = "A Functional {Central Limit Theorem} for a Class of
Interacting {Markov} Chain {Monte Carlo} Methods",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "73:2130--73:2155",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-701",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/701",
abstract = "We present a functional central limit theorem for a
new class of interacting Markov chain Monte Carlo
algorithms. These stochastic algorithms have been
recently introduced to solve non-linear measure-valued
equations. We provide an original theoretical analysis
based on semigroup techniques on distribution spaces
and fluctuation theorems for self-interacting random
fields. Additionally we also present a series of sharp
mean error bounds in terms of the semigroup associated
with the first order expansion of the limiting
measure-valued process. We illustrate our results in
the context of Feynman--Kac semigroups",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Multivariate and functional central limit theorems,
random fields, martingale limit theorems,
self-interacting Markov chains, Markov chain Monte
Carlo methods, Feynman--Kac semigroups",
}
@Article{Penrose:2009:NAI,
author = "Mathew Penrose",
title = "Normal Approximation for Isolated Balls in an Urn
Allocation Model",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "74:2155--74:2181",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-699",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/699",
abstract = "Consider throwing $n$ balls at random into $m$ urns,
each ball landing in urn $i$ with probability $ p(i)$.
Let $S$ be the resulting number of singletons, i.e.,
urns containing just one ball. We give an error bound
for the Kolmogorov distance from the distribution of
$S$ to the normal, and estimates on its variance. These
show that if $n$, $m$ and $ (p(i))$ vary in such a way
that $ n p(i)$ remains bounded uniformly in $n$ and
$i$, then $S$ satisfies a CLT if and only if ($n$
squared) times the sum of the squares of the entries $
p(i)$ tends to infinity, and demonstrate an optimal
rate of convergence in the CLT in this case. In the
uniform case with all $ p(i)$ equal and with $m$ and
$n$ growing proportionately, we provide bounds with
better asymptotic constants. The proof of the error
bounds is based on Stein's method via size-biased
couplings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "{Berry--Ess{\'e}en} bound, central limit theorem,
occupancy scheme, size biased coupling, Stein's
method",
}
@Article{Burdzy:2009:DSF,
author = "Krzysztof Burdzy",
title = "Differentiability of Stochastic Flow of Reflected
{Brownian} Motions",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "75:2182--75:2240",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-700",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/700",
abstract = "We prove that a stochastic flow of reflected Brownian
motions in a smooth multidimensional domain is
differentiable with respect to its initial position.
The derivative is a linear map represented by a
multiplicative functional for reflected Brownian
motion. The method of proof is based on excursion
theory and analysis of the deterministic Skorokhod
equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Reflected Brownian motion, multiplicative functional",
}
@Article{Abreu:2009:TLP,
author = "Victor Perez Abreu and Constantin Tudor",
title = "On the Traces of {Laguerre} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "76:2241--76:2263",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-702",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/702",
abstract = "Almost sure and $ L^k$-convergence of the traces of
Laguerre processes to the family of dilations of the
standard free Poisson distribution are established. We
also prove that the fluctuations around the limiting
process, converge weakly to a continuous centered
Gaussian process. The almost sure convergence on
compact time intervals of the largest and smallest
eigenvalues processes is also established",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Matrix valued process, Complex Wishart distribution,
Trace processes, Largest and smallest eigenvalues,
Propagation of chaos, Fluctuations of moments, Free
Poisson distribution",
}
@Article{Zhang:2009:TCV,
author = "Yu Zhang",
title = "The Time Constant Vanishes Only on the Percolation
Cone in Directed First Passage Percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "77:2264--77:2286",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-706",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/706",
abstract = "We consider the directed first passage percolation
model on $ \mathbb {Z}^2 $. In this model, we assign
independently to each edge $e$ a passage time $ t(e)$
with a common distribution $F$. We denote by $ \vec
{T}(0, (r, \theta))$ the passage time from the origin
to $ (r, \theta)$ by a northeast path for $ (r, \theta)
\in \mathbb {R}_+ \times [0, \pi / 2]$. It is known
that $ \vec {T}(0, (r, \theta)) / r$ converges to a
time constant $ \vec {\mu }_F(\theta)$. Let $ \vec
{p}_c$ denote the critical probability for oriented
percolation. In this paper, we show that the time
constant has a phase transition at $ \vec {p}_c$, as
follows: (1) If $ F(0) < \vec {p}_c$, then $ \vec {\mu
}_F(\theta) > 0$ for all $ 0 \leq \theta \leq \pi / 2$.
(2) If $ F(0) = \vec {p}_c$, then $ \vec {\mu
}_F(\theta) > 0$ if and only if $ \theta \neq \pi / 4$.
(3) If $ F(0) = p > \vec {p}_c$, then there exists a
percolation cone between $ \theta_p^-$ and $
\theta_p^+$ for $ 0 \leq \theta^-_p < \theta^+_p \leq
\pi / 2$ such that $ \vec {\mu }(\theta) > 0$ if and
only if $ \theta \not \in [\theta_p^-, \theta^+_p]$.
Furthermore, all the moments of $ \vec {T}(0, (r,
\theta))$ converge whenever $ \theta \in [\theta_p^-,
\theta^+_p]$. As applications, we describe the shape of
the directed growth model on the distribution of $F$.
We give a phase transition for the shape at $ \vec
{p}_c$",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "directed first passage percolation, growth model, and
phase transition",
}
@Article{Nourdin:2009:DFC,
author = "Ivan Nourdin and Frederi Viens",
title = "Density Formula and Concentration Inequalities with
{Malliavin} Calculus",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "78:2287--78:2309",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-707",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/707",
abstract = "We show how to use the Malliavin calculus to obtain a
new exact formula for the density $ \rho $ of the law
of any random variable $Z$ which is measurable and
differentiable with respect to a given isonormal
Gaussian process. The main advantage of this formula is
that it does not refer to the divergence operator $
\delta $ (dual of the Malliavin derivative $D$). The
formula is based on an auxiliary random variable $ G :=
< D Z, - D L^{-1}Z >_H$, where $L$ is the generator of
the so-called Ornstein--Uhlenbeck semigroup. The use of
$G$ was first discovered by Nourdin and Peccati (PTRF
145 75-118 2009
\url{http://www.ams.org/mathscinet-getitem?mr=2520122}MR-2520122),
in the context of rates of convergence in law. Here,
thanks to $G$, density lower bounds can be obtained in
some instances. Among several examples, we provide an
application to the (centered) maximum of a general
Gaussian process. We also explain how to derive
concentration inequalities for $Z$ in our framework.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequality; density; fractional Brownian
motion; Malliavin calculus; suprema of Gaussian
processes",
}
@Article{Sakagawa:2009:CTD,
author = "Hironobu Sakagawa",
title = "Confinement of the Two Dimensional Discrete {Gaussian}
Free Field Between Two Hard Walls",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "79:2310--79:2327",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-711",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/711",
abstract = "We consider the two dimensional discrete Gaussian free
field confined between two hard walls. We show that the
field becomes massive and identify the precise
asymptotic behavior of the mass and the variance of the
field as the height of the wall goes to infinity. By
large fluctuation of the field, asymptotic behaviors of
these quantities in the two dimensional case differ
greatly from those of the higher dimensional case
studied by [S07].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian field; hard wall; mass; random interface;
random walk representation",
}
@Article{vanBargen:2009:AGS,
author = "Holger van Bargen",
title = "Asymptotic Growth of Spatial Derivatives of Isotropic
Flows",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "80:2328--80:2351",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-704",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/704",
abstract = "It is known from the multiplicative ergodic theorem
that the norm of the derivative of certain stochastic
flows at a previously fixed point grows exponentially
fast in time as the flows evolves. We prove that this
is also true if one takes the supremum over a bounded
set of initial points. We give an explicit bound for
the exponential growth rate which is far different from
the lower bound coming from the Multiplicative Ergodic
Theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic flows, isotropic Brownian flows, isotropic
Ornstein--Uhlenbeck flows, asymptotic behavior of
derivatives",
}
@Article{Barbour:2009:FCC,
author = "Andrew Barbour and Svante Janson",
title = "A Functional Combinatorial {Central Limit Theorem}",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "81:2352--81:2370",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-709",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/709",
abstract = "The paper establishes a functional version of the
Hoeffding combinatorial central limit theorem. First, a
pre-limiting Gaussian process approximation is defined,
and is shown to be at a distance of the order of the
Lyapounov ratio from the original random process.
Distance is measured by comparison of expectations of
smooth functionals of the processes, and the argument
is by way of Stein's method. The pre-limiting process
is then shown, under weak conditions, to converge to a
Gaussian limit process. The theorem is used to describe
the shape of random permutation tableaux.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "combinatorial central limit theorem; Gaussian process;
permutation tableau; Stein's method",
}
@Article{Csaki:2009:SLT,
author = "Endre Cs{\'a}ki and Mikl{\'o}s Cs{\"o}rg{\"o} and
Antonia Feldes and P{\'a}l R{\'e}v{\'e}sz",
title = "Strong Limit Theorems for a Simple Random Walk on the
$2$-Dimensional Comb",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "82:2371--82:2390",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-710",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/710",
abstract = "We study the path behaviour of a simple random walk on
the $2$-dimensional comb lattice $ C^2$ that is
obtained from $ \mathbb {Z}^2$ by removing all
horizontal edges off the $x$-axis. In particular, we
prove a strong approximation result for such a random
walk which, in turn, enables us to establish strong
limit theorems, like the joint Strassen type law of the
iterated logarithm of its two components, as well as
their marginal Hirsch type behaviour.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "2-dimensional comb; 2-dimensional Wiener process;
iterated Brownian motion; Laws of the iterated
logarithm; Random walk; strong approximation",
}
@Article{Bai:2009:CLS,
author = "Zhidong Bai and Xiaoying Wang and Wang Zhou",
title = "{CLT} for Linear Spectral Statistics of {Wigner}
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "83:2391--83:2417",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-705",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/705",
abstract = "In this paper, we prove that the spectral empirical
process of Wigner matrices under sixth-moment
conditions, which is indexed by a set of functions with
continuous fourth-order derivatives on an open interval
including the support of the semicircle law, converges
weakly in finite dimensions to a Gaussian process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bernstein polynomial; central limit theorem; Stieltjes
transform; Wigner matrices",
}
@Article{Birkner:2009:GSF,
author = "Matthias Birkner and Jochen Blath",
title = "Generalised Stable {Fleming--Viot} Processes as
Flickering Random Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "84:2418--84:2437",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-712",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/712",
abstract = "We study some remarkable path-properties of
generalised stable Fleming--Viot processes (including
the so-called spatial Neveu superprocess), inspired by
the notion of a ``wandering random measure'' due to
Dawson and Hochberg (1982). In particular, we make use
of Donnelly and Kurtz' (1999) modified lookdown
construction to analyse their longterm scaling
properties, exhibiting a rare natural example of a
scaling family of probability laws converging in f.d.d.
sense, but not weakly w.r.t. any of Skorohod's
topologies on path space. This phenomenon can be
explicitly described and intuitively understood in
terms of ``sparks'', leading to the concept of a
``flickering random measure''. In particular, this
completes results of Fleischmann and Wachtel (2006)
about the spatial Neveu process and complements results
of Dawson and Hochberg (1982) about the classical
Fleming Viot process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Generalised Fleming--Viot process, flickering random
measure, measure-valued diffusion, lookdown
construction, wandering random measure, Neveu
superprocess, path properties, tightness, Skorohod
topology",
}
@Article{Dereudre:2009:VCG,
author = "David Dereudre and Hans-Otto Georgii",
title = "Variational Characterisation of {Gibbs} Measures with
{Delaunay} Triangle Interaction",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "85:2438--85:2462",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-713",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/713",
abstract = "This paper deals with stationary Gibbsian point
processes on the plane with an interaction that depends
on the tiles of the Delaunay triangulation of points
via a bounded triangle potential. It is shown that the
class of these Gibbs processes includes all minimisers
of the associated free energy density and is therefore
nonempty. Conversely, each such Gibbs process minimises
the free energy density, provided the potential
satisfies a weak long-range assumption.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Delaunay triangulation; free energy; Gibbs measure;
large deviations; pressure; variational principle;
Voronoi tessellation",
}
@Article{Bose:2009:LSD,
author = "Arup Bose and Rajat Hazra and Koushik Saha",
title = "Limiting Spectral Distribution of Circulant Type
Matrices with Dependent Inputs",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "86:2463--86:2491",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-714",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/714",
abstract = "Limiting spectral distribution (LSD) of scaled
eigenvalues of circulant, symmetric circulant and a
class of k-circulant matrices are known when the input
sequence is independent and identically distributed
with finite moments of suitable order. We derive the
LSD of these matrices when the input sequence is a
stationary, two sided moving average process of
infinite order. The limits are suitable mixtures of
normal, symmetric square root of the chi square, and
other mixture distributions, with the spectral density
of the process involved in the mixtures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$k$ circulant matrix; circulant matrix; eigenvalues;
empirical spectral distribution; Large dimensional
random matrix; limiting spectral distribution; moving
average process; normal; reverse circulant matrix;
spectral density; symmetric circulant matrix",
}
@Article{Bercu:2009:AAB,
author = "Bernard Bercu and Beno{\^\i}te de Saporta and Anne
G{\'e}gout-Petit",
title = "Asymptotic Analysis for Bifurcating Autoregressive
Processes via a Martingale Approach",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "87:2492--87:2526",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-717",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/717",
abstract = "We study the asymptotic behavior of the least squares
estimators of the unknown parameters of general
pth-order bifurcating autoregressive processes. Under
very weak assumptions on the driven noise of the
process, namely conditional pair-wise independence and
suitable moment conditions, we establish the almost
sure convergence of our estimators together with the
quadratic strong law and the central limit theorem. All
our analysis relies on non-standard asymptotic results
for martingales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "almost sure convergence; bifurcating autoregressive
process; central limit theorem; least squares
estimation; martingales; quadratic strong law;
tree-indexed times series",
}
@Article{Blomker:2009:AES,
author = "Dirk Bl{\"o}mker and Wael Mohammed",
title = "Amplitude Equation for {SPDEs} with Quadratic
Non-Linearities",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "88:2527--88:2550",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-716",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/716",
abstract = "In this paper we rigorously derive stochastic
amplitude equations for a rather general class of SPDEs
with quadratic nonlinearities forced by small additive
noise. Near a change of stability we use the natural
separation of time-scales to show that the solution of
the original SPDE is approximated by the solution of an
amplitude equation, which describes the evolution of o
dominant modes. Our results significantly improve older
results. We focus on equations with quadratic
nonlinearities and give applications to the
one-dimensional Burgers? equation and a model from
surface growth.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Amplitude equations, quadratic nonlinearities,
separation of time-scales, SPDE",
}
@Article{Bessaih:2009:LDP,
author = "Hakima Bessaih and Annie Millet",
title = "Large Deviation Principle and Inviscid Shell Models",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "89:2551--89:2579",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-719",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/719",
abstract = "LDP is proved for the inviscid shell model of
turbulence. As the viscosity coefficient converges to 0
and the noise intensity is multiplied by its square
root, we prove that some shell models of turbulence
with a multiplicative stochastic perturbation driven by
a $H$-valued Brownian motion satisfy a LDP in $
\mathcal {C}([0, T], V)$ for the topology of uniform
convergence on $ [0, T]$, but where $V$ is endowed with
a topology weaker than the natural one. The initial
condition has to belong to $V$ and the proof is based
on the weak convergence of a family of stochastic
control equations. The rate function is described in
terms of the solution to the inviscid equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "large deviations; Shell models of turbulence;
stochastic PDEs; viscosity coefficient and inviscid
models",
}
@Article{Caputo:2009:RTL,
author = "Pietro Caputo and Alessandra Faggionato and Alexandre
Gaudilliere",
title = "Recurrence and Transience for Long-Range Reversible
Random Walks on a Random Point Process",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "90:2580--90:2616",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-721",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/721",
abstract = "We consider reversible random walks in random
environment obtained from symmetric long-range jump
rates on a random point process. We prove almost sure
transience and recurrence results under suitable
assumptions on the point process and the jump rate
function. For recurrent models we obtain almost sure
estimates on effective resistances in finite boxes. For
transient models we construct explicit fluxes with
finite energy on the associated electrical network.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk in random environment, recurrence,
transience, point process, electrical network",
}
@Article{Biau:2009:AND,
author = "G{\'e}rard Biau and Benoit Cadre and David Mason and
Bruno Pelletier",
title = "Asymptotic Normality in Density Support Estimation",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "91:2617--91:2635",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-722",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/722",
abstract = "Let $ X_1, \ldots, X_n $ be $n$ independent
observations drawn from a multivariate probability
density $f$ with compact support $ S_f$. This paper is
devoted to the study of the estimator $ \hat {S}_n$ of
$ S_f$ defined as the union of balls centered at the $
X_i$ and with common radius $ r_n$. Using tools from
Riemannian geometry, and under mild assumptions on $f$
and the sequence $ (r_n)$, we prove a central limit
theorem for $ \lambda (S_n \Delta S_f)$, where $
\lambda $ denotes the Lebesgue measure on $ \mathbb
{R}^d$ and $ \Delta $ the symmetric difference
operation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem; Nonparametric statistics;
Support estimation; Tubular neighborhood",
}
@Article{Doring:2009:MDR,
author = "Hanna D{\"o}ring and Peter Eichelsbacher",
title = "Moderate Deviations in a Random Graph and for the
Spectrum of {Bernoulli} Random Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "92:2636--92:2656",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-723",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/723",
abstract = "We prove the moderate deviation principle for subgraph
count statistics of Erd{\H{o}}s--R{\'e}nyi random
graphs. This is equivalent in showing the moderate
deviation principle for the trace of a power of a
Bernoulli random matrix. It is done via an estimation
of the log-Laplace transform and the G{\"a}rtner-Ellis
theorem. We obtain upper bounds on the upper tail
probabilities of the number of occurrences of small
subgraphs. The method of proof is used to show
supplemental moderate deviation principles for a class
of symmetric statistics, including non-degenerate
U-statistics with independent or Markovian entries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequalities; Markov chains; moderate
deviations; random graphs; random matrices;
U-statistics",
}
@Article{DeBlassie:2009:EPB,
author = "Dante DeBlassie",
title = "The Exit Place of {Brownian} Motion in an Unbounded
Domain",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "93:2657--93:2690",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-726",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/726",
abstract = "For Brownian motion in an unbounded domain we study
the influence of the ``far away'' behavior of the
domain on the probability that the modulus of the
Brownian motion is large when it exits the domain.
Roughly speaking, if the domain expands at a sublinear
rate, then the chance of a large exit place decays in a
subexponential fashion. The decay rate can be
explicitly given in terms of the sublinear expansion
rate. Our results encompass and extend some known
special cases.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exit place of Brownian motion, parabolic-type domain,
horn-shaped domain, $h$-transform, Green function,
harmonic measure",
}
@Article{Linde:2009:SRF,
author = "Werner Linde and Antoine Ayache",
title = "Series Representations of Fractional {Gaussian}
Processes by Trigonometric and {Haar} Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "14",
pages = "94:2691--94:2719",
year = "2009",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v14-727",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/727",
abstract = "The aim of the present paper is to investigate series
representations of the Riemann--Liouville process $
R^\alpha $, $ \alpha > 1 / 2 $, generated by classical
orthonormal bases in $ L_2 [0, 1] $. Those bases are,
for example, the trigonometric or the Haar system. We
prove that the representation of $ R^\alpha $ via the
trigonometric system possesses the optimal convergence
rate if and only if $ 1 / 2 < \alpha \leq 2 $. For the
Haar system we have an optimal approximation rate if $
1 / 2 < \alpha < 3 / 2 $ while for $ \alpha > 3 / 2 $ a
representation via the Haar system is not optimal.
Estimates for the rate of convergence of the Haar
series are given in the cases $ \alpha > 3 / 2 $ and $
\alpha = 3 / 2 $. However, in this latter case the
question whether or not the series representation is
optimal remains open. Recently M. A. Lifshits answered
this question (cf. [13]). Using a different approach he
could show that in the case $ \alpha = 3 / 2 $ a
representation of the Riemann--Liouville process via
the Haar system is also not optimal.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Approximation of operators and processes,
Rie-mann--Liouville operator, Riemann--Liouville
process, Haar system, trigonometric system",
}
@Article{Bahadoran:2010:SHL,
author = "Christophe Bahadoran and Herv{\'e} Guiol and
Krishnamurthi Ravishankar and Ellen Saada",
title = "Strong Hydrodynamic Limit for Attractive Particle
Systems on $ \mathbb {Z} $",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "1:1--1:43",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-728",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/728",
abstract = "We prove almost sure Euler hydrodynamics for a large
class of attractive particle systems on $ \mathbb {Z} $
starting from an arbitrary initial profile. We
generalize earlier works by Seppalainen (1999) and
Andjel et al. (2004). Our constructive approach
requires new ideas since the subadditive ergodic
theorem (central to previous works) is no longer
effective in our setting.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "attractive particle system; entropy solution; Glimm
scheme; graphical construction; non-convex or
non-concave flux; non-explicit invariant measures;
Strong (a.s.) hydrodynamics",
}
@Article{Watanabe:2010:RTI,
author = "Toshiro Watanabe and Kouji Yamamuro",
title = "Ratio of the Tail of an Infinitely Divisible
Distribution on the Line to that of its {L{\'e}vy}
Measure",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "2:44--2:74",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-732",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/732",
abstract = "A necessary and sufficient condition for the tail of
an infinitely divisible distribution on the real line
to be estimated by the tail of its L{\'e}vy measure is
found. The lower limit and the upper limit of the ratio
of the right tail of an infinitely divisible
distribution to the right tail of its L{\'e}vy measure
are estimated from above and below by reviving
Teugels's classical method. The exponential class and
the dominated varying class are studied in detail.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "infinite divisibility, L'evy measure, $
O$-subexponentiality, dominated variation, exponential
class",
}
@Article{Nordenstam:2010:SAD,
author = "Eric Nordenstam",
title = "On the Shuffling Algorithm for Domino Tilings",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "3:75--3:95",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-730",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/730",
abstract = "We study the dynamics of a certain discrete model of
interacting interlaced particles that comes from the so
called shuffling algorithm for sampling a random tiling
of an Aztec diamond. It turns out that the transition
probabilities have a particularly convenient
determinantal form. An analogous formula in a
continuous setting has recently been obtained by Jon
Warren studying certain model of interlacing Brownian
motions which can be used to construct Dyson's
non-intersecting Brownian motion. We conjecture that
Warren's model can be recovered as a scaling limit of
our discrete model and prove some partial results in
this direction. As an application to one of these
results we use it to rederive the known result that
random tilings of an Aztec diamond, suitably rescaled
near a turning point, converge to the GUE minor
process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; random matrices; random tilings",
}
@Article{Fill:2010:PSV,
author = "James Fill and Mark Huber",
title = "Perfect Simulation of {Vervaat} Perpetuities",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "4:96--4:109",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-734",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/734",
abstract = "We use coupling into and from the past to sample
perfectly in a simple and provably fast fashion from
the Vervaat family of perpetuities. The family includes
the Dickman distribution, which arises both in number
theory and in the analysis of the Quickselect algorithm
(the motivation for our work).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coupling into and from the past; Dickman distribution;
dominating chain; Markov chain; multigamma coupler;
Perfect simulation; perpetuity; Quickselect; Vervaat
perpetuities",
}
@Article{Li:2010:ELM,
author = "Wenbo Li and Xinyi Zhang",
title = "Expected Lengths of Minimum Spanning Trees for
Non-identical Edge Distributions",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "5:110--5:141",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-735",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/735",
abstract = "An exact general formula for the expected length of
the minimal spanning tree (MST) of a connected
(possibly with loops and multiple edges) graph whose
edges are assigned lengths according to independent
(not necessarily identical) distributed random
variables is developed in terms of the multivariate
Tutte polynomial (alias Potts model). Our work was
inspired by Steele's formula based on two-variable
Tutte polynomial under the model of uniformly
identically distributed edge lengths. Applications to
wheel graphs and cylinder graphs are given under two
types of edge distributions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cylinder Graph; Expected Length; Minimum Spanning
Tree; Random Graph; The Multivariate Tutte Polynomial;
The Tutte Polynomial; Wheel Graph",
}
@Article{Fradon:2010:BDG,
author = "Myriam Fradon",
title = "{Brownian} Dynamics of Globules",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "6:142--6:161",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-739",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/739",
abstract = "We prove the existence and uniqueness of a strong
solution of a stochastic differential equation with
normal reflection representing the random motion of
finitely many globules. Each globule is a sphere with
time-dependent random radius and a center moving
according to a diffusion process. The spheres are hard,
hence non-intersecting, which induces in the equation a
reflection term with a local (collision-)time. A smooth
interaction is considered too and, in the particular
case of a gradient system, the reversible measure of
the dynamics is given. In the proofs, we analyze
geometrical properties of the boundary of the set in
which the process takes its values, in particular the
so-called Uniform Exterior Sphere and Uniform Normal
Cone properties. These techniques extend to other hard
core models of objects with a time-dependent random
characteristic: we present here an application to the
random motion of a chain-like molecule.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian globule; hard core interaction; local time;
normal reflection; reversible measure; Stochastic
Differential Equation",
}
@Article{Barton:2010:NME,
author = "Nick Barton and Alison Etheridge and Amandine
V{\'e}ber",
title = "A New Model for Evolution in a Spatial Continuum",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "7:162--7:216",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-741",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/741",
abstract = "We investigate a new model for populations evolving in
a spatial continuum. This model can be thought of as a
spatial version of the Lambda-Fleming--Viot process. It
explicitly incorporates both small scale reproduction
events and large scale extinction-recolonisation
events. The lineages ancestral to a sample from a
population evolving according to this model can be
described in terms of a spatial version of the
Lambda-coalescent. Using a technique of Evans (1997),
we prove existence and uniqueness in law for the model.
We then investigate the asymptotic behaviour of the
genealogy of a finite number of individuals sampled
uniformly at random (or more generally `far enough
apart') from a two-dimensional torus of side length L
as L tends to infinity. Under appropriate conditions
(and on a suitable timescale) we can obtain as limiting
genealogical processes a Kingman coalescent, a more
general Lambda-coalescent or a system of coalescing
Brownian motions (with a non-local coalescence
mechanism).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "genealogy, evolution, multiple merger coalescent,
spatial continuum, spatial Lambda-coalescent,
generalised Fleming--Viot process",
}
@Article{Limic:2010:SCI,
author = "Vlada Limic",
title = "On the Speed of Coming Down from Infinity for {$ \Xi
$}-Coalescent Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "8:217--8:240",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-742",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/742",
abstract = "The $ \Xi $-coalescent processes were initially
studied by M{\"o}hle and Sagitov (2001), and introduced
by Schweinsberg (2000) in their full generality. They
arise in the mathematical population genetics as the
complete class of scaling limits for genealogies of
Cannings' models. The $ \Xi $-coalescents generalize $
\Lambda $-coalescents, where now simultaneous multiple
collisions of blocks are possible. The standard version
starts with infinitely many blocks at time $0$, and it
is said to come down from infinity if its number of
blocks becomes immediately finite, almost surely. This
work builds on the technique introduced recently by
Berstycki, Berestycki and Limic (2009), and exhibits
deterministic ``speed'' function - an almost sure small
time asymptotic to the number of blocks process, for a
large class of $ \Xi $-coalescents that come down from
infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coming down from infinity; Exchangeable coalescents;
martingale technique; small-time asymptotics",
}
@Article{Rhodes:2010:MMR,
author = "R{\'e}mi Rhodes and Vincent Vargas",
title = "Multidimensional Multifractal Random Measures",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "9:241--9:258",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-746",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/746",
abstract = "We construct and study space homogeneous and isotropic
random measures (MMRM) which generalize the so-called
MRM measures constructed by previous authors. Our
measures satisfy an exact scale invariance equation and
are therefore natural models in dimension 3 for the
dissipation measure in a turbulent flow.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random measures, Multifractal processes",
}
@Article{Faggionato:2010:HLZ,
author = "Alessandra Faggionato",
title = "Hydrodynamic Limit of Zero Range Processes Among
Random Conductances on the Supercritical Percolation
Cluster",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "10:259--10:291",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-748",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/748",
abstract = "We consider i.i.d. random variables $ \omega = \{
\omega (b) \} $ parameterized by the family of bonds in
$ \mathbb {Z}^d $, $ d > 1 $. The random variable $
\omega (b) $ is thought of as the conductance of bond
$b$ and it ranges in a finite interval $ [0, c_0]$.
Assuming the probability of the event $ \{ \omega (b) >
0 \} $ to be supercritical and denoting by $ C(\omega)$
the unique infinite cluster associated to the bonds
with positive conductance, we study the zero range
process on $ C(\omega)$ with $ \omega (b)$-proportional
probability rate of jumps along bond $b$. For almost
all realizations of the environment we prove that the
hydrodynamic behavior of the zero range process is
governed by a nonlinear heat equation, independent from
$ \omega $. As byproduct of the above result and the
blocking effect of the finite clusters, we discuss the
bulk behavior of the zero range process on $ \mathbb
{Z}^d$ with conductance field $ \omega $. We do not
require any ellipticity condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bond percolation; disordered system; homogenization;
hydrodynamic limit; stochastic domination; zero range
process",
}
@Article{Denisov:2010:CLT,
author = "Denis Denisov and Vitali Wachtel",
title = "Conditional Limit Theorems for Ordered Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "11:292--11:322",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-752",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/752",
abstract = "In a recent paper of Eichelsbacher and Koenig (2008)
the model of ordered random walks has been considered.
There it has been shown that, under certain moment
conditions, one can construct a $k$-dimensional random
walk conditioned to stay in a strict order at all
times. Moreover, they have shown that the rescaled
random walk converges to the Dyson Brownian motion. In
the present paper we find the optimal moment
assumptions for the construction proposed by
Eichelsbacher and Koenig, and generalise the limit
theorem for this conditional process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dyson's Brownian Motion, Doob h-transform, Weyl
chamber",
}
@Article{Barret:2010:UEM,
author = "Florent Barret and Anton Bovier and Sylvie
M{\'e}l{\'e}ard",
title = "Uniform Estimates for Metastable Transition Times in a
Coupled Bistable System",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "12:323--12:345",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-751",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/751",
abstract = "We consider a coupled bistable $N$-particle system on
$ \mathbb {R}^N$ driven by a Brownian noise, with a
strong coupling corresponding to the synchronised
regime. Our aim is to obtain sharp estimates on the
metastable transition times between the two stable
states, both for fixed $N$ and in the limit when $N$
tends to infinity, with error estimates uniform in $N$.
These estimates are a main step towards a rigorous
understanding of the metastable behavior of infinite
dimensional systems, such as the stochastically
perturbed Ginzburg--Landau equation. Our results are
based on the potential theoretic approach to
metastability.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "capacity estimates; coupled bistable systems;
Metastability; metastable transition time; stochastic
Ginzburg--Landau equation",
}
@Article{Cattiaux:2010:FIH,
author = "Patrick Cattiaux and Nathael Gozlan and Arnaud Guillin
and Cyril Roberto",
title = "Functional Inequalities for Heavy Tailed Distributions
and Application to Isoperimetry",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "13:346--13:385",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-754",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/754",
abstract = "This paper is devoted to the study of probability
measures with heavy tails. Using the Lyapunov function
approach we prove that such measures satisfy different
kind of functional inequalities such as weak
Poincar{\'e} and weak Cheeger, weighted Poincar{\'e}
and weighted Cheeger inequalities and their dual forms.
Proofs are short and we cover very large situations.
For product measures on $ \mathbb {R}^n $ we obtain the
optimal dimension dependence using the mass
transportation method. Then we derive (optimal)
isoperimetric inequalities. Finally we deal with
spherically symmetric measures. We recover and improve
many previous result",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "weighted Poincar{\'e} inequalities, weighted Cheeger
inequalities, Lyapunov function, weak inequalities,
isoperimetric profile",
}
@Article{Andjel:2010:SSM,
author = "Enrique Andjel and Judith Miller and Etienne
Pardoux",
title = "Survival of a Single Mutant in One Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "14:386--14:408",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-769",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/769",
abstract = "We study a one dimensional two-type contact process
with equal rate of propagation (and death) of the two
types. We show that the progeny of a finite number of
mutants has a positive probability of survival if and
only at time 0 there is at most a finite number of
residents on at least one side of the mutant's
``colony''.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "two-type contact process, survival",
}
@Article{Kinnally:2010:EUS,
author = "Michael Kinnally and Ruth Williams",
title = "On Existence and Uniqueness of Stationary
Distributions for Stochastic Delay Differential
Equations with Positivity Constraints",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "15:409--15:451",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-756",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/756",
abstract = "Deterministic dynamic models with delayed feedback and
state constraints arise in a variety of applications in
science and engineering. There is interest in
understanding what effect noise has on the behavior of
such models. Here we consider a multidimensional
stochastic delay differential equation with normal
reflection as a noisy analogue of a deterministic
system with delayed feedback and positivity
constraints. We obtain sufficient conditions for
existence and uniqueness of stationary distributions
for such equations. The results are applied to an
example from Internet rate control and a simple
biochemical reaction system.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic differential equation, delay equation,
stationary distribution, normal reflection,
Lyapunov/Razumikhin-type argument, asymptotic
coupling",
}
@Article{Feng:2010:LTR,
author = "Chunrong Feng and Huaizhong Zhao",
title = "Local Time Rough Path for {L{\'e}vy} Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "16:452--16:483",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-770",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/770",
abstract = "In this paper, we will prove that the local time of a
L{\'e}vy process is a rough path of roughness $p$ a.s.
for any $ 2 < p < 3$ under some condition for the
L{\'e}vy measure. This is a new class of rough path
processes. Then for any function $g$ of finite
$q$-variation ($ 1 \leq q < 3$), we establish the
integral $ \int_{- \infty }^{\infty }g(x)d L_t^x$ as a
Young integral when $ 1 \leq q < 2$ and a Lyons' rough
path integral when $ 2 \leq q < 3$. We therefore apply
these path integrals to extend the Tanaka--Meyer
formula for a continuous function $f$ if $ f^\prime_-$
exists and is of finite $q$-variation when $ 1 \leq q <
3$, for both continuous semi-martingales and a class of
L{\'e}vy processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "geometric rough path; L'evy processes; rough path
integral; semimartingale local time; Young integral",
}
@Article{Bo:2010:STS,
author = "Lijun Bo and Kehua Shi and Yongjin Wang",
title = "Support Theorem for a Stochastic {Cahn--Hilliard}
Equation",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "17:484--17:525",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-760",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/760",
abstract = "In this paper, we establish a Stroock--Varadhan
support theorem for the global mild solution to a $d$
($ d \leq 3$)-dimensional stochastic Cahn--Hilliard
partial differential equation driven by a space-time
white noise",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Space-time white noise; Stochastic Cahn--Hilliard
equation; Stroock--Varadhan support theorem",
}
@Article{Erdos:2010:USK,
author = "Laszlo Erdos and Jose Ramirez and Benjamin Schlein and
Horng-Tzer Yau",
title = "Universality of Sine-Kernel for {Wigner} Matrices with
a Small {Gaussian} Perturbation",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "18:526--18:604",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-768",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/768",
abstract = "We consider $ N \times N $ Hermitian random matrices
with independent identically distributed entries
(Wigner matrices). We assume that the distribution of
the entries have a Gaussian component with variance $
N^{-3 / 4 + \beta } $ for some positive $ \beta > 0 $.
We prove that the local eigenvalue statistics follows
the universal Dyson sine kernel.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wigner random matrix, Dyson sine kernel",
}
@Article{Jacquot:2010:HLL,
author = "Stephanie Jacquot",
title = "A Historical Law of Large Numbers for the
{Marcus--Lushnikov} Process",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "19:605--19:635",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-767",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/767",
abstract = "The Marcus--Lushnikov process is a finite stochastic
particle system, in which each particle is entirely
characterized by its mass. Each pair of particles with
masses $x$ and $y$ merges into a single particle at a
given rate $ K(x, y)$. Under certain assumptions, this
process converges to the solution to the Smoluchowski
coagulation equation, as the number of particles
increases to infinity. The Marcus--Lushnikov process
gives at each time the distribution of masses of the
particles present in the system, but does not retain
the history of formation of the particles. In this
paper, we set up a historical analogue of the
Marcus--Lushnikov process (built according to the rules
of construction of the usual Markov-Lushnikov process)
each time giving what we call the historical tree of a
particle. The historical tree of a particle present in
the Marcus--Lushnikov process at a given time t encodes
information about the times and masses of the
coagulation events that have formed that particle. We
prove a law of large numbers for the empirical
distribution of such historical trees. The limit is a
natural measure on trees which is constructed from a
solution to the Smoluchowski coagulation equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coupling; historical trees; limit measure on trees;
Marcus--Lushnikov process on trees; Smoluchowski
coagulation equation; tightness",
}
@Article{Nagahata:2010:LCL,
author = "Yukio Nagahata and Nobuo Yoshida",
title = "Localization for a Class of Linear Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "20:636--20:653",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-757",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/757",
abstract = "We consider a class of continuous-time stochastic
growth models on d-dimensional lattice with
non-negative real numbers as possible values per site.
The class contains examples such as binary contact path
process and potlatch process. We show the equivalence
between the slow population growth and localization
property that the time integral of the replica overlap
diverges. We also prove, under reasonable assumptions,
a localization property in a stronger form that the
spatial distribution of the population does not decay
uniformly in space.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "binary contact path process; linear systems;
localization; potlatch process",
}
@Article{Berger:2010:CPR,
author = "Quentin Berger and Fabio Toninelli",
title = "On the Critical Point of the Random Walk Pinning Model
in Dimension d=3",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "21:654--21:683",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-761",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/761",
abstract = "We consider the Random Walk Pinning Model studied in
[Birkner--Sun 2008] and [Birkner--Greven--den Hollander
2008]: this is a random walk $X$ on $ \mathbb {Z}^d$,
whose law is modified by the exponential of beta times
the collision local time up to time $N$ with the
(quenched) trajectory $Y$ of another $d$-dimensional
random walk. If $ \beta $ exceeds a certain critical
value $ \beta_c$, the two walks stick together for
typical $Y$ realizations (localized phase). A natural
question is whether the disorder is relevant or not,
that is whether the quenched and annealed systems have
the same critical behavior. Birkner and Sun proved that
$ \beta_c$ coincides with the critical point of the
annealed Random Walk Pinning Model if the space
dimension is $ d = 1$ or $ d = 2$, and that it differs
from it in dimension $d$ larger or equal to $4$ (for
$d$ strictly larger than $4$, the result was proven
also in [Birkner-Greven-den Hollander 2008]). Here, we
consider the open case of the marginal dimension $ d =
3$, and we prove non-coincidence of the critical
points.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Pinning Models, Random Walk, Fractional Moment Method,
Marginal Disorder",
}
@Article{Beghin:2010:PTP,
author = "Luisa Beghin and Enzo Orsingher",
title = "{Poisson}-Type Processes Governed by Fractional and
Higher-Order Recursive Differential Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "22:684--22:709",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-762",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/762",
abstract = "We consider some fractional extensions of the
recursive differential equation governing the Poisson
process, i.e., $ \partial_t p_k(t) = - \lambda (p_k(t)
- p_{k - 1}(t)) $, $ k \geq 0 $, $ t > 0 $ by
introducing fractional time-derivatives of order $ \nu,
2 \nu, \ldots, n \nu $. We show that the so-called
``Generalized Mittag-Leffler functions'' $ E_{\alpha,
\beta^k}(x) $, $ x \in \mathbb {R} $ (introduced by
Prabhakar [24] )arise as solutions of these equations.
The corresponding processes are proved to be renewal,
with density of the inter-arrival times (represented by
Mittag-Leffler functions) possessing power, instead of
exponential, decay, for $ t \to \infty $. On the other
hand, near the origin the behavior of the law of the
interarrival times drastically changes for the
parameter $ \nu $ varying in $ (0, 1] $. For integer
values of $ \nu $, these models can be viewed as a
higher-order Poisson processes, connected with the
standard case by simple and explict relationships.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cox process.; Fractional difference-differential
equations; Fractional Poisson processes; Generalized
Mittag-Leffler functions; Processes with random time;
Renewal function",
}
@Article{Revelle:2010:CCR,
author = "David Revelle and Russ Thompson",
title = "Critical Constants for Recurrence on Groups of
Polynomial Growth",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "23:710--23:722",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-773",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/773",
abstract = "The critical constant for recurrence, $ c_{rt} $, is
an invariant of the quotient space $ H / G $ of a
finitely generated group. The constant is determined by
the largest moment a probability measure on $G$ can
have without the induced random walk on $ H / G$ being
recurrent. We present a description of which subgroups
of groups of polynomial volume growth are recurrent.
Using this we show that for such recurrent subgroups $
c_{rt}$ corresponds to the relative growth rate of $H$
in $G$, and in particular $ c_{rt}$ is either $0$, $1$
or $2$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "nilpotent group; random walk; recurrence; Schreier
graph; volume growth",
}
@Article{Shellef:2010:ISP,
author = "Eric Shellef",
title = "{IDLA} on the Supercritical Percolation Cluster",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "24:723--24:740",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-775",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/775",
abstract = "We consider the internal diffusion limited aggregation
(IDLA) process on the infinite cluster in supercritical
Bernoulli bond percolation on $ \mathbb {Z}^d $. It is
shown that the process on the cluster behaves like it
does on the Euclidean lattice, in that the aggregate
covers all the vertices in a Euclidean ball around the
origin, such that the ratio of vertices in this ball to
the total number of particles sent out approaches one
almost surely.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Key words and phrases: Internal Diffusion Limited
Aggregation, IDLA, Supercritical percolation",
}
@Article{Addario-Berry:2010:CRG,
author = "Louigi Addario-Berry and Nicolas Broutin and Christina
Goldschmidt",
title = "Critical Random Graphs: Limiting Constructions and
Distributional Properties",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "25:741--25:775",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-772",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/772",
abstract = "We consider the Erd{\H{o}}s--R{\'e}nyi random graph $
G(n, p) $ inside the critical window, where $ p = 1 / n
+ \lambda n^{-4 / 3} $ for some $ \lambda \in \mathbb
{R} $. We proved in [1] that considering the connected
components of $ G(n, p) $ as a sequence of metric
spaces with the graph distance rescaled by $ n^{-1 / 3}
$ and letting $ n \to \infty $ yields a non-trivial
sequence of limit metric spaces $ C = (C_1, C_2,
\ldots) $. These limit metric spaces can be constructed
from certain random real trees with
vertex-identifications. For a single such metric space,
we give here two equivalent constructions, both of
which are in terms of more standard probabilistic
objects. The first is a global construction using
Dirichlet random variables and Aldous' Brownian
continuum random tree. The second is a recursive
construction from an inhomogeneous Poisson point
process on $ \mathbb {R}_+ $. These constructions allow
us to characterize the distributions of the masses and
lengths in the constituent parts of a limit component
when it is decomposed according to its cycle structure.
In particular, this strengthens results of [29] by
providing precise distributional convergence for the
lengths of paths between kernel vertices and the length
of a shortest cycle, within any fixed limit component",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian excursion; continuum random tree;
Gromov--Hausdorff distance; Poisson process; random
graph; real tree; scaling limit; urn model",
}
@Article{Delmas:2010:TOF,
author = "Jean-Fran{\c{c}}ois Delmas and Jean-St{\'e}phane
Dhersin and Arno Siri-Jegousse",
title = "On the Two Oldest Families for the {Wright--Fisher}
Process",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "26:776--26:800",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-771",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/771",
abstract = "We extend some of the results of Pfaffelhuber and
Wakolbinger on the process of the most recent common
ancestors in evolving coalescent by taking into account
the size of one of the two oldest families or the
oldest family which contains the immortal line of
descent. For example we give an explicit formula for
the Laplace transform of the extinction time for the
Wright--Fisher diffusion. We give also an
interpretation of the quasi-stationary distribution of
the Wright--Fisher diffusion using the process of the
relative size of one of the two oldest families, which
can be seen as a resurrected Wright--Fisher
diffusion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wright--Fisher diffusion, MRCA, Kingman coalescent
tree, resurrected process, quasi-stationary
distribution",
}
@Article{vanderHofstad:2010:CCF,
author = "Remco van der Hofstad and Akira Sakai",
title = "Convergence of the Critical Finite-Range Contact
Process to Super-{Brownian} Motion Above the Upper
Critical Dimension: The Higher-Point Functions",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "27:801--27:894",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-783",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/783",
abstract = "In this paper, we investigate the contact process
higher-point functions which denote the probability
that the infection started at the origin at time 0
spreads to an arbitrary number of other individuals at
various later times. Together with the results of the
two-point function in [16], on which our proofs
crucially rely, we prove that the higher-point
functions converge to the moment measures of the
canonical measure of super-Brownian motion above the
upper critical dimension 4. We also prove partial
results for in dimension at most 4 in a local
mean-field setting. The proof is based on the lace
expansion for the time-discretized contact process,
which is a version of oriented percolation. For
ordinary oriented percolation, we thus reprove the
results of [20]. The lace expansion coefficients are
shown to obey bounds uniformly in the discretization
parameter, which allows us to establish the scaling
results also for the contact process We also show that
the main term of the vertex factor, which is one of the
non-universal constants in the scaling limit, is 1 for
oriented percolation, and 2 for the contact process,
while the main terms of the other non-universal
constants are independent of the discretization
parameter. The lace expansion we develop in this paper
is adapted to both the higher-point functions and the
survival probability. This unified approach makes it
easier to relate the expansion coefficients derived in
this paper and the expansion coefficients for the
survival probability, which will be investigated in a
future paper [18].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "contact process, mean-field behavior, critical
exponents, super-Brownian motion",
}
@Article{Lachal:2010:JDP,
author = "Aim{\'e} Lachal and Valentina Cammarota",
title = "Joint Distribution of the Process and its Sojourn Time
on the Positive Half-Line for Pseudo-Processes Governed
by High-Order Heat Equation",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "28:895--28:931",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-782",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/782",
abstract = "Consider the high-order heat-type equation $
\partial_t u = \pm \partial^n_x u $ for an integer $ n
> 2 $ and introduce the related Markov pseudo-process $
(X(t))_{t \geq 0} $. In this paper, we study the
sojourn time $ T(t) $ in the interval $ [0, + \infty) $
up to a fixed time $t$ for this pseudo-process. We
provide explicit expressions for the joint distribution
of the couple $ (T(t), X(t))$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "pseudo-process, joint distribution of the process and
its sojourn time, Spitzer's identity",
}
@Article{Hirsch:2010:LMA,
author = "Francis Hirsch and Marc Yor",
title = "Looking for Martingales Associated to a
Self-Decomposable Law",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "29:932--29:961",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-786",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/786",
abstract = "We construct martingales whose 1-dimensional marginals
are those of a centered self-decomposable variable
multiplied by some power of time $t$. Many examples
involving quadratic functionals of Bessel processes are
discussed",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convex order, Self-decomposable law, Sato process,
Karhunen--Lo{\'e}ve representation, Perturbed Bessel
process, Ray--Knight theorem",
}
@Article{Eichelsbacher:2010:SMD,
author = "Peter Eichelsbacher and Matthias Loewe",
title = "{Stein}'s Method for Dependent Random Variables
Occurring in Statistical Mechanics",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "30:962--30:988",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-777",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/777",
abstract = "We develop Stein's method for exchangeable pairs for a
rich class of distributional approximations including
the Gaussian distributions as well as the non-Gaussian
limit distributions. As a consequence we obtain
convergence rates in limit theorems of partial sums for
certain sequences of dependent, identically distributed
random variables which arise naturally in statistical
mechanics, in particular in the context of the
Curie--Weiss models. Our results include a
{Berry--Ess{\'e}en} rate in the Central Limit Theorem
for the total magnetization in the classical
Curie--Weiss model, for high temperatures as well as at
the critical temperature, where the Central Limit
Theorem fails. Moreover, we analyze {Berry--Ess{\'e}en}
bounds as the temperature converges to one and obtain a
threshold for the speed of this convergence. Single
spin distributions satisfying the
Griffiths--Hurst--Sherman (GHS) inequality like models
of liquid helium or continuous Curie--Weiss models are
considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "{Berry--Ess{\'e}en} bound, Stein's method,
exchangeable pairs, Curie Weiss models, critical
temperature, GHS-inequality",
}
@Article{Rhodes:2010:SHR,
author = "Remi Rhodes",
title = "Stochastic Homogenization of Reflected Stochastic
Differential Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "31:989--31:1023",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-776",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/776",
abstract = "We investigate a functional limit theorem
(homogenization) for Reflected Stochastic Differential
Equations on a half-plane with stationary coefficients
when it is necessary to analyze both the effective
Brownian motion and the effective local time. We prove
that the limiting process is a reflected non-standard
Brownian motion. Beyond the result, this problem is
known as a prototype of non-translation invariant
problem making the usual method of the ``environment as
seen from the particle'' inefficient.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "functional limit theorem; homogenization; local time;
random medium; reflected stochastic differential
equation; Skorohod problem",
}
@Article{Peterson:2010:SOD,
author = "Jonathon Peterson",
title = "Systems of One-Dimensional Random Walks in a Common
Random Environment",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "32:1024--32:1040",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-784",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/784",
abstract = "We consider a system of independent one-dimensional
random walks in a common random environment under the
condition that the random walks are transient with
positive speed. We give upper bounds on the quenched
probability that at least one of the random walks
started in an interval has experience a large deviation
slowdown. This leads to both a uniform law of large
numbers and a hydrodynamic limit for the system of
random walks. We also identify a family of
distributions on the configuration of particles
(parameterized by particle density) which are
stationary under the (quenched) dynamics of the random
walks and show that these are the limiting
distributions for the system when started from a
certain natural collection of distributions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hydrodynamic limit; large deviations; Random walk in
random environment",
}
@Article{Ondrejat:2010:SNL,
author = "Martin Ondrejat",
title = "Stochastic Non-Linear Wave Equations in Local
{Sobolev} Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "33:1041--33:1091",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-789",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/789",
abstract = "Existence of weak solutions of stochastic wave
equations with nonlinearities of a critical growth
driven by spatially homogeneous Wiener processes is
established in local Sobolev spaces and local energy
estimates for these solutions are proved. A new method
to construct weak solutions is employed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic wave equation",
}
@Article{Zeindler:2010:PMM,
author = "Dirk Zeindler",
title = "Permutation Matrices and the Moments of their
Characteristics Polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "34:1092--34:1118",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-781",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/781",
abstract = "In this paper, we are interested in the moments of the
characteristic polynomial $ Z_n(x) $ of the $ n \times
n $ permutation matrices with respect to the uniform
measure. We use a combinatorial argument to write down
the generating function of $ E[\prod_{k = 1}^p
Z_n^{s_k}(x_k)] $ for $ s_k \in \mathbb {N} $. We show
with this generating function that $ \lim_{n \to \infty
}E[\prod_{k = 1}^p Z_n^{s_k}(x_k)] $ exists for $
\max_k|x_k| < 1 $ and calculate the growth rate for $ p
= 2 $, $ |x_1 | = |x_2 | = 1 $, $ x_1 = x_2 $ and $ n
\to \infty $. We also look at the case $ s_k \in
\mathbb {C} $. We use the Feller coupling to show that
for each $ |x| < 1 $ and $ s \in \mathbb {C} $ there
exists a random variable $ Z_\infty^s(x) $ such that $
Z_n^s(x) \overset {d}{\to }Z_\infty^s(x) $ and $
E[\prod_{k = 1}^p Z_n^{s_k}(x_k)] \to E[\prod_{k = 1}^p
Z_\infty^{s_k}(x_k)] $ for $ \max_k|x_k| < 1 $ and $ n
\to \infty $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random permutation matrices, symmetric group,
characteristic polynomials, Feller coupling, asymptotic
behavior of moments, generating functions",
}
@Article{Aoyama:2010:NFM,
author = "Takahiro Aoyama and Alexander Lindner and Makoto
Maejima",
title = "A New Family of Mappings of Infinitely Divisible
Distributions Related to the
{Goldie--Steutel--Bondesson} Class",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "35:1119--35:1142",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-791",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/791",
abstract = "Let $ \{ X_t^\mu, t \geq 0 \} $ be a L{\'e}vy process
on $ \mathbb {R}^d $ whose distribution at time $1$ is
a $d$-dimensional infinitely distribution $ \mu $. It
is known that the set of all infinitely divisible
distributions on $ \mathbb {R}^d$, each of which is
represented by the law of a stochastic integral $
\int_0^1 \! \log (1 / t) \, d X_t^\mu $ for some
infinitely divisible distribution on $ \mathbb {R}^d$,
coincides with the Goldie-Steutel-Bondesson class,
which, in one dimension, is the smallest class that
contains all mixtures of exponential distributions and
is closed under convolution and weak convergence. The
purpose of this paper is to study the class of
infinitely divisible distributions which are
represented as the law of $ \int_0^1 \! (\log (1 /
t))^{1 / \alpha } \, d X_t^\mu $ for general $ \alpha >
0$. These stochastic integrals define a new family of
mappings of infinitely divisible distributions. We
first study properties of these mappings and their
ranges. Then we characterize some subclasses of the
range by stochastic integrals with respect to some
compound Poisson processes. Finally, we investigate the
limit of the ranges of the iterated mappings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "compound Poisson process; infinitely divisible
distribution; limit of the ranges of the iterated
mappings; stochastic integral mapping; the
Goldie-Steutel-Bondesson class",
}
@Article{Windisch:2010:ERW,
author = "David Windisch",
title = "Entropy of Random Walk Range on Uniformly Transient
and on Uniformly Recurrent Graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "36:1143--36:1160",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-787",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/787",
abstract = "We study the entropy of the distribution of the set $
R_n $ of vertices visited by a simple random walk on a
graph with bounded degrees in its first n steps. It is
shown that this quantity grows linearly in the expected
size of $ R_n $ if the graph is uniformly transient,
and sublinearly in the expected size if the graph is
uniformly recurrent with subexponential volume growth.
This in particular answers a question asked by
Benjamini, Kozma, Yadin and Yehudayoff (preprint).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walk, range, entropy",
}
@Article{Uchiyama:2010:GFT,
author = "Kohei Uchiyama",
title = "The Green Functions of Two Dimensional Random Walks
Killed on a Line and their Higher Dimensional
Analogues",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "37:1161--37:1189",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-793",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/793",
abstract = "We obtain asymptotic estimates of the Green functions
of random walks on the two-dimensional integer lattice
that are killed on the horizontal axis. A basic
asymptotic formula whose leading term is virtually the
same as the explicit formula for the corresponding
Green function of Brownian motion is established under
the existence of second moments only. Some refinement
of it is given under a slightly stronger moment
condition. The extension of the results to random walks
on the higher dimensional lattice is also given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic formula, Green function, random walk of
zero mean and finite variances, absorption on a line",
}
@Article{Cox:2010:CTD,
author = "J. Theodore Cox and Mathieu Merle and Edwin Perkins",
title = "Coexistence in a Two-Dimensional {Lotka--Volterra}
Model",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "38:1190--38:1266",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-795",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/795",
abstract = "We study the stochastic spatial model for competing
species introduced by Neuhauser and Pacala in two
spatial dimensions. In particular we confirm a
conjecture of theirs by showing that there is
coexistence of types when the competition parameters
between types are equal and less than, and close to,
the within types parameter. In fact coexistence is
established on a thorn-shaped region in parameter space
including the above piece of the diagonal. The result
is delicate since coexistence fails for the
two-dimensional voter model which corresponds to the
tip of the thorn. The proof uses a convergence theorem
showing that a rescaled process converges to
super-Brownian motion even when the parameters converge
to those of the voter model at a very slow rate.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coalescing random walk; coexistence; Lotka--Volterra;
spatial competition; super-Brownian motion; survival;
voter model",
}
@Article{Bardina:2010:WCS,
author = "Xavier Bardina and Maria Jolis and Llu{\'\i}s
Quer-Sardanyons",
title = "Weak Convergence for the Stochastic Heat Equation
Driven by {Gaussian} White Noise",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "39:1267--39:1295",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-792",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/792",
abstract = "In this paper, we consider a quasi-linear stochastic
heat equation with spatial dimension one, with
Dirichlet boundary conditions and controlled by the
space-time white noise. We formally replace the random
perturbation by a family of noisy inputs depending on a
parameter that approximate the white noise in some
sense. Then, we provide sufficient conditions ensuring
that the real-valued mild solution of the SPDE
perturbed by this family of noises converges in law, in
the space of continuous functions, to the solution of
the white noise driven SPDE. Making use of a suitable
continuous functional of the stochastic convolution
term, we show that it suffices to tackle the linear
problem. For this, we prove that the corresponding
family of laws is tight and we identify the limit law
by showing the convergence of the finite dimensional
distributions. We have also considered two particular
families of noises to that our result applies. The
first one involves a Poisson process in the plane and
has been motivated by a one-dimensional result of
Stroock. The second one is constructed in terms of the
kernels associated to the extension of Donsker's
theorem to the plane.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Donsker kernels; stochastic heat equation;
two-parameter Poisson process; weak convergence; white
noise",
}
@Article{Szablowski:2010:MNR,
author = "Pawel Szablowski",
title = "Multidimensional $q$-Normal and Related Distributions
--- {Markov} Case",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "40:1296--40:1318",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-796",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/796",
abstract = "We define and study distributions in $ \mathbb {R}^d $
that we call $q$-Normal. For $ q = 1$ they are really
multidimensional Normal, for $q$ in $ ( - 1, 1)$ they
have densities, compact support and many properties
that resemble properties of ordinary multidimensional
Normal distribution. We also consider some
generalizations of these distributions and indicate
close relationship of these distributions to
Askey--Wilson weight function i.e., weight with respect
to which Askey--Wilson polynomials are orthogonal and
prove some properties of this weight function. In
particular we prove a generalization of Poisson--Mehler
expansion formula",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Normal distribution, Poisson--Mehler expansion
formula, q-Hermite, Al-Salam-Chihara Chebyshev,
Askey--Wilson polynomials, Markov property",
}
@Article{Ledoux:2010:SDB,
author = "Michel Ledoux and Brian Rider",
title = "Small Deviations for Beta Ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "41:1319--41:1343",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-798",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/798",
abstract = "We establish various small deviation inequalities for
the extremal (soft edge) eigenvalues in the
beta-Hermite and beta-Laguerre ensembles. In both
settings, upper bounds on the variance of the largest
eigenvalue of the anticipated order follow
immediately.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices, eigenvalues, small deviations",
}
@Article{Barbour:2010:CPA,
author = "A. D. Barbour and Oliver Johnson and Ioannis
Kontoyiannis and Mokshay Madiman",
title = "Compound {Poisson} Approximation via Information
Functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "42:1344--42:1369",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-799",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/799",
abstract = "An information-theoretic development is given for the
problem of compound Poisson approximation, which
parallels earlier treatments for Gaussian and Poisson
approximation. Nonasymptotic bounds are derived for the
distance between the distribution of a sum of
independent integer-valued random variables and an
appropriately chosen compound Poisson law. In the case
where all summands have the same conditional
distribution given that they are non-zero, a bound on
the relative entropy distance between their sum and the
compound Poisson distribution is derived, based on the
data-processing property of relative entropy and
earlier Poisson approximation results. When the
summands have arbitrary distributions, corresponding
bounds are derived in terms of the total variation
distance. The main technical ingredient is the
introduction of two ``information functionals, '' and
the analysis of their properties. These information
functionals play a role analogous to that of the
classical Fisher information in normal approximation.
Detailed comparisons are made between the resulting
inequalities and related bounds.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Compound Poisson approximation, Fisher information,
information theory, relative entropy, Stein's method",
}
@Article{Schilling:2010:SAS,
author = "Rene Schilling and Alexander Schnurr",
title = "The Symbol Associated with the Solution of a
Stochastic Differential Equation",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "43:1369--43:1393",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-807",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/807",
abstract = "We consider stochastic differential equations which
are driven by multidimensional Levy processes. We show
that the infinitesimal generator of the solution is a
pseudo-differential operator whose symbol is calculated
explicitly. For a large class of Feller processes many
properties of the sample paths can be derived by
analysing the symbol. It turns out that the solution of
the SDE under consideration is a Feller process if the
coefficient of the SDE is bounded and that the symbol
is of a particularly nice structure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Blumenthal-Getoor index; L'evy process;
pseudo-differential operator; sample path properties;
semimartingale; stochastic differential equation",
}
@Article{Broman:2010:UBC,
author = "Erik Broman and Federico Camia",
title = "Universal Behavior of Connectivity Properties in
Fractal Percolation Models",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "44:1394--44:1414",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-805",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/805",
abstract = "Partially motivated by the desire to better understand
the connectivity phase transition in fractal
percolation, we introduce and study a class of
continuum fractal percolation models in dimension $ d
\geq 2 $. These include a scale invariant version of
the classical (Poisson) Boolean model of stochastic
geometry and (for $ d = 2$) the Brownian loop soup
introduced by Lawler and Werner. The models lead to
random fractal sets whose connectivity properties
depend on a parameter $ \lambda $. In this paper we
mainly study the transition between a phase where the
random fractal sets are totally disconnected and a
phase where they contain connected components larger
than one point. In particular, we show that there are
connected components larger than one point at the
unique value of $ \lambda $ that separates the two
phases (called the critical point). We prove that such
a behavior occurs also in Mandelbrot's fractal
percolation in all dimensions $ d \geq 2$. Our results
show that it is a generic feature, independent of the
dimension or the precise definition of the model, and
is essentially a consequence of scale invariance alone.
Furthermore, for $ d = 2$ we prove that the presence of
connected components larger than one point implies the
presence of a unique, unbounded, connected component.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random fractals, fractal percolation, continuum
percolation, Mandelbrot percolation, phase transition,
crossing probability, discontinuity, Brownian loop
soup, Poisson Boolean Model",
}
@Article{Grimmett:2010:PSE,
author = "Geoffrey Grimmett and Alexander Holroyd",
title = "Plaquettes, Spheres, and Entanglement",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "45:1415--45:1428",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-804",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/804",
abstract = "The high-density plaquette percolation model in $d$
dimensions contains a surface that is homeomorphic to
the $ (d - 1)$-sphere and encloses the origin. This is
proved by a path-counting argument in a dual model.
When $ d = 3$, this permits an improved lower bound on
the critical point $ p_e$ of entanglement percolation,
namely $ p_e \geq \mu^{-2}$ where $ \mu $ is the
connective constant for self-avoiding walks on $
\mathbb {Z}^3$. Furthermore, when the edge density $p$
is below this bound, the radius of the entanglement
cluster containing the origin has an exponentially
decaying tail.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "entanglement; percolation; random sphere",
}
@Article{Abraham:2010:PLC,
author = "Romain Abraham and Jean-Fran{\c{c}}ois Delmas and
Guillaume Voisin",
title = "Pruning a {L{\'e}vy} Continuum Random Tree",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "46:1429--46:1473",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-802",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/802",
abstract = "Given a general critical or sub-critical branching
mechanism, we define a pruning procedure of the
associated L{\'e}vy continuum random tree. This pruning
procedure is defined by adding some marks on the tree,
using L'evy snake techniques. We then prove that the
resulting sub-tree after pruning is still a L'evy
continuum random tree. This last result is proved using
the exploration process that codes the CRT, a special
Markov property and martingale problems for exploration
processes. We finally give the joint law under the
excursion measure of the lengths of the excursions of
the initial exploration process and the pruned one.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuum random tree, L{\'e}vy snake, special Markov
property",
}
@Article{Davies:2010:EMM,
author = "E. Davies",
title = "Embeddable {Markov} Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "47:1474--47:1486",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-733",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/733",
abstract = "We give an account of some results, both old and new,
about any $ n \times n $ Markov matrix that is
embeddable in a one-parameter Markov semigroup. These
include the fact that its eigenvalues must lie in a
certain region in the unit ball. We prove that a
well-known procedure for approximating a non-embeddable
Markov matrix by an embeddable one is optimal in a
certain sense.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "eigenvalues; embeddability; Markov generator; Markov
matrix",
}
@Article{Giovanni:2010:MDG,
author = "Peccati Giovanni and Cengbo Zheng",
title = "Multi-Dimensional {Gaussian} Fluctuations on the
{Poisson} Space",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "48:1487--48:1527",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-813",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/813",
abstract = "We study multi-dimensional normal approximations on
the Poisson space by means of Malliavin calculus,
Stein's method and probabilistic interpolations. Our
results yield new multi-dimensional central limit
theorems for multiple integrals with respect to Poisson
measures - thus significantly extending previous works
by Peccati, Sol{\'e}, Taqqu and Utzet. Several explicit
examples (including in particular vectors of linear and
non-linear functionals of Ornstein--Uhlenbeck L{\'e}vy
processes) are discussed in detail.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central Limit Theorems; Malliavin calculus;
Multi-dimensional normal approximations;
Ornstein--Uhlenbeck processes; Poisson measures;
Probabilistic Interpolations; Stein's method",
}
@Article{Marinelli:2010:WPA,
author = "Carlo Marinelli and Michael Roeckner",
title = "Well Posedness and Asymptotic Behavior for Stochastic
Reaction--Diffusion Equations with Multiplicative
{Poisson} Noise",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "49:1529--49:1555",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-818",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/818",
abstract = "We establish well-posedness in the mild sense for a
class of stochastic semilinear evolution equations with
a polynomially growing quasi-monotone nonlinearity and
multiplicative Poisson noise. We also study existence
and uniqueness of invariant measures for the associated
semigroup in the Markovian case. A key role is played
by a new maximal inequality for stochastic convolutions
in $ L_p $ spaces.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic PDE, reaction-diffusion equations, Poisson
measures, monotone operators",
}
@Article{Seidler:2010:EES,
author = "Jan Seidler",
title = "Exponential Estimates for Stochastic Convolutions in
$2$-Smooth {Banach} Spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "50:1556--50:1573",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-808",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/808",
abstract = "Sharp constants in a (one-sided)
Burkholder--Davis--Gundy type estimate for stochastic
integrals in a 2-smooth Banach space are found. As a
consequence, exponential tail estimates for stochastic
convolutions are obtained via Zygmund's extrapolation
theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Burkholder--Davis--Gundy inequality; exponential tail
estimates; stochastic convolutions; stochastic
integrals in 2-smooth Banach spaces",
}
@Article{Bandyopadhyay:2010:ODL,
author = "Antar Bandyopadhyay and Rahul Roy and Anish Sarkar",
title = "On the One Dimensional {``Learning from Neighbours''}
Model",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "51:1574--51:1593",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-809",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/809",
abstract = "We consider a model of a discrete time ``interacting
particle system'' on the integer line where infinitely
many changes are allowed at each instance of time. We
describe the model using chameleons of two different
colours, {\em viz.}, red (R) and blue (B). At each
instance of time each chameleon performs an independent
but identical coin toss experiment with probability ??
to decide whether to change its colour or not. If the
coin lands head then the creature retains its colour
(this is to be interpreted as a ``success''), otherwise
it observes the colours and coin tosses of its two
nearest neighbours and changes its colour only if,
among its neighbours and including itself, the
proportion of successes of the other colour is larger
than the proportion of successes of its own colour.
This produces a Markov chain with infinite state space.
This model was studied by Chatterjee and Xu (2004) in
the context of diffusion of technologies in a set-up of
myopic, memoryless agents. In their work they assume
different success probabilities of coin tosses
according to the colour of the chameleon. In this work
we consider the symmetric case where the success
probability, $ \alpha $, is the same irrespective of
the colour of the chameleon. We show that starting from
any initial translation invariant distribution of
colours the Markov chain converges to a limit of a
single colour, i.e., even at the symmetric case there
is no ``coexistence'' of the two colours at the limit.
As a corollary we also characterize the set of all
translation invariant stationary laws of this Markov
chain. Moreover we show that starting with an i.i.d.
colour distribution with density $ p \in [0, 1] $ of
one colour (say red), the limiting distribution is all
red with probability $ \Pi (\alpha, p) $ which is
continuous in $p$ and for $p$ ``small'' $ \Pi (p) > p$.
The last result can be interpreted as the model favours
the ``underdog''.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coexistence, Learning from neighbours, Markov chain,
Random walk, Stationary distribution",
}
@Article{Bettinelli:2010:SLR,
author = "J{\'e}r{\'e}mie Bettinelli",
title = "Scaling Limits for Random Quadrangulations of Positive
Genus",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "52:1594--52:1644",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-810",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/810",
abstract = "We discuss scaling limits of large bipartite
quadrangulations of positive genus. For a given $g$, we
consider, for every positive integer $n$, a random
quadrangulation $ q_n$ uniformly distributed over the
set of all rooted bipartite quadrangulations of genus
$g$ with $n$ faces. We view it as a metric space by
endowing its set of vertices with the graph distance.
We show that, as $n$ tends to infinity, this metric
space, with distances rescaled by the factor $n$ to the
power of $ - 1 / 4$, converges in distribution, at
least along some subsequence, toward a limiting random
metric space. This convergence holds in the sense of
the Gromov--Hausdorff topology on compact metric
spaces. We show that, regardless of the choice of the
subsequence, the Hausdorff dimension of the limiting
space is almost surely equal to $4$. Our main tool is a
bijection introduced by Chapuy, Marcus, and Schaeffer
between the quadrangulations we consider and objects
they call well-labeled $g$-trees. An important part of
our study consists in determining the scaling limits of
the latter.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "conditioned process; Gromov topology; random map;
random tree",
}
@Article{Menozzi:2010:SNA,
author = "St{\'e}phane Menozzi and Vincent Lemaire",
title = "On Some non Asymptotic Bounds for the {Euler} Scheme",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "53:1645--53:1681",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-814",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/814",
abstract = "We obtain non asymptotic bounds for the Monte Carlo
algorithm associated to the Euler discretization of
some diffusion processes. The key tool is the Gaussian
concentration satisfied by the density of the
discretization scheme. This Gaussian concentration is
derived from a Gaussian upper bound of the density of
the scheme and a modification of the so-called ``Herbst
argument'' used to prove Logarithmic Sobolev
inequalities. We eventually establish a Gaussian lower
bound for the density of the scheme that emphasizes the
concentration is sharp.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Non asymptotic Monte Carlo bounds, Discretization
schemes, Gaussian concentration",
}
@Article{Bhamidi:2010:SLC,
author = "Shankar Bhamidi and Remco van der Hofstad and Johan
van Leeuwaarden",
title = "Scaling Limits for Critical Inhomogeneous Random
Graphs with Finite Third Moments",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "54:1682--54:1702",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-817",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/817",
abstract = "We identify the scaling limit for the sizes of the
largest components at criticality for inhomogeneous
random graphs with weights that have finite third
moments. We show that the sizes of the (rescaled)
components converge to the excursion lengths of an
inhomogeneous Brownian motion, which extends results of
Aldous (1997) for the critical behavior of
Erd{\H{o}}s--R{\'e}nyi random graphs. We rely heavily
on martingale convergence techniques, and concentration
properties of (super)martingales. This paper is part of
a programme initiated in van der Hofstad (2009) to
study the near-critical behavior in inhomogeneous
random graphs of so-called rank-1.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian excursions; critical random graphs;
inhomogeneous networks; martingale techniques; phase
transitions; size-biased ordering",
}
@Article{Reinert:2010:SMS,
author = "Gesine Reinert and Ivan Nourdin and Giovanni
Peccati",
title = "{Stein}'s Method and Stochastic Analysis of
{Rademacher} Functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "55:1703--55:1742",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-823",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/823",
abstract = "We compute explicit bounds in the Gaussian
approximation of functionals of infinite Rademacher
sequences. Our tools involve Stein's method, as well as
the use of appropriate discrete Malliavin operators. As
the bounds are given in terms of Malliavin operators,
no coupling construction is required. When the
functional depends only on the first d coordinates of
the Rademacher sequence, a simple sufficient condition
for convergence to a normal distribution is derived.
For finite quadratic forms, we obtain necessary and
sufficient conditions. Although our approach does not
require the classical use of exchangeable pairs, when
the functional depends only on the first d coordinates
of the Rademacher sequence we employ chaos expansion in
order to construct an explicit exchangeable pair
vector; the elements of the vector relate to the
summands in the chaos decomposition and satisfy a
linearity condition for the conditional expectation.
Among several examples, such as random variables which
depend on infinitely many Rademacher variables, we
provide three main applications: (i) to CLTs for
multilinear forms belonging to a fixed chaos, (ii) to
the Gaussian approximation of weighted infinite 2-runs,
and (iii) to the computation of explicit bounds in CLTs
for multiple integrals over sparse sets. This last
application provides an alternate proof (and several
refinements) of a recent result by Blei and Janson.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central Limit Theorems; Discrete Malliavin operators;
Normal approximation; Rademacher sequences; Sparse
sets; Stein's method; Walsh chaos",
}
@Article{Jakubowski:2010:CDS,
author = "Jecek Jakubowski and Mariusz Nieweglowski",
title = "A Class of {$F$}-Doubly Stochastic {Markov} Chains",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "56:1743--56:1771",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-815",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/815",
abstract = "We define a new class of processes, very useful in
applications, $ \mathbf {F}$-doubly stochastic Markov
chains which contains among others Markov chains. This
class is fully characterized by some martingale
properties, and one of them is new even in the case of
Markov chains. Moreover a predictable representation
theorem holds and doubly stochastic property is
preserved under natural change of measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$\mathbb{F}$-doubly stochastic Markov chain;
intensity; Kolmogorov equations, martingale
characterization; predictable representation theorem;
sojourn time",
}
@Article{Croydon:2010:SAS,
author = "David Croydon and Benjamin Hambly",
title = "Spectral Asymptotics for Stable Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "57:1772--57:1801",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-819",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/819",
abstract = "We calculate the mean and almost-sure leading order
behaviour of the high frequency asymptotics of the
eigenvalue counting function associated with the
natural Dirichlet form on $ \alpha $-stable trees,
which lead in turn to short-time heat kernel
asymptotics for these random structures. In particular,
the conclusions we obtain demonstrate that the spectral
dimension of an $ \alpha $-stable tree is almost-surely
equal to $ 2 \alpha / (2 \alpha - 1)$, matching that of
certain related discrete models. We also show that the
exponent for the second term in the asymptotic
expansion of the eigenvalue counting function is no
greater than $ 1 / (2 \alpha - 1)$. To prove our
results, we adapt a self-similar fractal argument
previously applied to the continuum random tree,
replacing the decomposition of the continuum tree at
the branch point of three suitably chosen vertices with
a recently developed spinal decomposition for $ \alpha
$-stable trees",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "heat kernel; self-similar decomposition; spectral
asymptotics; stable tree",
}
@Article{Warfheimer:2010:SDI,
author = "Marcus Warfheimer",
title = "Stochastic Domination for the {Ising} and Fuzzy
{Potts} Models",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "58:1802--58:1824",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-820",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/820",
abstract = "We discuss various aspects concerning stochastic
domination for the Ising model and the fuzzy Potts
model. We begin by considering the Ising model on the
homogeneous tree of degree $d$, $ \mathbb {T}^d$. For
given interaction parameters $ J_1$, $ J_2 > 0$ and
external field $ h_1 \in \mathbb {R}$, we compute the
smallest external field $ \tilde {h}$ such that the
plus measure with parameters $ J_2$ and $h$ dominates
the plus measure with parameters $ J_1$ and $ h_1$ for
all $ h \geq \tilde {h}$. Moreover, we discuss
continuity of $ \tilde {h}$ with respect to the three
parameters $ J_1$, $ J_2$, $ h_1$ and also how the plus
measures are stochastically ordered in the interaction
parameter for a fixed external field. Next, we consider
the fuzzy Potts model and prove that on $ \mathbb
{Z}^d$ the fuzzy Potts measures dominate the same set
of product measures while on $ \mathbb {T}^d$, for
certain parameter values, the free and minus fuzzy
Potts measures dominate different product measures",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "domination of product measures; fuzzy Potts model;
Ising model; Stochastic domination",
}
@Article{Huesler:2010:CHE,
author = "Juerg Huesler and Anna Ladneva and Vladimir
Piterbarg",
title = "On Clusters of High Extremes of {Gaussian} Stationary
Processes with $ \varepsilon $-Separation",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "59:1825--59:1862",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-828",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/828",
abstract = "The clustering of extremes values of a stationary
Gaussian process $ X(t), t \in [0, T] $ is considered,
where at least two time points of extreme values above
a high threshold are separated by at least a small
positive value $ \varepsilon $. Under certain
assumptions on the correlation function of the process,
the asymptotic behavior of the probability of such a
pattern of clusters of exceedances is derived exactly
where the level to be exceeded by the extreme values,
tends to $ \infty $. The excursion behaviour of the
paths in such an event is almost deterministic and does
not depend on the high level $u$. We discuss the
pattern and the asymptotic probabilities of such
clusters of exceedances.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic behavior; clusters; correlation function;
extreme values; Gaussian process; separated clusters",
}
@Article{Hwang:2010:MRB,
author = "Hsien-Kuei Hwang and Tsung-Hsi Tsai",
title = "Multivariate Records Based on Dominance",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "60:1863--60:1892",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-825",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/825",
abstract = "We consider three types of multivariate records in
this paper and derive the mean and the variance of
their numbers for independent and uniform random
samples from two prototype regions: hypercubes $ [0,
1]^d $ and d-dimensional simplex. Central limit
theorems with convergence rates are established when
the variance tends to infinity. Effective numerical
procedures are also provided for computing the variance
constants to high degree of precision.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Multivariate records, Pareto optimality, central limit
theorems, {Berry--Ess{\'e}en} bound, partial orders,
dominance",
}
@Article{Janson:2010:MBM,
author = "Svante Janson and Guy Louchard and Anders
Martin-L{\"o}f",
title = "The Maximum of {Brownian} Motion with Parabolic
Drift",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "61:1893--61:1929",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-830",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/830",
abstract = "We study the maximum of a Brownian motion with a
parabolic drift; this is a random variable that often
occurs as a limit of the maximum of discrete processes
whose expectations have a maximum at an interior point.
We give new series expansions and integral formulas for
the distribution and the first two moments, together
with numerical values to high precision.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, parabolic drift, Airy functions",
}
@Article{Groeneboom:2010:MBM,
author = "Piet Groeneboom",
title = "The Maximum of {Brownian} Motion Minus a Parabola",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "62:1930--62:1937",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-826",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/826",
abstract = "We derive a simple integral representation for the
distribution of the maximum of Brownian motion minus a
parabola, which can be used for computing the density
and moments of the distribution, both for one-sided and
two-sided Brownian motion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, parabolic drift, maximum, Airy
functions",
}
@Article{Englander:2010:CMS,
author = "Janos Englander",
title = "The Center of Mass for Spatial Branching Processes and
an Application for Self-Interaction",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "63:1938--63:1970",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-822",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/822",
abstract = "Consider the center of mass of a supercritical
branching-Brownian motion. In this article we first
show that it is a Brownian motion being slowed down
such that it tends to a limiting position almost
surely, and that this is also true for a model where
the branching-Brownian motion is modified by
attraction/repulsion between particles. We then put
this observation together with the description of the
interacting system as viewed from its center of mass,
and get the following asymptotic behavior: the system
asymptotically becomes a branching Ornstein--Uhlenbeck
process (inward for attraction and outward for
repulsion), but (i) the origin is shifted to a random
point which has normal distribution, and (ii) the
Ornstein--Uhlenbeck particles are not independent but
constitute a system with a degree of freedom which is
less than their number by precisely one. The main
result of the article then is a scaling limit theorem
for the local mass, in the attractive case. A
conjecture is stated for the behavior of the local mass
in the repulsive case. We also consider a supercritical
super-Brownian motion. Again, it turns out that,
conditioned on survival, its center of mass is a
continuous process having an a.s. limit.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching Brownian motion; branching
Ornstein--Uhlenbeck process; center of mass;
Curie--Weiss model; H-transform; McKean--Vlasov limit;
self-interaction; spatial branching processes;
super-Brownian motion",
}
@Article{Bank:2010:PDO,
author = "Peter Bank and Christoph Baumgarten",
title = "Parameter-Dependent Optimal Stopping Problems for
One-Dimensional Diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "64:1971--64:1993",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-835",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/835",
abstract = "We consider a class of optimal stopping problems for a
regular one-dimensional diffusion whose payoff depends
on a linear parameter. As shown in Bank and F{\"o}llmer
(2003) problems of this type may allow for a universal
stopping signal that characterizes optimal stopping
times for any given parameter via a level-crossing
principle of some auxiliary process. For regular
one-dimensional diffusions, we provide an explicit
construction of this signal in terms of the Laplace
transform of level passage times. Explicit solutions
are available under certain concavity conditions on the
reward function. In general, the construction of the
signal at a given point boils down to finding the
infimum of an auxiliary function of one real variable.
Moreover, we show that monotonicity of the stopping
signal corresponds to monotone and concave (in a
suitably generalized sense) reward functions. As an
application, we show how to extend the construction of
Gittins indices of Karatzas (1984) from monotone reward
functions to arbitrary functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Optimal stopping, Gittins index, multi-armed bandit
problems, American options, universal stopping signal",
}
@Article{Xu:2010:EEM,
author = "Lihu Xu and Bogus{\l}aw Zegarli{\'n}ski",
title = "Existence and Exponential Mixing of Infinite White $
\alpha $-Stable Systems with Unbounded Interactions",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "65:1994--65:2018",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-831",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/831",
abstract = "We study an infinite white $ \alpha $-stable systems
with unbounded interactions, and prove the existence of
a solution by Galerkin approximation and an exponential
mixing property by an $ \alpha $-stable version of
gradient bounds.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exponential mixing; Finite speed of propagation of
information; Gradient bounds.; Lie bracket; White
symmetric $alpha$-stable processes",
}
@Article{Madras:2010:TAP,
author = "Neal Madras and C. Wu",
title = "Trees, Animals, and Percolation on Hyperbolic
Lattices",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "66:2019--66:2040",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-837",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/837",
abstract = "We study lattice trees, lattice animals, and
percolation on non-Euclidean lattices that correspond
to regular tessellations of two- and three-dimensional
hyperbolic space. We prove that critical exponents of
these models take on their mean field values. Our
methods are mainly combinatorial and geometric.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "critical exponents; hyperbolic geometry; hyperbolic
lattice.; lattice animal; lattice tree; mean field
behaviour; Percolation",
}
@Article{Xu:2010:MPC,
author = "Jing Xu and Bo Zhang",
title = "Martingale Property and Capacity under
{$G$}-Framework",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "67:2041--67:2068",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-832",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/832",
abstract = "The main purpose of this article is to study the
symmetric martingale property and capacity defined by
G-expectation introduced by Peng (cf.
\url{http://arxiv.org/PS_cache/math/pdf/0601/0601035v2.pdf})
in 2006. We show that the G-capacity can not be
dynamic, and also demonstrate the relationship between
symmetric G-martingale and the martingale under linear
expectation. Based on these results and path-wise
analysis, we obtain the martingale characterization
theorem for G Brownian motion without Markovian
assumption. This theorem covers the Levy's martingale
characterization theorem for Brownian motion, and it
also gives a different method to prove Levy's
theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Capacity; G-Brownian motion; G-expectation; Martingale
characterization",
}
@Article{Boukhadra:2010:SSD,
author = "Omar Boukhadra",
title = "Standard Spectral Dimension for the Polynomial Lower
Tail Random Conductances Model",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "68:2069--68:2086",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-839",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/839",
abstract = "We study models of continuous-time, symmetric random
walks in random environment on the d-dimensional
integer lattice, driven by a field of i.i.d random
nearest-neighbor conductances bounded only from above
with a power law tail near 0. We are interested in
estimating the quenched asymptotic behavior of the
on-diagonal heat-kernel. We show that the spectral
dimension is standard when we lighten sufficiently the
tails of the conductances. As an expected consequence,
the same result holds for the discrete-time case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov chains, Random walk, Random environments,
Random conductances, Percolation",
}
@Article{Herrmann:2010:SMS,
author = "Samuel Herrmann and Julian Tugaut",
title = "Stationary measures for self-stabilizing processes:
asymptotic analysis in the small noise limit",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "69:2087--69:2116",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-842",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/842",
abstract = "Self-stabilizing diffusions are stochastic processes,
solutions of nonlinear stochastic differential
equation, which are attracted by their own law. This
specific self-interaction leads to singular phenomenons
like non uniqueness of associated stationary measures
when the diffusion moves in some non convex environment
(see [5]). The aim of this paper is to describe these
invariant measures and especially their asymptotic
behavior as the noise intensity in the nonlinear SDE
becomes small. We prove in particular that the limit
measures are discrete measures and point out some
properties of their support which permit in several
situations to describe explicitly the whole set of
limit measures. This study requires essentially
generalized Laplace's method approximations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "double well potential; Laplace's method; perturbed
dynamical system; self-interacting diffusion;
stationary measures",
}
@Article{Nourdin:2010:WSI,
author = "Ivan Nourdin and Anthony R{\'e}veillac and Jason
Swanson",
title = "The weak {Stratonovich} integral with respect to
fractional {Brownian} motion with {Hurst} parameter $ 1
/ 6 $",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "70:2117--70:2162",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-843",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/843",
abstract = "Let $B$ be a fractional Brownian motion with Hurst
parameter $ H = 1 / 6$. It is known that the symmetric
Stratonovich-style Riemann sums for $ \int \! g(B(s))
\, d B(s)$ do not, in general, converge in probability.
We show, however, that they do converge in law in the
Skorohod space of c{\`a}dl{\`a}g functions. Moreover,
we show that the resulting stochastic integral
satisfies a change of variable formula with a
correction term that is an ordinary It{\^o} integral
with respect to a Brownian motion that is independent
of $B$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian motion; Malliavin calculus;
Stochastic integration; Stratonovich integral; weak
convergence",
}
@Article{Dufresne:2010:GDB,
author = "Daniel Dufresne",
title = "G distributions and the beta-gamma algebra",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "71:2163--71:2199",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-845",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/845",
abstract = "This paper has four interrelated themes: (1) express
Laplace and Mellin transforms of sums of positive
random variables in terms of the Mellin transform of
the summands; (2) show the equivalence of the two
Barnes' lemmas with known properties of gamma
distributions; (3) establish properties of the sum of
two reciprocal gamma variables, and related results;
(4) study the G distributions (whose Mellin transforms
are ratios of products of gamma functions).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Barnes' lemmas; Beta distribution; beta product
distribution; G distributions; gamma distribution;
infinite divisibility; Macdonald's function; Mellin
transforms",
}
@Article{Hessler:2010:ECP,
author = "Martin Hessler and Johan W{\"a}stlund",
title = "Edge cover and polymatroid flow problems",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "72:2200--72:2219",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-846",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/846",
abstract = "In an $n$ by $n$ complete bipartite graph with
independent exponentially distributed edge costs, we
ask for the minimum total cost of a set of edges of
which each vertex is incident to at least one. This
so-called minimum edge cover problem is a relaxation of
perfect matching. We show that the large $n$ limit cost
of the minimum edge cover is $ W(1)^2 + 2 W(1) \approx
1.456$, where $W$ is the Lambert $W$-function. In
particular this means that the minimum edge cover is
essentially cheaper than the minimum perfect matching,
whose limit cost is $ \pi^2 / 6 \approx 1.645$. We
obtain this result through a generalization of the
perfect matching problem to a setting where we impose a
(poly-)matroid structure on the two vertex-sets of the
graph, and ask for an edge set of prescribed size
connecting independent sets.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Combinatorial optimization; Random graphs",
}
@Article{Valesin:2010:MCP,
author = "Daniel Valesin",
title = "Multitype Contact Process on Z: Extinction and
Interface",
journal = j-ELECTRON-J-PROBAB,
volume = "15",
pages = "73:2220--73:2260",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v15-836",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/836",
abstract = "We consider a two-type contact process on the
integers. Both types have equal finite range and
supercritical infection rate. We show that a given type
becomes extinct with probability 1 if and only if, in
the initial configuration, it is confined to a finite
interval and surrounded by infinitely many individuals
of the other type. Additionally, we show that if both
types are present in finite number in the initial
configuration, then there is a positive probability
that they are both present for all times. Finally, it
is shown that, starting from the configuration in which
all sites to the left of the origin are occupied by
type 1 particles and all sites to the right of the
origin are occupied by type 2 particles, the process
defined by the size of the interface area between the
two types is stochastically tight.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interacting Particle Systems",
}
@Article{Alexander:2011:ELL,
author = "Kenneth Alexander",
title = "Excursions and Local Limit Theorems for {Bessel}-like
Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "1:1--1:44",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-848",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/848",
abstract = "We consider reflecting random walks on the nonnegative
integers with drift of order $ 1 / x $ at height $x$.
We establish explicit asymptotics for various
probabilities associated to such walks, including the
distribution of the hitting time of $0$ and first
return time to $0$, and the probability of being at a
given height at a given time (uniformly in a large
range of heights.) In particular, for certain drifts
inversely proportional to $x$ up to smaller-order
correction terms, we show that the probability of a
first return to $0$ at time $n$ decays as a certain
inverse power of $n$, multiplied by a slowly varying
factor that depends on the drift correction terms.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "excursion, Lamperti problem, random walk, Bessel
process",
}
@Article{Vihola:2011:CAM,
author = "Matti Vihola",
title = "Can the Adaptive {Metropolis} Algorithm Collapse
Without the Covariance Lower Bound?",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "2:45--2:75",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-840",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/840",
abstract = "The Adaptive Metropolis (AM) algorithm is based on the
symmetric random-walk Metropolis algorithm. The
proposal distribution has the following time-dependent
covariance matrix, at step $ n + 1 $ , $ S_n = \mathrm
{Cov}(X_1, \ldots, X_n) + \varepsilon I $, that is, the
sample covariance matrix of the history of the chain
plus a (small) constant $ \varepsilon > 0 $ multiple of
the identity matrix $I$. The lower bound on the
eigenvalues of $ S_n$ induced by the factor $
\varepsilon I$ is theoretically convenient, but
practically cumbersome, as a good value for the
parameter $ \varepsilon $ may not always be easy to
choose. This article considers variants of the AM
algorithm that do not explicitly bound the eigenvalues
of $ S_n$ away from zero. The behaviour of $ S_n$ is
studied in detail, indicating that the eigenvalues of $
S_n$ do not tend to collapse to zero in general. In
dimension one, it is shown that $ S_n$ is bounded away
from zero if the logarithmic target density is
uniformly continuous. For a modification of the AM
algorithm including an additional fixed component in
the proposal distribution, the eigenvalues of $ S_n$
are shown to stay away from zero with a practically
non-restrictive condition. This result implies a strong
law of large numbers for super-exponentially decaying
target distributions with regular contours.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "adaptive Markov chain Monte Carlo; Metropolis
algorithm; stability; stochastic approximation",
}
@Article{Gilch:2011:AER,
author = "Lorenz Gilch",
title = "Asymptotic Entropy of Random Walks on Free Products",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "3:76--3:105",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-841",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/841",
abstract = "Suppose we are given the free product $V$ of a finite
family of finite or countable sets. We consider a
transient random walk on the free product arising
naturally from a convex combination of random walks on
the free factors. We prove the existence of the
asymptotic entropy and present three different,
equivalent formulas, which are derived by three
different techniques. In particular, we will show that
the entropy is the rate of escape with respect to the
Greenian metric. Moreover, we link asymptotic entropy
with the rate of escape and volume growth resulting in
two inequalities.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Walks, Free Products, Asymptotic Entropy",
}
@Article{Borrello:2011:SOA,
author = "Davide Borrello",
title = "Stochastic Order and Attractiveness for Particle
Systems with Multiple Births, Deaths and Jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "4:106--4:151",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-852",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/852",
abstract = "An approach to analyse the properties of a particle
system is to compare it with different processes to
understand when one of them is larger than other ones.
The main technique for that is coupling, which may not
be easy to construct. We give a characterization of
stochastic order between different interacting particle
systems in a large class of processes with births,
deaths and jumps of many particles per time depending
on the configuration in a general way: it consists in
checking inequalities involving the transition rates.
We construct explicitly the coupling that characterizes
the stochastic order. As a corollary we get necessary
and sufficient conditions for attractiveness. As an
application, we first give the conditions on examples
including reaction-diffusion processes, multitype
contact process and conservative dynamics and then we
improve an ergodicity result for an epidemic model.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "attractiveness; epidemic model; interacting particle
systems; multitype contact process; Stochastic order",
}
@Article{Berestycki:2011:EGC,
author = "Nathanael Berestycki",
title = "Emergence of Giant Cycles and Slowdown Transition in
Random Transpositions and $k$-Cycles",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "5:152--5:173",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-850",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/850",
abstract = "Consider the random walk on the permutation group
obtained when the step distribution is uniform on a
given conjugacy class. It is shown that there is a
critical time at which two phase transitions occur
simultaneously. On the one hand, the random walk slows
down abruptly: the acceleration (i.e., the second time
derivative of the distance) drops from $0$ to $ -
\infty $ at this time as $ n \to \infty $. On the other
hand, the largest cycle size changes from microscopic
to giant. The proof of this last result is considerably
simpler and holds more generally than in a previous
result of Oded Schramm for random transpositions. It
turns out that in the case of random $k$-cycles, this
critical time is proportional to $ 1 / [k(k - 1)]$,
whereas the mixing time is known to be proportional to
$ 1 / k$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random permutations",
}
@Article{Faraud:2011:CLT,
author = "Gabriel Faraud",
title = "A {Central Limit Theorem} for Random Walk in a Random
Environment on a Marked {Galton--Watson} Tree",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "6:174--6:215",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-851",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/851",
abstract = "Models of random walks in a random environment were
introduced at first by Chernoff in 1967 in order to
study biological mechanisms. The original model has
been intensively studied since then and is now well
understood. In parallel, similar models of random
processes in a random environment have been studied. In
this article we focus on a model of random walk on
random marked trees, following a model introduced by R.
Lyons and R. Pemantle (1992). Our point of view is a
bit different yet, as we consider a very general way of
constructing random trees with random transition
probabilities on them. We prove an analogue of R. Lyons
and R. Pemantle's recurrence criterion in this setting,
and we study precisely the asymptotic behavior, under
restrictive assumptions. Our last result is a
generalization of a result of Y. Peres and O. Zeitouni
(2006) concerning biased random walks on Galton--Watson
trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Walk, random environment, tree, branching
random walk, central limit theorem",
}
@Article{Basse-OConnor:2011:IS,
author = "Andreas Basse-O'Connor",
title = "Integrability of Seminorms",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "7:216--7:229",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-853",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/853",
abstract = "We study integrability and equivalence of $ L^p
$-norms of polynomial chaos elements. Relying on known
results for Banach space valued polynomials, we extend
and unify integrability for seminorms results to random
elements that are not necessarily limits of Banach
space valued polynomials. This enables us to prove
integrability results for a large class of seminorms of
stochastic processes and to answer, partially, a
question raised by C. Borell (1979, S{\'e}minaire de
Probabilit{\'e}s, XIII, 1--3).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "chaos processes; integrability; regularly varying
distributions; seminorms",
}
@Article{Bahadoran:2011:RSI,
author = "Christophe Bahadoran and Jozsef Fritz and Katalin
Nagy",
title = "Relaxation Schemes for Interacting Exclusions",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "8:230--8:262",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-857",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/857",
abstract = "We investigate the interaction of one-dimensional
asymmetric exclusion processes of opposite speeds,
where the exchange dynamics is combined with a
creation-annihilation mechanism, and this asymmetric
law is regularized by a nearest neighbor stirring of
large intensity. The model admits hyperbolic (Euler)
scaling, and we are interested in the hydrodynamic
behavior of the system in a regime of shocks on the
infiite line. This work is a continuation of a previous
paper by Fritz and Nagy [FN06], where this question has
been left open because of the lack of a suitable
logarithmic Sobolev inequality. The problem is solved
by extending the method of relaxation schemes to this
stochastic model, the resulting a priory bound allows
us to verify compensated compactness.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hyperbolic scaling, interacting exclusions, Lax
entropy pairs, compensated compactness, logarithmic
Sobolev inequalities, relaxation schemes",
}
@Article{Shao:2011:NPM,
author = "Jinghai Shao",
title = "A New Probability Measure-Valued Stochastic Process
with {Ferguson--Dirichlet} Process as Reversible
Measure",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "9:271--9:292",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-844",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/844",
abstract = "A new diffusion process taking values in the space of
all probability measures over $ [0, 1] $ is constructed
through Dirichlet form theory in this paper. This
process is reversible with respect to the
Ferguson--Dirichlet process (also called Poisson
Dirichlet process), which is the reversible measure of
the Fleming--Viot process with parent independent
mutation. The intrinsic distance of this process is in
the class of Wasserstein distances, so it's also a kind
of Wasserstein diffusion. Moreover, this process
satisfies the Log-Sobolev inequality.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Ferguson--Dirichlet process; Fleming--Viot process;
Logarithmic Sobolev inequalities; Wasserstein
diffusion",
}
@Article{Cerny:2011:TDR,
author = "Ji{\v{r}}{\'\i} {\v{C}}ern{\'y}",
title = "On Two-Dimensional Random Walk Among Heavy-Tailed
Conductances",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "10:293--10:313",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-849",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/849",
abstract = "We consider a random walk among unbounded random
conductances on the two-dimensional integer lattice.
When the distribution of the conductances has an
infinite expectation and a polynomial tail, we show
that the scaling limit of this process is the
fractional kinetics process. This extends the results
of the paper [BC10] where a similar limit statement was
proved in dimension larger than two. To make this
extension possible, we prove several estimates on the
Green function of the process killed on exiting large
balls.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional kinetics; functional limit theorems; Random
walk among random conductances; trap models",
}
@Article{Jacquot:2011:BSL,
author = "Stephanie Jacquot and Benedek Valko",
title = "Bulk Scaling Limit of the {Laguerre} Ensemble",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "11:314--11:346",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-854",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/854",
abstract = "We consider the $ \beta $-Laguerre ensemble, a family
of distributions generalizing the joint eigenvalue
distribution of the Wishart random matrices. We show
that the bulk scaling limit of these ensembles exists
for all $ \beta > 0$ for a general family of parameters
and it is the same as the bulk scaling limit of the
corresponding $ \beta $-Hermite ensemble.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices, eigenvalues, Laguerre ensemble,
Wishart ensemble, bulk scaling limit",
}
@Article{Hwang:2011:CLT,
author = "Hsien-Kuei Hwang and Svante Janson",
title = "A {Central Limit Theorem} for Random Ordered
Factorizations of Integers",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "12:347--12:361",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-858",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Hwang:2013:ECL}.",
URL = "http://ejp.ejpecp.org/article/view/858",
abstract = "Write an integer as finite products of ordered factors
belonging to a given subset $ \mathcal {P} $ of
integers larger than one. A very general central limit
theorem is derived for the number of ordered factors in
random factorizations for any subset $ \mathcal {P} $
containing at least two elements. The method of proof
is very simple and relies in part on Delange's
Tauberian theorems and an interesting Tauberian
technique for handling Dirichlet series associated with
odd centered moments.\par
{\bf An erratum is available in
\url{https://doi.org/10.1214/EJP.v18-2297} EJP volume
{\bf 18} paper 16}",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic normality; Dirichlet series; method of
moments; ordered factorizations; Tauberian theorems",
}
@Article{Bierme:2011:CLT,
author = "Hermine Bierm{\'e} and Aline Bonami and Jos{\'e} R.
Leon",
title = "{Central Limit Theorems} and Quadratic Variations in
Terms of Spectral Density",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "13:362--13:395",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-862",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/862",
abstract = "We give a new proof and provide new bounds for the
speed of convergence in the Central Limit Theorem of
Breuer Major on stationary Gaussian time series, which
generalizes to particular triangular arrays. Our
assumptions are given in terms of the spectral density
of the time series. We then consider generalized
quadratic variations of Gaussian fields with stationary
increments under the assumption that their spectral
density is asymptotically self-similar and prove
Central Limit Theorems in this context.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem; fractional Brownian Motion;
Gaussian stationary process; periodogram; quadratic
variations; spectral density",
}
@Article{Berard:2011:SPB,
author = "Jean B{\'e}rard and Jean-Baptiste Gou{\'e}r{\'e}",
title = "Survival Probability of the Branching Random Walk
Killed Below a Linear Boundary",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "14:396--14:418",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-861",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/861",
abstract = "We give an alternative proof of a result by N.
Gantert, Y. Hu and Z. Shi on the asymptotic behavior of
the survival probability of the branching random walk
killed below a linear boundary, in the special case of
deterministic binary branching and bounded random walk
steps. Connections with the Brunet--Derrida theory of
stochastic fronts are discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching random walks; survival probability",
}
@Article{Lubetzky:2011:EEC,
author = "Eyal Lubetzky and Allan Sly",
title = "Explicit Expanders with Cutoff Phenomena",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "15:419--15:435",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-869",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/869",
abstract = "The cutoff phenomenon describes a sharp transition in
the convergence of an ergodic finite Markov chain to
equilibrium. Of particular interest is understanding
this convergence for the simple random walk on a
bounded-degree expander graph. The first example of a
family of bounded-degree graphs where the random walk
exhibits cutoff in total-variation was provided only
very recently, when the authors showed this for a
typical random regular graph. However, no example was
known for an explicit (deterministic) family of
expanders with this phenomenon. Here we construct a
family of cubic expanders where the random walk from a
worst case initial position exhibits total-variation
cutoff. Variants of this construction give cubic
expanders without cutoff, as well as cubic graphs with
cutoff at any prescribed time-point.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cutoff phenomenon; Expander graphs; Explicit
constructions; Random walks",
}
@Article{Tribe:2011:SOM,
author = "Roger Tribe and Nicholas Woodward",
title = "Stochastic Order Methods Applied to Stochastic
Travelling Waves",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "16:436--16:469",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-868",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/868",
abstract = "This paper considers some one dimensional reaction
diffusion equations driven by a one dimensional
multiplicative white noise. The existence of a
stochastic travelling wave solution is established, as
well as a sufficient condition to be in its domain of
attraction. The arguments use stochastic ordering
techniques.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "travelling wave, stochastic order, stochastic partial
differential equation",
}
@Article{Doring:2011:NDA,
author = "Leif D{\"o}ring and Mladen Savov",
title = "(Non)Differentiability and Asymptotics for Potential
Densities of Subordinators",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "17:470--17:503",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-860",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/860",
abstract = "For subordinators with positive drift we extend recent
results on the structure of the potential measures and
the renewal densities. Applying Fourier analysis a new
representation of the potential densities is derived
from which we deduce asymptotic results and show how
the atoms of the L{\'e}vy measure translate into points
of (non)differentiability of the potential densities.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Levy process, Subordinator, Creeping Probability,
Renewal Density, Potential Measure",
}
@Article{Pascu:2011:MCR,
author = "Mihai Pascu",
title = "Mirror Coupling of Reflecting {Brownian} Motion and an
Application to {Chavel}'s Conjecture",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "18:504--18:530",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-859",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/859",
abstract = "In a series of papers, Burdzy et al. introduced the
{\em mirror coupling} of reflecting Brownian motions in
a smooth bounded domain $ D \subset \mathbb {R}^d $,
and used it to prove certain properties of eigenvalues
and eigenfunctions of the Neumann Laplacian on $D$. In
the present paper we show that the construction of the
mirror coupling can be extended to the case when the
two Brownian motions live in different domains $ D_1,
D_2 \subset \mathbb {R}^d$. As applications of the
construction, we derive a unifying proof of the two
main results concerning the validity of Chavel's
conjecture on the domain monotonicity of the Neumann
heat kernel, due to I. Chavel ([12]), respectively W.
S. Kendall ([16]), and a new proof of Chavel's
conjecture for domains satisfying the ball condition,
such that the inner domain is star-shaped with respect
to the center of the ball.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "couplings, mirror coupling, reflecting Brownian
motion, Chavel's conjecture",
}
@Article{Osekowski:2011:SSI,
author = "Adam Osekowski",
title = "Sharp and Strict {$ L^p $}-Inequalities for
{Hilbert}-Space-Valued Orthogonal Martingales",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "19:531--19:551",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-865",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/865",
abstract = "The paper contains the proofs of sharp moment
estimates for Hilbert-space valued martingales under
the assumptions of differential subordination and
orthogonality. The results generalize those obtained by
Banuelos and Wang. As an application, we sharpen an
inequality for stochastic integrals with respect to
Brownian motion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "best constants; Brownian motion; differential
subordination; Martingale; moment inequality;
orthogonal martingales; stochastic integral",
}
@Article{Birkner:2011:CLT,
author = "Matthias Birkner and Andreas Greven and Frank den
Hollander",
title = "Collision Local Time of Transient Random Walks and
Intermediate Phases in Interacting Stochastic Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "20:552--20:586",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-878",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/878",
abstract = "In a companion paper (M. Birkner, A. Greven, F. den
Hollander, Quenched LDP for words in a letter sequence,
{\em Probab. Theory Relat. Fields} {\bf 148}, no. 3/4
(2010), 403-456), a quenched large deviation principle
(LDP) has been established for the empirical process of
words obtained by cutting an i.i.d. sequence of letters
into words according to a renewal process. We apply
this LDP to prove that the radius of convergence of the
generating function of the collision local time of two
independent copies of a symmetric and strongly
transient random walk on $ \mathbb {Z}^d $, $ d \geq 1
$ , both starting from the origin, strictly increases
when we condition on one of the random walks, both in
discrete time and in continuous time. We conjecture
that the same holds when the random walk is transient
but not strongly transient. The presence of these gaps
implies the existence of an {\em intermediate phase\/}
for the long-time behaviour of a class of coupled
branching processes, interacting diffusions,
respectively, directed polymers in random
environments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walks, collision local time, annealed vs.
quenched, large deviation principle, interacting
stochastic systems, intermediate phase",
}
@Article{Avena:2011:LLN,
author = "Luca Avena and Frank den Hollander and Frank Redig",
title = "Law of Large Numbers for a Class of Random Walks in
Dynamic Random Environments",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "21:587--21:617",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-866",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/866",
abstract = "In this paper we consider a class of one-dimensional
interacting particle systems in equilibrium,
constituting a dynamic random environment, together
with a nearest-neighbor random walk that on
occupied/vacant sites has a local drift to the
right/left. We adapt a regeneration-time argument
originally developed by Comets and Zeitouni for static
random environments to prove that, under a space-time
mixing property for the dynamic random environment
called cone-mixing, the random walk has an a.s.
constant global speed. In addition, we show that if the
dynamic random environment is exponentially mixing in
space-time and the local drifts are small, then the
global speed can be written as a power series in the
size of the local drifts. From the first term in this
series the sign of the global speed can be read off.
The results can be easily extended to higher
dimensions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, dynamic random environment",
}
@Article{Kliem:2011:CRC,
author = "Sandra Kliem",
title = "Convergence of Rescaled Competing Species Processes to
a Class of {SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "22:618--22:657",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-870",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/870",
abstract = "One can construct a sequence of rescaled perturbations
of voter processes in dimension $ d = 1 $ whose
approximate densities are tight. By combining both
long-range models and fixed kernel models in the
perturbations and considering the critical long-range
case, results of Cox and Perkins (2005) are refined. As
a special case we are able to consider rescaled
Lotka--Volterra models with long-range dispersal and
short-range competition. In the case of long-range
interactions only, the approximate densities converge
to continuous space time densities which solve a class
of SPDEs (stochastic partial differential equations),
namely the heat equation with a class of drifts, driven
by Fisher--Wright noise. If the initial condition of
the limiting SPDE is integrable, weak uniqueness of the
limits follows. The results obtained extend the results
of Mueller and Tribe (1995) for the voter model by
including perturbations. In particular, spatial
versions of the Lotka--Volterra model as introduced in
Neuhauser and Pacala (1999) are covered for parameters
approaching one. Their model incorporates a fecundity
parameter and models both intra- and interspecific
competition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "long-range limits; Lotka--Volterra model; spatial
competition; stochastic partial differential equations;
Voter model",
}
@Article{Hairer:2011:THU,
author = "Martin Hairer and Jonathan Mattingly",
title = "A Theory of Hypoellipticity and Unique Ergodicity for
Semilinear Stochastic {PDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "23:658--23:738",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-875",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/875",
abstract = "We present a theory of hypoellipticity and unique
ergodicity for semilinear parabolic stochastic PDEs
with ``polynomial'' nonlinearities and additive noise,
considered as abstract evolution equations in some
Hilbert space. It is shown that if H{\"o}rmander's
bracket condition holds at every point of this Hilbert
space, then a lower bound on the Malliavin covariance
operator $ M(t) $ can be obtained. Informally, this
bound can be read as ``Fix any finite-dimensional
projection $ \Pi $ on a subspace of sufficiently
regular functions. Then the eigenfunctions of $ M(t) $
with small eigenvalues have only a very small component
in the image of $ \Pi $.''\par
We also show how to use a priori bounds on the
solutions to the equation to obtain good control on the
dependency of the bounds on the Malliavin matrix on the
initial condition. These bounds are sufficient in many
cases to obtain the asymptotic strong Feller property
introduced by Hairer and Mattingly in {\em Ann. of
Math. (2) 164 (2006)}.\par
One of the main novel technical tools is an almost sure
bound from below on the size of ``Wiener polynomials,
'' where the coefficients are possibly non-adapted
stochastic processes satisfying a Lipschitz condition.
By exploiting the polynomial structure of the
equations, this result can be used to replace Norris'
lemma, which is unavailable in the present
context.\par
We conclude by showing that the two-dimensional
stochastic Navier--Stokes equations and a large class
of reaction-diffusion equations fit the framework of
our theory.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hypoellipticity; H{\"o}rmander condition; stochastic
PDE",
}
@Article{Lifshits:2011:RGS,
author = "Mikhail Lifshits and Werner Linde",
title = "Random {Gaussian} Sums on Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "24:739--24:763",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-871",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/871",
abstract = "Let $T$ be a tree with induced partial order. We
investigate a centered Gaussian process $X$ indexed by
$T$ and generated by weight functions. In a first part
we treat general trees and weights and derive necessary
and sufficient conditions for the a.s. boundedness of
$X$ in terms of compactness properties of $ (T, d)$.
Here $d$ is a special metric defined by the weights,
which, in general, is not comparable with the Dudley
metric generated by $X$. In a second part we
investigate the boundedness of $X$ for the binary tree.
Assuming some mild regularity assumptions about on
weight, we completely characterize homogeneous weights
with $X$ being a.s. bounded.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian processes, processes indexed by trees,
bounded processes, summation on trees, metric entropy",
}
@Article{Fukasawa:2011:AAS,
author = "Masaaki Fukasawa",
title = "Asymptotic Analysis for Stochastic Volatility:
Edgeworth Expansion",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "25:764--25:791",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-879",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/879",
abstract = "The validity of an approximation formula for European
option prices under a general stochastic volatility
model is proved in the light of the Edgeworth expansion
for ergodic diffusions. The asymptotic expansion is
around the Black--Scholes price and is uniform in
bounded payoff functions. The result provides a
validation of an existing singular perturbation
expansion formula for the fast mean reverting
stochastic volatility model.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ergodic diffusion; fast mean reverting; implied
volatility",
}
@Article{Lucon:2011:QLF,
author = "Eric Lu{\c{c}}on",
title = "Quenched Limits and Fluctuations of the Empirical
Measure for Plane Rotators in Random Media",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "26:792--26:829",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-874",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/874",
abstract = "The Kuramoto model has been introduced to describe
synchronization phenomena observed in groups of cells,
individuals, circuits, etc. The model consists of $N$
interacting oscillators on the one dimensional sphere $
S^1$, driven by independent Brownian Motions with
constant drift chosen at random. This quenched disorder
is chosen independently for each oscillator according
to the same law $ \mu $. The behaviour of the system
for large $N$ can be understood via its empirical
measure: we prove here the convergence as $ N \to
\infty $ of the quenched empirical measure to the
unique solution of coupled McKean--Vlasov equations,
under weak assumptions on the disorder $ \mu $ and
general hypotheses on the interaction. The main purpose
of this work is to address the issue of quenched
fluctuations around this limit, motivated by the
dynamical properties of the disordered system for large
but fixed $N$: hence, the main result of this paper is
a quenched Central Limit Theorem for the empirical
measure. Whereas we observe a self-averaging for the
law of large numbers, this no longer holds for the
corresponding central limit theorem: the trajectories
of the fluctuations process are sample-dependent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; disordered systems; Kuramoto
model; quenched fluctuations; Synchronization",
}
@Article{Fan:2011:RTG,
author = "ShengJun Fan and Long Jiang and YingYing Xu",
title = "Representation Theorem for Generators of {BSDEs} with
Monotonic and Polynomial-Growth Generators in the Space
of Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "27:830--27:844",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-873",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/873",
abstract = "In this paper, on the basis of some recent works of
Fan, Jiang and Jia, we establish a representation
theorem in the space of processes for generators of
BSDEs with monotonic and polynomial-growth generators,
which generalizes the corresponding results in Fan
(2006, 2007), and Fan and Hu (2008).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equation; Monotonic
generator; Polynomial-growth generator; Representation
theorem of generators",
}
@Article{Andres:2011:PDS,
author = "Sebastian Andres",
title = "Pathwise Differentiability for {SDEs} in a Smooth
Domain with Reflection",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "28:845--28:879",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-872",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/872",
abstract = "In this paper we study a Skorohod SDE in a smooth
domain with normal reflection at the boundary, in
particular we prove that the solution is pathwise
differentiable with respect to the deterministic
starting point. The resulting derivatives evolve
according to an ordinary differential equation, when
the process is in the interior of the domain, and they
are projected to the tangent space, when the process
hits the boundary.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local time; normal reflection; Stochastic differential
equation with reflection",
}
@Article{Barbour:2011:ADD,
author = "Andrew Barbour and Bruno Nietlispach",
title = "Approximation by the {Dickman} Distribution and
Quasi-Logarithmic Combinatorial Structures",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "29:880--29:902",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-881",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/881",
abstract = "Quasi-logarithmic combinatorial structures are a class
of decomposable combinatorial structures which extend
the logarithmic class considered by Arratia, Barbour
and Tavar{\'e} (2003). In order to obtain asymptotic
approximations to their component spectrum, it is
necessary first to establish an approximation to the
sum of an associated sequence of independent random
variables in terms of the Dickman distribution. This in
turn requires an argument that refines the Mineka
coupling by incorporating a blocking construction,
leading to exponentially sharper coupling rates for the
sums in question. Applications include distributional
limit theorems for the size of the largest component
and for the vector of counts of the small components in
a quasi-logarithmic combinatorial structure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dickman's distribution; Logarithmic combinatorial
structures; Mineka coupling",
}
@Article{Chen:2011:MTA,
author = "Che-Hao Chen and Michael Fuchs",
title = "On the Moment-Transfer Approach for Random Variables
Satisfying a One-Sided Distributional Recurrence",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "30:903--30:928",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-885",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/885",
abstract = "The moment-transfer approach is a standard tool for
deriving limit laws of sequences of random variables
satisfying a distributional recurrence. However, so far
the approach could not be applied to certain
``one-sided'' recurrences with slowly varying moments
and normal limit law. In this paper, we propose a
modified version of the moment-transfer approach which
can be applied to such recurrences. Moreover, we
demonstrate the usefulness of our approach by
re-deriving several recent results in an almost
automatic fashion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "analysis of algorithms; central limit theorem;
distributional recurrence; moment-transfer approach",
}
@Article{Fisher:2011:SSD,
author = "Albert Fisher and Marina Talet",
title = "The Self-Similar Dynamics of Renewal Processes",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "31:929--31:961",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-888",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/888",
abstract = "We prove an almost sure invariance principle in log
density for renewal processes with gaps in the domain
of attraction of an $ \alpha $-stable law. There are
three different types of behavior: attraction to a
Mittag-Leffler process for $ 0 < \alpha < 1$, to a
centered Cauchy process for $ \alpha = 1$ and to a
stable process for $ 1 < \alpha \leq 2$. Equivalently,
in dynamical terms, almost every renewal path is, upon
centering and up to a regularly varying coordinate
change of order one, and after removing a set of times
of Ces{\`a}ro density zero, in the stable manifold of a
self-similar path for the scaling flow. As a corollary
we have pathwise functional and central limit
theorems.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stable process, renewal process, Mittag-Leffler
process, Cauchy process, almost-sure invariance
principle in log density, pathwise Central Limit
Theorem",
}
@Article{Liu:2011:HFK,
author = "Gi-Ren Liu and Narn-Rueih Shieh",
title = "Homogenization of Fractional Kinetic Equations with
Random Initial Data",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "32:962--32:980",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-896",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/896",
abstract = "We present the small-scale limits for the
homogenization of a class of spatial-temporal random
fields; the field arises from the solution of a certain
fractional kinetic equation and also from that of a
related two-equation system, subject to given random
initial data. The space-fractional derivative of the
equation is characterized by the composition of the
inverses of the Riesz potential and the Bessel
potential. We discuss the small-scale (the micro)
limits, opposite to the well-studied large-scale
limits, of such spatial-temporal random field. Our
scaling schemes involve both the Riesz and the Bessel
parameters, and also involve the rescaling in the
initial data; our results are completely new-type
scaling limits for such random fields.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hermite expansion; Homogenization; Long-range
dependence; Multiple It{\^o}-Wiener integral; Random
initial data; Riesz--Bessel fractional equation and
system; Small-scale limits",
}
@Article{Zerner:2011:IP,
author = "Martin Zerner",
title = "Interpolation Percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "33:981--33:1000",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-895",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/895",
abstract = "Let $X$ be a countably infinite set of real numbers
and let $ (Y_x)_{x \in X}$ be an independent family of
stationary random subsets of the real numbers, e.g.
homogeneous Poisson point processes. We give criteria
for the almost sure existence of various ``regular''
functions f with the property that $ f(x) \in Y_x$ for
all $ x \in X$. Several open questions are posed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interpolation, path connected, percolation, stationary
random set",
}
@Article{Stadje:2011:TKG,
author = "Wolfgang Stadje and Achim W{\"u}bker",
title = "Three Kinds of Geometric Convergence for {Markov}
Chains and the Spectral Gap Property",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "34:1001--34:1019",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-900",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/900",
abstract = "In this paper we investigate three types of
convergence for geometrically ergodic Markov chains
(MCs) with countable state space, which in general lead
to different `rates of convergence'. For reversible
Markov chains it is shown that these rates coincide.
For general MCs we show some connections between their
rates and those of the associated reversed MCs.
Moreover, we study the relations between these rates
and a certain family of isoperimetric constants. This
sheds new light on the connection of geometric
ergodicity and the so-called spectral gap property, in
particular for non-reversible MCs, and makes it
possible to derive sharp upper and lower bounds for the
spectral radius of certain non-reversible chains",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov chains, geometric ergodicity, speed of
convergence",
}
@Article{Munsonius:2011:AIP,
author = "Goetz Olaf Munsonius",
title = "On the Asymptotic Internal Path Length and the
Asymptotic {Wiener} Index of Random Split Trees",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "35:1020--35:1047",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-889",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/889",
abstract = "The random split tree introduced by Devroye (1999) is
considered. We derive a second order expansion for the
mean of its internal path length and furthermore obtain
a limit law by the contraction method. As an assumption
we need the splitter having a Lebesgue density and mass
in every neighborhood of 1. We use properly stopped
homogeneous Markov chains, for which limit results in
total variation distance as well as renewal theory are
used. Furthermore, we extend this method to obtain the
corresponding results for the Wiener index.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "internal path length; probabilistic analysis of
algorithms; random trees; Wiener index",
}
@Article{Adler:2011:PAP,
author = "Mark Adler and Mattia Cafasso and Pierre van
Moerbeke",
title = "From the {Pearcey} to the {Airy} Process",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "36:1048--36:1064",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-898",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/898",
abstract = "Putting dynamics into random matrix models leads to
finitely many nonintersecting Brownian motions on the
real line for the eigenvalues, as was discovered by
Dyson. Applying scaling limits to the random matrix
models, combined with Dyson's dynamics, then leads to
interesting, infinite-dimensional diffusions for the
eigenvalues. This paper studies the relationship
between two of the models, namely the Airy and Pearcey
processes and more precisely shows how to approximate
the multi-time statistics for the Pearcey process by
the one of the Airy process with the help of a PDE
governing the gap probabilities for the Pearcey
process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Airy process; Dyson's Brownian motions.; Pearcey
process",
}
@Article{Adamczak:2011:MPC,
author = "Radoslaw Adamczak",
title = "On the {Marchenko--Pastur} and Circular Laws for some
Classes of Random Matrices with Dependent Entries",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "37:1065--37:1095",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-899",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/899",
abstract = "In the first part of the article we prove limit
theorems of Marchenko--Pastur type for the average
spectral distribution of random matrices with dependent
entries satisfying a weak law of large numbers, uniform
bounds on moments and a martingale like condition
investigated previously by Goetze and Tikhomirov.
Examples include log-concave unconditional
distributions on the space of matrices. In the second
part we specialize to random matrices with independent
isotropic unconditional log-concave rows for which
(using the Tao-Vu replacement principle) we prove the
circular law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random matrix, Marchenko--Pastur law, circular law,
log-concave measures",
}
@Article{Zhang:2011:SHF,
author = "Xicheng Zhang",
title = "Stochastic Homeomorphism Flows of {SDEs} with Singular
Drifts and {Sobolev} Diffusion Coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "38:1096--38:1116",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-887",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/887",
abstract = "In this paper we prove the stochastic homeomorphism
flow property and the strong Feller property for
stochastic differential equations with singular time
dependent drifts and Sobolev diffusion coefficients.
Moreover, the local well posedness under local
assumptions are also obtained. In particular, we extend
Krylov and R{\"o}ckner's results in [10] to the case of
non-constant diffusion coefficients.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic homoemorphism flow, Strong Feller property,
Singular drift, Krylov's estimates, Zvonkin's
transformation",
}
@Article{Bouzar:2011:DSS,
author = "Nadjib Bouzar",
title = "Discrete Semi-Self-Decomposability Induced by
Semigroups",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "39:1117--39:1133",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-890",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/890",
abstract = "A continuous semigroup of probability generating
functions $ \mathcal {F} := (F_t, t \ge 0) $ is used to
introduce a notion of discrete
semi-selfdecomposability, or $ \mathcal
{F}$-semi-selfdecomposability, for distributions with
support on $ \bf Z_+$. $ \mathcal
{F}$-semi-selfdecomposable distributions are infinitely
divisible and are characterized by the absolute
monotonicity of a specific function. The class of $
\mathcal {F}$-semi-selfdecomposable laws is shown to
contain the $ \mathcal {F}$- semistable distributions
and the geometric $ \mathcal {F}$-semistable
distributions. A generalization of discrete random
stability is also explored.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "composition semigroups, discrete distributions,
infinite divisibility, semi-stability, Markov branching
processes, weak convergence",
}
@Article{Leonenko:2011:FEH,
author = "Nikolai Leonenko and Maria D. Ruiz-Medina and Murad S.
Taqqu",
title = "Fractional Elliptic, Hyperbolic and Parabolic Random
Fields",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "40:1134--40:1172",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-891",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/891",
abstract = "This paper introduces new classes of fractional and
multifractional random fields arising from elliptic,
parabolic and hyperbolic equations with random
innovations derived from fractional Brownian motion.
The case of stationary random initial conditions is
also considered for parabolic and hyperbolic
equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cylindrical fractional Brownian, motion; elliptic,
hyperbolic, parabolic random fields; fractional Bessel
potential spaces; fractional Holder spaces; fractional
random fields; multifractional random fields; spectral
representation",
}
@Article{Betz:2011:SRP,
author = "Volker Betz and Daniel Ueltschi",
title = "Spatial Random Permutations and {Poisson--Dirichlet}
Law of Cycle Lengths",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "41:1173--41:1192",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-901",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/901",
abstract = "We study spatial permutations with cycle weights that
are bounded or slowly diverging. We show that a phase
transition occurs at an explicit critical density. The
long cycles are macroscopic and their cycle lengths
satisfy a Poisson--Dirichlet law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Spatial random permutations, cycle weights,
Poisson--Dirichlet distribution",
}
@Article{Dimitroff:2011:AEB,
author = "Georgi Dimitroff and Michael Scheutzow",
title = "Attractors and Expansion for {Brownian} Flows",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "42:1193--42:1213",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-894",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/894",
abstract = "We show that a stochastic flow which is generated by a
stochastic differential equation on $ \mathbb {R}^d $
with bounded volatility has a random attractor provided
that the drift component in the direction towards the
origin is larger than a certain strictly positive
constant $ \beta $ outside a large ball. Using a
similar approach, we provide a lower bound for the
linear growth rate of the inner radius of the image of
a large ball under a stochastic flow in case the drift
component in the direction away from the origin is
larger than a certain strictly positive constant $
\beta $ outside a large ball. To prove the main result
we use {\em chaining techniques} in order to control
the growth of the diameter of subsets of the state
space under the flow.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "attractor; chaining; stochastic differential equation;
Stochastic flow",
}
@Article{Kolb:2011:SGB,
author = "Martin Kolb and Achim W{\"u}bker",
title = "On the Spectral Gap of {Brownian} Motion with Jump
Boundary",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "43:1214--43:1237",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-903",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/903",
abstract = "In this paper we consider the Brownian motion with
jump boundary and present a new proof of a recent
result of Li, Leung and Rakesh concerning the exact
convergence rate in the one-dimensional case. Our
methods are different and mainly probabilistic relying
on coupling methods adapted to the special situation
under investigation. Moreover we answer a question
raised by Ben-Ari and Pinsky concerning the dependence
of the spectral gap from the jump distribution in a
multi-dimensional setting.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, coupling; jump-boundary;
jump-process; spectral gap; spectral gap property;
speed of convergence",
}
@Article{Deijfen:2011:SPG,
author = "Maria Deijfen and Alexander Holroyd and Yuval Peres",
title = "Stable {Poisson} Graphs in One Dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "44:1238--44:1253",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-897",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/897",
abstract = "Let each point of a homogeneous Poisson process on R
independently be equipped with a random number of stubs
(half-edges) according to a given probability
distribution $ \mu $ on the positive integers. We
consider schemes based on Gale--Shapley stable marriage
for perfectly matching the stubs to obtain a simple
graph with degree distribution $ \mu $. We prove
results on the existence of an infinite component and
on the length of the edges, with focus on the case $
\mu (2) = 1 $. In this case, for the random direction
stable matching scheme introduced by Deijfen and
Meester we prove that there is no infinite component,
while for the stable matching of Deijfen,
H{\"a}ggstr{\"o}m and Holroyd we prove that existence
of an infinite component follows from a certain
statement involving a {\em finite} interval, which is
overwhelmingly supported by simulation evidence",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "degree distribution; matching; percolation; Poisson
process; random graph",
}
@Article{Huesler:2011:EGP,
author = "Juerg Huesler and Vladimir Piterbarg and Yueming
Zhang",
title = "Extremes of {Gaussian} Processes with Random
Variance",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "45:1254--45:1280",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-904",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/904",
abstract = "Let $ \xi (t) $ be a standard locally stationary
Gaussian process with covariance function $ 1 - r(t, t
+ s) \sim C(t)|s|^\alpha $ as $ s \to 0 $, with $ 0 <
\alpha \leq 2 $ and $ C(t) $ a positive bounded
continuous function. We are interested in the
exceedance probabilities of $ \xi (t) $ with a random
standard deviation $ \eta (t) = \eta - \zeta t^\beta $,
where $ \eta $ and $ \zeta $ are non-negative bounded
random variables. We investigate the asymptotic
behavior of the extreme values of the process $ \xi (t)
\eta (t) $ under some specific conditions which depends
on the relation between $ \alpha $ and $ \beta $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "extremes; fractional Brownian motions; Gaussian
processes; locally stationary; random variance; ruin
probability",
}
@Article{Jonasson:2011:MTB,
author = "Johan Jonasson",
title = "Mixing Time Bounds for Overlapping Cycles Shuffles",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "46:1281--46:1295",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-912",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/912",
abstract = "Consider a deck of $n$ cards. Let $ p_1, p_2, \ldots,
p_n $ be a probability vector and consider the mixing
time of the card shuffle which at each step of time
picks a position according to the $ p_i$'s and move the
card in that position to the top. This setup was
introduced in [5], where a few special cases were
studied. In particular the case $ p_{n - k} = p_n = 1 /
2 $, $ k = \Theta (n) $, turned out to be challenging
and only a few lower bounds were produced. These were
improved in [1] where it was shown that the relaxation
time for the motion of a single card is $ \Theta (n^2)
$ when $ k / n $ approaches a rational number. In this
paper we give the first upper bounds. We focus on the
case $ m := n - k = \lfloor n / 2 \rfloor $. It is
shown that for the additive symmetrization as well as
the lazy version of the shuffle, the mixing time is $
O(n^3 \log (n)) $. We then consider two other
modifications of the shuffle. The first one is the case
$ p_{n - k} = p_{n - k + 1} = 1 / 4 $ and $ p_n = 1 / 2
$. Using the entropy technique developed by Morris [7],
we show that mixing time is $ O(n^2 \log^3 (n)) $ for
the shuffle itself as well as for the symmetrization.
The second modification is a variant of the first,
where the moves are made in pairs so that if the first
move involves position $n$ , then the second move must
be taken from positions $m$ or $ m + 1$ and vice versa.
Interestingly, this shuffle is much slower; the mixing
time is at least of order $ n^3 \log (n)$ and at most
of order $ n^3 \log^3 (n))$. It is also observed that
results of [1] can be modified to improve lower bounds
for some $ k = o(n)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "comparison technique, Wilson's technique, relative
entropy",
}
@Article{Kijung:2011:TSP,
author = "Lee Kijung and Kim Kyeong-Hun",
title = "A {$ W^1_2 $}-Theory of Stochastic Partial
Differential Systems of Divergence Type on {$ C^1 $}
Domains",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "47:1296--47:1317",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-913",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/913",
abstract = "In this paper we study the stochastic partial
differential systems of divergence type with $ \mathcal
{C}^1 $ space domains in $ \mathbb {R}^d $. Existence
and uniqueness results are obtained in terms of Sobolev
spaces with weights so that we allow the derivatives of
the solution to blow up near the boundary. The
coefficients of the systems are only measurable and are
allowed to blow up near the boundary.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic parabolic partial differential systems,
divergence type, weighted Sobolev spaces",
}
@Article{Heil:2011:BRW,
author = "Hadrian Heil and Nakashima Makoto and Yoshida Nobuo",
title = "Branching Random Walks in Random Environment are
Diffusive in the Regular Growth Phase",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "48:1318--48:1340",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-922",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/922",
abstract = "We treat branching random walks in random environment
using the framework of Linear Stochastic Evolution. In
spatial dimensions three or larger, we establish
diusive behaviour in the entire growth phase. This can
be seen through a Central Limit Theorem with respect to
the population density as well as through an invariance
principle for a path measure we introduce.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walk, random environment, central
limit theorem, invariance principle, di",
}
@Article{Chen:2011:SSC,
author = "Xinxing Chen and Dayue Chen",
title = "Some Sufficient Conditions for Infinite Collisions of
Simple Random Walks on a Wedge Comb",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "49:1341--49:1355",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-907",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/907",
abstract = "In this paper, we give some sufficient conditions for
the infinite collisions of independent simple random
walks on a wedge comb with profile $ \{ f(n) \colon n
\in \mathbb {Z} \} $. One interesting result is that
two independent simple random walks on the wedge comb
will collide infinitely many times if $ f(n) $ has a
growth order as $ n \log (n) $. On the other hand, if $
\{ f(n) \colon n \in \mathbb {Z} \} $ are given by
i.i.d. non-negative random variables with finite mean,
then for almost all wedge combs with such profile,
three independent simple random walks on it will
collide infinitely many times",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "wedge comb, simple random walk, infinite collision
property, local time",
}
@Article{Kevei:2011:CMB,
author = "Peter Kevei and Jose Lopez Mimbela",
title = "Critical Multitype Branching Systems: Extinction
Results",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "50:1356--50:1380",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-908",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/908",
abstract = "We consider a critical branching particle system in $
\mathbb {R}^d $, composed of individuals of a finite
number of types $ i \in \{ 1, \ldots, K \} $. Each
individual of type i moves independently according to a
symmetric $ \alpha_i$-stable motion. We assume that the
particle lifetimes and offspring distributions are
type-dependent. Under the usual independence
assumptions in branching systems, we prove extinction
theorems in the following cases: (1) all the particle
lifetimes have finite mean, or (2) there is a type
whose lifetime distribution has heavy tail, and the
other lifetimes have finite mean. We get a more complex
dynamics by assuming in case (2) that the most mobile
particle type corresponds to a finite-mean lifetime: in
this case, local extinction of the population is
determined by an interaction of the parameters
(offspring variability, mobility, longevity) of the
long-living type and those of the most mobile type. The
proofs are based on a precise analysis of the
occupation times of a related Markov renewal process,
which is of independent interest.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Critical branching particle system; Extinction; Markov
renewal process",
}
@Article{Pekoz:2011:EAN,
author = "Erol Pek{\"o}z and Adrian R{\"o}llin",
title = "Exponential Approximation for the Nearly Critical
{Galton--Watson} Process and Occupation Times of
{Markov} Chains",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "51:1381--51:1393",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-914",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/914",
abstract = "In this article we provide new applications for
exponential approximation using the framework of
Pek{\"o}z and R{\"o}llin (2011), which is based on
Stein's method. We give error bounds for the nearly
critical Galton--Watson process conditioned on
non-extinction, and for the occupation times of Markov
chains; for the latter, in particular, we give a new
exponential approximation rate for the number of
revisits to the origin for general two dimensional
random walk, also known as the Erd{\H{o}}s--Taylor
theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Erd{\H{o}}s--Taylor theorem; Exponential distribution;
nearly critical Galton--Watson branching process;
occupation times of Markov chains; Stein's method",
}
@Article{Knopova:2011:EAD,
author = "Victoria Knopova and Alexei Kulik",
title = "Exact Asymptotic for Distribution Densities of
{L{\'e}vy} Functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "52:1394--52:1433",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-909",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/909",
abstract = "A version of the saddle point method is developed,
which allows one to describe exactly the asymptotic
behavior of distribution densities of L{\'e}vy driven
stochastic integrals with deterministic kernels. Exact
asymptotic behavior is established for (a) the
transition probability density of a real-valued
L{\'e}vy process; (b) the transition probability
density and the invariant distribution density of a
L{\'e}vy driven Ornstein--Uhlenbeck process; (c) the
distribution density of the fractional L{\'e}vy
motion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L'evy process, L'evy driven Ornstein--Uhlenbeck
process, transition distribution density, saddle point
method, Laplace method",
}
@Article{Lim:2011:EUM,
author = "Thomas Lim and Marie-Claire Quenez",
title = "Exponential Utility Maximization in an Incomplete
Market with Defaults",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "53:1434--53:1464",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-918",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/918",
abstract = "In this paper, we study the exponential utility
maximization problem in an incomplete market with a
default time inducing a discontinuity in the price of
stock. We consider the case of strategies valued in a
closed set. Using dynamic programming and BSDEs
techniques, we provide a characterization of the value
function as the maximal subsolution of a backward
stochastic differential equation (BSDE) and an
optimality criterium. Moreover, in the case of bounded
coefficients, the value function is shown to be the
maximal solution of a BSDE. Moreover, the value
function can be written as the limit of a sequence of
processes which can be characterized as the solutions
of Lipschitz BSDEs in the case of bounded coefficients.
In the case of convex constraints and under some
exponential integrability assumptions on the
coefficients, some complementary properties are
provided. These results can be generalized to the case
of several default times or a Poisson process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "backward stochastic di; default time; dynamic
programming; exponential utility; incomplete market;
Optimal investment",
}
@Article{Backhausz:2011:LDD,
author = "Agnes Backhausz and Tamas Mori",
title = "Local Degree Distribution in Scale Free Random
Graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "54:1465--54:1488",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-916",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/916",
abstract = "In several scale free graph models the asymptotic
degree distribution and the characteristic exponent
change when only a smaller set of vertices is
considered. Looking at the common properties of these
models, we present sufficient conditions for the almost
sure existence of an asymptotic degree distribution
constrained to the set of selected vertices, and
identify the chararteristic exponent belonging to it.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "martingales; random graphs; recursive trees; regular
variation; scale free",
}
@Article{Deya:2011:DAR,
author = "Aur{\'e}lien Deya",
title = "A Discrete Approach to Rough Parabolic Equations",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "55:1489--55:1518",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-919",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/919",
abstract = "By combining the formalism of [8] with a discrete
approach close to the considerations of [6], we
interpret and we solve the rough partial differential
equation\par
$$ d y_t = A y_t d t + \sum_{i = 1}^m f_i(y_t)d x_t^i,
t \in [0, T] $$
on a compact domain $ \mathcal {O} $ of $ \mathbb {R}^n
$, where $A$ is a rather general elliptic operator of $
L^p(\mathcal {O})$, $ p > 1$, and $ f_i(\varphi)(\xi) =
f_i(\varphi (\xi))$, and $x$ is the generator of a
2-rough path. The (global) existence, uniqueness and
continuity of a solution is established under classical
regularity assumptions for $ f_i$. Some identification
procedures are also provided in order to justify our
interpretation of the problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Fractional Brownian motion; Rough paths theory;
Stochastic PDEs",
}
@Article{Gartner:2011:TCP,
author = "J{\"u}rgen G{\"a}rtner and Adrian Schnitzler",
title = "Time Correlations for the Parabolic {Anderson} Model",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "56:1519--56:1548",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-917",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/917",
abstract = "We derive exact asymptotics of time correlation
functions for the parabolic Anderson model with
homogeneous initial condition and time-independent
tails that decay more slowly than those of a double
exponential distribution and have a finite cumulant
generating function. We use these results to give
precise asymptotics for statistical moments of positive
order. Furthermore, we show what the potential peaks
that contribute to the intermittency picture look like
and how they are distributed in space. We also
investigate for how long intermittency peaks remain
relevant in terms of ageing properties of the model.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ageing; Anderson Hamiltonian; annealed asymptotics;
intermittency; Parabolic Anderson model; random
potential; time correlations",
}
@Article{Jordan:2011:RRG,
author = "Jonathan Jordan",
title = "Randomised Reproducing Graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "57:1549--57:1562",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-921",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/921",
abstract = "We introduce a model for a growing random graph based
on simultaneous reproduction of the vertices. The model
can be thought of as a generalisation of the
reproducing graphs of Southwell and Cannings and Bonato
et al to allow for a random element, and there are
three parameters, $ \alpha $, $ \beta $ and $ \gamma $,
which are the probabilities of edges appearing between
different types of vertices. We show that as the
probabilities associated with the model vary there are
a number of phase transitions, in particular concerning
the degree sequence. If $ (1 + \alpha)(1 + \gamma) < 1
$ then the degree distribution converges to a
stationary distribution, which in most cases has an
approximately power law tail with an index which
depends on $ \alpha $ and $ \gamma $. If $ (1 +
\alpha)(1 + \gamma) > 1 $ then the degree of a typical
vertex grows to infinity, and the proportion of
vertices having any fixed degree $d$ tends to zero. We
also give some results on the number of edges and on
the spectral gap.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "reproducing graphs, random graphs, degree
distribution, phase transition",
}
@Article{Hajri:2011:SFR,
author = "Hatem Hajri",
title = "Stochastic Flows Related to {Walsh Brownian} Motion",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "58:1563--58:1599",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-924",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/924",
abstract = "We define an equation on a simple graph which is an
extension of Tanaka's equation and the skew Brownian
motion equation. We then apply the theory of transition
kernels developed by Le Jan and Raimond and show that
all the solutions can be classified by probability
measures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic flows of kernels, Skew Brownian motion,
Walsh Brownian motion",
}
@Article{Meerschaert:2011:FPP,
author = "Mark Meerschaert and Erkan Nane and P. Vellaisamy",
title = "The Fractional {Poisson} Process and the Inverse
Stable Subordinator",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "59:1600--59:1620",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-920",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/920",
abstract = "The fractional Poisson process is a renewal process
with Mittag-Leffler waiting times. Its distributions
solve a time-fractional analogue of the Kolmogorov
forward equation for a Poisson process. This paper
shows that a traditional Poisson process, with the time
variable replaced by an independent inverse stable
subordinator, is also a fractional Poisson process.
This result unifies the two main approaches in the
stochastic theory of time-fractional diffusion
equations. The equivalence extends to a broad class of
renewal processes that include models for tempered
fractional diffusion, and distributed-order (e.g.,
ultraslow) fractional diffusion. The paper also
{discusses the relation between} the fractional Poisson
process and Brownian time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Caputo fractional derivative; Continuous time random
walk limit; Di; Fractional difference-differential
equations; Fractional Poisson process; Generalized
Mittag-leffler function; Inverse stable subordinator;
Mittag-Leffler waiting time; Renewal process",
}
@Article{Benaych-Georges:2011:FEE,
author = "Florent Benaych-Georges and Alice Guionnet and
Myl{\`e}ne Maida",
title = "Fluctuations of the Extreme Eigenvalues of Finite Rank
Deformations of Random Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "60:1621--60:1662",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-929",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/929",
abstract = "Consider a deterministic self-adjoint matrix $ X_n $
with spectral measure converging to a compactly
supported probability measure, the largest and smallest
eigenvalues converging to the edges of the limiting
measure. We perturb this matrix by adding a random
finite rank matrix with delocalised eigenvectors and
study the extreme eigenvalues of the deformed model. We
give necessary conditions on the deterministic matrix $
X_n $ so that the eigenvalues converging out of the
bulk exhibit Gaussian fluctuations, whereas the
eigenvalues sticking to the edges are very close to the
eigenvalues of the non-perturbed model and fluctuate in
the same scale.\par
We generalize these results to the case when $ X_n $ is
random and get similar behavior when we deform some
classical models such as Wigner or Wishart matrices
with rather general entries or the so-called matrix
models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "extreme eigenvalue statistics; Gaussian fluctuations;
random matrices; spiked models; Tracy--Widom laws",
}
@Article{Villemonais:2011:IPS,
author = "Denis Villemonais",
title = "Interacting Particle Systems and {Yaglom} Limit
Approximation of Diffusions with Unbounded Drift",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "61:1663--61:1692",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-925",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/925",
abstract = "We study the existence and the exponential ergodicity
of a general interacting particle system, whose
components are driven by independent diffusion
processes with values in an open subset of $ \mathbb
{R}^d $, $ d \geq 1 $. The interaction occurs when a
particle hits the boundary: it jumps to a position
chosen with respect to a probability measure depending
on the position of the whole system. Then we study the
behavior of such a system when the number of particles
goes to infinity. This leads us to an approximation
method for the Yaglom limit of multi-dimensional
diffusion processes with unbounded drift defined on an
unbounded open set. While most of known results on such
limits are obtained by spectral theory arguments and
are concerned with existence and uniqueness problems,
our approximation method allows us to get numerical
values of quasi-stationary distributions, which find
applications to many disciplines. We end the paper with
numerical illustrations of our approximation method for
stochastic processes related to biological population
models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "diffusion process; empirical process; interacting
particle system; quasi-stationary distribution; Yaglom
limit",
}
@Article{Folz:2011:GUB,
author = "Matthew Folz",
title = "{Gaussian} Upper Bounds for Heat Kernels of Continuous
Time Simple Random Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "62:1693--62:1722",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-926",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/926",
abstract = "We consider continuous time simple random walks with
arbitrary speed measure $ \theta $ on infinite weighted
graphs. Write $ p_t(x, y) $ for the heat kernel of this
process. Given on-diagonal upper bounds for the heat
kernel at two points $ x_1, x_2 $, we obtain a Gaussian
upper bound for $ p_t(x_1, x_2) $. The distance
function which appears in this estimate is not in
general the graph metric, but a new metric which is
adapted to the random walk. Long-range non-Gaussian
bounds in this new metric are also established.
Applications to heat kernel bounds for various models
of random walks in random environments are discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian upper bound; heat kernel; random walk; random
walk in random environment",
}
@Article{Dasgupta:2011:SLU,
author = "Amites Dasgupta and Krishanu Maulik",
title = "Strong Laws for Urn Models with Balanced Replacement
Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "63:1723--63:1749",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-928",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/928",
abstract = "We consider an urn model, whose replacement matrix has
all entries nonnegative and is balanced, that is, has
constant row sums. We obtain the rates of the counts of
balls corresponding to each color for the strong laws
to hold. The analysis requires a rearrangement of the
colors in two steps. We first reduce the replacement
matrix to a block upper triangular one, where the
diagonal blocks are either irreducible or the scalar
zero. The scalings for the color counts are then given
inductively depending on the Perron--Frobenius
eigenvalues of the irreducible diagonal blocks. In the
second step of the rearrangement, the colors are
further rearranged to reduce the block upper triangular
replacement matrix to a canonical form. Under a further
mild technical condition, we obtain the scalings and
also identify the limits. We show that the limiting
random variables corresponding to the counts of colors
within a block are constant multiples of each other. We
provide an easy-to-understand explicit formula for them
as well. The model considered here contains the urn
models with irreducible replacement matrix, as well as,
the upper triangular one and several specific block
upper triangular ones considered earlier in the
literature and gives an exhaustive picture of the color
counts in the general case with only possible
restrictions that the replacement matrix is balanced
and has nonnegative entries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Urn model, balanced triangular replacement matrix,
Perron--Frobenius eigenvalue, irreducible matrix",
}
@Article{Capitaine:2011:FCS,
author = "Mireille Capitaine and Catherine Donati-Martin and
Delphine F{\'e}ral and Maxime F{\'e}vrier",
title = "Free Convolution with a Semicircular Distribution and
Eigenvalues of Spiked Deformations of {Wigner}
Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "64:1750--64:1792",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-934",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/934",
abstract = "We investigate the asymptotic spectrum of spiked
perturbations of Wigner matrices. The entries of the
Wigner matrix have a distribution which is symmetric
and satisfies a Poincar{\'e} inequality. The spectral
measure of the deterministic Hermitian perturbation
matrix converges to some probability measure with
compact support. We also assume that this perturbation
matrix has a fixed number of fixed eigenvalues (spikes)
outside the support of its limiting spectral measure
whereas the distance between the other eigenvalues and
this support uniformly goes to zero as the dimension
goes to infinity. We establish that only a particular
subset of the spikes will generate some eigenvalues of
the deformed model, which will converge to some
limiting points outside the support of the limiting
spectral measure. This phenomenon can be fully
described in terms of free probability involving the
subordination function related to the free additive
convolution by a semicircular distribution. Note that
only finite rank perturbations had been considered up
to now (even in the deformed GUE case).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Asymptotic spectrum; Deformed Wigner matrices; Extreme
eigenvalues; Free probability; Random matrices;
Stieltjes transform; Subordination property",
}
@Article{Antunovic:2011:IZB,
author = "Tonci Antunovic and Krzysztof Burdzy and Yuval Peres
and Julia Ruscher",
title = "Isolated Zeros for {Brownian} Motion with Variable
Drift",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "65:1793--65:1814",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-927",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/927",
abstract = "It is well known that standard one-dimensional
Brownian motion $ B(t) $ has no isolated zeros almost
surely. We show that for any $ \alpha < 1 / 2 $ there
are alpha-H{\"o}lder continuous functions $f$ for which
the process $ B - f$ has isolated zeros with positive
probability. We also prove that for any continuous
function $f$, the zero set of $ B - f$ has Hausdorff
dimension at least $ 1 / 2$ with positive probability,
and $ 1 / 2$ is an upper bound on the Hausdorff
dimension if $f$ is $ 1 / 2$-H{\"o}lder continuous or
of bounded variation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; Cantor function; Hausdorff dimension;
H{\"o}lder continuity; isolated zeros",
}
@Article{Benaim:2011:SID,
author = "Michel Bena{\"\i}m and Olivier Raimond",
title = "Self-Interacting Diffusions {IV}: Rate of
Convergence",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "66:1815--66:1843",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-948",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/948",
abstract = "Self-interacting diffusions are processes living on a
compact Riemannian manifold defined by a stochastic
differential equation with a drift term depending on
the past empirical measure of the process. The
asymptotics of this measure is governed by a
deterministic dynamical system and under certain
conditions it converges almost surely towards a
deterministic measure. (see Bena{\"\i}m, Ledoux,
Raimond (2002) and Bena{\"\i}m, Raimond (2005)). We are
interested here in the rate of this convergence. A
central limit theorem is proved. In particular, this
shows that greater is the interaction repelling faster
is the convergence.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Self-interacting random processes, reinforced
processes",
}
@Article{Soner:2011:QSS,
author = "Mete Soner and Nizar Touzi and Jianfeng Zhang",
title = "Quasi-sure Stochastic Analysis through Aggregation",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "67:1844--67:1879",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-950",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/950",
abstract = "This paper is on developing stochastic analysis
simultaneously under a general family of probability
measures that are not dominated by a single probability
measure. The interest in this question originates from
the probabilistic representations of fully nonlinear
partial differential equations and applications to
mathematical finance. The existing literature relies
either on the capacity theory (Denis and Martini), or
on the underlying nonlinear partial differential
equation (Peng). In both approaches, the resulting
theory requires certain smoothness, the so-called
quasi-sure continuity, of the corresponding processes
and random variables in terms of the underlying
canonical process. In this paper, we investigate this
question for a larger class of ``non-smooth''
processes, but with a restricted family of
non-dominated probability measures. For smooth
processes, our approach leads to similar results as in
previous literature, provided the restricted family
satisfies an additional density property.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "non-dominated probability measures, weak solutions of
SDEs, uncertain volatility model, quasi-sure stochastic
analysis",
}
@Article{Friz:2011:NHD,
author = "Peter Friz and Nicolas Victoir",
title = "A Note on Higher Dimensional $p$-Variation",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "68:1880--68:1899",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-951",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/951",
abstract = "We discuss $p$-variation regularity of real-valued
functions defined on $ [0, T] \times [0, T]$, based on
rectangular increments. When $ p > 1$, there are two
slightly different notions of $p$-variation; both of
which are useful in the context of Gaussian rough
paths. Unfortunately, these concepts were blurred in
previous works; the purpose of this note is to show
that the aforementioned notions of $p$-variations are
``epsilon-close''. In particular, all arguments
relevant for Gaussian rough paths go through with minor
notational changes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "higher dimensional p-variation, Gaussian rough paths",
}
@Article{Bansaye:2011:ULD,
author = "Vincent Bansaye and Christian B{\"o}inghoff",
title = "Upper large deviations for Branching Processes in
Random Environment with heavy tails",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "69:1900--69:1933",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-933",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/933",
abstract = "Branching Processes in Random Environment (BPREs) $
(Z_n \colon n \geq 0) $ are the generalization of
Galton--Watson processes where \lq in each generation'
the reproduction law is picked randomly in an i.i.d.
manner. The associated random walk of the environment
has increments distributed like the logarithmic mean of
the offspring distributions. This random walk plays a
key role in the asymptotic behavior. In this paper, we
study the upper large deviations of the BPRE $Z$ when
the reproduction law may have heavy tails. More
precisely, we obtain an expression for the limit of $ -
\log \mathbb {P}(Z_n \geq \exp (\theta n)) / n$ when $
n \rightarrow \infty $. It depends on the rate function
of the associated random walk of the environment, the
logarithmic cost of survival $ \gamma := - \lim_{n
\rightarrow \infty } \log \mathbb {P}(Z_n > 0) / n$ and
the polynomial rate of decay $ \beta $ of the tail
distribution of $ Z_1$. This rate function can be
interpreted as the optimal way to reach a given
``large'' value. We then compute the rate function when
the reproduction law does not have heavy tails. Our
results generalize the results of B{\"o}inghoff $ \& a
m p; $ Kersting (2009) and Bansaye $ \& a m p; $
Berestycki (2008) for upper large deviations. Finally,
we derive the upper large deviations for the
Galton--Watson processes with heavy tails.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching processes, random environment, large
deviations, random walks, heavy tails",
}
@Article{Loubaton:2011:ASL,
author = "Philippe Loubaton and Pascal Vallet",
title = "Almost Sure Localization of the Eigenvalues in a
{Gaussian} Information Plus Noise Model. {Application}
to the Spiked Models",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "70:1934--70:1959",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-943",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/943",
abstract = "Let $S$ be a $M$ times $N$ random matrix defined by $
S = B + \sigma W$ where $B$ is a uniformly bounded
deterministic matrix and where $W$ is an independent
identically distributed complex Gaussian matrix with
zero mean and variance $ 1 / N$ entries. The purpose of
this paper is to study the almost sure location of the
eigenvalues of the Gram matrix $ S S^*$ when $M$ and
$N$ converge to infinity such that the ratio $ M / N$
converges towards a constant $ c > 0$. The results are
used in order to derive, using an alternative approach,
known results concerning the behavior of the largest
eigenvalues of $ S S^*$ when the rank of $B$ remains
fixed and $M$ and $N$ converge to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "gaussian information plus noise model; localization of
the eigenvalues; random matrix theory; spiked models",
}
@Article{Uchiyama:2011:FHT,
author = "Kohei Uchiyama",
title = "The First Hitting Time of a Single Point for Random
Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "71:1960--71:2000",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-931",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/931",
abstract = "This paper concerns the first hitting time $ T_0 $ of
the origin for random walks on $d$-dimensional integer
lattice with zero mean and a finite $ 2 + \delta $
absolute moment ($ \delta \geq 0$). We derive detailed
asymptotic estimates of the probabilities $ \mathbb
{P}_x(T_0 = n)$ as $ n \to \infty $ that are valid
uniformly in $x$, the position at which the random
walks start.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic expansion; Fourier analysis; hitting time;
random walk",
}
@Article{Devroye:2011:NPC,
author = "Luc Devroye",
title = "A Note on the Probability of Cutting a
{Galton--Watson} Tree",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "72:2001--72:2019",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-952",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/952",
abstract = "The structure of Galton--Watson trees conditioned to
be of a given size is well-understood. We provide yet
another embedding theorem that permits us to obtain
asymptotic probabilities of events that are determined
by what happens near the root of these trees. As an
example, we derive the probability that a
Galton--Watson tree is cut when each node is
independently removed with probability p, where by
cutting a tree we mean that every path from root to
leaf must have at least one removed node.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Galton--Watson tree; probabilistic analysis of
algorithms, branching process",
}
@Article{Barczy:2011:FLT,
author = "Matyas Barczy and Jean Bertoin",
title = "Functional Limit Theorems for {L{\'e}vy} Processes
Satisfying {Cram{\'e}r}'s Condition",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "73:2020--73:2038",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-930",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/930",
abstract = "We consider a L{\'e}vy process that starts from $ x <
0 $ and conditioned on having a positive maximum. When
Cram{\'e}r's condition holds, we provide two weak limit
theorems as $x$ goes to $ - \infty $ for the law of the
(two-sided) path shifted at the first instant when it
enters $ (0, \infty)$, respectively shifted at the
instant when its overall maximum is reached. The
comparison of these two asymptotic results yields some
interesting identities related to time-reversal,
insurance risk, and self-similar Markov processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cram{\'e}r's condition; L{\'e}vy process; self-similar
Markov process",
}
@Article{Chakrabarty:2011:ANH,
author = "Arijit Chakrabarty",
title = "Asymptotic Normality of Hill Estimator for Truncated
Data",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "74:2039--74:2058",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-935",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/935",
abstract = "The problem of estimating the tail index from
truncated data is addressed in [2]. In that paper, a
sample based (and hence random) choice of k is
suggested, and it is shown that the choice leads to a
consistent estimator of the inverse of the tail index.
In this paper, the second order behavior of the Hill
estimator with that choice of k is studied, under some
additional assumptions. In the untruncated situation,
asymptotic normality of the Hill estimator is well
known for distributions whose tail belongs to the Hall
class, see [11]. Motivated by this, we show the same in
the truncated case for that class.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "heavy tails, truncation, second order regular
variation, Hill estimator, asymptotic normality",
}
@Article{Bojdecki:2011:NVH,
author = "Tomasz Bojdecki and Luis Gorostiza and Anna
Talarczyk",
title = "Number Variance for Hierarchical Random Walks and
Related Fluctuations",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "75:2059--75:2079",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-937",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/937",
abstract = "We study an infinite system of independent symmetric
random walks on a hierarchical group, in particular,
the $c$-random walks. Such walks are used, e.g., in
mathematical physics and population biology. The number
variance problem consists in investigating if the
variance of the number of `particles' $ N_n(L) $ lying
in the ball of radius $L$ at a given step $n$ remains
bounded, or even better, converges to a finite limit,
as $ L \to \infty $. We give a necessary and sufficient
condition and discuss its relationship to
transience/recurrence property of the walk. Next we
consider normalized fluctuations of $ N_n(L)$ around
the mean as $ n \to \infty $ and $L$ is increased in an
appropriate way. We prove convergence of finite
dimensional distributions to a Gaussian process whose
properties are discussed. As the $c$-random walks mimic
symmetric stable processes on $ \mathbb {R}$, we
compare our results with those obtained by Hambly and
Jones (2007, 2009), who studied the number variance
problem for an infinite system of independent symmetric
stable processes on $ \mathbb {R}$. Since the
hierarchical group is an ultrametric space,
corresponding results for symmetric stable processes
and hierarchical random walks may be analogous or quite
different, as has been observed in other contexts. An
example of a difference in the present context is that
for the stable processes a fluctuation limit process is
a Gaussian process which is not Markovian and has long
range dependent stationary increments, but the
counterpart for hierarchical random walks is Markovian,
and in a special case it has independent increments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fluctuation; hierarchical group; hierarchical random
walk; limit theorem; number variance; ultrametric",
}
@Article{Tribe:2011:PFO,
author = "Roger Tribe and Oleg Zaboronski",
title = "{Pfaffian} Formulae for One Dimensional Coalescing and
Annihilating Systems",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "76:2080--76:2103",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-942",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/942",
abstract = "The paper considers instantly coalescing, or instantly
annihilating, systems of one-dimensional Brownian
particles on the real line. Under maximal entrance
laws, the distribution of the particles at a fixed time
is shown to be Pfaffian point processes closely related
to the Pfaffian point process describing one
dimensional distribution of real eigenvalues in the
real Ginibre ensemble of random matrices. As an
application, an exact large time asymptotic for the
$n$-point density function for coalescing particles is
derived.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "annihilating/coalescing Brownian motions, real Ginibre
ensemble, random matrices, Pfaffian point processes",
}
@Article{Tao:2011:WDM,
author = "Terence Tao and Van Vu",
title = "The {Wigner--Dyson--Mehta} Bulk Universality
Conjecture for {Wigner} Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "77:2104--77:2121",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-944",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/944",
abstract = "A well known conjecture of Wigner, Dyson, and Mehta
asserts that the (appropriately normalized) $k$-point
correlation functions of the eigenvalues of random $ n
\times n$ Wigner matrices in the bulk of the spectrum
converge (in various senses) to the $k$-point
correlation function of the Dyson sine process in the
asymptotic limit $ n \to \infty $. There has been much
recent progress on this conjecture; in particular, it
has been established under a wide variety of decay,
regularity, and moment hypotheses on the underlying
atom distribution of the Wigner ensemble, and using
various notions of convergence. Building upon these
previous results, we establish new instances of this
conjecture with weaker hypotheses on the atom
distribution and stronger notions of convergence. In
particular, assuming only a finite moment condition on
the atom distribution, we can obtain convergence in the
vague sense, and assuming an additional regularity
condition, we can upgrade this convergence to locally $
L^1$ convergence. As an application, we determine the
limiting distribution of the number of eigenvalues $
N_I$ in a short interval $I$ of length $ \Theta (1 /
n)$. As a corollary of this result, we obtain an
extension of a result of Jimbo et. al. concerning the
behavior of spacing in the bulk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random matrices; universality",
}
@Article{Etheridge:2011:DAM,
author = "Alison Etheridge and Sophie Lemaire",
title = "Diffusion Approximation of a Multilocus Model with
Assortative Mating",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "78:2122--78:2181",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-932",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/932",
abstract = "To understand the effect of assortative mating on the
genetic evolution of a population, we consider a finite
population in which each individual has a type,
determined by a sequence of n diallelic loci. We assume
that the population evolves according to a Moran model
with weak assortative mating, strong recombination and
low mutation rates. With an appropriate rescaling of
time, we obtain that the evolution of the genotypic
frequencies in a large population can be approximated
by the evolution of the product of the allelic
frequencies at each locus, and the vector of the
allelic frequencies is approximately governed by a
diffusion. The same diffusion limit can be obtained for
a multilocus model of a diploid population subject to
selection. We present some features of the limiting
diffusions (in particular their boundary behaviour and
conditions under which the allelic frequencies at
different loci evolve independently). If mutation rates
are strictly positive then the limiting diffusion is
reversible and, under some assumptions, the critical
points of the stationary density can be
characterised.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "assortative mating; diffusion approximation; diploid
selection; Moran model; multilocus models; population
genetics",
}
@Article{Griffin:2011:TWL,
author = "Philip Griffin and Ross Maller",
title = "The Time at which a {L{\'e}vy} Process Creeps",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "79:2182--79:2202",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-945",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/945",
abstract = "We show that if a Levy process creeps then the renewal
function of the bivariate ascending ladder process
satisfies certain continuity and differentiability
properties. Then a left derivative of the renewal
function is shown to be proportional to the
distribution function of the time at which the process
creeps over a given level, where the constant of
proportionality is the reciprocal of the (positive)
drift of the ascending ladder height process. This
allows us to add the term due to creeping in the recent
quintuple law of Doney and Kyprianou (2006). As an
application, we derive a Laplace transform identity
which generalises the second factorization identity. We
also relate Doney and Kyprianou's extension of Vigon's
equation amicale inverse to creeping. Some results
concerning the ladder process, including the second
factorization identity, continue to hold for a general
bivariate subordinator, and are given in this
generality.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L{\'e}vy process, quintuple law, creeping by time $t$,
second factorization identity, bivariate subordinator",
}
@Article{Janson:2011:TEL,
author = "Svante Janson and G{\"o}tz Kersting",
title = "On the Total External Length of the {Kingman}
Coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "80:2203--80:2218",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-955",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/955",
abstract = "We prove asymptotic normality of the total length of
external branches in the Kingman coalescent. The proof
uses an embedded Markov chain, which can be described
as follows: Take an urn with black balls. Empty it step
by step according to the rule: In each step remove a
randomly chosen pair of balls and replace it by one red
ball. Finally remove the last remaining ball. Then the
numbers of red balls form a Markov chain with an
unexpected property: It is time-reversible.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coalescent, external branch, reversibility, urn
model",
}
@Article{ORourke:2011:PIN,
author = "Sean O'Rourke and Alexander Soshnikov",
title = "Products of Independent non-{Hermitian} Random
Matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "81:2219--81:2245",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-954",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/954",
abstract = "We consider the product of a finite number of
non-Hermitian random matrices with i.i.d. centered
entries of growing size. We assume that the entries
have a finite moment of order bigger than two. We show
that the empirical spectral distribution of the
properly normalized product converges, almost surely,
to a non-random, rotationally invariant distribution
with compact support in the complex plane. The limiting
distribution is a power of the circular law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Circular law; Random matrices",
}
@Article{Petrov:2011:PSD,
author = "Leonid Petrov",
title = "{Pfaffian} Stochastic Dynamics of Strict Partitions",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "82:2246--82:2295",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-956",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/956",
abstract = "We study a family of continuous time Markov jump
processes on strict partitions (partitions with
distinct parts) preserving the distributions introduced
by Borodin (1997) in connection with projective
representations of the infinite symmetric group. The
one-dimensional distributions of the processes (i.e.,
the Borodin's measures) have determinantal structure.
We express the dynamical correlation functions of the
processes in terms of certain Pfaffians and give
explicit formulas for both the static and dynamical
correlation kernels using the Gauss hypergeometric
function. Moreover, we are able to express our
correlation kernels (both static and dynamical) through
those of the z-measures on partitions obtained
previously by Borodin and Olshanski in a series of
papers. The results about the fixed time case were
announced in the note [El. Comm. Probab., 15 (2010),
162-175]. A part of the present paper contains proofs
of those results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "determinantal point process; Pfaffian dynamics; random
strict partitions",
}
@Article{Boissard:2011:SBC,
author = "Emmanuel Boissard",
title = "Simple Bounds for the Convergence of Empirical and
Occupation Measures in $1$-{Wasserstein} Distance",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "83:2296--83:2333",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-958",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/958",
abstract = "We study the problem of non-asymptotic deviations
between a reference measure and its empirical version,
in the 1-Wasserstein metric, under the standing
assumption that the reference measure satisfies a
transport-entropy inequality. We extend some results of
F. Bolley, A. Guillin and C. Villani with simple
proofs. Our methods are based on concentration
inequalities and extend to the general setting of
measures on a Polish space. Deviation bounds for the
occupation measure of a contracting Markov chain in
1-Wasserstein distance are also given. Throughout the
text, several examples are worked out, including the
cases of Gaussian measures on separable Banach spaces,
and laws of diffusion processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Uniform deviations, Transport inequalities",
}
@Article{Groeneboom:2011:VLC,
author = "Piet Groeneboom",
title = "Vertices of the Least Concave Majorant of {Brownian}
Motion with Parabolic Drift",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "84:2334--84:2358",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-959",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Groeneboom:2013:EVL}.",
URL = "http://ejp.ejpecp.org/article/view/959",
abstract = "It was shown in Groeneboom (1983) that the least
concave majorant of one-sided Brownian motion without
drift can be characterized by a jump process with
independent increments, which is the inverse of the
process of slopes of the least concave majorant. This
result can be used to prove the result in Sparre
Andersen (1954) that the number of vertices of the
smallest concave majorant of the empirical distribution
function of a sample of size $n$ from the uniform
distribution on $ [0, 1]$ is asymptotically normal,
with an asymptotic expectation and variance which are
both of order $ \log (n)$. A similar (Markovian)
inverse jump process was introduced in Groeneboom
(1989), in an analysis of the least concave majorant of
two-sided Brownian motion with a parabolic drift. This
process is quite different from the process for
one-sided Brownian motion without drift: the number of
vertices in a (corresponding slopes) interval has an
expectation proportional to the length of the interval
and the variance of the number of vertices in such an
interval is about half the size of the expectation, if
the length of the interval tends to infinity. We prove
an asymptotic normality result for the number of
vertices in an increasing interval, which translates
into a corresponding result for the least concave
majorant of an empirical distribution function of a
sample of size $n$, generated by a strictly concave
distribution function. In this case the number of
vertices is of order cube root $n$ and the variance is
again about half the size of the asymptotic
expectation. As a side result we obtain some
interesting relations between the first moments of the
number of vertices, the square of the location of the
maximum of Brownian motion minus a parabola, the value
of the maximum itself, the squared slope of the least
concave majorant at zero, and the value of the least
concave majorant at zero.\par
An erratum is available in {\bf
\url{https://doi.org/10.1214/EJP.v18-2697} EJP volume
{\bf 18} paper 46}.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, parabolic drift, number of vertices,
concave majorant, Airy functions, jump processes,
Grenander estimator",
}
@Article{Sapatinas:2011:SNA,
author = "Theofanis Sapatinas and Damodar Shanbhag and Arjun
Gupta",
title = "Some New Approaches to Infinite Divisibility",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "85:2359--85:2374",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-961",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/961",
abstract = "Using an approach based, amongst other things, on
Proposition 1 of Kaluza (1928), Goldie (1967) and,
using a different approach based especially on zeros of
polynomials, Steutel (1967) have proved that each
nondegenerate distribution function (d.f.) $F$ (on $
\mathbb {R}$, the real line), satisfying $ F(0 -) = 0$
and $ F(x) = F(0) + (1 - F(0))G(x), x > 0$, where $G$
is the d.f. corresponding to a mixture of exponential
distributions, is infinitely divisible. Indeed,
Proposition 1 of Kaluza (1928) implies that any
nondegenerate discrete probability distribution $ \{
p_x \colon x = 0, 1, \ldots \} $ that is log-convex or,
in particular, completely monotone, is compound
geometric, and, hence, infinitely divisible. Steutel
(1970), Shanbhag \& Sreehari (1977) and Steutel \& van
Harn (2004, Chapter VI) have given certain extensions
or variations of one or more of these results.
Following a modified version of the C. R. Rao {\em et
al.} (2009, Section 4) approach based on the
Wiener--Hopf factorization, we establish some further
results of significance to the literature on infinite
divisibility.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Infinite divisibility; Kaluza sequences;
Log-convexity; Mixtures of exponential distributions;
Mixtures of geometric distributions; Wiener--Hopf
factorization",
}
@Article{Dobler:2011:SMM,
author = "Christian D{\"o}bler and Michael Stolz",
title = "{Stein}'s Method and the Multivariate {CLT} for Traces
of Powers on the Compact Classical Groups",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "86:2375--86:2405",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-960",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/960",
abstract = "Let $M$ be a random element of the unitary, special
orthogonal, or unitary symplectic groups, distributed
according to Haar measure. By a classical result of
Diaconis and Shahshahani, for large matrix size $n$,
the vector of traces of consecutive powers of $M$ tends
to a vector of independent (real or complex) Gaussian
random variables. Recently, Jason Fulman has
demonstrated that for a single power $j$ (which may
grow with $n$), a speed of convergence result may be
obtained via Stein's method of exchangeable pairs. In
this note, we extend Fulman's result to the
multivariate central limit theorem for the full vector
of traces of powers.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random matrices, compact Lie groups, Haar measure,
traces of powers, Stein's method, normal approximation,
exchangeable pairs, heat kernel, power sum symmetric
polynomials",
}
@Article{Matic:2011:LDP,
author = "Ivan Matic",
title = "Large Deviations for Processes in Random Environments
with Jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "87:2406--87:2438",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-962",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/962",
abstract = "A deterministic walk in a random environment can be
understood as a general random process with
finite-range dependence that starts repeating a loop
once it reaches a site it has visited before. Such
process lacks the Markov property. We study the
exponential decay of the probabilities that the walk
will reach sites located far away from the origin. We
also study a similar problem for the continuous
analogue: the process that is a solution to an ODE with
random coefficients. In this second model the
environment also has ``teleports'' which are the
regions from where the process can make discontinuous
jumps.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "deterministic walks in random environments.; large
deviations; processes in random environments",
}
@Article{Bai:2011:NRC,
author = "Zhidong Bai and Jiang Hu and Guangming Pan and Wang
Zhou",
title = "A Note on Rate of Convergence in Probability to
Semicircular Law",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "88:2439--88:2451",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-963",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/963",
abstract = "In the present paper, we prove that under the
assumption of the finite sixth moment for elements of a
Wigner matrix, the convergence rate of its empirical
spectral distribution to the Wigner semicircular law in
probability is $ O(n^{-1 / 2}) $ when the dimension n
tends to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convergence rate, Wigner matrix, Semicircular Law,
spectral distribution",
}
@Article{Louhichi:2011:FCS,
author = "Sana Louhichi and Emmanuel Rio",
title = "Functional Convergence to Stable {L{\'e}vy} Motions
for Iterated Random {Lipschitz} Mappings",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "89:2452--89:2480",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-965",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/965",
abstract = "It is known that, in the dependent case, partial sums
processes which are elements of $ D([0, 1]) $ (the
space of right-continuous functions on $ [0, 1] $ with
left limits) do not always converge weakly in the $
J_1$-topology sense. The purpose of our paper is to
study this convergence in $ D([0, 1])$ equipped with
the $ M_1$-topology, which is weaker than the $ J_1$
one. We prove that if the jumps of the partial sum
process are associated then a functional limit theorem
holds in $ D([0, 1])$ equipped with the $
M_1$-topology, as soon as the convergence of the
finite-dimensional distributions holds. We apply our
result to some stochastically monotone Markov chains
arising from the family of iterated Lipschitz models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Partial sums processes. Skorohod topologies.
Functional limit theorem. Association. Tightness.
Ottaviani inequality. Stochastically monotone Markov
chains. Iterated random Lipschitz mappings",
}
@Article{Devroye:2011:HDR,
author = "Luc Devroye and Andr{\'a}s Gy{\"o}rgy and G{\'a}bor
Lugosi and Frederic Udina",
title = "High-Dimensional Random Geometric Graphs and their
Clique Number",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "90:2481--90:2508",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-967",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/967",
abstract = "We study the behavior of random geometric graphs in
high dimensions. We show that as the dimension grows,
the graph becomes similar to an Erd{\H{o}}s--R{\'e}nyi
random graph. We pay particular attention to the clique
number of such graphs and show that it is very close to
that of the corresponding Erd{\H{o}}s--R{\'e}nyi graph
when the dimension is larger than $ \log^3 (n) $ where
$n$ is the number of vertices. The problem is motivated
by a statistical problem of testing dependencies.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Clique number; dependency testing; geometric graphs;
random graphs",
}
@Article{Penrose:2011:LCL,
author = "Mathew Penrose and Yuval Peres",
title = "Local {Central Limit Theorems} in Stochastic
Geometry",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "91:2509--91:2544",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-968",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/968",
abstract = "We give a general local central limit theorem for the
sum of two independent random variables, one of which
satisfies a central limit theorem while the other
satisfies a local central limit theorem with the same
order variance. We apply this result to various
quantities arising in stochastic geometry, including:
size of the largest component for percolation on a box;
number of components, number of edges, or number of
isolated points, for random geometric graphs; covered
volume for germ-grain coverage models; number of
accepted points for finite-input random sequential
adsorption; sum of nearest-neighbour distances for a
random sample from a continuous multidimensional
distribution.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Local central limit theorem; nearest neighbours;
percolation; random geometric graph; stochastic
geometry",
}
@Article{Liitiainen:2011:AMN,
author = "Elia Liiti{\"a}inen",
title = "Asymptotic Moments of Near Neighbor Distances for the
{Gaussian} Distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "16",
pages = "92:2545--92:2573",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v16-969",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/969",
abstract = "We study the moments of the k-th nearest neighbor
distance for independent identically distributed points
in $ \mathbb {R}^n $. In the earlier literature, the
case with power higher than n has been analyzed by
assuming a bounded support for the underlying density.
The boundedness assumption is removed by assuming the
multivariate Gaussian distribution. In this case, the
nearest neighbor distances show very different behavior
in comparison to earlier results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "gaussian; moments; nearest neighbor; random geometry",
}
@Article{Evans:2012:TPT,
author = "Steven Evans and Rudolf Gr{\"u}bel and Anton
Wakolbinger",
title = "Trickle-down processes and their boundaries",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "1:1--1:58",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1698",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1698",
abstract = "It is possible to represent each of a number of Markov
chains as an evolving sequence of connected subsets of
a directed acyclic graph that grow in the following
way: initially, all vertices of the graph are
unoccupied, particles are fed in one-by-one at a
distinguished source vertex, successive particles
proceed along directed edges according to an
appropriate stochastic mechanism, and each particle
comes to rest once it encounters an unoccupied vertex.
Examples include the binary and digital search tree
processes, the random recursive tree process and
generalizations of it arising from nested instances of
Pitman's two-parameter Chinese restaurant process,
tree-growth models associated with Mallows' $ \phi $
model of random permutations and with
Sch{\"u}tzenberger's non-commutative $q$-binomial
theorem, and a construction due to Luczak and Winkler
that grows uniform random binary trees in a Markovian
manner. We introduce a framework that encompasses such
Markov chains, and we characterize their asymptotic
behavior by analyzing in detail their Doob--Martin
compactifications, Poisson boundaries and tail $ \sigma
$-fields.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Catalan; Chinese restaurant process; diffusion limited
aggregation; Dirichlet random measure; Ewens sampling
formula; GEM distribution; h-transform; harmonic
function; Mallows model; q-binomial; random recursive
tree; search tree; tail sigma-field",
}
@Article{denHollander:2012:MKD,
author = "Frank den Hollander and Francesca Nardi and Alessio
Troiani",
title = "Metastability for {Kawasaki} dynamics at low
temperature with two types of particles",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "2:1--2:26",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1693",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1693",
abstract = "This is the first in a series of three papers in which
we study a two-dimensional lattice gas consisting of
two types of particles subject to Kawasaki dynamics at
low temperature in a large finite box with an open
boundary. Each pair of particles occupying neighboring
sites has a negative binding energy provided their
types are different, while each particle has a positive
activation energy that depends on its type. There is no
binding energy between neighboring particles of the
same type. At the boundary of the box particles are
created and annihilated in a way that represents the
presence of an infinite gas reservoir. We start the
dynamics from the empty box and compute the transition
time to the full box. This transition is triggered by a
critical droplet appearing somewhere in the box. We
identify the region of parameters for which the system
is metastable. For this region, in the limit as the
temperature tends to zero, we show that the first
entrance distribution on the set of critical droplets
is uniform, compute the expected transition time up to
a multiplicative factor that tends to one, and prove
that the transition time divided by its expectation is
exponentially distributed. These results are derived
under three hypotheses on the energy landscape, which
are verified in the second and the third paper for a
certain subregion of the metastable region. These
hypotheses involve three model-dependent quantities -
the energy, the shape and the number of the critical
droplets - which are identified in the second and the
third paper as well.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "capacity; critical droplet; Dirichlet form; Kawasaki
dynamics; metastable region; metastable transition
time; Multi-type particle systems; potential theory",
}
@Article{Croydon:2012:CMT,
author = "David Croydon and Ben Hambly and Takashi Kumagai",
title = "Convergence of mixing times for sequences of random
walks on finite graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "3:1--3:32",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1705",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1705",
abstract = "We establish conditions on sequences of graphs which
ensure that the mixing times of the random walks on the
graphs in the sequence converge. The main assumption is
that the graphs, associated measures and heat kernels
converge in a suitable Gromov--Hausdorff sense. With
this result we are able to establish the convergence of
the mixing times on the largest component of the
Erd{\H{o}}s--R{\'e}nyi random graph in the critical
window, sharpening previous results for this random
graph model. Our results also enable us to establish
convergence in a number of other examples, such as
finitely ramified fractal graphs, Galton--Watson trees
and the range of a high-dimensional random walk.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractal graph; Galton--Watson tree; Gromov--Hausdorff
convergence; mixing; random graph; random walk",
}
@Article{Denisov:2012:ORW,
author = "Denis Denisov and Vitali Wachtel",
title = "Ordered random walks with heavy tails",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "4:1--4:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1719",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1719",
abstract = "This note continues paper of Denisov and Wachtel
(2010), where we have constructed a $k$-dimensional
random walk conditioned to stay in the Weyl chamber of
type $A$. The construction was done under the
assumption that the original random walk has $ k - 1$
moments. In this note we continue the study of killed
random walks in the Weyl chamber, and assume that the
tail of increments is regularly varying of index $
\alpha < k - 1$. It appears that the asymptotic
behaviour of random walks is different in this case. We
determine the asymptotic behaviour of the exit time,
and, using this information, construct a conditioned
process which lives on a partial compactification of
the Weyl chamber.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Doob $h$-transform; Dyson's Brownian Motion; Martin
boundary; superharmonic function; Weyl chamber",
}
@Article{Holmgren:2012:NCS,
author = "Cecilia Holmgren",
title = "Novel characteristics of split trees by use of renewal
theory",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "5:1--5:27",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1723",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1723",
abstract = "We investigate characteristics of random split trees
introduced by Devroye [SIAM J Comput 28, 409-432,
1998]; split trees include e.g., binary search trees,
$m$-ary search trees, quadtrees, median of $ (2 k +
1)$-trees, simplex trees, tries and digital search
trees. More precisely: We use renewal theory in the
studies of split trees, and use this theory to prove
several results about split trees. A split tree of
cardinality n is constructed by distributing n balls
(which often represent data) to a subset of nodes of an
infinite tree. One of our main results is a relation
between the deterministic number of balls n and the
random number of nodes N. In Devroye [SIAM J Comput 28,
409-432, 1998] there is a central limit law for the
depth of the last inserted ball so that most nodes are
close to depth $ \ln n / \mu + O(\ln n)^{1 / 2})$,
where $ \mu $ is some constant depending on the type of
split tree; we sharpen this result by finding an upper
bound for the expected number of nodes with depths $
\geq \mu^{-1} \ln n - (\ln n)^{1 / 2 + \epsilon }$ or
depths $ \leq \mu^{-1} \ln n + (\ln n)^{1 / 2 +
\epsilon }$ for any choice of $ \epsilon > 0$. We also
find the first asymptotic of the variances of the
depths of the balls in the tree.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Trees, Split Trees, Renewal Theory",
}
@Article{DeMasi:2012:TCS,
author = "Anna {De Masi} and Errico Presutti and Dimitrios
Tsagkarogiannis and Maria Vares",
title = "Truncated correlations in the stirring process with
births and deaths",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "6:1--6:35",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1734",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1734",
abstract = "We consider the stirring process in the interval $
\Lambda_N := [ - N, N] $ of $ \mathbb Z $ with births
and deaths taking place in the intervals $ I_+ := (N -
K, N] $, and respectively $ I_- := [ - N, - N + K) $, $
1 \leq K < N $. We prove bounds on the truncated
moments uniform in $N$ which yield strong factorization
properties.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hydrodynamic limits; nonlinear boundary processes.;
stirring process; truncated correlations; v-functions",
}
@Article{Marcus:2012:CLT,
author = "Michael Marcus and Jay Rosen",
title = "Central limit theorems for the {$ L^2 $} norm of
increments of local times of {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "7:1--7:111",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1740",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1740",
abstract = "Let $ X = \{ X_t, t \in R_+ \} $ be a symmetric
L{\'e}vy process with local time $ \{ L^{ x }_{ t} \,;
\, (x, t) \in R^{ 1} \times R^{ 1}_{ +} \} $. When the
L{\'e}vy exponent $ \psi (\lambda) $ is regularly
varying at zero with index $ 1 < \beta \leq 2 $, and
satisfies some additional regularity conditions,\par
$$ \lim_{t \to \infty }{ \int_{- \infty }^{\infty }
(L^{ x + 1}_t - L^{ x}_{ t})^{ 2} \, dx - E \left
(\int_{- \infty }^{\infty } (L^{ x + 1}_t - L^{ x}_{
t})^{ 2} \, dx \right) \over t \sqrt {\psi^{-1}(1 /
t)}} $$
is equal in law to\par
$$ (8 c_{\psi, 1 })^{1 / 2} \left (\int_{- \infty
}^{\infty } \left (L_{\beta, 1}^x \right)^2 \, d x
\right)^{1 / 2} \, \eta $$
where $ L_{\beta, 1} = \{ L^{ x }_{\beta, 1} \,; \, x
\in R^{ 1} \} $ denotes the local time, at time 1, of a
symmetric stable process with index $ \beta $, $ \eta $
is a normal random variable with mean zero and variance
one that is independent of $ L_{ \beta, 1} $, and $
c_{\psi, 1} $ is a known constant that depends on $
\psi $.\par
When the L{\'e}vy exponent $ \psi (\lambda) $ is
regularly varying at infinity with index $ 1 < \beta
\leq 2 $ and satisfies some additional regularity
conditions\par
$$ \lim_{h \to 0} \sqrt {h \psi^2(1 / h)} \left \{
\int_{- \infty }^{\infty } (L^{ x + h}_1 - L^{ x}_{
1})^{ 2} \, d x - E \left (\int_{- \infty }^{\infty }
(L^{ x + h}_1 - L^{ x}_{ 1})^{ 2} \, d x \right) \right
\} $$
is equal in law to\par
$$ (8 c_{\beta, 1})^{1 / 2} \, \, \eta \, \, \left
(\int_{- \infty }^{\infty } (L_1^x)^2 \, d x \right)^{1
/ 2} $$
where $ \eta $ is a normal random variable with mean
zero and variance one that is independent of $ \{ L^{ x
}_{ 1}, x \in R^1 \} $, and $ c_{\beta, 1} $ is a known
constant.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central Limit Theorem, $L^2$ norm of increments, local
time, L{\'e}vy process",
}
@Article{Kuznetsov:2012:DPE,
author = "Alexey Kuznetsov and Juan Carlos Pardo and Mladen
Savov",
title = "Distributional properties of exponential functionals
of {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "8:1--8:35",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1755",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1755",
abstract = "We study the distribution of the exponential
functional $ I(\xi, \eta) = \int_0^{\infty } \exp
(\xi_{t-}) d \eta_t $, where $ \xi $ and $ \eta $ are
independent L{\'e}vy processes. In the general setting,
using the theory of Markov processes and Schwartz
distributions, we prove that the law of this
exponential functional satisfies an integral equation,
which generalizes Proposition 2.1 in \cite{CPY}. In the
special case when $ \eta $ is a Brownian motion with
drift, we show that this integral equation leads to an
important functional equation for the Mellin transform
of $ I(\xi, \eta) $, which proves to be a very useful
tool for studying the distributional properties of this
random variable. For general L{\'e}vy process $ \xi $
($ \eta $ being Brownian motion with drift) we prove
that the exponential functional has a smooth density on
$ \mathbb {R} \setminus \{ 0 \} $, but surprisingly the
second derivative at zero may fail to exist. Under the
additional assumption that $ \xi $ has some positive
exponential moments we establish an asymptotic
behaviour of $ \mathbb {P}(I(\xi, \eta) > x) $ as $ x
\to + \infty $, and under similar assumptions on the
negative exponential moments of $ \xi $ we obtain a
precise asymptotic expansion of the density of $ I(\xi,
\eta) $ as $ x \to 0 $. Under further assumptions on
the L{\'e}vy process $ \xi $ one is able to prove much
stronger results about the density of the exponential
functional and we illustrate some of the ideas and
techniques for the case when $ \xi $ has
hyper-exponential jumps.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L{\'e}vy processes, exponential functional, integral
equations, Mellin transform, asymptotic expansions",
}
@Article{Berti:2012:LTE,
author = "Patrizia Berti and Luca Pratelli and Pietro Rigo",
title = "Limit theorems for empirical processes based on
dependent data",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "9:1--9:18",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1765",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1765",
abstract = "Let $ (X_n) $ be any sequence of random variables
adapted to a filtration $ (\mathcal {G}_n) $. Define $
a_n(\cdot) = P \bigl (X_{n + 1} \in \cdot \mid \mathcal
{G}_n \bigr) $, $ b_n = \frac {1}{n} \sum_{i = 0}^{n -
1}a_i $, and $ \mu_n = \frac {1}{n} \, \sum_{i = 1}^n
\delta_{X_i} $. Convergence in distribution of the
empirical processes\par
$$ B_n = \sqrt {n} \, (\mu_n - b_n) \quad \text {and}
\quad C_n = \sqrt {n} \, (\mu_n - a_n) $$
is investigated under uniform distance. If $ (X_n) $ is
conditionally identically distributed, convergence of $
B_n $ and $ C_n $ is studied according to Meyer--Zheng
as well. Some CLTs, both uniform and non uniform, are
proved. In addition, various examples and a
characterization of conditionally identically
distributed sequences are given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "conditional identity in distribution; empirical
process; exchangeability; predictive measure; stable
convergence",
}
@Article{Barbu:2012:LSS,
author = "Viorel Barbu and Michael Roeckner",
title = "Localization of solutions to stochastic porous media
equations: finite speed of propagation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "10:1--10:11",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1768",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1768",
abstract = "It is proved that the solutions to the slow diffusion
stochastic porous media equation $ d X - {\Delta
}(|X|^{m - 1}X)d t = \sigma (X)d W_t, $ $ 1 < m \leq 5,
$ in $ \mathcal {O} \subset \mathbb {R}^d, \ d = 1, 2,
3, $ have the property of finite speed of propagation
of disturbances for $ \mathbb {P} \text {-a.s.} $ $
{\omega } \in {\Omega } $ on a sufficiently small time
interval $ (0, t({\omega })) $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "energy method; porous media equation; stochastic flow;
Wiener process",
}
@Article{Bieniek:2012:EFV,
author = "Mariusz Bieniek and Krzysztof Burdzy and Soumik Pal",
title = "Extinction of {Fleming--Viot}-type particle systems
with strong drift",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "11:1--11:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1770",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1770",
abstract = "We consider a Fleming--Viot-type particle system
consisting of independently moving particles that are
killed on the boundary of a domain. At the time of
death of a particle, another particle branches. If
there are only two particles and the underlying motion
is a Bessel process on $ (0, \infty) $, both particles
converge to 0 at a finite time if and only if the
dimension of the Bessel process is less than 0. If the
underlying diffusion is Brownian motion with a drift
stronger than (but arbitrarily close to, in a suitable
sense) the drift of a Bessel process, all particles
converge to 0 at a finite time, for any number of
particles.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "extinction; Fleming--Viot particle system",
}
@Article{Rossignol:2012:GPF,
author = "Rapha{\"e}l Rossignol and Leandro Pimentel",
title = "Greedy polyominoes and first-passage times on random
{Voronoi} tilings",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "12:1--12:31",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1788",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1788",
abstract = "Let $ \mathcal {N} $ be distributed as a Poisson
random set on $ \mathbb {R}^d $, $ d \geq 2 $, with
intensity comparable to the Lebesgue measure. Consider
the Voronoi tiling of $ \mathbb {R}^d $, $ \{ C_v \}_{v
\in \mathcal {N}} $, where $ C_v $ is composed of
points $ \mathbf {x} \in \mathbb {R}^d $ that are
closer to $ v \in \mathcal {N} $ than to any other $ v'
\in \mathcal {N} $. A polyomino $ \mathcal {P} $ of
size $n$ is a connected union (in the usual $ \mathbb
{R}^d$ topological sense) of $n$ tiles, and we denote
by $ \Pi_n$ the collection of all polyominos $ \mathcal
{P}$ of size $n$ containing the origin. Assume that the
weight of a Voronoi tile $ C_v$ is given by $ F(C_v)$,
where $F$ is a nonnegative functional on Voronoi tiles.
In this paper we investigate for some functionals $F$,
mainly when $ F(C_v)$ is a polynomial function of the
number of faces of $ C_v$, the tail behavior of the
maximal weight among polyominoes in $ \Pi_n$: $ F_n =
F_n(\mathcal {N}) := \max_{\mathcal {P} \in \Pi_n}
\sum_{v \in \mathcal {P}} F(C_v)$. Next we apply our
results to study self-avoiding paths, first-passage
percolation models and the stabbing number on the dual
graph, named the Delaunay triangulation. As the main
application we show that first passage percolation has
at most linear variance.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "connective constant; Delaunay graph; First passage
percolation; greedy animal; Random Voronoi tiling;
random walk",
}
@Article{Procaccia:2012:NSM,
author = "Eviatar Procaccia and Ron Rosenthal",
title = "The need for speed: maximizing the speed of random
walk in fixed environments",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "13:1--13:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1800",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1800",
abstract = "We study nearest neighbor random walks in fixed
environments of $ \mathbb {Z} $ composed of two point
types \colon $ (\frac {1}{2}, \frac {1}{2}) $ and$ (p,
1 - p) $ for $ p > \frac {1}{2} $. We show that for
every environment with density of $p$ drifts bounded by
$ \lambda $ we have $ \limsup_{n \rightarrow \infty }
\frac {X_n}{n} \leq (2 p - 1) \lambda $, where $ X_n$
is a random walk in the environment. In addition up to
some integer effect the environment which gives the
greatest speed is given by equally spaced drifts.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Environment; Random walk; Speed",
}
@Article{Brightwell:2012:VHD,
author = "Graham Brightwell and Malwina Luczak",
title = "Vertices of high degree in the preferential attachment
tree",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "14:1--14:43",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1803",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1803",
abstract = "We study the basic preferential attachment process,
which generates a sequence of random trees, each
obtained from the previous one by introducing a new
vertex and joining it to one existing vertex, chosen
with probability proportional to its degree. We
investigate the number $ D_t(\ell) $ of vertices of
each degree $ \ell $ at each time $t$, focussing
particularly on the case where $ \ell $ is a growing
function of $t$. We show that $ D_t(\ell)$ is
concentrated around its mean, which is approximately $
4 t / \ell^3$, for all $ \ell \leq (t / \log t)^{-1 /
3}$; this is best possible up to a logarithmic
factor.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration of measure; martingales; preferential
attachment; random graphs; web graphs",
}
@Article{Faggionato:2012:SAN,
author = "Alessandra Faggionato",
title = "Spectral analysis of {$1$D} nearest-neighbor random
walks and applications to subdiffusive trap and barrier
models",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "15:1--15:36",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1831",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1831",
abstract = "We consider a sequence $ X^{(n)} $, $ n \geq 1 $, of
continuous-time nearest-neighbor random walks on the
one dimensional lattice $ \mathbb {Z} $. We reduce the
spectral analysis of the Markov generator of $ X^{(n)}
$ with Dirichlet conditions outside $ (0, n) $ to the
analogous problem for a suitable generalized second
order differential operator $ - D_{m_n} D_x $, with
Dirichlet conditions outside a given interval. If the
measures $ d m_n $ weakly converge to some measure $ d
m_\infty $, we prove a limit theorem for the
eigenvalues and eigenfunctions of $ - D_{m_n}D_x $ to
the corresponding spectral quantities of $ -
D_{m_\infty } D_x $. As second result, we prove the
Dirichlet--Neumann bracketing for the operators $ - D_m
D_x $ and, as a consequence, we establish lower and
upper bounds for the asymptotic annealed eigenvalue
counting functions in the case that $m$ is a
self-similar stochastic process. Finally, we apply the
above results to investigate the spectral structure of
some classes of subdiffusive random trap and barrier
models coming from one-dimensional physics.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dirichlet--Neumann bracketing; generalized
differential operator; random barrier model; random
trap model; random walk; self--similarity;
Sturm--Liouville theory",
}
@Article{Dedecker:2012:RCS,
author = "J{\'e}r{\^o}me Dedecker and Paul Doukhan and Florence
Merlev{\`e}de",
title = "Rates of convergence in the strong invariance
principle under projective criteria",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "16:1--16:31",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1849",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1849",
abstract = "We give rates of convergence in the strong invariance
principle for stationary sequences satisfying some
projective criteria. The conditions are expressed in
terms of conditional expectations of partial sums of
the initial sequence. Our results apply to a large
variety of examples. We present some applications to a
reversible Markov chain, to symmetric random walks on
the circle, and to functions of dependent sequences.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "almost sure invariance principle; Markov chains;
strong approximations; weak dependence",
}
@Article{Ruschendorf:2012:OSC,
author = "Ludger R{\"u}schendorf and Tomonari Sei",
title = "On optimal stationary couplings between stationary
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "17:1--17:20",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1797",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1797",
abstract = "By a classical result of Gray, Neuhoff and Shields
(1975) the rhobar-distance between stationary processes
is identified with an optimal stationary coupling
problem of the corresponding stationary measures on the
infinite product spaces. This is a modification of the
optimal coupling problem from Monge--Kantorovich
theory. In this paper we derive some general classes of
examples of optimal stationary couplings which allow to
calculate the rhobar distance in these cases in
explicit form. We also extend the rhobar-distance to
random fields and to general nonmetric distance
functions and give a construction method for optimal
stationary cbar-couplings. Our assumptions need in this
case a geometric positive curvature condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$\bar\varrho$-distance; Monge--Kantorovich theory;
Optimal stationary couplings; stationary processes",
}
@Article{Shiraishi:2012:TSR,
author = "Daisuke Shiraishi",
title = "Two-sided random walks conditioned to have no
intersections",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "18:1--18:24",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1742",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1742",
abstract = "Let $ S^1, S^2 $ be independent simple random walks in
$ \mathbb {Z}^d $ ($ d = 2, 3$) started at the origin.
We construct two-sided random walk paths conditioned
that $ S^1 [0, \infty) \cap S^2 [1, \infty) = \emptyset
$ by showing the existence of the following
limit:\par
\begin{equation*}\par
\lim _{n \rightarrow \infty } P ( \cdot | S^{1}[0, \tau
^{1} ( n) ] \cap S^{2}[1, \tau ^{2}(n) ] = \emptyset ),
\par
\end{equation*}\par
where $ \tau^i(n) = \inf \{ k \ge 0 \colon |S^i (k) |
\ge n \} $. Moreover, we give upper bounds of the rate
of the convergence. These are discrete analogues of
results for Brownian motion obtained by Lawler.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cut points; Invariant measure; Random walks",
}
@Article{Etore:2012:ETI,
author = "Pierre {\'E}tor{\'e} and Miguel Martinez",
title = "On the existence of a time inhomogeneous skew
{Brownian} motion and some related laws",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "19:1--19:27",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1858",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1858",
abstract = "This article is devoted to the construction of a
solution for the ``skew inhomogeneous Brownian motion''
equation, which first appear in a seminal paper by
Sophie Weinryb (1983). We investigate some laws related
to the constructed process. In particular, using the
description of the straddling excursion above a
deterministic time, we compute the joint law of the
process, its local time and its straddling time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Local time; Skew Brownian motion; Straddling
excursion",
}
@Article{Ethier:2012:PPR,
author = "Stewart Ethier and Jiyeon Lee",
title = "{Parrondo}'s paradox via redistribution of wealth",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "20:1--20:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1867",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1867",
abstract = "In Toral's games, at each turn one member of an
ensemble of $ N \ge 2 $ players is selected at random
to play. He plays either game $ A' $, which involves
transferring one unit of capital to a second randomly
chosen player, or game $B$, which is an asymmetric game
of chance whose rules depend on the player's current
capital, and which is fair or losing. Game $ A'$ is
fair (with respect to the ensemble's total profit), so
the \textit{Parrondo effect} is said to be present if
the random mixture $ \gamma A' + (1 - \gamma)B$ (i.e.,
play game $ A'$ with probability $ \gamma $ and play
game $B$ otherwise) is winning. Toral demonstrated the
Parrondo effect for $ \gamma = 1 / 2$ using computer
simulation. We prove it, establishing a strong law of
large numbers and a central limit theorem for the
sequence of profits of the ensemble of players for each
$ \gamma \in (0, 1)$. We do the same for the nonrandom
pattern of games $ (A')^r B^s$ for all integers $ r, s
\ge 1$. An unexpected relationship between the
random-mixture case and the nonrandom-pattern case
occurs in the limit as $ N \to \infty $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; fundamental matrix; Markov
chain; Parrondo's capital-dependent games; stationary
distribution; strong law of large numbers",
}
@Article{Laurent:2012:LDS,
author = "Cl{\'e}ment Laurent",
title = "Large deviations for self-intersection local times in
subcritical dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "21:1--21:20",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1874",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1874",
abstract = "Let $ (X_t, t \geq 0) $ be a simple symmetric random
walk on $ \mathbb {Z}^d $ and for any $ x \in \mathbb
{Z}^d $, let $ l_t(x) $ be its local time at site $x$.
For any $ p > 1$, we denote by$ I_t = \sum \limits_{x
\in \mathbb {Z}^d} l_t(x)^p $ the p-fold
self-intersection local times (SILT). Becker and
K{\"o}nig recently proved a large deviations principle
for $ I_t$ for all $ p > 1$ such that $ p(d - 2 / p) <
2$. We extend these results to a broader scale of
deviations and to the whole subcritical domain $ p(d -
2) < d$. Moreover, we unify the proofs of the large
deviations principle using a method introduced by
Castell for the critical case $ p(d - 2) = d$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "intersection local times; Large deviations;
self-intersection",
}
@Article{Casserini:2012:PPC,
author = "Matteo Casserini and Freddy Delbaen",
title = "Predictable projections of conformal stochastic
integrals: an application to {Hermite} series and to
{Widder}'s representation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "22:1--22:14",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1883",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1883",
abstract = "In this article, we study predictable projections of
stochastic integrals with respect to the conformal
Brownian motion, extending the connection between
powers of the conformal Brownian motion and the
corresponding Hermite polynomials. As a consequence of
this result, we then investigate the relation between
analytic functions and $ L^p$-convergent series of
Hermite polynomials. Finally, our results are applied
to Widder's representation for a class of Brownian
martingales, retrieving a characterization for the
moments of Widder's measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian martingales; conformal Brownian motion;
Hermite polynomials; Predictable projections;
stochastic integrals; Widder's representation",
}
@Article{Nutz:2012:QSA,
author = "Marcel Nutz",
title = "A quasi-sure approach to the control of
non-{Markovian} stochastic differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "23:1--23:23",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1892",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1892",
abstract = "We study stochastic differential equations (SDEs)
whose drift and diffusion coefficients are
path-dependent and controlled. We construct a value
process on the canonical path space, considered
simultaneously under a family of singular measures,
rather than the usual family of processes indexed by
the controls. This value process is characterized by a
second order backward SDE, which can be seen as a
non-Markovian analogue of the Hamilton--Jacobi Bellman
partial differential equation. Moreover, our value
process yields a generalization of the $G$-expectation
to the context of SDEs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$G$-expectation; non-Markovian SDE; random
$G$-expectation; risk measure; second order BSDE;
Stochastic optimal control; volatility uncertainty",
}
@Article{Song:2012:URM,
author = "Yongsheng Song",
title = "Uniqueness of the representation for {$G$}-martingales
with finite variation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "24:1--24:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1890",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1890",
abstract = "Letting $ \{ \delta_n \} $ be a refining sequence of
Rademacher functions on the interval $ [0, T] $, we
introduce a functional on processes in the
$G$-expectation space by
$$ [d(K) = \limsup_n \hat {E}[\int_0^T \delta_n(s)d
K_s]. $$
We prove that $ d(K) > 0$ if $ K_t = \int_0^t \eta_s d
\langle B \rangle_s$ with nontrivial $ \eta \in
M^1_G(0, T)$ and that $ d(K) = 0$ if $ K_t = \int_0^t
\eta_s d s$ with $ \eta \in M^1_G(0, T)$. This implies
the uniqueness of the representation for
$G$-martingales with finite variation, which is the
main purpose of this article.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$G$-expectation; $G$-martingale; finite variation;
representation theorem; uniqueness",
}
@Article{DeSantis:2012:FOW,
author = "Emilio {De Santis} and Fabio Spizzichino",
title = "First occurrence of a word among the elements of a
finite dictionary in random sequences of letters",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "25:1--25:9",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1878",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1878",
abstract = "In this paper we study a classical model concerning
occurrence of words in a random sequence of letters
from an alphabet. The problem can be studied as a game
among $ (m + 1) $ words: the winning word in this game
is the one that occurs first. We prove that the
knowledge of the first $m$ words results in an
advantage in the construction of the last word, as it
has been shown in the literature for the cases $ m = 1$
and $ m = 2$ [CZ1, CZ2]. The last word can in fact be
constructed so that its probability of winning is
strictly larger than $ 1 / (m + 1)$. For the latter
probability we will give an explicit lower bound. Our
method is based on rather general probabilistic
arguments that allow us to consider an arbitrary
cardinality for the alphabet, an arbitrary value for
$m$ and different mechanisms generating the random
sequence of letters.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Competing words; Ergodic; Renewal Theorem; Sub-words",
}
@Article{Collet:2012:RDD,
author = "Francesca Collet and Paolo {Dai Pra}",
title = "The role of disorder in the dynamics of critical
fluctuations of mean field models",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "26:1--26:40",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1896",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1896",
abstract = "The purpose of this paper is to analyze how disorder
affects the dynamics of critical fluctuations for two
different types of interacting particle system: the
Curie--Weiss and Kuramoto model. The models under
consideration are a collection of spins and rotators
respectively. They both are subject to a mean field
interaction and embedded in a site-dependent, i.i.d.
random environment. As the number of particles goes to
infinity their limiting dynamics become deterministic
and exhibit phase transition. The main result concerns
the fluctuations around this deterministic limit at the
critical point in the thermodynamic limit. From a
qualitative point of view, it indicates that when
disorder is added spin and rotator systems belong to
two different classes of universality, which is not the
case for the homogeneous models (i.e., without
disorder).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Disordered models, Interacting particle systems, Mean
field interaction, Perturbation theory",
}
@Article{Martinez:2012:ODP,
author = "Miguel Martinez and Denis Talay",
title = "One-dimensional parabolic diffraction equations:
pointwise estimates and discretization of related
stochastic differential equations with weighted local
times",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "27:1--27:30",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1905",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1905",
abstract = "In this paper we consider one-dimensional partial
differential equations of parabolic type involving a
divergence form operator with a discontinuous
coefficient and a compatibility transmission condition.
We prove existence and uniqueness result by stochastic
methods which also allow us to develop a low complexity
Monte Carlo numerical resolution method. We get
accurate pointwise estimates for the derivatives of the
solution from which we get sharp convergence rate
estimates for our stochastic numerical method.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Divergence Form Operators; Euler discretization
scheme; Monte Carlo methods; Stochastic Differential
Equations",
}
@Article{Erdos:2012:CWD,
author = "L{\'a}szl{\'o} Erd{\H{o}}s and Horng-Tzer Yau",
title = "A comment on the {Wigner--Dyson--Mehta} bulk
universality conjecture for {Wigner} matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "28:1--28:5",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1779",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1779",
abstract = "Recently we proved that the eigenvalue correlation
functions of a general class of random matrices
converge, weakly with respect to the energy, to the
corresponding ones of Gaussian matrices. Tao and Vu
gave a proof that for the special case of Hermitian
Wigner matrices the convergence can be strengthened to
vague convergence at any fixed energy in the bulk. In
this article we comment on this result in the context
of the universality conjectures of Mehta. We show that
this theorem is an immediate corollary of our earlier
results. Indeed, a more general form of this theorem
also follows directly from our previous work.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Wigner random matrix, Mehta, Universality",
}
@Article{Cerny:2012:IDI,
author = "Ji{\v{r}}{\'\i} {\v{C}}ern{\'y} and Serguei Popov",
title = "On the internal distance in the interlacement set",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "29:1--29:25",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1936",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1936",
abstract = "We prove a shape theorem for the internal (graph)
distance on the interlacement set $ \mathcal {I}^u $ of
the random interlacement model on $ \mathbb Z^d $, $ d
\ge 3 $. We provide large deviation estimates for the
internal distance of distant points in this set, and
use these estimates to study the internal distance on
the range of a simple random walk on a discrete
torus.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Capacity; Internal distance; Random interlacement;
Shape theorem; Simple random walk",
}
@Article{Huss:2012:IAM,
author = "Wilfried Huss and Ecaterina Sava",
title = "Internal aggregation models on comb lattices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "30:1--30:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1940",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1940",
abstract = "The two-dimensional comb lattice $ \mathcal {C}_2 $ is
a natural spanning tree of the Euclidean lattice $
\mathbb {Z}^2 $. We study three related cluster growth
models on $ \mathcal {C}_2 $: internal diffusion
limited aggregation (IDLA), in which random walkers
move on the vertices of $ \mathcal {C}_2 $ until
reaching an unoccupied site where they stop;
rotor-router aggregation in which particles perform
deterministic walks, and stop when reaching a site
previously unoccupied; and the divisible sandpile model
where at each vertex there is a pile of sand, for
which, at each step, the mass exceeding $1$ is
distributed equally among the neighbours. We describe
the shape of the divisible sandpile cluster on $
\mathcal {C}_2$, which is then used to give inner
bounds for IDLA and rotor-router aggregation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotic shape; comb lattice; divisible sandpile;
growth model; internal diffusion limited aggregation;
random walk; rotor-router aggregation; rotor-router
walk",
}
@Article{Cuthbertson:2012:FPC,
author = "Charles Cuthbertson and Alison Etheridge and Feng
Yu",
title = "Fixation probability for competing selective sweeps",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "31:1--31:36",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1954",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1954",
abstract = "We consider a biological population in which a
beneficial mutation is undergoing a selective sweep
when a second beneficial mutation arises at a linked
locus. We investigate the probability that both
mutations will eventually fix in the population.
Previous work has dealt with the case where the second
mutation to arise confers a smaller benefit than the
first. In that case population size plays almost no
r{\^o}le. Here we consider the opposite case and
observe that, by contrast, the probability of both
mutations fixing can be heavily dependent on population
size. Indeed the key parameter is $ r N $, the product
of the population size and the recombination rate
between the two selected loci. If $ r N $ is small, the
probability that both mutations fix can be reduced
through interference to almost zero while for large $ r
N $ the mutations barely influence one another. The
main rigorous result is a method for calculating the
fixation probability of a double mutant in the large
population limit.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "double mutant; fixation probability; selective sweep",
}
@Article{Chen:2012:GHK,
author = "Zhen-Qing Chen and Panki Kim and Renming Song",
title = "Global heat kernel estimates for {$ \Delta +
\Delta^{\alpha / 2} $} in half-space-like domains",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "32:1--32:32",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1751",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1751",
abstract = "Suppose that $ d \ge 1 $ and $ \alpha \in (0, 2) $. In
this paper, we establish by using probabilistic methods
sharp two-sided pointwise estimates for the Dirichlet
heat kernels of $ \{ \Delta + a^\alpha \Delta^{\alpha /
2}; \ a \in (0, 1] \} $ on half-space-like $ C^{1, 1} $
domains for all time $ t > 0 $. The large time
estimates for half-space-like domains are very
different from those for bounded domains. Our estimates
are uniform in $ a \in (0, 1] $ in the sense that the
constants in the estimates are independent of $ a \in
(0, 1] $. Thus they yield the Dirichlet heat kernel
estimates for Brownian motion in half-space-like
domains by taking $ a \to 0 $. Integrating the heat
kernel estimates with respect to the time variable $t$,
we obtain uniform sharp two-sided estimates for the
Green functions of $ \{ \Delta + a^\alpha
\Delta^{\alpha / 2}; \ a \in (0, 1] \} $ in
half-space-like $ C^{1, 1}$ domains in $ R^d$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "symmetric $\alpha$-stable process, heat kernel,
transition density, Green function, exit time, L{\'e}vy
system, harmonic function, fractional Laplacian,
Laplacian, Brownian motion",
}
@Article{Huber:2012:SRI,
author = "Mark Huber and Jenny Law",
title = "Simulation reduction of the {Ising} model to general
matchings",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "33:1--33:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1998",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1998",
abstract = "A distribution is tractable if it is possible to
approximately sample from the distribution in
polynomial time. Here the ferromagnetic Ising model
with unidrectional magnetic field is shown to be
reducible to a standard distribution on matchings that
is tractable. This provides an alternate method to the
original Jerrum and Sinclair approach to show that the
Ising distribution itself is tractable. Previous
reductions of the Ising model to perfect matchings on
different graphs exist, but these older distributions
are not tractable. Also, the older reductions did not
consider an external magnetic field, while the new
reduction explictly includes such a field. The new
reduction also helps to explain why the idea of
canonical paths is so useful in approximately sampling
from both problems. In addition, the reduction allows
any algorithm for matchings to immediately be applied
to the Ising model. For instance, this immediately
yields a fully polynomial time approximation scheme for
the Ising model on a bounded degree graph with
magnetization bounded away from 0, merely by invoking
an existing algorithm for matchings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "canonical paths; fpras; Monte Carlo; simulation
reduction",
}
@Article{Ortmann:2012:LDN,
author = "Janosch Ortmann",
title = "Large deviations for non-crossing partitions",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "34:1--34:25",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2007",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2007",
abstract = "We prove a large deviations principle for the
empirical law of the block sizes of a uniformly
distributed non-crossing partition. Using well-known
bijections we relate this to other combinatorial
objects, including Dyck paths, permutations and parking
functions. As an application we obtain a variational
formula for the maximum of the support of a compactly
supported probability measure in terms of its free
cumulants, provided these are all non negative. This is
useful in free probability theory, where sometimes the
R-transform is known but cannot be inverted explicitly
to yield the density.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "free probability; Large deviations; non-crossing
partitions",
}
@Article{Pinelis:2012:AGB,
author = "Iosif Pinelis",
title = "An asymptotically {Gaussian} bound on the {Rademacher}
tails",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "35:1--35:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2026",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2026",
abstract = "An explicit upper bound on the tail probabilities for
the normalized Rademacher sums is given. This bound,
which is best possible in a certain sense, is
asymptotically equivalent to the corresponding tail
probability of the standard normal distribution, thus
affirming a longstanding conjecture by Efron.
Applications to sums of general centered uniformly
bounded independent random variables and to the Student
test are presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Esscher--Cram{\'e}r tilt transform; generalized
moments; large deviations; probability inequalities;
Rade\-macher random variables; self-normalized sums;
Student's test; sums of independent random variables;
Tchebycheff--Markov systems",
}
@Article{Bass:2012:ULP,
author = "Richard Bass and Edwin Perkins",
title = "On uniqueness in law for parabolic {SPDEs} and
infinite-dimensional {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "36:1--36:54",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2049",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2049",
abstract = "We give a sufficient conditions for uniqueness in law
for the stochastic partial differential equation
$$ \frac {\partial u}{\partial t}(x, t) = \frac 12
\frac {\partial^2 u}{\partial x^2}(x, t) + A(u(\cdot,
t)) \dot W_{x, t}, $$ where $A$ is an operator mapping
$ C[0, 1]$ into itself and $ \dot W$ is a space-time
white noise. The approach is to first prove
uniquenessfor the martingale problem for the
operator\par
$$ \mathcal {L} f(x) = \sum_{i, j = 1}^\infty
a_{ij}(x) \frac {\partial^2 f}{\partial x^2}(x) -
\sum_{i = 1}^\infty \lambda_i x_i \frac {\partial
f}{\partial x_i}(x), $$
where $ \lambda_i = c i^2$ and the $ a_{ij}$ is a
positive definite bounded operator in Toeplitz form.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Jaffard's theorem; perturbation; stochastic
differential equ ations; stochastic partial
differential equations; uniqueness",
}
@Article{Mimica:2012:HIS,
author = "Ante Mimica and Panki Kim",
title = "{Harnack} inequalities for subordinate {Brownian}
motions",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "37:1--37:23",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1930",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1930",
abstract = "In this paper, we consider subordinate Brownian motion
$X$ in $ \mathbb {R}^d$, $ d \ge 1$, where the Laplace
exponent $ \phi $ of the corresponding subordinator
satisfies some mild conditions. The scale invariant
Harnack inequality is proved for $X$. We first give new
forms of asymptotical properties of the L{\'e}vy and
potential density of the subordinator near zero. Using
these results we find asymptotics of the L{\'e}vy
density and potential density of $X$ near the origin,
which is essential to our approach. The examples which
are covered by our results include geometric stable
processes and relativistic geometric stable processes,
i.e., the cases when the subordinator has the Laplace
exponent\par
$$ \phi (\lambda) = \log (1 + \lambda^{\alpha / 2}) \
(0 < \alpha \leq 2) $$
and\par
$$ \phi (\lambda) = \log (1 + (\lambda + m^{\alpha /
2})^{2 / \alpha } - m) \ (0 < \alpha < 2, \, m > 0) \,
. $$",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "geometric stable process, Green function, Harnack
inequality, Poisson kernel, harmonic function,
potential, subordinator, subordinate Brownian motion",
}
@Article{Patie:2012:EFE,
author = "Pierre Patie and Mladen Savov",
title = "Extended factorizations of exponential functionals of
{L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "38:1--38:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2057",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2057",
abstract = "Pardo, Patie, and Savov derived, under mild
conditions, a Wiener--Hopf type factorization for the
exponential functional of proper L{\'e}vy processes. In
this paper, we extend this factorization by relaxing a
finite moment assumption as well as by considering the
exponential functional for killed L{\'e}vy processes.
As a by-product, we derive some interesting fine
distributional properties enjoyed by a large class of
this random variable, such as the absolute continuity
of its distribution and the smoothness, boundedness or
complete monotonicity of its density. This type of
results is then used to derive similar properties for
the law of maxima and first passage time of some stable
L{\'e}vy processes. Thus, for example, we show that for
any stable process with $ \rho \in (0, \frac {1}{\alpha
} - 1] $, where $ \rho \in [0, 1] $ is the positivity
parameter and $ \alpha $ is the stable index, then the
first passage time has a bounded and non-increasing
density on $ \mathbb {R}_+ $. We also generate many
instances of integral or power series representations
for the law of the exponential functional of L{\'e}vy
processes with one or two-sided jumps. The proof of our
main results requires different devices from the one
developed by Pardo, Patie, Savov. It relies in
particular on a generalization of a transform recently
introduced by Chazal et al together with some
extensions to killed L{\'e}vy process of Wiener--Hopf
techniques. The factorizations developed here also
allow for further applications which we only indicate
here also allow for further applications which we only
indicate here.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Complete monotonicity; Exponential functional;
Infinite divisibility; L{\'e}vy processes; Special
functions; Stable L{\'e}vy processes; Wiener--Hopf
factorizations",
}
@Article{Hairer:2012:TSA,
author = "Martin Hairer and Marc Ryser and Hendrik Weber",
title = "Triviality of the {$2$D} stochastic {Allen--Cahn}
equation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "39:1--39:14",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1731",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1731",
abstract = "We consider the stochastic Allen--Cahn equation driven
by mollified space-time white noise. We show that, as
the mollifier is removed, the solutions converge weakly
to 0, independently of the initial condition. If the
intensity of the noise simultaneously converges to 0 at
a sufficiently fast rate, then the solutions converge
to those of the deterministic equation. At the critical
rate, the limiting solution is still deterministic, but
it exhibits an additional damping term.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Allen--Cahn equation; SPDEs; stochastic quantisation;
white noise",
}
@Article{Rozkosz:2012:SRE,
author = "Andrzej Rozkosz and Leszek Slominski",
title = "Stochastic representation of entropy solutions of
semilinear elliptic obstacle problems with measure
data",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "40:1--40:27",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2062",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2062",
abstract = "We consider semilinear obstacle problem with measure
data associated with uniformly elliptic divergence form
operator. We prove existence and uniqueness of entropy
solution of the problem and provide stochastic
representation of the solution in terms of some
generalized reflected backward stochastic differential
equations with random terminal time.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "backward stochastic differential equation; entropy
solution; measure data; semilinear elliptic obstacle
problem",
}
@Article{Lacoin:2012:EIP,
author = "Hubert Lacoin",
title = "Existence of an intermediate phase for oriented
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "41:1--41:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1761",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1761",
abstract = "We consider the following oriented percolation model
of $ \mathbb {N} \times \mathbb {Z}^d $: we equip $
\mathbb {N} \times \mathbb {Z}^d $ with the edge set $
\{ [(n, x), (n + 1, y)] | n \in \mathbb {N}, x, y \in
\mathbb {Z}^d \} $, and we say that each edge is open
with probability $ p f(y - x) $ where $ f(y - x) $ is a
fixed non-negative compactly supported function on $
\mathbb {Z}^d $ with $ \sum_{z \in \mathbb {Z}^d} f(z)
= 1 $ and $ p \in [0, \inf f^{-1}] $ is the percolation
parameter. Let $ p_c $ denote the percolation threshold
ans $ Z_N $ the number of open oriented-paths of length
$N$ starting from the origin, and study the growth of $
Z_N$ when percolation occurs. We prove that for if $ d
\ge 5$ and the function $f$ is sufficiently spread-out,
then there exists a second threshold $ p_c^{(2)} > p_c$
such that $ Z_N / p^N$ decays exponentially fast for $
p \in (p_c, p_c^{(2)})$ and does not so when $ p >
p_c^{(2)}$. The result should extend to the nearest
neighbor-model for high-dimension, and for the
spread-out model when $ d = 3, 4$. It is known that
this phenomenon does not occur in dimension 1 and 2.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Directed Polymers; Percolation: Growth model; Phase
transition; Random media",
}
@Article{Samorodnitsky:2012:DSL,
author = "Gennady Samorodnitsky and Yi Shen",
title = "Distribution of the supremum location of stationary
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "42:1--42:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2069",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2069",
abstract = "The location of the unique supremum of a stationary
process on an interval does not need to be uniformly
distributed over that interval. We describe all
possible distributions of the supremum location for a
broad class of such stationary processes. We show that,
in the strongly mixing case, this distribution does
tend to the uniform in a certain sense as the length of
the interval increases to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bounded variation; global supremum location;
stationary process; strong mixing",
}
@Article{Fill:2012:NBC,
author = "James Fill and Svante Janson",
title = "The number of bit comparisons used by {Quicksort}: an
average-case analysis",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "43:1--43:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1812",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1812",
abstract = "The analyses of many algorithms and data structures
(such as digital search trees) for searching and
sorting are based on the representation of the keys
involved as bit strings and so count the number of bit
comparisons. On the other hand, the standard analyses
of many other algorithms (such as Quicksort) are
performed in terms of the number of key comparisons. We
introduce the prospect of a fair comparison between
algorithms of the two types by providing an
average-case analysis of the number of bit comparisons
required by Quicksort. Counting bit comparisons rather
than key comparisons introduces an extra logarithmic
factor to the asymptotic average total. We also provide
a new algorithm, ``BitsQuick'', that reduces this
factor to constant order by eliminating needless bit
comparisons.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "average-case analysis of algorithms; Poissonization;
Quicksort",
}
@Article{Ferrari:2012:NCB,
author = "Patrik Ferrari and B{\'a}lint Vet{\H{o}}",
title = "Non-colliding {Brownian} bridges and the asymmetric
tacnode process",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "44:1--44:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1811",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1811",
abstract = "We consider non-colliding Brownian bridges starting
from two points and returning to the same position.
These positions are chosen such that, in the limit of
large number of bridges, the two families of bridges
just touch each other forming a tacnode. We obtain the
limiting process at the tacnode, the ``asymmetric
tacnode process''. It is a determinantal point process
with correlation kernel given by two parameters: (1)
the curvature's ratio $ \lambda > 0 $ of the limit
shapes of the two families of bridges, (2) a parameter
$ \sigma $ controlling the interaction on the
fluctuation scale. This generalizes the result for the
symmetric tacnode process ($ \lambda = 1 $ case).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "determinantal processes; limit processes;
Non-colliding walks; tacnode; universality",
}
@Article{Ding:2012:CTL,
author = "Jian Ding",
title = "On cover times for {$2$D} lattices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "45:1--45:18",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2089",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2089",
abstract = "We study the cover time $ \tau_{\mathrm {cov}} $ by
(continuous-time) random walk on the {$2$D} box of side
length $n$ with wired boundary or on the {$2$D} torus,
and show that in both cases with probability
approaching $1$ as $n$ increases, $ \sqrt
{\tau_{\mathrm {cov}}} = \sqrt {2n^2 [\sqrt {2 / \pi }
\log n + O(\log \log n)]}$. This improves a result of
Dembo, Peres, Rosen, and Zeitouni (2004) and makes
progress towards a conjecture of Bramson and Zeitouni
(2009).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cover times; Gaussian free fields; random walks",
}
@Article{Kevei:2012:ADR,
author = "Peter Kevei and David Mason",
title = "The asymptotic distribution of randomly weighted sums
and self-normalized sums",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "46:1--46:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2092",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2092",
abstract = "We consider the self-normalized sums $ T_n = \sum_{i =
1}^n X_i Y_i / \sum_{i = 1}^n Y_i $, where $ \{ Y_i
\colon i \geq 1 \} $ are non-negative i.i.d. random
variables, and $ \{ X_i \colon i \geq 1 \} $ are i.i.d.
random variables, independent of $ \{ Y_i \colon i \geq
1 \} $. The main result of the paper is that each
subsequential limit law of $ T_n $ is continuous for
any non-degenerate $ X_1 $ with finite expectation, if
and only if $ Y_1 $ is in the centered Feller class.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Feller class; Self-normalized sums; stable
distributions",
}
@Article{Meleard:2012:NHS,
author = "Sylvie M{\'e}l{\'e}ard and Viet Chi Tran",
title = "Nonlinear historical superprocess approximations for
population models with past dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "47:1--47:32",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2093",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2093",
abstract = "We are interested in the evolving genealogy of a birth
and death process with trait structure and ecological
interactions. Traits are hereditarily transmitted from
a parent to its offspring unless a mutation occurs. The
dynamics may depend on the trait of the ancestors and
on its past and allows interactions between individuals
through their lineages. We define an interacting
historical particle process describing the genealogies
of the living individuals; it takes values in the space
of point measures on an infinite dimensional
c{\`a}dl{\`a}g path space. This individual-based
process can be approximated by a nonlinear historical
superprocess, under the assumptions of large
populations, small individuals and allometric
demographies. Because of the interactions, the
branching property fails and we use martingale problems
and fine couplings between our population and
independent branching particles. Our convergence
theorem is illustrated by two examples of current
interest in biology. The first one relates the
biodiversity history of a population and its phylogeny,
while the second treats a spatial model where
individuals compete through their past trajectories.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Evolution models; Genealogical interacting particle
system; Limit theorem; Nonlinear historical
superprocess",
}
@Article{Peterson:2012:LDS,
author = "Jonathon Peterson",
title = "Large deviations and slowdown asymptotics for
one-dimensional excited random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "48:1--48:24",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1726",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1726",
abstract = "We study the large deviations of excited random walks
on $ \mathbb {Z} $. We prove a large deviation
principle for both the hitting times and the position
of the random walk and give a qualitative description
of the respective rate functions. When the excited
random walk is transient with positive speed $ v_0 $,
then the large deviation rate function for the position
of the excited random walk is zero on the interval $
[0, v_0] $ and so probabilities such as $ P(X_n < n v)
$ for $ v \in (0, v_0) $ decay subexponentially. We
show that rate of decay for such slowdown probabilities
is polynomial of the order $ n^{1 - \delta / 2} $,
where $ \delta > 2 $ is the expected total drift per
site of the cookie environment.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "excited random walk; large deviations",
}
@Article{Gozlan:2012:TEI,
author = "Nathael Gozlan",
title = "Transport-Entropy inequalities on the line",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "49:1--49:18",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1864",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1864",
abstract = "We give a necessary and sucient condition for
transport entropy inequalities in dimension one. As an
application, we construct a new example of a
probability distribution verifying Talagrand's {\bf T}2
inequality and not the logarithmic Sobolev
inequality.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Optimal transport; Poincar{\'e} inequality;
Transport-entropy inequalities",
}
@Article{Kleptsyn:2012:ESA,
author = "Victor Kleptsyn and Aline Kurtzmann",
title = "Ergodicity of self-attracting motion",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "50:1--50:37",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2121",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2121",
abstract = "We study the asymptotic behaviour of a class of
self-attracting motions on $ \mathbb {R}^d $. We prove
the decrease of the free energy related to the system
and mix it together with stochastic approximation
methods. We finally obtain the (limit-quotient)
ergodicity of the self-attracting diffusion with a
speed of convergence.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "dynamical system; free energy; self-attracting
diffusion",
}
@Article{Baudoin:2012:TES,
author = "Fabrice Baudoin and Xuejing Zhang",
title = "{Taylor} expansion for the solution of a stochastic
differential equation driven by fractional {Brownian}
motions",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "51:1--51:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2136",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2136",
abstract = "We study the Taylor expansion for the solution of a
differential equation driven by a multi-dimensional
H{\"o}lder path with exponent $ H > 1 / 2 $. We derive
a convergence criterion that enables us to write the
solution as an infinite sum of iterated integrals on a
non empty interval. We apply our deterministic results
to stochastic differential equations driven by
fractional Brownian motions with Hurst parameter $ H >
1 / 2 $. We also study the convergence in L2 of the
stochastic Taylor expansion by using L2 estimates of
iterated integrals and Borel--Cantelli type
arguments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Taylor expansion, fractional Brownian motion",
}
@Article{Hairer:2012:SPM,
author = "Martin Hairer and David Kelly",
title = "Stochastic {PDEs} with multiscale structure",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "52:1--52:38",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1807",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1807",
abstract = "We study the spatial homogenisation of parabolic
linear stochastic PDEs exhibiting a two-scale structure
both at the level of the linear operator and at the
level of the Gaussian driving noise. We show that in
some cases, in particular when the forcing is given by
space time white noise, it may happen that the
homogenised SPDE is not what one would expect from
existing results for PDEs with more regular forcing
terms.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Nguyen:2012:LSV,
author = "Hoi Nguyen",
title = "On the least singular value of random symmetric
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "53:1--53:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2165",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2165",
abstract = "Let $ F_n $ be an $n$ by $n$ symmetric matrix whose
entries are bounded by $ n^{\gamma }$ for some $ \gamma
> 0$. Consider a randomly perturbed matrix $ M_n = F_n
+ X_n$, where $ X_n$ is a {\it random symmetric matrix}
whose upper diagonal entries $ x_{ij}, 1 \leq i \leq j,
$ are iid copies of a random variable $ \xi $. Under a
very general assumption on $ \xi $, we show that for
any $ B > 0$ there exists $ A > 0$ such that $ \mathbb
{P}(\sigma_n(M_n) \leq n^{-A}) \le n^{-B}$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random symmetric matrices, least singular values",
}
@Article{Faller:2012:ASB,
author = "Andreas Faller and Ludger R{\"u}schendorf",
title = "Approximative solutions of best choice problems",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "54:1--54:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2172",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2172",
abstract = "We consider the full information best choice problem
from a sequence $ X_1, \dots, X_n $ of independent
random variables. Under the basic assumption of
convergence of the corresponding imbedded point
processes in the plane to a Poisson process we
establish that the optimal choice problem can be
approximated by the optimal choice problem in the
limiting Poisson process. This allows to derive
approximations to the optimal choice probability and
also to determine approximatively optimal stopping
times. An extension of this result to the best
$m$-choice problem is also given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "best choice problem; optimal stopping; Poisson
process",
}
@Article{Riedler:2012:LTI,
author = "Martin Riedler and Mich{\`e}le Thieullen and Gilles
Wainrib",
title = "Limit theorems for infinite-dimensional piecewise
deterministic {Markov} processes. {Applications} to
stochastic excitable membrane models",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "55:1--55:48",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1946",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1946",
abstract = "We present limit theorems for a sequence of Piecewise
Deterministic Markov Processes (PDMPs) taking values in
a separable Hilbert space. This class of processes
provides a rigorous framework for stochastic spatial
models in which discrete random events are globally
coupled with continuous space dependent variables
solving partial differential equations, e.g.,
stochastic hybrid models of excitable membranes. We
derive a law of large numbers which establishes a
connection to deterministic macroscopic models and a
martingale central limit theorem which connects the
stochastic fluctuations to diffusion processes. As a
prerequisite we carry out a thorough discussion of
Hilbert space valued martingales associated to the
PDMPs. Furthermore, these limit theorems provide the
basis for a general Langevin approximation to PDMPs,
i.e., stochastic partial differential equations that
are expected to be similar in their dynamics to PDMPs.
We apply these results to compartmental-type models of
spatially extended excitable membranes. Ultimately this
yields a system of stochastic partial differential
equations which models the internal noise of a
biological excitable membrane based on a theoretical
derivation from exact stochastic hybrid models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; excitable membrane models;
infinite-dimensional stochastic processes; law of large
numbers; Piecewise Deterministic Markov Processes;
random excitable media",
}
@Article{Brzezniak:2012:SPC,
author = "Zdzislaw Brzezniak and Mark Veraar",
title = "Is the stochastic parabolicity condition dependent on
$p$ and $q$ ?",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "56:1--56:24",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2186",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2186",
abstract = "In this paper we study well-posedness of a second
order SPDE with multiplicative noise on the torus $
\mathbb {T} = [0, 2 \pi] $. The equation is considered
in $ L^p((0, T) \times \Omega; L^q(\mathbb {T})) $ for
$ p, q \in (1, \infty) $. It is well-known that if the
noise is of gradient type, one needs a stochastic
parabolicity condition on the coefficients for
well-posedness with $ p = q = 2 $. In this paper we
investigate whether the well-posedness depends on $p$
and $q$. It turns out that this condition does depend
on $p$, but not on $q$. Moreover, we show that if $ 1 <
p < 2$ the classical stochastic parabolicity condition
can be weakened.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "blow-up; gradient noise; maximal regularity; mild
solution; multiplicative noise; parabolic stochastic
evolution; stochastic parabolicity condition;
stochastic partial differential equation; strong
solution",
}
@Article{Koval:2012:LRP,
author = "Vyacheslav Koval and Ronald Meester and Pieter
Trapman",
title = "Long-range percolation on the hierarchical lattice",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "57:1--57:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1977",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1977",
abstract = "We study long-range percolation on the hierarchical
lattice of order $N$, where any edge of length $k$ is
present with probability $ p_k = 1 - \exp ( -
\beta^{-k} \alpha)$, independently of all other edges.
For fixed $ \beta $, we show that $ \alpha_c(\beta)$
(the infimum of those $ \alpha $ for which an infinite
cluster exists a.s.) is non-trivial if and only if $ N
< \beta < N^2$. Furthermore, we show uniqueness of the
infinite component and continuity of the percolation
probability and of $ \alpha_c(\beta)$ as a function of
$ \beta $. This means that the phase diagram of this
model is well understood.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ergodicity; long-range percolation; renormalisation",
}
@Article{Gayrard:2012:CCP,
author = "V{\'e}ronique Gayrard",
title = "Convergence of clock process in random environments
and aging in {Bouchaud}'s asymmetric trap model on the
complete graph",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "58:1--58:33",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2211",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2211",
abstract = "In this paper the celebrated arcsine aging scheme of
Ben Arous and {\v{C}}ern{\'y} is taken up. Using a
brand new approach based on point processes and weak
convergence techniques, this scheme is implemented in a
broad class of Markov jump processes in random
environments that includes Glauber dynamics of discrete
disordered systems. More specifically, conditions are
given for the underlying clock process (a partial sum
process that measures the total time elapsed along
paths of a given length) to converge to a subordinator,
and consequences for certain time correlation functions
are drawn. This approach is applied to Bouchaud's
asymmetric trap model on the complete graph for which
aging is for the first time proved, and the full,
optimal picture, obtained. Application to spin glasses
are carried out in follow up papers.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Aging; clock processes; random dynamics; random
environments; subordinators; trap models",
}
@Article{Hryniv:2012:NHR,
author = "Ostap Hryniv and Iain MacPhee and Mikhail Menshikov
and Andrew Wade",
title = "Non-homogeneous random walks with non-integrable
increments and heavy-tailed random walks on strips",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "59:1--59:28",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2216",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2216",
abstract = "We study asymptotic properties of spatially
non-homogeneous random walks with non-integrable
increments, including transience, almost-sure bounds,
and existence and non existence of moments for
first-passage and last-exit times. In our proofs we
also make use of estimates for hitting probabilities
and large deviations bounds. Our results are more
general than existing results in the literature, which
consider only the case of sums of independent
(typically, identically distributed) random variables.
We do not assume the Markov property. Existing results
that we generalize include a circle of ideas related to
the Marcinkiewicz--Zygmund strong law of large numbers,
as well as more recent work of Kesten and Maller. Our
proofs are robust and use martingale methods. We
demonstrate the benefit of the generality of our
results by applications to some non-classical models,
including random walks with heavy-tailed increments on
two-dimensional strips, which include, for instance,
certain generalized risk processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Heavy-tailed random walks; last exit times;
non-homogeneous random walks; passage times; random
walks on strips; random walks with internal degrees of
freedom; rate of escape; risk process; semimartingales;
transience",
}
@Article{Breuer:2012:NPS,
author = "Jonathan Breuer and Maurice Duits",
title = "Nonintersecting paths with a staircase initial
condition",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "60:1--60:24",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1902",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1902",
abstract = "We consider an ensemble of $N$ discrete
nonintersecting paths starting from equidistant points
and ending at consecutive integers. Our first result is
an explicit formula for the correlation kernel that
allows us to analyze the process as $ N \to \infty $.
In that limit we obtain a new general class of kernels
describing the local correlations close to the
equidistant starting points. As the distance between
the starting points goes to infinity, the correlation
kernel converges to that of a single random walker. As
the distance to the starting line increases, however,
the local correlations converge to the sine kernel.
Thus, this class interpolates between the sine kernel
and an ensemble of independent particles. We also
compute the scaled simultaneous limit, with both the
distance between particles and the distance to the
starting line going to infinity, and obtain a process
with number variance saturation, previously studied by
Johansson.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random non-intersecting paths, Determinantal point
processes, random tilings",
}
@Article{Dumaz:2012:CSR,
author = "Laure Dumaz",
title = "A clever (self-repelling) burglar",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "61:1--61:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1758",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1758",
abstract = "We derive the following property of the ``true
self-repelling motion'', a continuous real-valued
self-interacting process $ (X_t, t \ge 0) $ introduced
by Balint Toth and Wendelin Werner. Conditionally on
its occupation time measure at time one (which is the
information about how much time it has spent where
before time one), the law of $ X_1 $ is uniform in a
certain admissible interval. This contrasts with the
corresponding conditional distribution for Brownian
motion that had been studied by Warren and Yor.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local time; self-interacting processes",
}
@Article{Cohen:2012:QSA,
author = "Samuel Cohen",
title = "Quasi-sure analysis, aggregation and dual
representations of sublinear expectations in general
spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "62:1--62:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2224",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2224",
abstract = "We consider coherent sublinear expectations on a
measurable space, without assuming the existence of a
dominating probability measure. By considering a
decomposition of the space in terms of the supports of
the measures representing our sublinear expectation, we
give a simple construction, in a quasi-sure sense, of
the (linear) conditional expectations, and hence give a
representation for the conditional sublinear
expectation. We also show an aggregation property
holds, and give an equivalence between consistency and
a pasting property of measures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "aggregation; capacity; dual representation; sublinear
expectation",
}
@Article{Champagnat:2012:DEN,
author = "Nicolas Champagnat and Persi Diaconis and Laurent
Miclo",
title = "On {Dirichlet} eigenvectors for neutral
two-dimensional {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "63:1--63:41",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1830",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1830",
abstract = "We consider a general class of discrete,
two-dimensional Markov chains modeling the dynamics of
a population with two types, without mutation or
immigration, and neutral in the sense that type has no
influence on each individual's birth or death
parameters. We prove that all the eigenvectors of the
corresponding transition matrix or infinitesimal
generator $ \Pi $ can be expressed as the product of
``universal'' polynomials of two variables, depending
on each type's size but not on the specific transitions
of the dynamics, and functions depending only on the
total population size. These eigenvectors appear to be
Dirichlet eigenvectors for $ \Pi $ on the complement of
triangular subdomains, and as a consequence the
corresponding eigenvalues are ordered in a specific
way. As an application, we study the quasistationary
behavior of finite, nearly neutral, two-dimensional
Markov chains, absorbed in the sense that $0$ is an
absorbing state for each component of the process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coexistence; Dirichlet eigenvalue; Dirichlet
eigenvector; Hahn polynomials; multitype population
dynamics; neutral Markov chain; quasi-stationary
distribution; two-dimensional difference equation;
Yaglom limit",
}
@Article{Yang:2012:CED,
author = "Yanrong Yang and Guangming Pan",
title = "The convergence of the empirical distribution of
canonical correlation coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "64:1--64:13",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2239",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2239",
abstract = "Suppose that $ \{ X_{jk}, j = 1, \cdots, p_1; k = 1,
\cdots, n \} $ are independent and identically
distributed (i.i.d) real random variables with $ E
X_{11} = 0 $ and $ E X_{11}^2 = 1 $, and that $ \{
Y_{jk}, j = 1, \cdots, p_2; k = 1, \cdots, n \} $ are
i.i.d real random variables with $ E Y_{11} = 0 $ and $
E Y_{11}^2 = 1 $, and that $ \{ X_{jk}, j = 1, \cdots,
p_1; k = 1, \cdots, n \} $ are independent of $ \{
Y_{jk}, j = 1, \cdots, p_2; k = 1, \cdots, n \} $. This
paper investigates the canonical correlation
coefficients $ r_1 \geq r_2 \geq \cdots \geq r_{p_1} $,
whose squares $ \lambda_1 = r_1^2, \lambda_2 = r_2^2,
\cdots, \lambda_{p_1} = r_{p_1}^2 $ are the eigenvalues
of the matrix\par
\begin{equation*} S_{xy} = A_x^{-1} A_{xy} A_y^{-1}
A_{xy}^{T},
\end{equation*}\par
where\par
\begin{equation*}
A_x=\frac{1}{n}\sum^{n}_{k=1}x_kx_k^{T},\\
A_y=\frac{1}{n}\sum^{n}_{k=1}y_ky_k^{T},\\
A_{xy}=\frac{1}{n}\sum^{n}_{k=1}x_ky_k^{T},
\end{equation*}\par
and\par
\begin{equation*} x_k=(X_{1k}, \cdots,
X_{p_1k})^{T},\\
y_k=(Y_{1k}, \cdots, Y_{p_2k})^{T}, k=1, \cdots, n.
\end{equation*}\par
When $ p_1 \rightarrow \infty $, $ p_2 \rightarrow
\infty $ and $ n \rightarrow \infty $ with $ \frac
{p_1}{n} \rightarrow c_1 $, $ \frac {p_2}{n}
\rightarrow c_2 $, $ c_1, c_2 \in (0, 1) $, it is
proved that the empirical distribution of $ r_1, r_2,
\cdots, r_{p_1} $ converges, with probability one, to a
fixed distribution under the finite second moment
condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Canonical correlation coefficients; Empirical spectral
distribution; Lindeberg's method.; Random matrix;
Stieltjes transform",
}
@Article{Kruse:2012:ORS,
author = "Raphael Kruse and Stig Larsson",
title = "Optimal regularity for semilinear stochastic partial
differential equations with multiplicative noise",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "65:1--65:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2240",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2240",
abstract = "This paper deals with the spatial and temporal
regularity of the unique Hilbert space valued mild
solution to a semilinear stochastic parabolic partial
differential equation with nonlinear terms that satisfy
global Lipschitz conditions and certain linear growth
bounds. It is shown that the mild solution has the same
optimal regularity properties as the stochastic
convolution. The proof is elementary and makes use of
existing results on the regularity of the solution, in
particular, the H{\"o}lder continuity with a
non-optimal exponent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "H{\"o}lder continuity; linear growth bound; Lipschitz
nonlinearities; multiplicative noise; SPDE; temporal
and spatial regularity",
}
@Article{Fulman:2012:SMH,
author = "Jason Fulman",
title = "{Stein}'s method, heat kernel, and traces of powers of
elements of compact {Lie} groups",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "66:1--66:16",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2251",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2251",
abstract = "Combining Stein's method with heat kernel techniques,
we show that the trace of the jth power of an element
of U(n, C), USp(n, C), or SO(n, R) has a normal limit
with error term C j/n, with C an absolute constant. In
contrast to previous works, here j may be growing with
n. The technique might prove useful in the study of the
value distribution of approximate eigenfunctions of
Laplacians.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random matrix, Stein's method, heat kernel",
}
@Article{Fang:2012:BRW,
author = "Ming Fang and Ofer Zeitouni",
title = "Branching random walks in time inhomogeneous
environments",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "67:1--67:18",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2253",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2253",
abstract = "We study the maximal displacement of branching random
walks in a class of time inhomogeneous environments.
Specifically, binary branching random walks with
Gaussian increments will be considered, where the
variances of the increments change over time
macroscopically. We find the asymptotics of the maximum
up to an $ O_P(1) $ (stochastically bounded) error, and
focus on the following phenomena: the profile of the
variance matters, both to the leading (velocity) term
and to the logarithmic correction term, and the latter
exhibits a phase transition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walks; time inhomogeneous
environments",
}
@Article{Hammond:2012:ETT,
author = "Alan Hammond and Elchanan Mossel and G{\'a}bor Pete",
title = "Exit time tails from pairwise decorrelation in hidden
{Markov} chains, with applications to dynamical
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "68:1--68:16",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2229",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2229",
abstract = "Consider a Markov process $ \omega_t $ at stationarity
and some event $ \mathcal {C} $ (a subset of the
state-space of the process). A natural measure of
correlations in the process is the pairwise correlation
$ \mathbb {P}[\omega_0, \omega_t \in \mathcal {C}] -
\mathbb {P}[\omega_0 \in \mathcal {C}]^2 $. A second
natural measure is the probability of the continual
occurrence event $ \big \{ \omega_s \in \mathcal {C},
\, \forall \, s \in [0, t] \big \} $. We show that for
reversible Markov chains, and any event $ \mathcal {C}
$, pairwise decorrelation of the event $ \mathcal {C} $
implies a decay of the probability of the continual
occurrence event $ \big \{ \omega_s \in \mathcal {C} \,
\forall \, s \in [0, t] \big \} $ as $ t \to \infty $.
We provide examples showing that our results are often
sharp.\par
Our main applications are to dynamical critical
percolation. Let $ \mathcal {C} $ be the left-right
crossing event of a large box, and let us scale time so
that the expected number of changes to $ \mathcal {C} $
is order 1 in unit time. We show that the continual
connection event has superpolynomial decay.
Furthermore, on the infinite lattice without any time
scaling, the first exceptional time with an infinite
cluster appears with an exponential tail.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "decorrelation, hidden Markov chains, hitting and exit
times, spectral gap, dynamical percolation, exceptional
times, scaling limits",
}
@Article{Profeta:2012:PNR,
author = "Christophe Profeta",
title = "Penalizing null recurrent diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "69:1--69:23",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2267",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2267",
abstract = "We present some limit theorems for the normalized laws
(with respect to functionals involving last passage
times at a given level $a$ up to time $t$) of a large
class of null recurrent diffusions. Our results rely on
hypotheses on the L{\'e}vy measure of the diffusion
inverse local time at 0. As a special case, we recover
some of the penalization results obtained by Najnudel,
Roynette and Yor in the (reflected) Brownian setting.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "inverse local time; last passage times; null recurrent
diffusions; Penalization",
}
@Article{Oliveira:2012:MHT,
author = "Roberto Oliveira",
title = "Mixing and hitting times for finite {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "70:1--70:12",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2274",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2274",
abstract = "Let $ 0 < \alpha < 1 / 2 $. We show that the mixing
time of a continuous-time Markov chain on a finite
state space is about as large as the largest expected
hitting time of a subset of the state space with
stationary measure $ \geq \alpha $. Suitably modified
results hold in discrete time and/or without the
reversibility assumption. The key technical tool in the
proof is the construction of random set $A$ such that
the hitting time of $A$ is a light-tailed stationary
time for the chain. We note that essentially the same
results were obtained independently by Peres and
Sousi.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hitting times; Markov chains.; Mixing times",
}
@Article{Hutzenthaler:2012:IDT,
author = "Martin Hutzenthaler",
title = "Interacting diffusions and trees of excursions:
convergence and comparison",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "71:1--71:49",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2278",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2278",
abstract = "We consider systems of interacting diffusions with
local population regulation representing populations on
countably many islands. Our main result shows that the
total mass process of such a system is bounded above by
the total mass process of a tree of excursions with
appropriate drift and diffusion coefficients. As a
corollary, this entails a sufficient, explicit
condition for extinction of the total mass as time
tends to infinity. On the way to our comparison result,
we establish that systems of interacting diffusions
with uniform migration between finitely many islands
converge to a tree of excursions as the number of
islands tends to infinity. In the special case of
logistic branching, this leads to a duality between a
tree of excursions and the solution of a McKean--Vlasov
equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "excursion measure; extinction; Island model;
many-demes-limit; McKean--Vlasov limit; mean field
model; propagation of chaos; virgin island model",
}
@Article{Kobylanski:2012:OST,
author = "Magdalena Kobylanski and Marie-Claire Quenez",
title = "Optimal stopping time problem in a general framework",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "72:1--72:28",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2262",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2262",
abstract = "We study the optimal stopping time problem $ v(S) =
{\rm ess} \sup_{\theta \geq S} E[\phi (\theta)|
\mathcal {F}_S] $, for any stopping time $S$, where the
reward is given by a family $ (\phi (\theta), \theta
\in \mathcal {T}_0)$ \emph{of non negative random
variables} indexed by stopping times. We solve the
problem under weak assumptions in terms of
integrability and regularity of the reward family. More
precisely, we only suppose $ v(0) < + \infty $ and $
(\phi (\theta), \theta \in \mathcal {T}_0)$ upper
semicontinuous along stopping times in expectation. We
show the existence of an optimal stopping time and
obtain a characterization of the minimal and the
maximal optimal stopping times. We also provide some
local properties of the value function family. All the
results are written in terms of families of random
variables and are proven by only using classical
results of the Probability Theory",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "American options; optimal stopping; supermartingale",
}
@Article{Liu:2012:CSP,
author = "Huili Liu and Xiaowen Zhou",
title = "The compact support property for the {$ \Lambda
$}-{Fleming--Viot} process with underlying {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "73:1--73:20",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1928",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1928",
abstract = "Using the lookdown construction of Donnelly and Kurtz
we prove that, at any fixed positive time, the $
\Lambda $-Fleming--Viot process with underlying
Brownian motion has a compact support provided that the
corresponding $ \Lambda $-coalescent comes down from
infinity not too slowly. We also find both upper bound
and lower bound on the Hausdorff dimension for the
support.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$\Lambda$-coalescent; $\Lambda$-Fleming--Viot process;
compact support property; lookdown construction",
}
@Article{Basse-OConnor:2012:MPS,
author = "Andreas Basse-O'Connor and Svend-Erik Graversen and
Jan Pedersen",
title = "Multiparameter processes with stationary increments:
Spectral representation and integration",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "74:1--74:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2287",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2287",
abstract = "In this article, a class of multiparameter processes
with wide-sense stationary increments is studied. The
content is as follows. (1) The spectral representation
is derived; in particular, necessary and sufficient
conditions for a measure to be a spectral measure is
given. The relations to a commonly used class of
processes, studied e.g., by Yaglom, is discussed. (2)
Some classes of deterministic integrands, here referred
to as predomains, are studied in detail. These
predomains consist of functions or, more generally,
distributions. Necessary and sufficient conditions for
completeness of the predomains are given. (3) In a
framework covering the classical Walsh--Dalang theory
of a temporal-spatial process which is white in time
and colored in space, a class of predictable integrands
is considered. Necessary and sufficient conditions for
completeness of the class are given, and this property
is linked to a certain martingale representation
property.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "integration; Multiparameter processes; spectral
representation; stationary increments",
}
@Article{Dembo:2012:CLT,
author = "Amir Dembo and Nike Sun",
title = "Central limit theorem for biased random walk on
multi-type {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "75:1--75:40",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2294",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2294",
abstract = "Let $ \mathcal {T} $ be a rooted supercritical
multi-type Galton--Watson (MGW) tree with types coming
from a finite alphabet, conditioned to non-extinction.
The $ \lambda $-biased random walk $ (X_t)_{t \ge 0}$
on $ \mathcal {T}$ is the nearest-neighbor random walk
which, when at a vertex $v$ with $ d_v$ offspring,
moves closer to the root with probability $ \lambda /
(\lambda + d_v)$, and to each of the offspring with
probability $ 1 / (\lambda + d_v)$. This walk is
recurrent for $ \lambda \ge \rho $ and transient for $
0 \leq \lambda < \rho $, with $ \rho $ the
Perron--Frobenius eigenvalue for the (assumed)
irreducible matrix of expected offspring numbers.
Subject to finite moments of order $ p > 4$ for the
offspring distributions, we prove the following
quenched CLT for $ \lambda $-biased random walk at the
critical value $ \lambda = \rho $: for almost every $
\mathcal {T}$, the process $ |X_{\lfloor nt \rfloor }|
/ \sqrt {n}$ converges in law as $ n \to \infty $ to a
reflected Brownian motion rescaled by an explicit
constant. This result was proved under some stronger
assumptions by Peres--Zeitouni (2008) for single-type
Galton--Watson trees. Following their approach, our
proof is based on a new explicit description of a
reversing measure for the walk from the point of view
of the particle (generalizing the measure constructed
in the single-type setting by Peres--Zeitouni), and the
construction of appropriate harmonic coordinates. In
carrying out this program we prove moment and
conductance estimates for MGW trees, which may be of
independent interest. In addition, we extend our
construction of the reversing measure to a biased
random walk with random environment (RWRE) on MGW
trees, again at a critical value of the bias. We
compare this result against a transience-recurrence
criterion for the RWRE generalizing a result of Faraud
(2011) for Galton--Watson trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "biased random walk; central limit theorem; Multi-type
Galton--Watson tree; random walk with random
environment",
}
@Article{Tugaut:2012:EPM,
author = "Julian Tugaut",
title = "Exit problem of {McKean--Vlasov} diffusions in convex
landscapes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "76:1--76:26",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1914",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1914",
abstract = "The exit time and the exit location of a non-Markovian
diffusion is analyzed. More particularly, we focus on
the so-called self-stabilizing process. The question
has been studied by Herrmann, Imkeller and Peithmann
(in 2008) with results similar to those by Freidlin and
Wentzell. We aim to provide the same results by a more
intuitive approach and without reconstructing the
proofs of Freidlin and Wentzell. Our arguments are as
follows. In one hand, we establish a strong version of
the propagation of chaos which allows to link the exit
time of the McKean--Vlasov diffusion and the one of a
particle in a mean-field system. In the other hand, we
apply the Freidlin--Wentzell theory to the associated
mean field system, which is a Markovian diffusion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exit location; Exit time; Granular media equation;
Interacting particle systems; Large deviations;
Propagation of chaos; Self-stabilizing diffusion",
}
@Article{Gnedin:2012:RCC,
author = "Alexander Gnedin and Alexander Iksanov",
title = "Regenerative compositions in the case of slow
variation: A renewal theory approach",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "77:1--77:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2002",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2002",
abstract = "A regenerative composition structure is a sequence of
ordered partitions derived from the range of a
subordinator by a natural sampling procedure. In this
paper, we extend previous studies on the asymptotics of
the number of blocks $ K_n $ in the composition of
integer $n$, in the case when the L{\'e}vy measure of
the subordinator has a property of slow variation at
$0$. Using tools from the renewal theory the limit laws
for $ K_n$ are obtained in terms of integrals involving
the Brownian motion or stable processes. In other
words, the limit laws are either normal or other stable
distributions, depending on the behavior of the tail of
L{\'e}vy measure at $ \infty $. Similar results are
also derived for the number of singleton blocks.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "first passage time; number of blocks; regenerative
composition; renewal theory; weak convergence",
}
@Article{Guillotin-Plantard:2012:RTR,
author = "Nadine Guillotin-Plantard and Fran{\c{c}}oise
P{\`e}ne",
title = "Renewal theorems for random walk in random scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "78:1--78:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1843",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1843",
abstract = "In this work, we establish renewal-type theorems, with
precise asymptotics, in the context of random walk in
random sceneries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local time; Random walk in random scenery; renewal
theory; stable distribution",
}
@Article{Sobieczky:2012:BAR,
author = "Florian Sobieczky",
title = "Bounds for the annealed return probability on large
finite percolation graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "79:1--79:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2329",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2329",
abstract = "Bounds for the expected return probability of the
delayed random walk on finite clusters of an invariant
percolation on transitive unimodular graphs are
derived. They are particularly suited for the case of
critical Bernoulli percolation and the associated
heavy-tailed cluster size distributions. The upper
bound relies on the fact that cartesian products of
finite graphs with cycles of a certain minimal size are
Hamiltonian. For critical Bernoulli bond percolation on
the homogeneous tree this bound is sharp. The
asymptotic type of the expected return probability for
large times $t$ in this case is of order $ t^{-3 /
4}$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Annealed Return Probability; Anomalous Diffusion;
Critical Invariant Percolation; Integrated Density of
States; Number of open clusters per vertex; Random
walks",
}
@Article{Athreya:2012:SBA,
author = "Siva Athreya and Jan Swart",
title = "Systems of branching, annihilating, and coalescing
particles",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "80:1--80:32",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2003",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2003",
abstract = "This paper studies systems of particles following
independent random walks and subject to annihilation,
binary branching, coalescence, and deaths. In the case
without annihilation, such systems have been studied in
our 2005 paper ``Branching-coalescing particle
systems''. The case with annihilation is considerably
more difficult, mainly as a consequence of the non
monotonicity of such systems and a more complicated
duality. Nevertheless, we show that adding annihilation
does not significantly change the long-time behavior of
the process and in fact, systems with annihilation can
be obtained by thinning systems without annihilation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Reaction-diffusion process, branching, coalescence,
annihilation, thinning, Poissonization",
}
@Article{Werness:2012:RSL,
author = "Brent Werness",
title = "Regularity of {Schramm--Loewner} evolutions, annular
crossings, and rough path theory",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "81:1--81:21",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2331",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2331",
abstract = "When studying stochastic processes, it is often
fruitful to understand several different notions of
regularity. One such notion is the optimal H{\"o}lder
exponent obtainable under reparametrization. In this
paper, we show that chordal $ \mathrm {SLE}_\kappa $ in
the unit disk for $ \kappa \leq 4 $ can be
reparametrized to be H{\"o}lder continuous of any order
up to $ 1 / (1 + \kappa / 8) $.\par
From this, we obtain that the Young integral is well
defined along such $ \mathrm {SLE}_\kappa $ paths with
probability one, and hence that $ \mathrm {SLE}_\kappa
$ admits a path-wise notion of integration. This allows
us to consider the expected signature of $ \mathrm
{SLE} $, as defined in rough path theory, and to give a
precise formula for its first three gradings.\par
The main technical result required is a uniform bound
on the probability that an $ \mathrm {SLE}_\kappa $
crosses an annulus $k$-distinct times.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "H{\"o}lder regularity; rough path theory;
Schramm--Loewner Evolutions; signature; Young
integral",
}
@Article{Basu:2012:JCS,
author = "Riddhipratim Basu and Arup Bose and Shirshendu Ganguly
and Rajat Hazra",
title = "Joint convergence of several copies of different
patterned random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "82:1--82:33",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1970",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1970",
abstract = "We study the joint convergence of independent copies
of several patterned matrices in the non-commutative
probability setup. In particular, joint convergence
holds for the well known Wigner, Toeplitz, Hankel,
Reverse Circulant and Symmetric Circulant matrices. We
also study some properties of the limits. In
particular, we show that copies of Wigner becomes
asymptotically free with copies of any of the above
other matrices.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices, free probability, joint convergence,
patterned matrices, Toeplitz matrix, Hankel matrix,
Reverse Circulant matrix, Symmetric Circulant matrix,
Wigner matrix",
}
@Article{Kwasnicki:2012:STS,
author = "Mateusz Kwa{\'s}nicki",
title = "Spectral theory for symmetric one-dimensional
{L{\'e}vy} processes killed upon hitting the origin",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "83:1--83:29",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2013",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2013",
abstract = "Spectral theory for transition operators of
one-dimensional symmetric L{\'e}vy process killed upon
hitting the origin is studied. Under very mild
assumptions, an integral-type formula for
eigenfunctions is obtained, and eigenfunction expansion
of transition operators and the generator is proved. As
an application, and the primary motivation, integral
fomulae for the transition density and the distribution
of the hitting time of the origin are given in terms of
the eigenfunctions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "first hitting time; L{\'e}vy process; spectral
theory",
}
@Article{Belaribi:2012:UFP,
author = "Nadia Belaribi and Francesco Russo",
title = "Uniqueness for {Fokker--Planck} equations with
measurable coefficients and applications to the fast
diffusion equation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "84:1--84:28",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2349",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2349",
abstract = "The object of this paper is the uniqueness for a
$d$-dimensional Fokker--Planck type equation with
inhomogeneous (possibly degenerated) measurable not
necessarily bounded coefficients. We provide an
application to the probabilistic representation of the
so-called Barenblatt's solution of the fast diffusion
equation which is the partial differential equation $
\partial_t u = \partial^2_{xx} u^m$ with $ m \in]0, 1
[$. Together with the mentioned Fokker--Planck
equation, we make use of small time density estimates
uniformly with respect to the initial condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fast diffusion; Fokker--Planck; non-linear diffusion;
probabilistic representation; stochastic particle
algorithm",
}
@Article{Gallesco:2012:RWU,
author = "Christophe Gallesco and Serguei Popov",
title = "Random walks with unbounded jumps among random
conductances {I}: Uniform quenched {CLT}",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "85:1--85:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1826",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1826",
abstract = "We study a one-dimensional random walk among random
conductances, with unbounded jumps. Assuming the
ergodicity of the collection of conductances and a few
other technical conditions (uniform ellipticity and
polynomial bounds on the tails of the jumps) we prove a
quenched {\em uniform} invariance principle for the
random walk. This means that the rescaled trajectory of
length $n$ is (in a certain sense) close enough to the
Brownian motion, uniformly with respect to the choice
of the starting location in an interval of length $
O(\sqrt {n}) $ around the origin.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "ergodic environment; exit distribution; hitting
probabilities; unbounded jumps",
}
@Article{Masse:2012:RNS,
author = "Bruno Mass{\'e} and Dominique Schneider",
title = "Random number sequences and the first digit
phenomenon",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "86:1--86:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1900",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/benfords-law.bib;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1900",
abstract = "The sequences of mantissa of positive integers and of
prime numbers are known not to be distributed as
Benford's law in the sense of the natural density. We
show that we can correct this defect by selecting the
integers or the primes by means of an adequate random
process and we investigate the rate of convergence. Our
main tools are uniform bounds for deterministic and
random trigonometric polynomials. We then adapt the
random process to prove the same result for logarithms
and iterated logarithms of integers. Finally we show
that, in many cases, the mantissa law of the $n$ th
randomly selected term converges weakly to the
Benford's law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Benford's law; density; mantissa; weak convergence",
}
@Article{Ben-Ari:2012:PEB,
author = "Iddo Ben-Ari",
title = "Principal eigenvalue for {Brownian} motion on a
bounded interval with degenerate instantaneous jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "87:1--87:13",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1791",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1791",
abstract = "We consider a model of Brownian motion on a bounded
open interval with instantaneous jumps. The jumps occur
at a spatially dependent rate given by a positive
parameter times a continuous function positive on the
interval and vanishing on its boundary. At each jump
event the process is redistributed uniformly in the
interval. We obtain sharp asymptotic bounds on the
principal eigenvalue for the generator of the process
as the parameter tends to infinity. Our work answers a
question posed by Arcusin and Pinsky.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "brownian motion; principal eigenvalue; random
space-dependent jumps",
}
@Article{Bao:2012:TWL,
author = "Zhigang Bao and Guangming Pan and Wang Zhou",
title = "{Tracy--Widom} law for the extreme eigenvalues of
sample correlation matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "88:1--88:32",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1962",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1962",
abstract = "Let the sample correlation matrix be $ W = Y Y^T $ ,
where $ Y = (y_{ij})_{p, n} $ with $ y_{ij} = x_{ij} /
\sqrt {\sum_{j = 1}^nx_{ij}^2} $. We assume $ \{ x_{ij}
\colon 1 \leq i \leq p, 1 \leq j \leq n \} $ to be a
collection of independent symmetrically distributed
random variables with sub-exponential tails. Moreover,
for any $i$, we assume $ x_{ij}, 1 \leq j \leq n$ to be
identically distributed. We assume $ 0 < p < n$ and $ p
/ n \rightarrow y$ with some $ y \in (0, 1)$ as $ p, n
\rightarrow \infty $. In this paper, we provide the
Tracy--Widom law ($ T W_1$) for both the largest and
smallest eigenvalues of $W$. If $ x_{ij}$ are i.i.d.
standard normal, we can derive the $ T W_1$ for both
the largest and smallest eigenvalues of the matrix $
\mathcal {R} = R R^T$, where $ R = (r_{ij})_{p, n}$
with $ r_{ij} = (x_{ij} - \bar x_i) / \sqrt {\sum_{j =
1}^n(x_{ij} - \bar x_i)^2}$, $ \bar x_i = n^{-1}
\sum_{j = 1}^n x_{ij}$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "extreme eigenvalues; sample correlation matrices;
sample covariance matrices; Stieltjes transform;
Tracy--Widom law",
}
@Article{Leon:2012:ALS,
author = "Jorge Leon and David M{\'a}rquez-Carreras and Josep
Vives",
title = "Anticipating linear stochastic differential equations
driven by a {L{\'e}vy} process",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "89:1--89:26",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1910",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1910",
abstract = "In this paper we study the existence of a unique
solution for linear stochastic differential equations
driven by a L{\'e}vy process, where the initial
condition and the coefficients are random and not
necessarily adapted to the underlying filtration.
Towards this end, we extend the method based on
Girsanov transformation on Wiener space and developed
by Buckdahn [7] to the canonical L{\'e}vy space, which
is introduced in [25].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Canonical L{\'e}vy space; Girsanov transformations;
L{\'e}vy and Poisson measures; Malliavin calculus;
Pathwise integral; Skorohod integral",
}
@Article{Barbour:2012:CLA,
author = "Andrew Barbour and Malwina Luczak",
title = "Central limit approximations for {Markov} population
processes with countably many types",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "90:1--90:16",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1760",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1760",
abstract = "When modelling metapopulation dynamics, the influence
of a single patch on the metapopulation depends on the
number of individuals in the patch. Since there is
usually no obvious natural upper limit on the number of
individuals in a patch, this leads to systems in which
there are countably infinitely many possible types of
entity. Analogous considerations apply in the
transmission of parasitic diseases. In this paper, we
prove central limit theorems for quite general systems
of this kind, together with bounds on the rate of
convergence in an appropriately chosen weighted $
\ell_1 $ norm.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit approximation; countably many types;
Epidemic models; Markov population processes;
metapopulation processes",
}
@Article{Schweinsberg:2012:DEB,
author = "Jason Schweinsberg",
title = "Dynamics of the evolving {Bolthausen--Sznitman}
coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "91:1--91:50",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2378",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2378",
abstract = "Consider a population of fixed size that evolves over
time. At each time, the genealogical structure of the
population can be described by a coalescent tree whose
branches are traced back to the most recent common
ancestor of the population. As time goes forward, the
genealogy of the population evolves, leading to what is
known as an evolving coalescent. We will study the
evolving coalescent for populations whose genealogy can
be described by the Bolthausen Sznitman coalescent. We
obtain the limiting behavior of the evolution of the
time back to the most recent common ancestor and the
total length of the branches in the tree. By similar
methods, we also obtain a new result concerning the
number of blocks in the Bolthausen--Sznitman
coalescent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bolthausen--Sznitman coalescent; most recent common
ancestor; total branch length",
}
@Article{Nagahata:2012:LBE,
author = "Yukio Nagahata",
title = "Lower bound estimate of the spectral gap for simple
exclusion process with degenerate rates",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "92:1--92:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1916",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1916",
abstract = "We consider exclusion process with degenerate rates in
a finite torus with size $n$. This model is a
simplified model for some peculiar phenomena of the
``glassy'' dynamics. We prove that the spectral gap is
bounded below by $ C \rho^4 / n^2$, where $ \rho = k /
n$ denotes the density of particle and $C$ does not
depend on $n$ nor $ \rho $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "degenerate rate; exclusion process; spectral gap",
}
@Article{Benjamini:2012:ETS,
author = "Itai Benjamini and Nicolas Curien",
title = "Ergodic theory on stationary random graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "93:1--93:20",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2401",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2401",
abstract = "A stationary random graph is a random rooted graph
whose distribution is invariant under re-rooting along
the simple random walk. We adapt the entropy technique
developed for Cayley graphs and show in particular that
stationary random graphs of subexponential growth are
almost surely Liouville, that is, admit no non constant
bounded harmonic functions. Applications include the
uniform infinite planar quadrangulation and long-range
percolation clusters.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Entropy; Ergodic Theory; Liouville Property; Simple
random walk; Stationary random graph",
}
@Article{Doring:2012:JTS,
author = "Leif D{\"o}ring and Matyas Barczy",
title = "Jump type {SDEs} for self-similar processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "94:1--94:39",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2402",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2402",
abstract = "We present a new approach to positive self-similar
Markov processes (pssMps) by reformulating Lamperti's
transformation via jump type SDEs. As applications, we
give direct constructions of pssMps (re)started
continuously at zero if the Lamperti transformed
L{\'e}vy process is spectrally negative. Our paper can
be seen as a continuation of similar studies for
continuous state branching processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "L{\'e}vy process, self-similar Markov process,
Lamperti's transformation, jump type SDEs",
}
@Article{Liu:2012:FER,
author = "Dangzheng Liu and Xin Sun and Zhengdong Wang",
title = "Fluctuations of eigenvalues for random {Toeplitz} and
related matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "95:1--95:22",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2006",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2006",
abstract = "Consider random symmetric Toeplitz matrices $ T_n =
(a_{i - j})_{i, j = 1}^n $ with matrix entries $ a_j, j
= 0, 1, 2, \cdots, $ being independent real random
variables such that\par
$$ \mathbb {E}[a_j] = 0, \ \ \mathbb {E} [|a_j|^2] = 1
\ \mathrm {for} \, \ \ j = 0, 1, 2, \cdots, $$
(homogeneity of 4-th moments)\par
$$ \kappa = \mathbb {E} [|a_j|^4], $$
and further (uniform boundedness)\par
$$ \sup \limits_{j \geq 0} \mathbb {E} [|a_j|^k] = C_k
< \infty \ \ \mathrm {for} \ \ \ k \geq 3. $$
Under the assumption of $ a_0 \equiv 0 $, we prove a
central limit theorem for linear statistics of
eigenvalues for a fixed polynomial with degree at least
2. Without this assumption, the CLT can be easily
modified to a possibly non-normal limit law. In a
special case where $ a_j $'s are Gaussian, the result
has been obtained by Chatterjee for some test
functions. Our derivation is based on a simple trace
formula for Toeplitz matrices and fine combinatorial
analysis. Our method can apply to other related random
matrix models, including Hermitian Toeplitz and
symmetric Hankel matrices. Since Toeplitz matrices are
quite different from Wigner and Wishart matrices, our
results enrich this topic.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem; Hankel matrix; Linear
statistics of eigenvalues; Random matrices; Toeplitz
(band) matrix",
}
@Article{Athreya:2012:PLF,
author = "Avanti Athreya and Tiffany Kolba and Jonathan
Mattingly",
title = "Propagating {Lyapunov} functions to prove
noise-induced stabilization",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "96:1--96:38",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2410",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2410",
abstract = "We investigate an example of noise-induced
stabilization in the plane that was also considered in
(Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog,
Wehr 2011). We show that despite the deterministic
system not being globally stable, the addition of
additive noise in the vertical direction leads to a
unique invariant probability measure to which the
system converges at a uniform, exponential rate. These
facts are established primarily through the
construction of a Lyapunov function which we generate
as the solution to a sequence of Poisson equations.
Unlike a number of other works, however, our Lyapunov
function is constructed in a systematic way, and we
present a meta-algorithm we hope will be applicable to
other problems. We conclude by proving positivity
properties of the transition density by using Malliavin
calculus via some unusually explicit calculations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "SDEs, Lyapunov Functions, Invariant Measures,
Stochastic Stabilization",
}
@Article{Mourrat:2012:QCL,
author = "Jean-Christophe Mourrat",
title = "A quantitative central limit theorem for the random
walk among random conductances",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "97:1--97:17",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2414",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2414",
abstract = "We consider the random walk among random conductances
on $ \mathbb {Z}^d $. We assume that the conductances
are independent, identically distributed and uniformly
bounded away from $0$ and infinity. We obtain a
quantitative version of the central limit theorem for
this random walk, which takes the form of a
{Berry--Ess{\'e}en} estimate with speed $ t^{-1 / 10}$
for $ d \leq 2$, and speed $ t^{-1 / 5}$ for $ d \ge
3$, up to logarithmic corrections.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; homogenization; Random walk
among random conductances; {Berry--Ess{\'e}en}
estimate",
}
@Article{Dolinsky:2012:NSE,
author = "Yan Dolinsky",
title = "Numerical schemes for {$G$}-Expectations",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "98:1--98:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2284",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2284",
abstract = "We consider a discrete time analog of $G$-expectations
and we prove that in the case where the time step goes
to zero the corresponding values converge to the
original $G$-expectation. Furthermore we provide error
estimates for the convergence rate. This paper is
continuation of Dolinsky, Nutz, and Soner (2012). Our
main tool is a strong approximation theorem which we
derive for general discrete time martingales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$G$-expectations, volatility uncertainty, strong
approximation theorems",
}
@Article{Angel:2012:PTR,
author = "Omer Angel and Vadim Gorin and Alexander Holroyd",
title = "A pattern theorem for random sorting networks",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "99:1--99:16",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2448",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2448",
abstract = "A sorting network is a shortest path from $ 12 \cdots
n $ to $ n \cdots 21 $ in the Cayley graph of the
symmetric group $ S_n $ generated by nearest-neighbor
swaps. A pattern is a sequence of swaps that forms an
initial segment of some sorting network. We prove that
in a uniformly random $n$-element sorting network, any
fixed pattern occurs in at least $ c n^2$ disjoint
space-time locations, with probability tending to $1$
exponentially fast as $ n \to \infty $. Here $c$ is a
positive constant which depends on the choice of
pattern. As a consequence, the probability that the
uniformly random sorting network is geometrically
realizable tends to $0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "pattern; random sorting; reduced word; Sorting
network; Young tableau",
}
@Article{Shao:2012:HIS,
author = "Jinghai Shao and Feng-Yu Wang and Chenggui Yuan",
title = "{Harnack} inequalities for stochastic (functional)
differential equations with non-{Lipschitzian}
coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "100:1--100:18",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2140",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2140",
abstract = "By using coupling arguments, Harnack type inequalities
are established for a class of stochastic (functional)
differential equations with multiplicative noises and
non-Lipschitzian coefficients. To construct the
required couplings, two results on existence and
uniqueness of solutions on an open domain are
presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "existence and uniqueness; Harnack inequality;
log-Harnack inequality; stochastic (functional)
differential equation",
}
@Article{Adamczak:2012:MEC,
author = "Rados{\l}aw Adamczak and Olivier Gu{\'e}don and
Rafa{\l} Lata{\l}a and Alexander Litvak and Krzysztof
Oleszkiewicz and Alain Pajor and Nicole
Tomczak-Jaegermann",
title = "Moment estimates for convex measures",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "101:1--101:19",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2150",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2150",
abstract = "Let $ p \geq 1 $, $ \varepsilon > 0 $, $ r \geq (1 +
\varepsilon) p $, and $X$ be a $ ( - 1 / r)$-concave
random vector in $ \mathbb {R}^n$ with Euclidean norm $
|X|$. We prove that\par
$$ (\mathbb {E} |X|^p)^{1 / {p}} \leq c \left
(C(\varepsilon) \mathbb {E} |X| + \sigma_p(X) \right),
$$
where\par
$$ \sigma_p(X) = \sup_{|z| \leq 1}(\mathbb {E} |
\langle z, X \rangle |^p)^{1 / p}, $$
$ C(\varepsilon)$ depends only on $ \varepsilon $ and
$c$ is a universal constant. Moreover, if in addition
$X$ is centered then\par
$$ (\mathbb {E} |X|^{-p})^{-1 / {p}} \geq
c(\varepsilon) \left (\mathbb {E} |X| - C \sigma_p(X)
\right) $$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convex measures, $\kappa$-concave measure, tail
inequalities, small ball probability estimate",
}
@Article{Conus:2012:CLB,
author = "Daniel Conus and Mathew Joseph and Davar
Khoshnevisan",
title = "Correlation-length bounds, and estimates for
intermittent islands in parabolic {SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "102:1--102:15",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2429",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2429",
abstract = "We consider the nonlinear stochastic heat equation in
one dimension. Under some conditions on the
nonlinearity, we show that the ``peaks'' of the
solution are rare, almost fractal like. We also provide
an upper bound on the length of the ``islands'', the
regions of large values. These results are obtained by
analyzing the correlation length of the solution.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "intermittency; islands; peaks; The stochastic heat
equation",
}
@Article{Barriere:2012:SRP,
author = "Olivier Barri{\`e}re and Antoine Echelard and Jacques
L{\'e}vy V{\'e}hel",
title = "Self-regulating processes",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "103:1--103:30",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2010",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2010",
abstract = "We construct functions and stochastic processes for
which a functional relation holds between amplitude and
local regularity, as measured by the pointwise or local
H{\"o}lder exponent. We consider in particular
functions and processes built by extending Weierstrass
function, multifractional Brownian motion and the
L{\'e}vy construction of Brownian motion. Such
processes have recently proved to be relevant models in
various applications. The aim of this work is to
provide a theoretical background to these studies and
to provide a first step in the development of a theory
for such self-regulating processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "H{\"o}lder regularity; multifractional Brownian
motion; self-regulating processes; Weierstrass
function",
}
@Article{Gupta:2012:FVL,
author = "Ankit Gupta",
title = "The {Fleming--Viot} limit of an interacting spatial
population with fast density regulation",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "104:1--104:55",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1964",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1964",
abstract = "We consider population models in which the individuals
reproduce, die and also migrate in space. The
population size scales according to some parameter $N$,
which can have different interpretations depending on
the context. Each individual is assigned a mass of $ 1
/ N$ and the total mass in the system is called
population density. The dynamics has an intrinsic
density regulation mechanism that drives the population
density towards an equilibrium. We show that under a
timescale separation between the slow migration
mechanism and the fast density regulation mechanism,
the population dynamics converges to a Fleming--Viot
process as the scaling parameter $ N \to \infty $. We
first prove this result for a basic model in which the
birth and death rates can only depend on the population
density. In this case we obtain a neutral Fleming--Viot
process. We then extend this model by including
position-dependence in the birth and death rates, as
well as, offspring dispersal and immigration
mechanisms. We show how these extensions add mutation
and selection to the limiting Fleming--Viot process.
All the results are proved in a multi-type setting,
where there are $q$ types of individuals reproducing
each other. To illustrate the usefulness of our
convergence result, we discuss certain applications in
ecology and cell biology.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "carcinogenesis; cell polarity; density dependence;
Fleming--Viot process; site fidelity; spatial
population",
}
@Article{Bryc:2012:BQH,
author = "W{\l}odek Bryc and Jacek Weso{\l}owski",
title = "Bridges of quadratic harnesses",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "105:1--105:25",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1866",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1866",
abstract = "Quadratic harnesses are typically non-homogeneous
Markov processes with time-dependent state space.
Motivated by a question raised in {\'E}mery and Yor
(2004) we give explicit formulas for bridges of such
processes. Using an appropriately defined f
transformation we show that all bridges of a given
quadratic harness can be transformed into other
standard quadratic harnesses. Conversely, each such
bridge is anf-transformation of a standard quadratic
harness. We describe quadratic harnesses that
correspond to bridges of some L{\'e}vy processes. We
determine all quadratic harnesses that may arise from
stitching together a pair of q-Meixner processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bridges; harnesses; L{\'e}vy-Meixner processes;
quadratic conditional variances",
}
@Article{Aryasova:2012:PFG,
author = "Olga Aryasova and Andrey Pilipenko",
title = "On properties of a flow generated by an {SDE} with
discontinuous drift",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "106:1--106:20",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-2138",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2138",
abstract = "We consider a stochastic flow on $ \mathbb {R} $
generated by an SDE with its drift being a function of
bounded variation. We show that the flow is
differentiable with respect to the initial conditions.
Asymptotic properties of the flow are studied.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "differentiability with respect to initial data; local
times; stochastic flow",
}
@Article{Klimsiak:2012:RBM,
author = "Tomasz Klimsiak",
title = "Reflected {BSDEs} with monotone generator",
journal = j-ELECTRON-J-PROBAB,
volume = "17",
pages = "107:1--107:25",
year = "2012",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v17-1759",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1759",
abstract = "We give necessary and sufficient condition for
existence and uniqueness of $ \mathbb {L}^p$-solutions
of reflected BSDEs with continuous barrier, generator
monotone with respect to $y$ and Lipschitz continuous
with respect to $z$, and with data in $ \mathbb {L}^p$,
$ p \ge 1$. We also prove that the solutions maybe
approximated by the penalization method.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Lp-solutions; monotone generator; Reflected backward
stochastic differential equation",
}
@Article{Heil:2013:SMP,
author = "Hadrian Heil",
title = "A stationary, mixing and perturbative counterexample
to the $0$--$1$-law for random walk in random
environment in two dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "1:1--1:33",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1880",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1880",
abstract = "We construct a two-dimensional counterexample of a
random walk in random environment (RWRE). The
environment is stationary, mixing and perturbative, and
the corresponding RWRE has non trivial probability to
wander off to the upper right. This is in contrast to
the 0-1-law that holds for i.i.d. environments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "0-1-Law; Counterexample; Random Walk in Random
Environment",
}
@Article{Chen:2013:CLT,
author = "Wei-Kuo Chen",
title = "Central limit theorems for cavity and local fields of
the {Sherrington--Kirkpatrick} model",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "2:1--2:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1763",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1763",
abstract = "One of the remarkable applications of the cavity
method in the mean field spin glasses is to prove the
validity of the Thouless--Anderson--Palmer (TAP) system
of equations in the Sherrington--Kirkpatrick (SK) model
in the high temperature regime. This naturally leads us
to the study of the limit laws for cavity and local
fields. The first quantitative results for both fields
were obtained by Chatterjee using Stein's method. In
this paper, we approach these problems using the
Gaussian interpolation technique and establish central
limit theorems for both fields by giving moment
estimates of all orders.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Sherrington--Kirkpatrick model; Stein's method; TAP
equations",
}
@Article{Deya:2013:SHE,
author = "Aur{\'e}lien Deya and Maria Jolis and Llu{\'\i}s
Quer-Sardanyons",
title = "The {Stratonovich} heat equation: a continuity result
and weak approximations",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "3:1--3:34",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2004",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2004",
abstract = "We consider a Stratonovich heat equation in $ (0, 1) $
with a nonlinear multiplicative noise driven by a
trace-class Wiener process. First, the equation is
shown to have a unique mild solution. Secondly,
convolutional rough paths techniques are used to
provide an almost sure continuity result for the
solution with respect to the solution of the 'smooth'
equation obtained by replacing the noise with an
absolutely continuous process. This continuity result
is then exploited to prove weak convergence results
based on Donsker and Kac--Stroock type approximations
of the noise.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convergence in law; convolutional rough paths theory;
stochastic heat equation; Stratonovich integral",
}
@Article{Rath:2013:ESQ,
author = "Bal{\'a}zs R{\'a}th and Art{\"e}m Sapozhnikov",
title = "The effect of small quenched noise on connectivity
properties of random interlacements",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "4:1--4:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2122",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2122",
abstract = "Random interlacements (at level $u$) is a one
parameter family of random subsets of $ \mathbb {Z}^d$
introduced by Sznitman. The vacant set at level $u$ is
the complement of the random interlacement at level
$u$. While the random interlacement induces a connected
subgraph of $ \mathbb {Z}^d$ for all levels $u$, the
vacant set has a non-trivial phase transition in
$u$.\par
In this paper, we study the effect of small quenched
noise on connectivity properties of the random
interlacement and the vacant set. For a positive $
\varepsilon $, we allow each vertex of the random
interlacement (referred to as occupied) to become
vacant, and each vertex of the vacant set to become
occupied with probability $ \varepsilon $,
independently of the randomness of the interlacement,
and independently for different vertices. We prove that
for any $ d \geq 3$ and $ u > 0$, almost surely, the
perturbed random interlacement percolates for small
enough noise parameter $ \varepsilon $. In fact, we
prove the stronger statement that Bernoulli percolation
on the random interlacement graph has a non-trivial
phase transition in wide enough slabs. As a byproduct,
we show that any electric network with i.i.d. positive
resistances on the interlacement graph is transient. As
for the vacant set, we show that for any $ d \geq 3$,
there is still a non trivial phase transition in $u$
when the noise parameter $ \varepsilon $ is small
enough, and we give explicit upper and lower bounds on
the value of the critical threshold, when $ \varepsilon
\to 0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bernoulli percolation; long-range correlations;
quenched noise; Random interlacements; slab;
transience; vacant set",
}
@Article{Alexander:2013:SCR,
author = "Kenneth Alexander and Nikolaos Zygouras",
title = "Subgaussian concentration and rates of convergence in
directed polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "5:1--5:28",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2005",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2005",
abstract = "We consider directed random polymers in $ (d + 1) $
dimensions with nearly gamma i.i.d. disorder. We study
the partition function $ Z_{N, \omega } $ and establish
exponential concentration of $ \log Z_{N, \omega } $
about its mean on the subGaussian scale $ \sqrt {N /
\log N} $. This is used to show that $ \mathbb {E}[\log
Z_{N, \omega }] $ differs from $N$ times the free
energy by an amount which is also subGaussian (i.e., $
o(\sqrt {N})$), specifically $ O(\sqrt {\frac {N}{\log
N}} \log \log N)$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "directed polymers, concentration, modified
Poincar{\'e} inequalities, coarse graining",
}
@Article{Bassetti:2013:SCE,
author = "Federico Bassetti and Eleonora Perversi",
title = "Speed of convergence to equilibrium in {Wasserstein}
metrics for {Kac}-like kinetic equations",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "6:1--6:35",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2054",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2054",
abstract = "This work deals with a class of one-dimensional
measure-valued kinetic equations, which constitute
extensions of the Kac caricature. It is known that if
the initial datum belongs to the domain of normal
attraction of an $ \alpha $-stable law, the solution of
the equation converges weakly to a suitable scale
mixture of centered $ \alpha $-stable laws. In this
paper we present explicit exponential rates for the
convergence to equilibrium in Kantorovich--Wasserstein
distances of order $ p > \alpha $, under the natural
assumption that the distance between the initial datum
and the limit distribution is finite. For $ \alpha = 2$
this assumption reduces to the finiteness of the
absolute moment of order $p$ of the initial datum. On
the contrary, when $ \alpha < 2$, the situation is more
problematic due to the fact that both the limit
distribution and the initial datum have infinite
absolute moment of any order $ p > \alpha $. For this
case, we provide sufficient conditions for the
finiteness of the Kantorovich--Wasserstein distance.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Boltzmann-like equations, Kac caricature, smoothing
transformation, stable laws, rate of convergence to
equilibrium, Wasserstein distances",
}
@Article{Dombry:2013:RCD,
author = "Cl{\'e}ment Dombry and Fr{\'e}d{\'e}ric Eyi-Minko",
title = "Regular conditional distributions of continuous
max-infinitely divisible random fields",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "7:1--7:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1991",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1991",
abstract = "This paper is devoted to the prediction problem in
extreme value theory. Our main result is an explicit
expression of the regular conditional distribution of a
max-stable (or max-infinitely divisible) process $ \{
\eta (t) \}_{t \in T} $ given observations $ \{ \eta
(t_i) = y_i, \ 1 \leq i \leq k \} $. Our starting point
is the point process representation of max-infinitely
divisible processes by Gin{\'e}, Hahn and Vatan (1990).
We carefully analyze the structure of the underlying
point process, introduce the notions of extremal
function, sub-extremal function and hitting scenario
associated to the constraints and derive the associated
distributions. This allows us to explicit the
conditional distribution as a mixture over all hitting
scenarios compatible with the conditioning constraints.
This formula extends a recent result by Wang and Stoev
(2011) dealing with the case of spectrally discrete
max-stable random fields. This paper offers new tools
and perspective or prediction in extreme value theory
together with numerous potential applications.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "max-infinitely divisible process; max-stable process;
point process representation; regular conditional
distribution",
}
@Article{Jordan:2013:GPA,
author = "Jonathan Jordan",
title = "Geometric preferential attachment in non-uniform
metric spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "8:1--8:15",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2271",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2271",
abstract = "We investigate the degree sequences of geometric
preferential attachment graphs in general compact
metric spaces. We show that, under certain conditions
on the attractiveness function, the behaviour of the
degree sequence is similar to that of the preferential
attachment with multiplicative fitness models
investigated by Borgs et al. When the metric space is
finite, the degree distribution at each point of the
space converges to a degree distribution which is an
asymptotic power law whose index depends on the chosen
point. For infinite metric spaces, we can show that for
vertices in a Borel subset of $S$ of positive measure
the degree distribution converges to a distribution
whose tail is close to that of a power law whose index
again depends on the set.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "geometric random graphs; preferential attachment",
}
@Article{Lin:2013:SDE,
author = "Yiqing Lin",
title = "Stochastic differential equations driven by
{$G$}-{Brownian} motion with reflecting boundary
conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "9:1--9:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2566",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2566",
abstract = "In this paper, we introduce the idea of stochastic
integrals with respect to an increasing process in the
$G$-framework and extend $G$-It{\^o}'s formula.
Moreover, we study the solvability of the scalar valued
stochastic differential equations driven by $G$
Brownian motion with reflecting boundary conditions
(RGSDEs).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$G$-Brownian motion; $G$-expectation; $G$-It{\^o}'s
formula; $G$-stochastic differential equations;
increasing processes; reflecting boundary conditions",
}
@Article{Bardet:2013:TVE,
author = "Jean-Baptiste Bardet and Alejandra Christen and Arnaud
Guillin and Florent Malrieu and Pierre-Andr{\'e} Zitt",
title = "Total variation estimates for the {TCP} process",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "10:1--10:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1720",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1720",
abstract = "The TCP window size process appears in the modeling of
the famous Transmission Control Protocol used for data
transmission over the Internet. This continuous time
Markov process takes its values in $ [0, \infty) $, is
ergodic and irreversible. The sample paths are
piecewise linear deterministic and the whole randomness
of the dynamics comes from the jump mechanism. The aim
of the present paper is to provide quantitative
estimates for the exponential convergence to
equilibrium, in terms of the total variation and
Wasserstein distances.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Additive Increase Multiplicative Decrease Processes
(AIMD); Coupling; Exponential Ergodicity; Network
Protocols; Piecewise Deterministic Markov Processes
(PDMP); Queueing Theory",
}
@Article{Shkolnikov:2013:SUE,
author = "Mykhaylo Shkolnikov",
title = "Some universal estimates for reversible {Markov}
chains",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "11:1--11:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1749",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1749",
abstract = "We obtain universal estimates on the convergence to
equilibrium and the times of coupling for continuous
time irreducible reversible finite-state Markov chains,
both in the total variation and in the $ L^2 $ norms.
The estimates in total variation norm are obtained
using a novel identity relating the convergence to
equilibrium of a reversible Markov chain to the
increase in the entropy of its one-dimensional
distributions. In addition, we propose a universal way
of defining the ultrametric partition structure on the
state space of such Markov chains. Finally, for chains
reversible with respect to the uniform measure, we show
how the global convergence to equilibrium can be
controlled using the entropy accumulated by the
chain.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "convergence to equilibrium; entropy; Reversible Markov
chains; time of coupling",
}
@Article{Dawson:2013:PUS,
author = "Donald Dawson and Luis Gorostiza",
title = "Percolation in an ultrametric space",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "12:1--12:26",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1789",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1789",
abstract = "We study percolation in the hierarchical lattice of
order $N$ where the probability of connection between
two points separated by distance $k$ is of the form $
c_k / N^{k(1 + \delta)}, \delta > - 1 $. Since the
distance is an ultrametric, there are significant
differences with percolation in the Euclidean lattice.
We consider three regimes: $ \delta < 1$, where
percolation occurs, $ \delta > 1$, where it does not
occur, and $ \delta = 1$ which is the critical case
corresponding to the phase transition. In the critical
case we use an approach in the spirit of the
renormalization group method of statistical physics,
and connectivity results of Erd{\H{o}}s--R{\'e}nyi
random graphs play a key role. We find sufficient
conditions on $ c_k$ such that percolation occurs, or
that it does not occur. An intermediate situation
called pre-percolation, which is necessary for
percolation, is also considered. In the cases of
percolation we prove uniqueness of the constructed
percolation clusters. In a previous paper we studied
percolation in the $ N \to \infty $ limit (mean field
percolation), which provided a simplification that
allowed finding a necessary and sufficient condition
for percolation. For fixed $N$ there are open
questions, in particular regarding the behaviour at the
critical values of parameters in the definition of $
c_k$. Those questions suggest the need to study {\em
ultrametric random graphs}.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hierarchical graph; Percolation; renormalization;
ultrametric",
}
@Article{Lopker:2013:TRP,
author = "Andreas L{\"o}pker and Zbigniew Palmowski",
title = "On time reversal of piecewise deterministic {Markov}
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "13:1--13:29",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1958",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1958",
abstract = "We study the time reversal of a general Piecewise
Deterministic Markov Process (PDMP). The time reversed
process is defined as $ X_{(T - t)-} $, where $T$ is
some given time and $ X_t$ is a stationary PDMP. We
obtain the parameters of the reversed process, like the
jump intensity and the jump measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Piecewise Deterministic Markov Processes, time
reversal, Stationary distribution",
}
@Article{Abraham:2013:NGH,
author = "Romain Abraham and Jean-Fran{\c{c}}ois Delmas and
Patrick Hoscheit",
title = "A note on the {Gromov--Hausdorff--Prokhorov} distance
between (locally) compact metric measure spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "14:1--14:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2116",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2116",
abstract = "We present an extension of the Gromov--Hausdorff
metric on the set of compact metric spaces: the
Gromov--Hausdorff--Prokhorov metric on the set of
compact metric spaces endowed with a finite measure. We
then extend it to the non-compact case by describing a
metric on the set of rooted complete locally compact
length spaces endowed with a boundedly finite measure.
We prove that this space with the extended
Gromov--Hausdorff--Prokhorov metric is a Polish space.
This generalization is needed to define L{\'e}vy trees,
which are (possibly unbounded) random real trees
endowed with a boundedly finite measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "boundedly finite measure; Gromov--Hausdorff; length
space; L{\'e}vy tree; Prokhorov metric",
}
@Article{Tan:2013:SMF,
author = "Xiaolu Tan",
title = "A splitting method for fully nonlinear degenerate
parabolic {PDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "15:1--15:24",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1967",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1967",
abstract = "Motivated by applications in Asian option pricing,
optimal commodity trading etc., we propose a splitting
scheme for a fully nonlinear degenerate parabolic PDEs.
The splitting scheme generalizes the probabilistic
scheme of Fahim, Touzi and Warin to the degenerate
case. We also provide a simulation-regression method to
make the splitting scheme implementable. General
convergence as well as rate of convergence are obtained
under reasonable conditions. Finally, we give some
numerical tests in an Asian option pricing problem and
an optimal hydropower management problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "nonlinear degenerate PDE; Numerical scheme; splitting
method; viscosity solution",
}
@Article{Hwang:2013:ECL,
author = "Hsien-Kuei Hwang and Svante Janson",
title = "Erratum: {``A central limit theorem for random ordered
factorizations of integers''}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "16:1--16:3",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2297",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Hwang:2011:CLT}.",
URL = "http://ejp.ejpecp.org/article/view/2297",
abstract = "This is an erratum for {\bf
\url{https://doi.org/10.1214/EJP.v16-858} EJP volume
{\bf 16} paper 12}.\par
We fix a gap in the proof of our estimates for odd
moments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Tauberian theorems, Ordered factorizations, central
limit theorem, method of moments, Dirichlet series",
}
@Article{Friesen:2013:PTL,
author = "Olga Friesen and Matthias L{\"o}we",
title = "A phase transition for the limiting spectral density
of random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "17:1--17:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2118",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2118",
abstract = "We analyze the spectral distribution of symmetric
random matrices with correlated entries. While we
assume that the diagonals of these random matrices are
stochastically independent, the elements of the
diagonals are taken to be correlated. Depending on the
strength of correlation, the limiting spectral
distribution is either the famous semicircle
distribution, the distribution derived for Toeplitz
matrices by Bryc, Dembo and Jiang (2006), or the free
convolution of the two distributions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random matrices, dependent random variables, Toeplitz
matrices, semicircle law, Curie--Weiss model",
}
@Article{Devulder:2013:RWR,
author = "Alexis Devulder and Fran{\c{c}}oise P{\`e}ne",
title = "Random walk in random environment in a two-dimensional
stratified medium with orientations",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "18:1--18:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2459",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2459",
abstract = "We consider a model of random walk in $ {\mathbb Z}^2
$ with (fixed or random) orientation of the horizontal
lines (layers) and with non constant iid probability to
stay on these lines. We prove the transience of the
walk for any fixed orientations under general
hypotheses. This contrasts with the model of Campanino
and Petritis, in which probabilities to stay on these
lines are all equal. We also establish a result of
convergence in distribution for this walk with suitable
normalizations under more precise assumptions. In
particular, our model proves to be, in many cases, even
more superdiffusive than the random walks introduced by
Campanino and Petritis.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "functional limit theorem; random walk in random
environment; random walk in random scenery; random walk
on randomly oriented lattices; transience",
}
@Article{Alberts:2013:NCS,
author = "Tom Alberts and Marcel Ortgiese",
title = "The near-critical scaling window for directed polymers
on disordered trees",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "19:1--19:24",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2036",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2036",
abstract = "We study a directed polymer model in a random
environment on infinite binary trees. The model is
characterized by a phase transition depending on the
inverse temperature. We concentrate on the asymptotics
of the partition function in the near-critical regime,
where the inverse temperature is a small perturbation
away from the critical one with the perturbation
converging to zero as the system size grows large.
Depending on the speed of convergence we observe very
different asymptotic behavior. If the perturbation is
small then we are inside the critical window and
observe the same decay of the partition function as at
the critical temperature. If the perturbation is
slightly larger the near critical scaling leads to a
new range of asymptotic behaviors, which at the
extremes match up with the already known rates for the
sub- and super-critical regimes. We use our results to
identify the size of the fluctuations of the typical
energies under the critical Gibbs measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Directed polymers in random environment, branching
random walk, multiplicative cascades, critical
temperature, near critical scaling",
}
@Article{Subag:2013:LBM,
author = "Eliran Subag",
title = "A lower bound for the mixing time of the
random-to-random Insertions shuffle",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "20:1--20:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1950",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1950",
abstract = "The best known lower and upper bounds on the mixing
time for the random to-random insertions shuffle are $
(1 / 2 - o(1))n \log n $ and $ (2 + o(1))n \log n $. A
long standing open problem is to prove that the mixing
time exhibits a cutoff. In particular, Diaconis
conjectured that the cutoff occurs at $ 3 / 4 n \log n
$. Our main result is a lower bound of $ t_n = (3 / 4 -
o(1))n \log n $, corresponding to this conjecture.
Our method is based on analysis of the positions of
cards yet-to-be removed. We show that for large $n$ and
$ t_n$ as above, there exists $ f(n) = \Theta (\sqrt {n
\log n})$ such that, with high probability, under both
the measure induced by the shuffle and the stationary
measure, the number of cards within a certain distance
from their initial position is $ f(n)$ plus a lower
order term. However, under the induced measure, this
lower order term is strongly influenced by the number
of cards yet-to-be-removed, and is of higher order than
for the stationary measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Mixing-time, card shuffling, random insertions, cutoff
phenomenon",
}
@Article{Sarkar:2013:BWS,
author = "Anish Sarkar and Rongfeng Sun",
title = "{Brownian} web in the scaling limit of supercritical
oriented percolation in dimension $ 1 + 1 $",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "21:1--21:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2019",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2019",
abstract = "We prove that, after centering and diffusively
rescaling space and time, the collection of rightmost
infinite open paths in a supercritical oriented
percolation configuration on the space-time lattice $
Z^2_{\rm even} := \{ (x, i) \in Z^2 \} $: $ x + i $
even, converges in distribution to the Brownian web.
This proves a conjecture of Wu and Zhang. Our key
observation is that each rightmost infinite open path
can be approximated by a percolation exploration
cluster, and different exploration clusters evolve
independently before they intersect.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian web; oriented percolation",
}
@Article{Nourdin:2013:ACC,
author = "Ivan Nourdin and David Nualart and Guillaume Poly",
title = "Absolute continuity and convergence of densities for
random vectors on {Wiener} chaos",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "22:1--22:19",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2181",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2181",
abstract = "The aim of this paper is to establish some new results
on the absolute continuity and the convergence in total
variation for a sequence of d-dimensional vectors whose
components belong to a finite sum of Wiener chaoses.
First we show that the probability that the determinant
of the Malliavin matrix of such vectors vanishes is
zero or one, and this probability equals to one is
equivalent to say that the vector takes values in the
set of zeros of a polynomial. We provide a bound for
the degree of this annihilating polynomial improving a
result by Kusuoka. On the other hand, we show that the
convergence in law implies the convergence in total
variation, extending to the multivariate case a recent
result by Nourdin and Poly. This follows from an
inequality relating the total variation distance with
the Fortet-Mourier distance. Finally, applications to
some particular cases are discussed.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convergence in distribution; Convergence in total
variation; Malliavin calculus; multiple Wiener--It{\^o}
integral; Wiener chaos",
}
@Article{Foucart:2013:SCS,
author = "Cl{\'e}ment Foucart and Olivier H{\'e}nard",
title = "Stable continuous-state branching processes with
immigration and Beta-{Fleming--Viot} processes with
immigration",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "23:1--23:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2024",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2024",
abstract = "Branching processes and Fleming--Viot processes are
two main models in stochastic population theory.
Incorporating an immigration in both models, we
generalize the results of Shiga (1990) and Birkner
(2005) which respectively connect the Feller diffusion
with the classical Fleming--Viot process and the $
\alpha $-stable continuous state branching process with
the $ B e t a(2 - \alpha, \alpha)$-generalized
Fleming--Viot process. In a recent work, a new class of
probability-measure valued processes, called
$M$-generalized Fleming--Viot processes with
immigration, has been set up in duality with the
so-called $M$ coalescents. The purpose of this article
is to investigate the links between this new class of
processes and the continuous-state branching processes
with immigration. In the specific case of the $ \alpha
$-stable branching process conditioned to be never
extinct, we get that its genealogy is given, up to a
random time change, by a $ B e t a(2 - \alpha, \alpha -
1)$-coalescent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Measure-valued processes, Continuous-state branching
processes, Fleming--Viot processes, Immigration,
Beta-Coalescent, Generators, Random time change",
}
@Article{Berglund:2013:SEM,
author = "Nils Berglund and Barbara Gentz",
title = "Sharp estimates for metastable lifetimes in parabolic
{SPDEs}: {Kramers}' law and beyond",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "24:1--24:58",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1802",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1802",
abstract = "We prove a Kramers-type law for metastable transition
times for a class of one-dimensional parabolic
stochastic partial differential equations (SPDEs) with
bistable potential. The expected transition time
between local minima of the potential energy depends
exponentially on the energy barrier to overcome, with
an explicit prefactor related to functional
determinants. Our results cover situations where the
functional determinants vanish owing to a bifurcation,
thereby rigorously proving the results of formal
computations announced in a previous work. The proofs
rely on a spectral Galerkin approximation of the SPDE
by a finite-dimensional system, and on a
potential-theoretic approach to the computation of
transition times in finite dimension.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "capacities; exit problem; Galerkin approximation;
Kramers' law; large deviations; metastability;
pitchfork bifurcation; potential theory;
reaction-diffusion equations; SPDEs; subexponential
asymptotics; transition time; Wentzell--Freidlin
theory",
}
@Article{Barden:2013:CLT,
author = "Dennis Barden and Huiling Le and Megan Owen",
title = "Central limit theorems for {Fr{\'e}chet} means in the
space of phylogenetic trees",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "25:1--25:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2201",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2201",
abstract = "This paper studies the characterisation, and the
limiting distributions, of Fr{\'e}chet means in the
space of phylogenetic trees. This space is
topologically stratified, as well as being a CAT(0)
space. We use a generalised version of the Delta method
to demonstrate non-classical behaviour arising from the
global topological structure of the space. In
particular, we show that, for the space of trees with
four leaves, although they are related to the Gaussian
distribution, the forms taken by the limiting
distributions depend on the co-dimensions of the strata
in which the Fr{\'e}chet means lie.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "central limit theorem; Frechet mean; phylogenetic
trees; stratified manifold",
}
@Article{Cetin:2013:PPB,
author = "Umut Cetin and Hao Xing",
title = "Point process bridges and weak convergence of insider
trading models",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "26:1--26:24",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2039",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2039",
abstract = "We construct explicitly a bridge process whose
distribution, in its own filtration, is the same as the
difference of two independent Poisson processes with
the same intensity and its time $1$ value satisfies a
specific constraint. This construction allows us to
show the existence of Glosten--Milgrom equilibrium and
its associated optimal trading strategy for the
insider. In the equilibrium the insider employs a mixed
strategy to randomly submit two types of orders: one
type trades in the same direction as noise trades while
the other cancels some of the noise trades by
submitting opposite orders when noise trades arrive.
The construction also allows us to prove that
Glosten--Milgrom equilibria converge weakly to
Kyle-Back equilibrium, without the additional
assumptions imposed in {\em K. Back and S. Baruch,
Econometrica, 72 (2004), pp. 433-465}, when the common
intensity of the Poisson processes tends to infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "point process bridge, Glosten--Milgrom model, Kyle
model, insider trading, equilibrium, weak convergence",
}
@Article{Bartroff:2013:BEB,
author = "Jay Bartroff and Larry Goldstein",
title = "A {Berry--Ess{\'e}en} bound for the uniform
multinomial occupancy model",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "27:1--27:29",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1983",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1983",
abstract = "The inductive size bias coupling technique and Stein's
method yield a {Berry--Ess{\'e}en} theorem for the
number of urns having occupancy $ d \geq 2 $ when $n$
balls are uniformly distributed over $m$ urns. In
particular, there exists a constant $C$ depending only
on $d$ such that\par
$$ \sup_{z \in \mathbb {R}} \left |P \left (W_{n, m}
\leq z \right) - P(Z \leq z) \right | \le C \frac
{\sigma_{n, m}}{1 + (\frac {n}{m})^3} \quad \mbox {for
all $ n \ge d$ a n d $ m \ge 2$, } $$ \par
where $ W_{n, m}$ and $ \sigma_{n, m}^2$ are the
standardized count and variance, respectively, of the
number of urns with $d$ balls, and $Z$ is a standard
normal random variable. Asymptotically, the bound is
optimal up to constants if $n$ and $m$ tend to infinity
together in a way such that $ n / m$ stays bounded.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coupling; size bias; Stein's method; urn models",
}
@Article{Pinsky:2013:DTR,
author = "Ross Pinsky",
title = "Detecting tampering in a random hypercube",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "28:1--28:12",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2290",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2290",
abstract = "Consider the random hypercube $ H_2^n(p_n) $ obtained
from the hypercube $ H_2^n $ by deleting any given edge
with probability $ 1 - p_n $, independently of all the
other edges. A diameter path in $ H_2^n $ is a longest
geodesic path in $ H_2^n $. Consider the following two
ways of tampering with the random graph $ H_2^n(p_n) $:
(i) choose a diameter path at random and adjoin all of
its edges to $ H_2^n(p_n) $; (ii) choose a diameter
path at random from among those that start at $ 0 = (0,
\cdots, 0) $, and adjoin all of its edges to $
H_2^n(p_n) $. We study the question of whether these
tamperings are detectable asymptotically as $ n \to
\infty $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random graph, random hypercube, total variation norm,
detection",
}
@Article{Schuett:2013:ENR,
author = "Carsten Schuett and Stiene Riemer",
title = "On the expectation of the norm of random matrices with
non-identically distributed entries",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "29:1--29:13",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2103",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2103",
abstract = "Let $ X_{i, j} $, $ i, j = 1, \ldots {}, n $, be
independent, not necessarily identically distributed
random variables with finite first moments. We show
that the norm of the random matrix $ (X_{i, j})_{i, j =
1}^n $ is up to a logarithmic factor of the order of $
\mathbb {E} \max \limits_{i = 1, \ldots {}, n} \left
\Vert (X_{i, j})_{j = 1}^n \right \Vert_2 + \mathbb {E}
\max \limits_{i = 1, \ldots {}, n} \left \Vert (X_{i,
j})_{j = 1}^n \right \Vert_2 $. This extends (and
improves in most cases) the previous results of Seginer
and Latala.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Largest Singular Value; Orlicz Norm; Random Matrix",
}
@Article{Campi:2013:ECD,
author = "Luciano Campi and Umut Cetin and Albina Danilova",
title = "Explicit construction of a dynamic {Bessel} bridge of
dimension $3$",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "30:1--30:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1907",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1907",
abstract = "Given a deterministically time-changed Brownian motion
$Z$ starting from $1$, whose time-change $ V(t)$
satisfies $ V(t) > t$ for all $ t > 0$, we perform an
explicit construction of a process $X$ which is
Brownian motion in its own filtration and that hits
zero for the first time at $ V(\tau)$, where $ \tau :=
\inf \{ t > 0 \colon Z_t = 0 \} $. We also provide the
semimartingale decomposition of $X$ under the
filtration jointly generated by $X$ and $Z$. Our
construction relies on a combination of enlargement of
filtration and filtering techniques. The resulting
process $X$ may be viewed as the analogue of a
$3$-dimensional Bessel bridge starting from $1$ at time
$0$ and ending at $0$ at the random time $ V(\tau)$. We
call this a {\em dynamic Bessel bridge} since $
V(\tau)$ is not known in advance. Our study is
motivated by insider trading models with default risk,
where the insider observes the firm's value
continuously on time. The financial application, which
uses results proved in the present paper, has been
developed in a companion paper.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "credit risk; Dynamic Bessel bridge; enlargement of
filtrations; filtering insider trading",
}
@Article{Ganguly:2013:WZT,
author = "Arnab Ganguly",
title = "{Wong--Zakai} type convergence in infinite
dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "31:1--31:34",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2650",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2650",
abstract = "The paper deals with convergence of solutions of a
class of stochastic differential equations driven by
infinite-dimensional semimartingales. The infinite
dimensional semimartingales considered in the paper are
Hilbert-space valued. The theorems presented generalize
the convergence result obtained by Wong and Zakai for
stochastic differential equations driven by linear
interpolations of a finite-dimensional Brownian motion.
In particular, a general form of the correction factor
is derived. Examples are given illustrating the use of
the theorems to obtain other kinds of approximation
results.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$H^{\#}$-semimartingales; Banach space-valued
semimartingales; infinite-dimensional semimartingales;
stochastic differential equation; Weak convergence;
Wong--Zakai, uniform tightness",
}
@Article{Lachieze-Rey:2013:FGF,
author = "Raphael Lachieze-Rey and Giovanni Peccati",
title = "Fine {Gaussian} fluctuations on the {Poisson} space,
{I}: contractions, cumulants and geometric random
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "32:1--32:32",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2104",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2104",
abstract = "We study the normal approximation of functionals of
Poisson measures having the form of a finite sum of
multiple integrals. When the integrands are
nonnegative, our results yield necessary and sufficient
conditions for central limit theorems. These conditions
can always be expressed in terms of contraction
operators or, equivalently, fourth cumulants. Our
findings are specifically tailored to deal with the
normal approximation of the geometric $U$-statistics
introduced by Reitzner and Schulte (2011). In
particular, we shall provide a new analytic
characterization of geometric random graphs whose
edge-counting statistics exhibit asymptotic Gaussian
fluctuations, and describe a new form of Poisson
convergence for stationary random graphs with sparse
connections. In a companion paper, the above analysis
is extended to general $U$-statistics of marked point
processes with possibly rescaled kernels.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$U$-statistics; Central Limit Theorems; Contractions;
Malliavin Calculus; Poisson Limit Theorems; Poisson
Space; Random Graphs; Stein's Method; Wasserstein
Distance; Wiener Chaos",
}
@Article{Ezanno:2013:SRA,
author = "Fran{\c{c}}ois Ezanno",
title = "Some results about ergodicity in shape for a crystal
growth model",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "33:1--33:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2177",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2177",
abstract = "We study a crystal growth Markov model proposed by
Gates and Westcott. This is an aggregation process
where particles are packed in a square lattice
accordingly to prescribed deposition rates. This model
is parametrized by three values $ (\beta_i, i = 0, 1,
2) $ corresponding to depositions on three different
types of sites. The main problem is to determine, for
the shape of the crystal, when recurrence and when
ergodicity do occur. Sufficient conditions are known
both for ergodicity and transience. We establish some
improved conditions and give a precise description of
the asymptotic behavior in a special case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Markov chain; positive recurrence; random deposition",
}
@Article{Lamberton:2013:OSO,
author = "Damien Lamberton and Mihail Zervos",
title = "On the optimal stopping of a one-dimensional
diffusion",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "34:1--34:49",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2182",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2182",
abstract = "We consider the one-dimensional diffusion $X$ that
satisfies the stochastic differential equation\par
$$ d X_t = b(X_t) \, d t + \sigma (X_t) \, d W_t $$
in the interior $ {\rm int}(I) =] \alpha, \beta [$ of a
given interval $ I \subseteq [ - \infty, \infty]$,
where $ b, \sigma \colon \int (I) \rightarrow \mathbb
{R}$ are Borel-measurable functions and $W$ is a
standard one-dimensional Brownian motion. We allow for
the endpoints $ \alpha $ and $ \beta $ to be
inaccessible or absorbing.\par
Given a Borel-measurable function $ r \colon I
\rightarrow \mathbb {R}_+$ that is uniformly bounded
away from 0, we establish a new analytic representation
of the $ r(\cdot)$ potential of a continuous additive
functional of $X$. Furthermore, we derive a complete
characterisation of differences of two convex functions
in terms of appropriate $ r(\cdot)$-potentials, and we
show that a function $ F \colon I \rightarrow \mathbb
{R}_+$ is $ r(\cdot)$-excessive if and only if it is
the difference of two convex functions and $ - \bigl
(\frac {1}{2} \sigma^2 F'' + b F' - r F \bigr)$ is a
positive measure. We use these results to study the
optimal stopping problem that aims at maximising the
performance index\par
$$ \mathbb {E}_x \left [\exp \left ( - \int_0^\tau
r(X_t) \, d t \right) f(X_\tau) \\
{\bf 1}_{\{ \tau < \infty \} } \right] $$
over all stopping times $ \tau $, where $ f \colon I
\rightarrow \mathbb {R}_+$ is a Borel-measurable
function that may be unbounded. We derive a simple
necessary and sufficient condition for the value
function $v$ of this problem to be real valued. In the
presence of this condition, we show that $v$ is the
difference of two convex functions, and we prove that
it satisfies the variational inequality\par
$$ \max \left \{ \frac {1}{2} \sigma^2 v'' + b v' - r
v, \ \overline {f} - v \right \} = 0 $$
in the sense of distributions, where $ \overline {f}$
identifies wit the upper semicontinuous envelope of $f$
in the interior $ i n t(I)$ of $I$. Conversely, we
derive a simple necessary and sufficient condition for
a solution to the equation above to identify with the
value function $v$. Furthermore, we establish several
other characterisations of the solution to the optimal
stopping problem, including a generalisation of the
so-called ``principle of smooth fit''. In our analysis,
we also make a construction that is concerned with
pasting weak solutions to the SDE at appropriate
hitting times, which is an issue of fundamental
importance to dynamic programming.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "additive functionals; one-dimensional diffusions;
optimal stopping; potentials; variational
inequalities",
}
@Article{Levin:2013:CLT,
author = "Mordechay Levin",
title = "{Central Limit Theorem} for {$ \mathbb {Z}_+^d
$}-actions by toral endomorphisms",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "35:1--35:42",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1904",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1904",
abstract = "In this paper we prove the central limit theorem for
the following multisequence\par
$$ \sum_{n_1 = 1}^{N_1} \ldots {} \sum_{n_d = 1}^{N_d}
f(A_1^{n_1} \ldots {}A_d^{n_d} {\bf x}) $$
where $f$ is a H{\"o}lder's continue function, $ A_1,
\ldots, A_d$ are $ s \times s$ partially hyperbolic
commuting integer matrices, and $ \bf x$ is a uniformly
distributed random variable in $ [0, 1]^s$. Next we
prove the functional central limit theorem, and the
almost sure central limit theorem. The main tool is the
$S$-unit theorem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Central limit theorem, partially hyperbolic actions,
toral endomorphisms",
}
@Article{Werner:2013:CS,
author = "Wendelin Werner and Hao Wu",
title = "From CLE({$ \kappa $}) to SLE({$ \kappa, \rho $})'s",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "36:1--36:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2376",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2376",
abstract = "We show how to connect together the loops of a simple
Conformal Loop Ensemble (CLE) in order to construct
samples of chordal SLE$_{\kappa }$ processes and their
SLE$_{\kappa }(\rho)$ variants, and we discuss some
consequences of this construction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "CLE; Conformal restriction; Hausdorff dimension; SLE",
}
@Article{Delmas:2013:WDS,
author = "Jean-Fran{\c{c}}ois Delmas and Olivier H{\'e}nard",
title = "A {Williams} decomposition for spatially dependent
superprocesses",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "37:1--37:43",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1801",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1801",
abstract = "We present a genealogy for superprocesses with a
non-homogeneous quadratic branching mechanism, relying
on a weighted version of the superprocess introduced by
Engl{\"a}nder and Pinsky and a Girsanov theorem. We
then decompose this genealogy with respect to the last
individual alive (Williams' decomposition). Letting the
extinction time tend to infinity, we get the Q-process
by looking at the superprocess from the root, and
define another process by looking from the top.
Examples including the multitype Feller diffusion
(investigated by Champagnat and Roelly) and the
superdiffusion are provided.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Spatially dependent superprocess, Williams'
decomposition, genealogy, h-transform, Q-process",
}
@Article{Bloznelis:2013:ACS,
author = "Mindaugas Bloznelis and Jerzy Jaworski and Valentas
Kurauskas",
title = "Assortativity and clustering of sparse random
intersection graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "38:1--38:24",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2277",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2277",
abstract = "We consider sparse random intersection graphs with the
property that the clustering coefficient does not
vanish as the number of nodes tends to infinity. We
find explicit asymptotic expressions for the
correlation coefficient of degrees of adjacent nodes
(called the assortativity coefficient), the expected
number of common neighbours of adjacent nodes, and the
expected degree of a neighbour of a node of a given
degree k. These expressions are written in terms of the
asymptotic degree distribution and, alternatively, in
terms of the parameters defining the underlying random
graph model.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "assortativity; clustering; power law; random graph;
random intersection graph",
}
@Article{Zhang:2013:HDL,
author = "Liang Zhang",
title = "{Hausdorff} dimension of limsup random fractals",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "39:1--39:26",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2273",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2273",
abstract = "In this paper we find a critical condition for
nonempty intersection of a limsup random fractal and an
independent fractal percolation set defined on the
boundary of a spherically symmetric tree. We then use a
codimension argument to derive a formula for the
Hausdorff dimension of limsup random fractals.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Hausdorff dimension; Limsup random fractals",
}
@Article{Dhersin:2013:EBC,
author = "Jean-St{\'e}phane Dhersin and Martin M{\"o}hle",
title = "On the external branches of coalescents with multiple
collisions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "40:1--40:11",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2286",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2286",
abstract = "A recursion for the joint moments of the external
branch lengths for coalescents with multiple collisions
(Lambda-coalescents) is provided. This recursion is
used to derive asymptotic results as the sample size n
tends to infinity for the joint moments of the external
branch lengths and for the moments of the total
external branch length of the Bolthausen--Sznitman
coalescent. These asymptotic results are based on a
differential equation approach, which is as well useful
to obtain exact solutions for the joint moments of the
external branch lengths for the Bolthausen--Sznitman
coalescent. The results for example show that the
lengths of two randomly chosen external branches are
positively correlated for the Bolthausen--Sznitman
coalescent, whereas they are negatively correlated for
the Kingman coalescent provided that n > = 4.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Asymptotic expansions; Bolthausen--Sznitman
coalescent; external branches; joint moments; Kingman
coalescent; multiple collisions",
}
@Article{Doumas:2013:ARM,
author = "Aristides Doumas and Vassilis Papanicolaou",
title = "Asymptotics of the rising moments for the coupon
collector's problem",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "41:1--41:15",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1746",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1746",
abstract = "We develop techniques of computing the asymptotics of
the moments of the number $ T_N $ of coupons that a
collector has to buy in order to find all $N$ existing
different coupons as $ N \rightarrow \infty $. The
probabilities (occurring frequencies) of the coupons
can be quite arbitrary. After mentioning the case where
the coupon probabilities are equal we consider the
general case (of unequal probabilities). For a large
class of distributions (after adopting a dichotomy) we
arrive at the leading behavior of the moments of $ T_N$
as $ N \rightarrow \infty $. We also present various
illustrative examples.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coupon collector's problem, higher asymptotics",
}
@Article{Kondratiev:2013:SGG,
author = "Yuri Kondratiev and Tobias Kuna and Natascha
Ohlerich",
title = "Spectral gap for {Glauber} type dynamics for a special
class of potentials",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "42:1--42:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2260",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2260",
abstract = "We consider an equilibrium birth and death type
process for a particle system in infinite volume, the
latter is described by the space of all locally finite
point configurations on $ \mathbb {R}^d $. These
Glauber type dynamics are Markov processes constructed
for pre-given reversible measures. A representation for
the ``carr{\'e} du champ'' and ``second carr{\'e} du
champ'' for the associate infinitesimal generators $L$
are calculated in infinite volume and for a large class
of functions in a generalized sense. The corresponding
coercivity identity is derived and explicit sufficient
conditions for the appearance and bounds for the size
of the spectral gap of $L$ are given. These techniques
are applied to Glauber dynamics associated to Gibbs
measure and conditions are derived extending all
previous known results and, in particular, potentials
with negative parts can now be treated. The high
temperature regime is extended essentially and
potentials with non-trivial negative part can be
included. Furthermore, a special class of potentials is
defined for which the size of the spectral gap is as
least as large as for the free system and,
surprisingly, the spectral gap is independent of the
activity. This type of potentials should not show any
phase transition for a given temperature at any
activity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "absence of phase transition; Birth-and-death process;
continuous system; Glauber dynamics; spectral gap",
}
@Article{Keller-Ressel:2013:RAP,
author = "Martin Keller-Ressel and Walter Schachermayer and
Josef Teichmann",
title = "Regularity of affine processes on general state
spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "43:1--43:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2043",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2043",
abstract = "We consider a stochastically continuous, affine Markov
process in the sense of Duffie, Filipovic and
Schachermayer, with c{\`a}dl{\`a}g paths, on a general
state space D, i.e., an arbitrary Borel subset of $ R^d
$. We show that such a process is always regular,
meaning that its Fourier--Laplace transform is
differentiable in time, with derivatives that are
continuous in the transform variable. As a consequence,
we show that generalized Riccati equations and
L{\'e}vy--Khintchine parameters for the process can be
derived, as in the case of $ D = R_+^m \times R^n $
studied in Duffie, Filipovic and Schachermayer (2003).
Moreover, we show that when the killing rate is zero,
the affine process is a semi -martingale with
absolutely continuous characteristics up to its time of
explosion. Our results generalize the results of
Keller-Ressel, Schachermayer and Teichmann (2011) for
the state space $ R_+^m \times R^n $ and provide a new
probabilistic approach to regularity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "affine process, regularity, semimartingale,
generalized Riccati equation",
}
@Article{Cimasoni:2013:CTI,
author = "David Cimasoni and Hugo Duminil-Copin",
title = "The critical temperature for the {Ising} model on
planar doubly periodic graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "44:1--44:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2352",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2352",
abstract = "We provide a simple characterization of the critical
temperature for the Ising model on an arbitrary planar
doubly periodic weighted graph. More precisely, the
critical inverse temperature $ \beta $ for a graph $G$
with coupling constants $ (J_e)_{e \in E(G)}$ is
obtained as the unique solution of an algebraic
equation in the variables $ (\tanh (\beta J_e))_{e \in
E(G)}$. This is achieved by studying the
high-temperature expansion of the model using Kac--Ward
matrices.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "critical temperature; Harnack curves; Ising model;
Kac--Ward matrices; weighted periodic graph",
}
@Article{Bielecki:2013:IDB,
author = "Tomasz Bielecki and Jacek Jakubowski and Mariusz
Niew{\k{e}}g{\l}owski",
title = "Intricacies of dependence between components of
multivariate {Markov} chains: weak {Markov} consistency
and weak {Markov} copulae",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "45:1--45:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2238",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2238",
abstract = "In this paper we examine the problem of existence and
construction of multivariate Markov chains such that
their components are Markov chains with given laws.
Specifically, we provide sufficient and necessary
conditions, in terms of semimartingale characteristics,
for a component of a multivariate Markov chain to be a
Markov chain in its own filtration --- a property
called weak Markov consistency. Accordingly, we
introduce and discuss the concept of weak Markov
copulae. Finally, we examine relationship between the
concepts of weak Markov consistency and weak Markov
copulae, and the corresponding strong versions of these
concepts.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "compensator of random measure; dependence; marginal
law; Markov consistency; Markov copulae.; Multivariate
Markov chain",
}
@Article{Groeneboom:2013:EVL,
author = "Piet Groeneboom",
title = "Erratum: {``Vertices of the least concave majorant of
Brownian motion with parabolic drift''}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "46:1--46:1",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2697",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Groeneboom:2011:VLC}.",
URL = "http://ejp.ejpecp.org/article/view/2697",
abstract = "This corrects the scaling of (2.9) in {\bf
\url{https://doi.org/10.1214/EJP.v16-959} EJP volume
{\bf 16} paper 84 (2011)}.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Airy functions; Brownian motion, parabolic drift;
concave majorant; Grenander estimate; jump processes;
number of vertices",
}
@Article{Aldous:2013:FMW,
author = "David Aldous and Mykhaylo Shkolnikov",
title = "Fluctuations of martingales and winning probabilities
of game contestants",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "47:1--47:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2422",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2422",
abstract = "Within a contest there is some probability $ M_i(t) $
that contestant $i$ will be the winner, given
information available at time $t$, and $ M_i(t)$ must
be a martingale in $t$. Assume continuous paths, to
capture the idea that relevant information is acquired
slowly. Provided each contestant's initial winning
probability is at most b, one can easily calculate,
without needing further model specification, the
expectations of the random variables $ N_b$ = number of
contestants whose winning probability ever exceeds $b$,
and $ D_{ab} = $ total number of down-crossings of the
martingales over an interval $ [a, b]$. The
distributions of $ N_b$ and $ D_{ab}$ do depend on
further model details, and we study how concentrated or
spread out the distributions can be. The extremal
models for $ N_b$ correspond to two contrasting
intuitively natural methods for determining a winner:
progressively shorten a list of remaining candidates,
or sequentially examine candidates to be declared
winner or eliminated. We give less precise bounds on
the variability of $ D_{ab}$. We formalize the setting
of infinitely many contestants each with
infinitesimally small chance of winning, in which the
explicit results are more elegant. A canonical process
in this setting is the Wright--Fisher diffusion
associated with an infinite population of initially
distinct alleles; we show how this process fits our
setting and raise the problem of finding the
distributions of $ N_b$ and $ D_{ab}$ for this
process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "entrance boundary, fluctuations, martingale;
up-crossing; Wright--Fisher diffusion",
}
@Article{Neufeld:2013:SUV,
author = "Ariel Neufeld and Marcel Nutz",
title = "Superreplication under volatility uncertainty for
measurable claims",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "48:1--48:14",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2358",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2358",
abstract = "We establish the duality-formula for the
superreplication price in a setting of volatility
uncertainty which includes the example of ``random
$G$-expectation''. In contrast to previous results, the
contingent claim is not assumed to be
quasi-continuous.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Nonlinear expectation; Superreplication; Volatility
uncertainty",
}
@Article{Matsumoto:2013:CFZ,
author = "Sho Matsumoto and Tomoyuki Shirai",
title = "Correlation functions for zeros of a {Gaussian} power
series and {Pfaffians}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "49:1--49:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2545",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2545",
abstract = "We show that the zeros of the random power series with
i.i.d. real Gaussian coefficients form a Pfaffian point
process. We also show that the product moments for
absolute values and signatures of the power series can
also be expressed by Pfaffians.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian power series; Pfaffian; point process;
zeros",
}
@Article{Richou:2013:NES,
author = "Adrien Richou and Federica Masiero",
title = "A note on the existence of solutions to {Markovian}
superquadratic {BSDEs} with an unbounded terminal
condition",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "50:1--50:15",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2124",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2124",
abstract = "In [Stochastc Process. Appl., 122(9):3173-3208], the
author proved the existence and the uniqueness of
solutions to Markovian superquadratic BSDEs with an
unbounded terminal condition when the generator and the
terminal condition are locally Lipschitz. In this
paper, we prove that the existence result remains true
for these BSDEs when the regularity assumption on the
terminal condition is weakened.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equation; Existence
result; Generator of superquadratic growth; Unbounded
terminal condition",
}
@Article{Busic:2013:DCI,
author = "Ana Bu{\v{s}}i{\'c} and Nazim Fat{\`e}s and Jean
Mairesse and Ir{\`e}ne Marcovici",
title = "Density classification on infinite lattices and
trees",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "51:1--51:22",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2325",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2325",
abstract = "Consider an infinite graph with nodes initially
labeled by independent Bernoulli random variables of
parameter $p$. We address the density classification
problem, that is, we want to design a (probabilistic or
deterministic)cellular automaton or a finite-range
interacting particle system that evolves on this graph
and decides whether $p$ is smaller or larger than 1/2.
Precisely, the trajectories should converge to the
uniform configuration with only 0's if p < 1/2, and
only 1's if p > 1/2. We present solutions to the
problem on the regular grids of dimension d, for any d
> 1, and on the regular infinite trees. For the
bi-infinite line, we propose some candidates that
weback up with numerical simulations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Cellular automata, interacting particle systems,
density classification",
}
@Article{DaiPra:2013:EDI,
author = "Paolo {Dai Pra} and Gustavo Posta",
title = "Entropy decay for interacting systems via the
{Bochner--Bakry--{\'E}mery} approach",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "52:1--52:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2041",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2041",
abstract = "We obtain estimates on the exponential rate of decay
of the relative entropy from equilibrium for Markov
processes with a non-local infinitesimal generator. We
adapt some of the ideas coming from the Bakry--Emery
approach to this setting. In particular, we obtain
volume-independent lower bounds for the Glauber
dynamics of interacting point particles and for various
classes of hardcore models.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Entropy decay, functional inequalities",
}
@Article{Arguin:2013:ETF,
author = "Louis-Pierre Arguin and Anton Bovier and Nicola
Kistler",
title = "An ergodic theorem for the frontier of branching
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "53:1--53:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2082",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2082",
abstract = "We prove a conjecture of Lalley and Sellke [Ann.
Probab. 15 (1987)] asserting that the empirical
(time-averaged) distribution function of the maximum of
branching Brownian motion converges almost surely to a
double exponential, or Gumbel, distribtion with a
random shift. The method of proof is based on the
decorrelation of the maximal displacements for
appropriate time scales. A crucial input is the
localization of the paths of particles close to the
maximum that was previously established by the authors
[Comm. Pure Appl. Math. 64 (2011)].",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching Brownian motion, ergodicity, extreme value
theory, KPP equation and traveling waves",
}
@Article{Barbour:2013:AEC,
author = "Andrew Barbour and Gesine Reinert",
title = "Approximating the epidemic curve",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "54:1--54:30",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2557",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2557",
abstract = "Many models of epidemic spread have a common
qualitative structure. The numbers of infected
individuals during the initial stages of an epidemic
can be well approximated by a branching process, after
which the proportion of individuals that are
susceptible follows a more or less deterministic
course. In this paper, we show that both of these
features are consequences of assuming a locally
branching structure in the models, and that the
deterministic course can itself be determined from the
distribution of the limiting random variable associated
with the backward, susceptibility branching process.
Examples considered includea stochastic version of the
Kermack \& McKendrick model, the Reed--Frost model, and
the Volz configuration model.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Epidemics, Reed--Frost, configuration model,
deterministic approximation, branching processes",
}
@Article{Zhang:2013:DIS,
author = "Xicheng Zhang",
title = "Degenerate irregular {SDEs} with jumps and application
to integro-differential equations of {Fokker--Planck}
type",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "55:1--55:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2820",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2820",
abstract = "We investigate stochastic differential equations with
jumps and irregular coefficients, and obtain the
existence and uniqueness of generalized stochastic
flows. Moreover, we also prove the existence and
uniqueness of $ L^p$-solutions or measure-valued
solutions for second order integro-differential
equation of Fokker--Planck type.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "DiPerna--Lions theory, Generalized stochastic flows,
Poisson point processes, Fokker--Planck equations",
}
@Article{Bouleau:2013:CEL,
author = "Nicolas Bouleau and Laurent Denis",
title = "Chaotic extensions and the lent particle method for
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "56:1--56:16",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1838",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1838",
abstract = "In previous works, we have developed a new Malliavin
calculus on the Poisson space based on the {\em lent
particle formula}. The aim of this work is to prove
that, on the Wiener space for the standard
Ornstein--Uhlenbeck structure, we also have such a
formula which permits to calculate easily and
intuitively the Malliavin derivative of a functional.
Our approach uses chaos extensions associated to
stationary processes of rotations of normal
martingales.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Malliavin calculus, chaotic extensions, normal
martingales",
}
@Article{Brzezniak:2013:ULS,
author = "Zdzis{\l}aw Brze{\'z}niak and Erika Hausenblas and
El{\.z}bieta Motyl",
title = "Uniqueness in Law of the stochastic convolution
process driven by {L{\'e}vy} noise",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "57:1--57:15",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2807",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2807",
abstract = "We will give a proof of the following fact. If $
\mathfrak {A}_1 $ and $ \mathfrak {A}_2 $, $ \tilde
\eta_1 $ and $ \tilde \eta_2 $, $ \xi_1 $ and $ \xi_2 $
are two examples of filtered probability spaces, time
homogeneous compensated Poisson random measures, and
progressively measurable Banach space valued processes
such that the laws on $ L^p([0, T], {L}^p(Z, \nu; E))
\times \mathcal {M}_I([0, T] \times Z) $ of the pairs $
(\xi_1, \eta_1) $ and $ (\xi_2, \eta_2) $, are equal,
and $ u_1 $ and $ u_2 $ are the corresponding
stochastic convolution processes, then the laws on $
(\mathbb {D}([0, T]; X) \cap L^p([0, T]; B)) \times
L^p([0, T], {L}^p(Z, \nu; E)) \times \mathcal {M}_I([0,
T] \times Z) $, where $ B \subset E \subset X $, of the
triples $ (u_i, \xi_i, \eta_i) $, $ i = 1, 2 $, are
equal as well. By $ \mathbb {D}([0, T]; X) $ we denote
the Skorokhod space of $X$-valued processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Poisson random measure, stochastic convolution
process, uniqueness in law, stochastic partial
differential equations",
}
@Article{Bouchet:2013:SBR,
author = "{\'E}lodie Bouchet",
title = "Sub-ballistic random walk in {Dirichlet} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "58:1--58:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2109",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2109",
abstract = "We consider random walks in Dirichlet environment
(RWDE) on $ \mathbb {Z}^d $, for $ d \geq 3 $, in the
sub-ballistic case. We associate to any parameter $
(\alpha_1, \dots, \alpha_{2d}) $ of the Dirichlet law a
time-change to accelerate the walk. We prove that the
continuous-time accelerated walk has an absolutely
continuous invariant probability measure for the
environment viewed from the particle. This allows to
characterize directional transience for the initial
RWDE. It solves as a corollary the problem of Kalikow's
$ 0 - 1 $ law in the Dirichlet case in any dimension.
Furthermore, we find the polynomial order of the
magnitude of the original walk's displacement.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dirichlet distribution; Invariant measure viewed from
the particle; Random walk in random environment;
Reinforced random walks",
}
@Article{Erdos:2013:LSL,
author = "L{\'a}szl{\'o} Erd{\H{o}}s and Antti Knowles and
Horng-Tzer Yau and Jun Yin",
title = "The local semicircle law for a general class of random
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "59:1--59:58",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2473",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2473",
abstract = "We consider a general class of $ N \times N $ random
matrices whose entries $ h_{ij} $ are independent up to
a symmetry constraint, but not necessarily identically
distributed. Our main result is a local semicircle law
which improves previous results both in the bulk and at
the edge. The error bounds are given in terms of the
basic small parameter of the model, $ \max_{i, j}
\mathbb {E} \left |h_{ij} \right |^2 $. As a
consequence, we prove the universality of the local
$n$-point correlation functions in the bulk spectrum
for a class of matrices whose entries do not have
comparable variances, including random band matrices
with band width $ W \gg N^{1 - \varepsilon_n}$ with
some $ \varepsilon_n > 0$ and with a negligible
mean-field component. In addition, we provide a
coherent and pedagogical proof of the local semicircle
law, streamlining and strengthening previous
arguments.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "eigenvalue rigidity; local semicircle law; Random band
matrix; universality",
}
@Article{Caravenna:2013:IPR,
author = "Francesco Caravenna and Lo{\"\i}c Chaumont",
title = "An invariance principle for random walk bridges
conditioned to stay positive",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "60:1--60:32",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2362",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2362",
abstract = "We prove an invariance principle for the bridge of a
random walk conditioned to stay positive, when the
random walk is in the domain of attraction of a stable
law, both in the discrete and in the absolutely
continuous setting. This includes as a special case the
convergence under diffusive rescaling of random walk
excursions toward the normalized Brownian excursion,
for zero mean, finite variance random walks. The proof
exploits a suitable absolute continuity relation
together with some local asymptotic estimates for
random walks conditioned to stay positive, recently
obtained by Vatutin and Wachtel and by Doney. We review
and extend these relations to the absolutely continuous
setting.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Walk, Bridge, Excursion, Stable Law, L{\'e}vy
Process, Conditioning to Stay Positive, Local Limit
Theorem, Invariance Principle",
}
@Article{Crane:2013:CRM,
author = "Harry Crane and Steven Lalley",
title = "Convergence rates of {Markov} chains on spaces of
partitions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "61:1--61:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2389",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2389",
abstract = "We study the convergence rate to stationarity for a
class of exchangeable partition-valued Markov chains
called cut-and-paste chains. The law governing the
transitions of a cut-and-paste chain are determined by
products of i.i.d. stochastic matrices, which describe
the chain induced on the simplex by taking asymptotic
frequencies. Using this representation, we establish
upper bounds for the mixing times of ergodic
cut-and-paste chains, and under certain conditions on
the distribution of the governing random matrices we
show that the ``cutoff phenomenon'' holds.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "cut-and-paste chain; cutoff phenomenon;
exchangeability; Lyapunov exponent; mixing time",
}
@Article{Allez:2013:DMM,
author = "Romain Allez and Alice Guionnet",
title = "A diffusive matrix model for invariant $ \beta
$-ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "62:1--62:30",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2073",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2073",
abstract = "We define a new diffusive matrix model converging
towards the $ \beta $-Dyson Brownian motion for all $
\beta \in [0, 2]$ that provides an explicit
construction of $ \beta $-ensembles of random matrices
that is invariant under the orthogonal/unitary group.
We also describe the eigenvector dynamics of the
limiting matrix process; we show that when $ \beta < 1$
and that two eigenvalues collide, the eigenvectors of
these two colliding eigenvalues fluctuate very fast and
take the uniform measure on the orthocomplement of the
eigenvectors of the remaining eigenvalues.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Dyson Brownian motion; Interacting particles system;
random matrices; stochastic calculus",
}
@Article{Konig:2013:MAB,
author = "Wolfgang K{\"o}nig and Onur G{\"u}n and Ozren
Sekulovi{\'c}",
title = "Moment asymptotics for branching random walks in
random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "63:1--63:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2212",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2212",
abstract = "We consider the long-time behaviour of a branching
random walk in random environment on the lattice $
\mathbb {Z}^d $. The migration of particles proceeds
according to simple random walk in continuous time,
while the medium is given as a random potential of
spatially dependent killing/branching rates. The main
objects of our interest are the annealed moments $
\langle m_n^p \rangle $, i.e., the $p$-th moments over
the medium of the $n$-th moment over the migration and
killing/branching, of the local and global population
sizes. For $ n = 1$, this is well-understood, as $ m_1$
is closely connected with the parabolic Anderson model.
For some special distributions, this was extended to $
n \geq 2$, but only as to the first term of the
asymptotics, using (a recursive version of) a
Feynman--Kac formula for $ m_n$.\par
In this work we derive also the second term of the
asymptotics, for a much larger class of distributions.
In particular, we show that $ \langle m_n^p \rangle $
and $ \langle m_1^{np} \rangle $ are asymptotically
equal, up to an error $ e^{o(t)}$. The cornerstone of
our method is a direct Feynman--Kac type formula for $
m_n$, which we establish using known spine
techniques.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walk, random potential, parabolic
Anderson model, Feynman--Kac-type formula, annealed
moments, large deviations",
}
@Article{Sanz-Sole:2013:SWE,
author = "Marta Sanz-Sol{\'e} and Andr{\'e} S{\"u}ss",
title = "The stochastic wave equation in high dimensions:
Malliavin differentiability and absolute continuity",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "64:1--64:28",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2341",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2341",
abstract = "We consider the class of non-linear stochastic partial
differential equations studied in [Conus-Dalang, 2008].
Equivalent formulations using integration with respect
to a cylindrical Brownian motion and also the Skorohod
integral are established. It is proved that the random
field solution to these equations at any fixed point $
(t, x) \in [0, T] \times \mathbb {R}^d $ is
differentiable in the Malliavin sense. For this, an
extension of the integration theory in [Conus-Dalang,
2008] to Hilbert space valued integrands is developed,
and commutation formulae of the Malliavin derivative
and stochastic and pathwise integrals are proved. In
the particular case of equations with additive noise,
we establish the existence of density for the law of
the solution at $ (t, x) \in]0, T] \times \mathbb {R}^d
$. The results apply to the stochastic wave equation in
spatial dimension $ d \ge 4 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "densities.; Malliavin calculus; stochastic
integration; stochastic partial differential equations;
stochastic wave equation",
}
@Article{Joulin:2013:MCT,
author = "Ald{\'e}ric Joulin and Arnaud Guillin",
title = "Measure concentration through non-{Lipschitz}
observables and functional inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "65:1--65:26",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2425",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2425",
abstract = "Non-Gaussian concentration estimates are obtained for
invariant probability measures of reversible Markov
processes. We show that the functional inequalities
approach combined with a suitable Lyapunov condition
allows us to circumvent the classical Lipschitz
assumption of the observables. Our method is general
and offers an unified treatment of diffusions and
pure-jump Markov processes on unbounded spaces.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Concentration; diffusion process; functional
inequality; invariant measure; jump process; Lyapunov
condition; reversible Markov process",
}
@Article{Grosskinsky:2013:DCS,
author = "Stefan Grosskinsky and Frank Redig and Kiamars
Vafayi",
title = "Dynamics of condensation in the symmetric inclusion
process",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "66:1--66:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2720",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2720",
abstract = "The inclusion process is a stochastic lattice gas,
which is a natural bosonic counterpart of the
well-studied exclusion process and has strong
connections to models of heat conduction and
applications in population genetics. Like the
zero-range process, due to attractive interaction
between the particles, the inclusion process can
exhibit a condensation transition. In this paper we
present first rigorous results on the dynamics of the
condensate formation for this class of models. We study
the symmetric inclusion process on a finite set $S$
with total number of particles $N$ in the regime of
strong interaction, i.e., with independent diffusion
rate $ m = m_N \to 0$. For the case $ N m_N \to \infty
$ we show that on the time scale $ 1 / m_N$ condensates
emerge from general homogeneous initial conditions, and
we precisely characterize their limiting dynamics. In
the simplest case of two sites or a fully connected
underlying random walk kernel, there is a single
condensate hopping over $S$ as a continuous-time random
walk. In the non fully connected case several
condensates can coexist and exchange mass via
intermediate sites in an interesting coarsening
process, which consists of a mixture of a diffusive
motion and a jump process, until a single condensate is
formed. Our result is based on a general two-scale form
of the generator, with a fast-scale neutral
Wright--Fisher diffusion and a slow-scale deterministic
motion. The motion of the condensates is described in
terms of the generator of the deterministic motion and
the harmonic projection corresponding to the absorbing
states of the Wright Fisher diffusion.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coarsening dynamics; condensation; inclusion process;
Wright--Fisher diffusion",
}
@Article{Fathi:2013:TEI,
author = "Max Fathi and Noufel Frikha",
title = "Transport-Entropy inequalities and deviation estimates
for stochastic approximation schemes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "67:1--67:36",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2586",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2586",
abstract = "We obtain new transport-entropy inequalities and, as a
by-product, new deviation estimates for the laws of two
kinds of discrete stochastic approximation schemes. The
first one refers to the law of an Euler like
discretization scheme of a diffusion process at a fixed
deterministic date and the second one concerns the law
of a stochastic approximation algorithm at a given
time-step. Our results notably improve and complete
those obtained in [Frikha, Menozzi, 2012]. The key
point is to properly quantify the contribution of the
diffusion term to the concentration regime. We also
derive a general non-asymptotic deviation bound for the
difference between a function of the trajectory of a
continuous Euler scheme associated to a diffusion
process and its mean. Finally, we obtain non-asymptotic
bound for stochastic approximation with averaging of
trajectories, in particular we prove that averaging a
stochastic approximation algorithm with a slow
decreasing step sequence gives rise to optimal
concentration rate.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "deviation bounds; Euler scheme; stochastic
approximation algorithms; stochastic approximation with
averaging; transportation-entropy inequalities",
}
@Article{Azais:2013:CCR,
author = "Jean-Marc Aza{\"\i}s and Jos{\'e} Le{\'o}n",
title = "{CLT} for crossings of random trigonometric
polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "68:1--68:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2403",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2403",
abstract = "We establish a central limit theorem for the number of
roots of the equation $ X_N(t) = u $ when $ X_N(t) $ is
a Gaussian trigonometric polynomial of degree $N$. The
case $ u = 0$ was studied by Granville and Wigman. We
show that for some size of the considered interval, the
asymptotic behavior is different depending on whether
$u$ vanishes or not. Our mains tools are: (a) a
chaining argument with the stationary Gaussain process
with covariance $ \sin (t) / t$, (b) the use of Wiener
chaos decomposition that explains some singularities
that appear in the limit when $ u \neq 0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Chaos expansion; Crossings of random trigonometric
polynomials; Rice formula",
}
@Article{Kozachenko:2013:CGW,
author = "Yuriy Kozachenko and Andriy Olenko and Olga
Polosmak",
title = "On convergence of general wavelet decompositions of
nonstationary stochastic processes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "69:1--69:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2234",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2234",
abstract = "The paper investigates uniform convergence of wavelet
expansions of Gaussian random processes. The
convergence is obtained under simple general conditions
on processes and wavelets which can be easily verified.
Applications of the developed technique are shown for
several classes of stochastic processes. In particular,
the main theorem is adjusted to the fractional Brownian
motion case. New results on the rate of convergence of
the wavelet expansions in the space $ C([0, T]) $ are
also presented.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convergence in probability; Convergence rate;
Fractional Brownian motion; Gaussian process; Uniform
convergence; Wavelets",
}
@Article{Assing:2013:SDS,
author = "Sigurd Assing and James Bichard",
title = "On the spatial dynamics of the solution to the
stochastic heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "70:1--70:32",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2797",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2797",
abstract = "We consider the solution of $ \partial_t u =
\partial_x^2 u + \partial_x \partial_t B, \, (x, t) \in
\mathbb {R} \times (0, \infty) $, subject to $ u(x, 0)
= 0, \, x \in \mathbb {R} $, where $B$ is a Brownian
sheet. We show that $u$ also satisfies $ \partial_x^2 u
+ [\, (\partial_t^2)^{1 / 2} + \sqrt {2}
\partial_x(\partial_t^2)^{1 / 4} \,] \, u^a =
\partial_x \partial_t{\tilde B}$ in $ \mathbb {R}
\times (0, \infty)$ where $ u^a$ stands for the
extension of $ u(x, t)$ to $ (x, t) \in \mathbb {R}^2$
which is antisymmetric in $t$ and $ \tilde {B}$ is
another Brownian sheet. The new SPDE allows us to prove
the strong Markov property of the pair $ (u, \partial_x
u)$ when seen as a process indexed by $ x \ge x_0$, $
x_0$ fixed, taking values in a state space of functions
in $t$. The method of proof is based on enlargement of
filtration and we discuss how our method could be
applied to other quasi-linear SPDEs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic partial differential equation, enlargement
of filtration, Brownian sheet, Gaussian analysis",
}
@Article{Komjathy:2013:MRT,
author = "J{\'u}lia Komj{\'a}thy and Yuval Peres",
title = "Mixing and relaxation time for random walk on wreath
product graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "71:1--71:23",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2321",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2321",
abstract = "Suppose that $G$ and $H$ are finite, connected graphs,
$G$ regular, $X$ is a lazy random walk on $G$ and $Z$
is a reversible ergodic Markov chain on $H$. The
generalized lamplighter chain $ X*$ associated with $X$
and $Z$ is the random walk on the wreath product $ H
\wr G$, the graph whose vertices consist of pairs $ (f,
x)$ where $ f = (f_v)_{v \in V(G)}$ is a labeling of
the vertices of $G$ by elements of $H$ and $x$ is a
vertex in $G$. In each step, $ X*$ moves from a
configuration $ (f, x)$ by updating $x$ to $y$ using
the transition rule of $X$ and then independently
updating both $ f_x$ and $ f_y$ according to the
transition probabilities on $H$; $ f_z$ for $z$
different of $x$, $y$ remains unchanged. We estimate
the mixing time of $ X*$ in terms of the parameters of
$H$ and $G$. Further, we show that the relaxation time
of $ X*$ is the same order as the maximal expected
hitting time of $G$ plus $ |G|$ times the relaxation
time of the chain on $H$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random Walk, Wreath Product Graphs, Mixing Time,
Relaxation Time",
}
@Article{Blaszczyszyn:2013:CPP,
author = "Bartlomiej Blaszczyszyn and Dhandapani Yogeshwaran",
title = "Clustering and percolation of point processes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "72:1--72:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2468",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2468",
abstract = "We are interested in phase transitions in certain
percolation models on point processes and their
dependence on clustering properties of the point
processes. We show that point processes with smaller
void probabilities and factorial moment measures than
the stationary Poisson point process exhibit
non-trivial phase transition in the percolation of some
coverage models based on level-sets of additive
functionals of the point process. Examples of such
point processes are determinantal point processes, some
perturbed lattices and more generally, negatively
associated point processes. Examples of such coverage
models are k-coverage in the Boolean model (coverage by
at least k grains), and SINR-coverage (coverage if the
signal to-interference-and-noise ratio is large). In
particular, we answer in affirmative the hypothesis of
existence of phase transition in the percolation of
k-faces in the Cech simplicial complex (called also
clique percolation) on point processes which cluster
less than the Poisson process.\par
We also construct a Cox point process, which is ``more
clustered'' than the Poisson point process and whose
Boolean model percolates for arbitrarily small radius.
This shows that clustering (at least, as detected by
our specific tools) does not always `worsen'
percolation, as well as that upper-bounding this
clustering by a Poisson process is a consequential
assumption for the phase transition to hold.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "point process, Boolean model, percolation, phase
transition, shot-noise fields, level-sets,
directionally convex ordering, perturbed lattices,
determinantal, sub-Poisson point processes",
}
@Article{Osekowski:2013:SIM,
author = "Adam Os{\k{e}}kowski",
title = "Sharp inequalities for martingales with values in {$
\ell_\infty^N $}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "73:1--73:19",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2667",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2667",
abstract = "The objective of the paper is to study sharp
inequalities for transforms of martingales taking
values in $ \ell_\infty^N $. Using Burkholder's method
combined with an intrinsic duality argument, we
identify, for each $ N \geq 2 $, the best constant $
C_N $ such that the following holds. If $f$ is a
martingale with values in $ \ell_\infty^N$ and $g$ is
its transform by a sequence of signs, then\par
$$ ||g||_1 \leq C_N ||f||_\infty $$.
This is closely related to the characterization of UMD
spaces in terms of the so-called $ \eta $ convexity,
studied in the eighties by Burkholder and Lee.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "best constants; Martingale; transform; UMD space",
}
@Article{Holroyd:2013:IDT,
author = "Alexander Holroyd and Terry Soo",
title = "Insertion and deletion tolerance of point processes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "74:1--74:24",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2621",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2621",
abstract = "We develop a theory of insertion and deletion
tolerance for point processes. A process is
insertion-tolerant if adding a suitably chosen random
point results in a point process that is absolutely
continuous in law with respect to the original process.
This condition and the related notion of
deletion-tolerance are extensions of the so-called
finite energy condition for discrete random processes.
We prove several equivalent formulations of each
condition, including versions involving Palm processes.
Certain other seemingly natural variants of the
conditions turn out not to be equivalent. We illustrate
the concepts in the context of a number of examples,
including Gaussian zero processes and randomly
perturbed lattices, and we provide applications to
continuum percolation and stable matching.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "point process, finite energy condition, stable
matching, continuum percolation",
}
@Article{Borodin:2013:MDT,
author = "Alexei Borodin and Grigori Olshanski",
title = "{Markov} dynamics on the {Thoma} cone: a model of
time-dependent determinantal processes with infinitely
many particles",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "75:1--75:43",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2729",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2729",
abstract = "The Thoma cone is an infinite-dimensional locally
compact space, which is closely related to the space of
extremal characters of the infinite symmetric group $
S_\infty $. In another context, the Thoma cone appears
as the set of parameters for totally positive, upper
triangular Toeplitz matrices of infinite size.\par
The purpose of the paper is to construct a family $ \{
X^{(z, z')} \} $ of continuous time Markov processes on
the Thoma cone, depending on two continuous parameters
$z$ and $ z'$. Our construction largely exploits
specific properties of the Thoma cone related to its
representation-theoretic origin, although we do not use
representations directly. On the other hand, we were
inspired by analogies with random matrix theory coming
from models of Markov dynamics related to orthogonal
polynomial ensembles.\par
We show that processes $ X^{(z, z')}$ possess a number
of nice properties, namely: (1) every $ X^{(z, z')}$ is
a Feller process; (2) the infinitesimal generator of $
X^{(z, z')}$, its spectrum, and the eigenfunctions
admit an explicit description; (3) in the equilibrium
regime, the finite-dimensional distributions of $
X^{(z, z')}$ can be interpreted as (the laws of)
infinite-particle systems with determinantal
correlations; (4) the corresponding time-dependent
correlation kernel admits an explicit expression, and
its structure is similar to that of time-dependent
correlation kernels appearing in random matrix
theory.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "determinantal processes; Feller processes; Laguerre
polynomials; Markov intertwiners; Meixner polynomials;
Thoma cone; Thoma simplex",
}
@Article{Feray:2013:ABS,
author = "Valentin F{\'e}ray",
title = "Asymptotic behavior of some statistics in {Ewens}
random permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "76:1--76:32",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2496",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2496",
abstract = "The purpose of this article is to present a general
method to find limiting laws for some renormalized
statistics on random permutations. The model of random
permutations considered here is Ewens sampling model,
which generalizes uniform random permutations. Under
this model, we describe the asymptotic behavior of some
statistics, including the number of occurrences of any
dashed pattern. Our approach is based on the method of
moments and relies on the following intuition: two
events involving the images of different integers are
almost independent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random permutations, cumulants, dashed patterns",
}
@Article{Rippl:2013:NRP,
author = "Thomas Rippl and Anja Sturm",
title = "New results on pathwise uniqueness for the heat
equation with colored noise",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "77:1--77:46",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2506",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2506",
abstract = "We consider strong uniqueness and thus also existence
of strong solutions for the stochastic heat equation
with a multiplicative colored noise term. Here, the
noise is white in time and colored in $q$ dimensional
space ($ q \geq 1$) with a singular correlation kernel.
The noise coefficient is H{\"o}lder continuous in the
solution. We discuss improvements of the sufficient
conditions obtained in Mytnik, Perkins and Sturm (2006)
that relate the H{\"o}lder coefficient with the
singularity of the correlation kernel of the noise. For
this we use new ideas of Mytnik and Perkins (2011) who
treat the case of strong uniqueness for the stochastic
heat equation with multiplicative white noise in one
dimension. Our main result on pathwise uniqueness
confirms a conjecture that was put forward in their
paper.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Heat equation, colored noise, stochastic partial
differential equation, pathwise uniqueness, existence",
}
@Article{Carrapatoso:2013:CEC,
author = "Kleber Carrapatoso and Amit Einav",
title = "Chaos and entropic chaos in {Kac}'s model without high
moments",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "78:1--78:38",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2683",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2683",
abstract = "In this paper we present a new local L{\'e}vy Central
Limit Theorem, showing convergence to stable states
that are not necessarily the Gaussian, and use it to
find new and intuitive entropically chaotic families
with underlying one-particle function that has moments
of order $ 2 \alpha $, with $ 1 < \alpha < 2 $. We also
discuss a lower semi continuity result for the relative
entropy with respect to our specific family of
functions, and use it to show a form of stability
property for entropic chaos in our settings.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Entropic Chaos; Entropic Stability; Entropy; Kac's
model; Local L{\'e}vy central theorem",
}
@Article{Zhao:2013:MLA,
author = "Minzhi Zhao and Huizeng Zhang",
title = "On the maximal length of arithmetic progressions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "79:1--79:21",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2018",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2018",
abstract = "This paper is a continuation of a paper by Benjamini,
Yadin and Zeitouni's on maximal arithmetic progressions
in random subsets. In this paper the asymptotic
distributions of the maximal arithmetic progressions
and arithmetic progressions modulo $n$ relative to an
independent Bernoulli sequence with parameter $p$ are
given. The errors are estimated by using the Chen-Stein
method. Then the almost sure limit behaviour of these
statistics is discussed. Our work extends the previous
results and gives an affirmative answer to the
conjecture raised at the end of that paper.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "arithmetic progression; Bernoulli sequence; Chen-Stein
method; limit distribution",
}
@Article{Birkner:2013:DRW,
author = "Matthias Birkner and Jiri Cerny and Andrej
Depperschmidt and Nina Gantert",
title = "Directed random walk on the backbone of an oriented
percolation cluster",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "80:1--80:35",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2302",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2302",
abstract = "We consider a directed random walk on the backbone of
the infinite cluster generated by supercritical
oriented percolation, or equivalently the space-time
embedding of the ``ancestral lineage'' of an individual
in the stationary discrete-time contact process. We
prove a law of large numbers and an annealed central
limit theorem (i.e., averaged over the realisations of
the cluster) using a regeneration approach.
Furthermore, we obtain a quenched central limit theorem
(i.e., for almost any realisation of the cluster) via
an analysis of joint renewals of two independent walks
on the same cluster.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, dynamical random environment, oriented
percolation, supercritical cluster, central limit
theorem in random environment",
}
@Article{Gadat:2013:LDP,
author = "S{\'e}bastien Gadat and Fabien Panloup and Cl{\'e}ment
Pellegrini",
title = "Large deviation principle for invariant distributions
of memory gradient diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "81:1--81:34",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2031",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2031",
abstract = "In this paper, we consider a class of diffusion
processes based on a memory gradient descent, i.e.
whose drift term is built as the average all along the
trajectory of the gradient of a coercive function U.
Under some classical assumptions on U, this type of
diffusion is ergodic and admits a unique invariant
distribution. In view to optimization applications, we
want to understand the behaviour of the invariant
distribution when the diffusion coefficient goes to 0.
In the non-memory case, the invariant distribution is
explicit and the so-called Laplace method shows that a
Large Deviation Principle (LDP) holds with an explicit
rate function, that leads to a concentration of the
invariant distribution around the global minimums of U.
Here, excepted in the linear case, we have no closed
formula for the invariant distribution but we show that
a LDP can be obtained. Then, in the one-dimensional
case, we get some bounds for the rate function that
lead to the concentration around the global minimum
under some assumptions on the second derivative of U.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Freidlin and Wentzell Theory; Hamilton--Jacobi
Equations; hypoelliptic diffusions.; Large Deviation
Principle; small stochastic perturbations",
}
@Article{Cioica:2013:RBS,
author = "Petru Cioica and Kyeong-Hun Kim and Kijung Lee and
Felix Lindner",
title = "On the {$ L_q(L_p) $}-regularity and {Besov}
smoothness of stochastic parabolic equations on bounded
{Lipschitz} domains",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "82:1--82:41",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2478",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2478",
abstract = "We investigate the regularity of linear stochastic
parabolic equations with zero Dirichlet boundary
condition on bounded Lipschitz domains $ \mathcal {O}
\subset \mathbb {R}^d $ with both theoretical and
numerical purpose. We use N. V. Krylov's framework of
stochastic parabolic weighted Sobole spaces $ \mathfrak
{H}^{\gamma, q}_{p, \theta }(\mathcal {O}, T) $. The
summability parameters $p$ and $q$ in space and time
may differ. Existence and uniqueness of solutions in
these spaces is established and the H{\"o}lder
regularity in time is analysed. Moreover, we prove a
general embedding of weighte $ L_p(\mathcal
{O})$-Sobolev spaces into the scale o Besov spaces $
B^\alpha_{\tau, \tau }(\mathcal {O})$, $ 1 / \tau =
\alpha / d + 1 / p$, $ \alpha > 0$. This leads to a
H{\"o}lder-Besov regularity result for the solution
process. The regularity in this Besov scale determines
the order of convergence that can be achieved by
certain nonlinear approximation schemes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "$L_q(L_p)$-theory; adaptive numerical method; Besov
space; embedding theorem; Lipschitz domain; nonlinear
approximation; H{\"o}lder regularity in time;
quasi-Banach space; Stochastic partial differential
equation; wavelet; weighted Sobolev space",
}
@Article{Falgas-Ravry:2013:DCN,
author = "Victor Falgas-Ravry",
title = "Distribution of components in the $k$-nearest
neighbour random geometric graph for $k$ below the
connectivity threshold",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "83:1--83:22",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2465",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2465",
abstract = "Let $ S_{n, k} $ denote the random geometric graph
obtained by placing points inside a square of area $n$
according to a Poisson point process of intensity $1$
and joining each such point to the $ k = k(n)$ points
of the process nearest to it.\par
In this paper we show that if $ \mathbb {P}(S_{n, k}
\textrm { connected}) > n^{- \gamma_1}$ then the
probability that $ S_{n, k}$ contains a pair of `small'
components `close' to each other is $ o(n^{-c_1})$ (in
a precise sense of `small' and 'close'), for some
absolute constants $ \gamma_1 > 0$ and $ c_1 > 0$. This
answers a question of Walters. (A similar result was
independently obtained by Balister.)\par
As an application of our result, we show that the
distribution of the connected components of $ S_{n, k}$
below the connectivity threshold is asymptotically
Poisson.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random geometric graphs",
}
@Article{Depperschmidt:2013:PPT,
author = "Andrej Depperschmidt and Andreas Greven and Peter
Pfaffelhuber",
title = "Path-properties of the tree-valued {Fleming--Viot}
process",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "84:1--84:47",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2514",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2514",
abstract = "We consider the tree-valued Fleming--Viot process, $
(X t) $, $ t \geq 0 $, with mutation and selection.
This process models the stochastic evolution of the
genealogies and (allelic) types under resampling,
mutation and selection in the population currently
alive in the limit of infinitely large populations.
Genealogies and types are described by (isometry
classes of) marked metric measure spaces. The long-time
limit of the neutral tree-valued Fleming--Viot dynamics
is an equilibrium given via the marked metric measure
space associated with the Kingman coalescent.\par
In the present paper we pursue two closely linked
goals. First, we show that two well-known properties of
the Fleming--Viot genealogies at fixed time t arising
from the properties of the dual, namely the Kingman
coalescent, hold for the whole path. These properties
are related to the geometry of the family tree close to
its leaves. In particular we consider the number and
the size of subfamilies whose individuals are not
further than ? apart in the limit ? ? 0. Second, we
answer two open questions about the sample paths of the
tree-valued Fleming--Viot process. We show that for all
t > 0 almost surely the marked metric measure space Xt
has no atoms and admits a mark function. The latter
property means that all individuals in the tree-valued
Fleming--Viot process can uniquely be assigned a type.
All main results are proven for the neutral case and
then carried over to selective cases via Girsanov's
formula giving absolute continuity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Marked tree-valued Fleming--Viot process, path
properties, selection, mutation, Kingman coalescent",
}
@Article{Yao:2013:CWA,
author = "Changlong Yao",
title = "A {CLT} for winding angles of the arms for critical
planar percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "85:1--85:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2285",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2285",
abstract = "Consider critical percolation in two dimensions. Under
the condition that there are k disjoint alternating
open and closed arms crossing the annulus $ A(l, n) $,
we prove a central limit theorem and variance estimates
for the winding angles of the arms (as $ n \rightarrow
\infty $, $l$ fixed). This result confirms a prediction
of Beffara and Nolin (Ann. Probab. 39: 1286-1304,
2011). Using this theorem, we also get a CLT for the
multiple-armed incipient infinite cluster (IIC)
measures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "arm events.; central limit theorem; critical
percolation; incipient infinite cluster; martingale;
winding angle",
}
@Article{Cipriani:2013:HPM,
author = "Alessandra Cipriani",
title = "High points for the membrane model in the critical
dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "86:1--86:17",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2750",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2750",
abstract = "In this notice we study the fractal structure of the
set of high points for the membrane model in the
critical dimension $ d = 4 $. We are able to compute
the Hausdorff dimension of the set of points which are
atypically high, and also that of clusters, showing
that high points tend not to be evenly spread on the
lattice. We will see that these results follow closely
those obtained by O. Daviaud for the 2-dimensional
discrete Gaussian Free Field.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "biLaplacian; extrema of Gaussian fields; Hausdorff
dimension; Membrane Model; multiscale decomposition",
}
@Article{Berger:2013:DTR,
author = "Noam Berger and Yuval Peres",
title = "Detecting the trail of a random walker in a random
scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "87:1--87:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2367",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2367",
abstract = "Suppose that the vertices of the lattice $ \mathbb
{Z}^d $ are endowed with a random scenery, obtained by
tossing a fair coin at each vertex. A random walker,
starting from the origin, replaces the coins along its
path by i.i.d. biased coins. For which walks and
dimensions can the resulting scenery be distinguished
from the original scenery? We find the answer for
simple random walk, where it does not depend on
dimension, and for walks with a nonzero mean, where a
transition occurs between dimensions three and four. We
also answer this question for other types of graphs and
walks, and raise several new questions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, Random scenery, Relative entropy,
Branching number",
}
@Article{Kraaij:2013:SPM,
author = "Richard Kraaij",
title = "Stationary product measures for conservative particle
systems and ergodicity criteria",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "88:1--88:33",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2513",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2513",
abstract = "We study conservative particle systems on $ W^S $,
where $S$ is countable and $ W = \{ 0, \dots, N \} $ or
$ W = \mathbb {N}$, where the generator reads\par
$$ L f(\eta) = \sum_{x, y} p(x, y) b(\eta_x, \eta_y)
(f(\eta - \delta_x + \delta_y) - f(\eta)). $$
\par
Under assumptions on $b$ and the assumption that $p$ is
finite range, which allow for the exclusion, zero range
and misanthrope processes, we determine exactly what
the stationary product measures are. \par
Furthermore, under the condition that $ p + p^*$, $
p^*(x, y) := p(y, x)$, is irreducible, we show that a
stationary measure $ \mu $ is ergodic if and only if
the tail sigma algebra of the partial sums is trivial
under $ \mu $. This is a consequence of a more general
result on interacting particle systems that shows that
a stationary measure is ergodic if and only if the
sigma algebra of sets invariant under the
transformations of the process is trivial. We apply
this result combined with a coupling argument to the
stationary product measures to determine which product
measures are ergodic. For the case that $W$ is finite,
this gives a complete characterisation.\par
In the case that $ W = \mathbb {N}$, it holds for
nearly all functions $b$ that a stationary product
measure is ergodic if and only if it is supported by
configurations with an infinite amount of particles. We
show that this picture is not complete. We give an
example of a system where $b$ is such that there is a
stationary product measure which is not ergodic, even
though it concentrates on configurations with an
infinite number of particles.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Exclusion process; misanthrope process, stationary
product measures, ergodic measures, coupling;
zero-range process",
}
@Article{Normand:2013:RWV,
author = "Raoul Normand and B{\'a}lint Vir{\'a}g",
title = "Random walks veering left",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "89:1--89:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2523",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2523",
abstract = "We study coupled random walks in the plane such that,
at each step, the walks change direction by a uniform
random angle plus an extra deterministic angle $ \theta
$. We compute the Hausdorff dimension of the $ \theta $
for which the walk has an unusual behavior. This model
is related to a study of the spectral measure of some
random matrices. The same techniques allow to study the
boundary behavior of some Gaussian analytic
functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "coupling; Gaussian analytic function; Hausdorff
dimension; random matrix; Random walk",
}
@Article{Rohan:2013:GEA,
author = "Neelabh Rohan and T. V. Ramanathan",
title = "Geometric ergodicity of asymmetric volatility models
with stochastic parameters",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "90:1--90:12",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-1871",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/1871",
abstract = "In this paper, we consider a general family of
asymmetric volatility models with stationary and
ergodic coefficients. This family can nest several
non-linear asymmetric GARCH models with stochastic
parameters into its ambit. It also generalizes
Markov-switching GARCH and GJR models. The geometric
ergodicity of the proposed process is established.
Sufficient conditions for stationarity and existence of
moments have also been investigated. Geometric
ergodicity of various volatility models with stochastic
parameters has been discussed as special cases.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Asymmetric volatility models; geometric ergodicity;
irreducibility; stationarity, stochastic parameter
GARCH model",
}
@Article{Privault:2013:PAC,
author = "Nicolas Privault and Giovanni Luca Torrisi",
title = "Probability approximation by {Clark--Ocone} covariance
representation",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "91:1--91:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2787",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2787",
abstract = "Based on the Stein method and a general integration by
parts framework we derive various bounds on the
distance between probability measures. We show that
this framework can be implemented on the Poisson space
by covariance identities obtained from the Clark--Ocone
representation formula and derivation operators. Our
approach avoids the use of the inverse of the Ornstein
Uhlenbeck operator as in the existing literature, and
also applies to the Wiener space.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Poisson space, Stein--Chen method, Malliavin calculus,
Clark--Ocone formula",
}
@Article{Merkl:2013:PAV,
author = "Franz Merkl and Silke Rolles",
title = "Perturbation analysis of the {van den Berg Kesten}
inequality for determinantal probability measures",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "92:1--92:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2339",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2339",
abstract = "This paper describes a second order perturbation
analysis of the BK property in the space of Hermitean
determinantal probability measures around the subspace
of product measures, showing that the second order
Taylor approximation of the BK inequality holds for
increasing events.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "BK inequality, determinantal probability measure,
negative association, Reimer's inequality",
}
@Article{Saloff-Coste:2013:LDS,
author = "Laurent Saloff-Coste and Tianyi Zheng",
title = "Large deviations for stable like random walks on {$
\mathbb Z^d $} with applications to random walks on
wreath products",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "93:1--93:35",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2439",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2439",
abstract = "We derive Donsker--Vardhan type results for
functionals of the occupation times when the underlying
random walk on $ \mathbb Z^d $ is in the domain of
attraction of an operator stable law on $ \mathbb R^d
$. Applications to random walks on wreath products
(also known as lamplighter groups) are given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Large deviation; Operator-stable laws; Random walk",
}
@Article{Chen:2013:ASS,
author = "Wei-Kuo Chen",
title = "The {Aizenman--Sims--Starr} scheme and {Parisi}
formula for mixed $p$-spin spherical models",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "94:1--94:14",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2580",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2580",
abstract = "The Parisi formula for the free energy in the
spherical models with mixed even p-spin interactions
was proven in Michel Talagrand. In this paper we study
the general mixed p-spin spherical models including
p-spin interactions for odd p. We establish the
Aizenman Sims-Starr scheme and from this together with
many well-known results and Dmitry Panchenko's recent
proof on the Parisi ultrametricity conjecture, we prove
the Parisi formula.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{OConnell:2013:WVR,
author = "Neil O'Connell and Yuchen Pei",
title = "A $q$-weighted version of the {Robinson--Schensted}
algorithm",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "95:1--95:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2930",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2930",
abstract = "We introduce a $q$-weighted version of the
Robinson--Schensted (column insertion) algorithm which
is closely connected to q Whittaker functions (or
Macdonald polynomials with t=0) and reduces to the
usual Robinson--Schensted algorithm when q=0. The
q-insertion algorithm is `randomised', or `quantum', in
the sense that when inserting a positive integer into a
tableau, the output is a distribution of weights on a
particular set of tableaux which includes the output
which would have been obtained via the usual column
insertion algorithm. There is also a notion of
recording tableau in this setting. We show that the
distribution of weights of the pair of tableaux
obtained when one applies the q-insertion algorithm to
a random word or permutation takes a particularly
simple form and is closely related to q-Whittaker
functions. In the case $ 0 \leq q < 1 $, the
q-insertion algorithm applied to a random word also
provides a new framework for solving the q-TASEP
interacting particle system introduced (in the language
of q-bosons) by Sasamoto and Wadati (1998) and yields
formulas which are equivalent to some of those recently
obtained by Borodin and Corwin (2011) via a stochastic
evolution on discrete Gelfand--Tsetlin patterns (or
semistandard tableaux) which is coupled to the q-TASEP.
We show that the sequence of P-tableaux obtained when
one applies the q-insertion algorithm to a random word
defines another, quite different, evolution on
semistandard tableaux which is also coupled to the
q-TASEP.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Macdonald polynomials; q-Whittaker functions",
}
@Article{Comets:2013:LDC,
author = "Francis Comets and Christophe Gallesco and Serguei
Popov and Marina Vachkovskaia",
title = "On large deviations for the cover time of
two-dimensional torus",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "96:1--96:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2856",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2856",
abstract = "Let $ \mathcal {T}_n $ be the cover time of
two-dimensional discrete torus $ \mathbb {Z}^2_n =
\mathbb {Z}^2 / n \mathbb {Z}^2 $. We prove that $
\mathbb {P}[\mathcal {T}_n \leq \frac {4}{\pi } \gamma
n^2 \ln^2 n] = \exp ( - n^{2(1 - \sqrt {\gamma }) +
o(1)}) $ for $ \gamma \in (0, 1) $. One of the main
methods used in the proofs is the decoupling of the
walker's trace into independent excursions by means of
soft local times.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "hitting time; simple random walk; soft local time",
}
@Article{Ioffe:2013:ASC,
author = "Dmitry Ioffe and Yvan Velenik",
title = "An almost sure {CLT} for stretched polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "97:1--97:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2231",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2231",
abstract = "We prove an almost sure central limit theorem (CLT)
for spatial extension of stretched (meaning subject to
a non-zero pulling force) polymers at very weak
disorder in all dimensions $ d + 1 \geq 4 $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Polymers, random walk representation, random
environment, weak disorder, CLT",
}
@Article{Jerison:2013:IDH,
author = "David Jerison and Lionel Levine and Scott Sheffield",
title = "Internal {DLA} in higher dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "98:1--98:14",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-3137",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3137",
abstract = "Let $ A(t) $ denote the cluster produced by internal
diffusion limited aggregation (internal DLA) with $t$
particles in dimension $ d \geq 3$. We show that $
A(t)$ is approximately spherical, up to an $ O(\sqrt
{\log t})$ error.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "discrete harmonic function; internal diffusion limited
aggregation; martingale; mean value property;
sublogarithmic fluctuations",
}
@Article{Eisenbaum:2013:IPP,
author = "Nathalie Eisenbaum",
title = "Inequalities for permanental processes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "99:1--99:15",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2919",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2919",
abstract = "Permanental processes are a natural extension of the
definition of squared Gaussian processes. Each
one-dimensional marginal of a permanental process is a
squared Gaussian variable, but there is not always a
Gaussian structure for the entire process. The interest
to better know them is highly motivated by the
connection established by Eisenbaum and Kaspi, between
the infinitely divisible permanental processes and the
local times of Markov processes. Unfortunately the lack
of Gaussian structure for general permanental processes
makes their behavior hard to handle. We present here an
analogue for infinitely divisible permanental vectors,
of some well-known inequalities for Gaussian vectors.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Permanental process, Gaussian process, infinite
divisibility, Slepian lemma, concentration inequality",
}
@Article{Dirksen:2013:PSI,
author = "Sjoerd Dirksen and Jan Maas and Jan Neerven",
title = "{Poisson} stochastic integration in {Banach} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "100:1--100:28",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2945",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2945",
abstract = "We prove new upper and lower bounds for Banach
space-valued stochastic integrals with respect to a
compensated Poisson random measure. Our estimates apply
to Banach spaces with non-trivial martingale (co)type
and extend various results in the literature. We also
develop a Malliavin framework to interpret Poisson
stochastic integrals as vector-valued Skorohod
integrals, and prove a Clark--Ocone representation
formula.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic integration, Poisson random measure,
martingale type, UMD Banach spaces, stochastic
convolutions, Malliavin calculus, Clark--Ocone
representation theorem",
}
@Article{Stephenson:2013:GFT,
author = "Robin Stephenson",
title = "General fragmentation trees",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "101:1--101:45",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2703",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2703",
abstract = "We show that the genealogy of any self-similar
fragmentation process can be encoded in a compact
measured real tree. Under some Malthusian hypotheses,
we compute the fractal Hausdorff dimension of this tree
through the use of a natural measure on the set of its
leaves. This generalizes previous work of Haas and
Miermont which was restricted to conservative
fragmentation processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "continuum random trees; fragmentation trees;
self-similar fragmentations",
}
@Article{Bahlali:2013:PMN,
author = "Khaled Bahlali and Lucian Maticiuc and Adrian
Zalinescu",
title = "Penalization method for a nonlinear {Neumann PDE} via
weak solutions of reflected {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "102:1--102:19",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2467",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2467",
abstract = "In this paper we prove an approximation result for the
viscosity solution of a system of semi-linear partial
differential equations with continuous coefficients and
nonlinear Neumann boundary condition. The approximation
we use is based on a penalization method and our
approach is probabilistic. We prove the weak uniqueness
of the solution for the reflected stochastic
differential equation and we approximate it (in law) by
a sequence of solutions of stochastic differential
equations with penalized terms. Using then a suitable
generalized backward stochastic differential equation
and the uniqueness of the reflected stochastic
differential equation, we prove the existence of a
continuous function, given by a probabilistic
representation, which is a viscosity solution of the
considered partial differential equation. In addition,
this solution is approximated by the penalized partial
differential equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Backward stochastic differential equations; Jakubowski
S-topology; Penalization method; Reflecting stochastic
differential equation; Weak solution",
}
@Article{Mountford:2013:MDC,
author = "Thomas Mountford and Daniel Valesin and Qiang Yao",
title = "Metastable densities for the contact process on power
law random graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "103:1--103:36",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2512",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2512",
abstract = "We consider the contact process on a random graph with
fixed degree distribution given by a power law. We
follow the work of Chatterjee and Durrett (2009), who
showed that for arbitrarily small infection parameter $
\lambda $, the survival time of the process is larger
than a stretched exponential function of the number of
vertices, $n$. We obtain sharp bounds for the typical
density of infected sites in the graph, as $ \lambda $
is kept fixed and $n$ tends to infinity. We exhibit
three different regimes for this density, depending on
the tail of the degree law.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "contact process, random graphs",
}
@Article{Kunze:2013:CMP,
author = "Markus Kunze",
title = "On a class of martingale problems on {Banach} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "104:1--104:30",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2924",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2924",
abstract = "We introduce the local martingale problem associated
to semilinear stochastic evolution equations driven by
a cylindrical Wiener process and establish a one-to-one
correspondence between solutions of the martingale
problem and (analytically) weak solutions of the
stochastic equation. We also prove that the solutions
of well-posed equations are strong Markov processes. We
apply our results to semilinear stochastic equations
with additive noise where the semilinear term is merely
measurable and to stochastic reaction-diffusion
equations with H{\"o}lder continuous multiplicative
noise.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local Martingale problem, strong Markov property,
stochastic partial differential equations",
}
@Article{Damron:2013:FCD,
author = "Michael Damron and Hana Kogan and Charles Newman and
Vladas Sidoravicius",
title = "Fixation for coarsening dynamics in {$2$D} slabs",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "105:1--105:20",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-3059",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3059",
abstract = "We study zero-temperature Ising Glauber Dynamics, on $
2 D $ slabs of thickness $ k \geq 2 $. In this model, $
\pm 1$-valued spins at integer sites update according
to majority vote dynamics with two opinions. We show
that all spins reaches a final state (that is, the
system fixates) for $ k = 2$ under free boundary
conditions and for $ k = 2$ or $3$ under periodic
boundary conditions. For thicker slabs there are sites
that fixate and sites that do not.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coarsening, Glauber Dynamics, Ising model",
}
@Article{Bansaye:2013:ECS,
author = "Vincent Bansaye and Juan Carlos Pardo Millan and
Charline Smadi",
title = "On the extinction of continuous state branching
processes with catastrophes",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "106:1--106:31",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2774",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2774",
abstract = "We consider continuous state branching processes
(CSBP's) with additional multiplicative jumps modeling
dramatic events in a random environment. These jumps
are described by a L{\'e}vy process with bounded
variation paths. We construct the associated class of
processes as the unique solution of a stochastic
differential equation. The quenched branching property
of the process allows us to derive quenched and
annealed results and make appear new asymptotic
behaviors. We characterize the Laplace exponent of the
process as the solution of a backward ordinary
differential equation and establish when it becomes
extinct. For a class of processes for which extinction
and absorption coincide (including the $ \alpha $
stable CSBP's plus a drift), we determine the speed of
extinction. Four regimes appear, as in the case of
branching processes in random environment in discrete
time and space. The proofs rely on a fine study of the
asymptotic behavior of exponential functionals of
L{\'e}vy processes. Finally, we apply these results to
a cell infection model and determine the mean speed of
propagation of the infection.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Continuous State Branching Processes, L{\'e}vy
processes, Poisson Point Processes, Random Environment,
Extinction, Long time behavior",
}
@Article{Youssef:2013:ECR,
author = "Pierre Youssef",
title = "Estimating the covariance of random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "107:1--107:26",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2579",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2579",
abstract = "We extend to the matrix setting a recent result of
Srivastava--Vershynin about estimating the covariance
matrix of a random vector. The result can be
interpreted as a quantified version of the law of large
numbers for positive semi-definite matrices which
verify some regularity assumption. Beside giving
examples, we discuss the notion of log-concave matrices
and give estimates on the smallest and largest
eigenvalues of a sum of such matrices.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Riedel:2013:SPD,
author = "Sebastian Riedel and Weijun Xu",
title = "A simple proof of distance bounds for {Gaussian} rough
paths",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "108:1--108:18",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2387",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2387",
abstract = "We derive explicit distance bounds for Stratonovich
iterated integrals along two Gaussian processes (also
known as signatures of Gaussian rough paths) based on
the regularity assumption of their covariance
functions. Similar estimates have been obtained
recently in [Friz-Riedel, AIHP, to appear]. One
advantage of our argument is that we obtain the bound
for the third level iterated integrals merely based on
the first two levels, and this reflects the intrinsic
nature of rough paths. Our estimates are sharp when
both covariance functions have finite $1$-variation,
which includes a large class of Gaussian processes. Two
applications of our estimates are discussed. The first
one gives the a.s. convergence rates for approximated
solutions to rough differential equations driven by
Gaussian processes. In the second example, we show how
to recover the optimal time regularity for solutions of
some rough SPDEs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian rough paths, iterated integrals, signatures",
}
@Article{Pham:2013:SNE,
author = "Triet Pham and Jianfeng Zhang",
title = "Some norm estimates for semimartingales",
journal = j-ELECTRON-J-PROBAB,
volume = "18",
pages = "109:1--109:25",
year = "2013",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v18-2406",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2406",
abstract = "In this paper we introduce a new type of norms for
semimartingales, under both linear and nonlinear
expectations. Our norm is defined in the spirit of
quasimartingales, and it characterizes square
integrable semimartingales. This work is motivated by
our study of zero-sum stochastic differential games,
whose value process is conjectured to be a
semimartingale under a class of probability measures.
As a by product, we establish some a priori estimates
for doubly reflected BSDEs without imposing the
Mokobodski's condition directly.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Semimartingale, quasimartingale, $G$-expectation,
second order backward SDEs, doubly reflected backward
SDEs, Doob--Meyer decomposition",
}
@Article{Gu:2014:IPB,
author = "Yu Gu and Guillaume Bal",
title = "An invariance principle for {Brownian} motion in
random scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "1:1--1:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2894",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2894",
abstract = "We prove an invariance principle for Brownian motion
in Gaussian or Poissonian random scenery by the method
of characteristic functions. Annealed asymptotic limits
are derived in all dimensions, with a focus on the case
of dimension $ d = 2 $, which is the main new
contribution of the paper.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "weak convergence, random media, central limit
theorem",
}
@Article{Abraham:2014:LLCa,
author = "Romain Abraham and Jean-Fran{\c{c}}ois Delmas",
title = "Local limits of conditioned {Galton--Watson} trees:
the infinite spine case",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "2:1--2:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2747",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2747",
abstract = "We give a necessary and sufficient condition for the
convergence in distribution of a conditioned
Galton--Watson tree to Kesten's tree. This yields
elementary proofs of Kesten's result as well as other
known results on local limit of conditioned
Galton--Watson trees. We then apply this condition to
get new results, in the critical and sub-critical
cases, on the limit in distribution of a Galton--Watson
tree conditioned on having a large number of
individuals with out-degree in a given set.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Conditioned Galton--Watson tree, Kesten's tree",
}
@Article{Sulzbach:2014:GLP,
author = "Henning Sulzbach and Ralph Neininger and Michael
Drmota",
title = "A {Gaussian} limit process for optimal {FIND}
algorithms",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "3:1--3:28",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2933",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2933",
abstract = "We consider versions of the FIND algorithm where the
pivot element used is the median of a subset chosen
uniformly at random from the data. For the median
selection we assume that subsamples of size asymptotic
to $ c \cdot n^\alpha $ are chosen, where $ 0 < \alpha
\leq \frac {1}{2} $, $ c > 0 $ and $n$ is the size of
the data set to be split. We consider the complexity of
FIND as a process in the rank to be selected and
measured by the number of key comparisons required.
After normalization we show weak convergence of the
complexity to a centered Gaussian process as $ n \to
\infty $, which depends on $ \alpha $. The proof relies
on a contraction argument for probability distributions
on c{\`a}dl{\`a}g functions. We also identify the
covariance function of the Gaussian limit process and
discuss path and tail properties.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "FIND algorithm, Quickselect, complexity, key
comparisons, functional limit theorem, contraction
method, Gaussian process",
}
@Article{Sheffield:2014:TPR,
author = "Scott Sheffield and Ariel Yadin",
title = "Tricolor percolation and random paths in {$3$D}",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "4:1--4:23",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3073",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3073",
abstract = "We study ``tricolor percolation'' on the regular
tessellation of $ \mathbb {R}^3 $ by truncated
octahedra, which is the three-dimensional analog of the
hexagonal tiling of the plane. We independently assign
one of three colors to each cell according to a
probability vector $ p = (p_1, p_2, p_3) $ and define a
``tricolor edge'' to be an edge incident to one cell of
each color. The tricolor edges form disjoint loops
and/or infinite paths. These loops and paths have been
studied in the physics literature, but little has been
proved mathematically.\par
We show that each $p$ belongs to either the {\em
compact phase} (in which the length of the tricolor
loop passing through a fixed edge is a.s. finite, with
exponentially decaying law) or the {\em extended phase}
(in which the probability that an $ (n \times n \times
n)$ box intersects a tricolor path of diameter at least
$n$ exceeds a positive constant, independent of $n$).
We show that both phases are non-empty and the extended
phase is a closed subset of the probability
simplex.\par
We also survey the physics literature and discuss open
questions, including the following: Does $ p = (1 / 3,
1 / 3, 1 / 3) $ belong to the extended phase? Is there
a.s. an infinite tricolor path for this $p$ ? Are there
infinitely many? Do they scale to Brownian motion? If
$p$ lies on the boundary of the extended phase, do the
long paths have a scaling limit analogous to SLE6 in
two dimensions? What can be shown for the higher
dimensional analogs of this problem?",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "tricolor percolation, vortex models, truncated
octahedron, body centered cubic lattice,
permutahedron",
}
@Article{Holroyd:2014:SDC,
author = "Alexander Holroyd and James Martin",
title = "Stochastic domination and comb percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "5:1--5:16",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2806",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2806",
abstract = "There exists a Lipschitz embedding of a d-dimensional
comb graph (consisting of infinitely many parallel
copies of $ \mathbb {Z}^{d - 1} $ joined by a
perpendicular copy) into the open set of site
percolation on $ \mathbb {Z}^d $, whenever the
parameter $p$ is close enough to 1 or the Lipschitz
constant is sufficiently large. This is proved using
several new results and techniques involving stochastic
domination, in contexts that include a process of
independent overlapping intervals on $ \mathbb {Z} $,
and first-passage percolation on general graphs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "stochastic domination, percolation, comb graph,
Lipschitz embedding, first-passage percolation",
}
@Article{Duquesne:2014:EPC,
author = "Thomas Duquesne and Cyril Labb{\'e}",
title = "On the {Eve} property for {CSBP}",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "6:1--6:31",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2831",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2831",
abstract = "We consider the population model associated to
continuous state branching processes and we are
interested in the so-called Eve property that asserts
the existence of an ancestor with an overwhelming
progeny at large times, and more generally, in the
possible behaviours of the frequencies among the
population at large times. In this paper, we classify
all the possible behaviours according to the branching
mechanism of the continuous state branching process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Continuous state branching process; dust; Eve;
frequency distribution; Grey martingale",
}
@Article{Mijatovic:2014:MCA,
author = "Aleksandar Mijatovic and Matija Vidmar and Saul
Jacka",
title = "{Markov} chain approximations for transition densities
of {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "7:1--7:37",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2208",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2208",
abstract = "We consider the convergence of a continuous-time
Markov chain approximation $ X^h $, $ h > 0 $, to an $
\mathbb {R}^d$-valued L{\'e}vy process $X$. The state
space of $ X^h$ is an equidistant lattice and its
$Q$-matrix is chosen to approximate the generator of
$X$. In dimension one ($ d = 1$), and then under a
general sufficient condition for the existence of
transition densities of $X$, we establish sharp
convergence rates of the normalised probability mass
function of $ X^h$ to the probability density function
of $X$. In higher dimensions ($ d > 1$), rates of
convergence are obtained under a technical condition,
which is satisfied when the diffusion matrix is
non-degenerate.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Levy process, continuous-time Markov chain, spectral
representation, convergence rates for semi-groups and
transition densities",
}
@Article{Graf:2014:FFM,
author = "Robert Graf",
title = "A forest-fire model on the upper half-plane",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "8:1--8:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2625",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2625",
abstract = "We consider a discrete forest-fire model on the upper
half-plane of the two-dimensional square lattice. Each
site can have one of the following two states:
``vacant'' or ``occupied by a tree''. At the starting
time all sites are vacant. Then the process is governed
by the following random dynamics: Trees grow at rate 1,
independently for all sites. If an occupied cluster
reaches the boundary of the upper half plane or if it
is about to become infinite, the cluster is
instantaneously destroyed, i.e., all of its sites turn
vacant. Additionally, we demand that the model is
invariant under translations along the x-axis. We prove
that such a model exists and arises naturally as a
subseqential limit of forest-fire processes in finite
boxes when the box size tends to infinity. Moreover,
the model exhibits a phase transition in the following
sense: There exists a critical time $ t_c $ (which
corresponds with the critical probability $ p_c $ in
ordinary site percolation by $ 1 - e^{-t_c} = p_c$)
such that before $ t_c$, only sites close to the
boundary have been affected by destruction, whereas
after $ t_c$, sites on the entire half-plane have been
affected by destruction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "forest-fire model, upper half-plane, self-organized
criticality, phase transition",
}
@Article{Dedecker:2014:SAE,
author = "J{\'e}r{\^o}me Dedecker and Emmanuel Rio and Florence
Merlev{\`e}de",
title = "Strong approximation of the empirical distribution
function for absolutely regular sequences in {$
{\mathbb R}^d $}",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "9:1--9:56",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2658",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2658",
abstract = "We prove a strong approximation result with rates for
the empirical process associated to an absolutely
regular stationary sequence of random variables with
values in $ {\mathbb R}^d $. As soon as the absolute
regular coefficients of the sequence decrease more
rapidly than $ n^{1 - p} $ for some $ p \in]2, 3] $, we
show that the error of approximation between the
empirical process and a two-parameter Gaussian process
is of order $ n^{1 / p} (\log n)^{\lambda (d)} $ for
some positive $ \lambda (d) $ depending on $d$, both in
$ {\mathbb L}^1$ and almost surely. The power of $n$
being independent of the dimension, our results are
even new in the independent setting, and improve
earlier results. In addition, for absolutely regular
sequences, we show that the rate of approximation is
optimal up to the logarithmic term.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Strong approximation, Kiefer process, empirical
process, stationary sequences, absolutely regular
sequences",
}
@Article{Lochowski:2014:ILL,
author = "Rafa{\l} Marcin {\L}ochowski and Raouf Ghomrasni",
title = "Integral and local limit theorems for level crossings
of diffusions and the {Skorohod} problem",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "10:1--10:33",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2644",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2644",
abstract = "Using a new technique, based on the regularisation of
a c{\`a}dl{\`a}g process via the double Skorohod map,
we obtain limit theorems for integrated numbers of
level crossings of diffusions. This result is related
to the recent results on the limit theorems for the
truncated variation. We also extend to diffusions the
classical result of Kasahara on the ``local'' limit
theorem for the number of crossings of a Wiener
process. We establish the correspondence between the
truncated variation and the double Skorohod map.
Additionally, we prove some auxiliary formulas for the
Skorohod map with time-dependent boundaries.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "level crossings, interval crossings, the Skorohod
problem, diffusions; local time; semimartingales;
truncated variation",
}
@Article{Applebaum:2014:SQS,
author = "David Applebaum and Jan Neerven",
title = "Second quantisation for skew convolution products of
measures in {Banach} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "11:1--11:17",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3031",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3031",
abstract = "We study measures in Banach space which arise as the
skew convolution product of two other measures where
the convolution is deformed by a skew map. This is the
structure that underlies both the theory of Mehler
semigroups and operator self-decomposable measures. We
show how that given such a set-up the skew map can be
lifted to an operator that acts at the level of
function spaces and demonstrate that this is an example
of the well known functorial procedure of second
quantisation. We give particular emphasis to the case
where the product measure is infinitely divisible and
study the second quantisation process in some detail
using chaos expansions when this is either Gaussian or
is generated by a Poisson random measure.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Second quantisation, skew convolution family,
infinitely divisible measure, Wiener--It{\^o}
decomposition, Poisson random measure",
}
@Article{Hajri:2014:SFM,
author = "Hatem Hajri and Olivier Raimond",
title = "Stochastic flows on metric graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "12:1--12:20",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2773",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2773",
abstract = "We study a simple stochastic differential equation
driven by one Brownian motion on a general oriented
metric graph whose solutions are stochastic flows of
kernels. Under some condition, we describe the laws of
all solutions. This work is a natural continuation of
previous works by Hajri, Hajri--Raimond and Le
Jan--Raimond where some particular graphs have been
considered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "metric graphs; Skew Brownian motion; stochastic flows
of kernels; stochastic flows of mappings",
}
@Article{Bollobas:2014:BPG,
author = "B{\'e}la Bollob{\'a}s and Karen Gunderson and Cecilia
Holmgren and Svante Janson and Micha{\l} Przykucki",
title = "Bootstrap percolation on {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "13:1--13:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2758",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2758",
abstract = "Bootstrap percolation is a type of cellular automaton
which has been used to model various physical
phenomena, such as ferromagnetism. For each natural
number $r$, the $r$-neighbour bootstrap process is an
update rule for vertices of a graph in one of two
states: `infected' or `healthy'. In consecutive rounds,
each healthy vertex with at least $r$ infected
neighbours becomes itself infected. Percolation is said
to occur if every vertex is eventually infected.
Usually, the starting set of infected vertices is
chosen at random, with all vertices initially infected
independently with probability $p$. In that case, given
a graph $G$ and infection threshold $r$, a quantity of
interest is the critical probability, $ p_c(G, r)$, at
which percolation becomes likely to occur. In this
paper, we look at infinite trees and, answering a
problem posed by Balogh, Peres and Pete, we show that
for any $ b \geq r$ and for any $ \epsilon > 0$ there
exists a tree $T$ with branching number $ \operatorname
{br}(T) = b$ and critical probability $ p_c(T, r) <
\epsilon $. However, this is false if we limit
ourselves to the well studied family of Galton--Watson
trees. We show that for every $ r \geq 2$ there exists
a constant $ c_r > 0$ such that if $T$ is a Galton-
Watson tree with branching number $ \operatorname
{br}(T) = b \geq r$ then\par
$$ p_c(T, r) > \frac {c_r}{b} e^{- \frac {b}{r - 1}}.
$$
We also show that this bound is sharp up to a factor of
$ O(b)$ by giving an explicit family of Galton--Watson
trees with critical probability bounded from above by $
C_r e^{- \frac {b}{r - 1}}$ for some constant $ C_r >
0$.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bootstrap percolation; branching number;
Galton--Watson trees; infinite trees",
}
@Article{Jahnel:2014:SDM,
author = "Benedikt Jahnel and Christof K{\"u}lske",
title = "Synchronization for discrete mean-field rotators",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "14:1--14:26",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2948",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2948",
abstract = "We analyze a non-reversible mean-field jump dynamics
for discrete q-valued rotators and show in particular
that it exhibits synchronization. The dynamics is the
mean-field analogue of the lattice dynamics
investigated by the same authors which provides an
example of a non-ergodic interacting particle system on
the basis of a mechanism suggested by Maes and
Shlosman.\par
Based on the correspondence to an underlying model of
continuous rotators via a discretization transformation
we show the existence of a locally attractive periodic
orbit of rotating measures. We also discuss global
attractivity, using a free energy as a Lyapunov
function and the linearization of the ODE which
describes typical behavior of the empirical
distribution vector.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "attractive limit cycle; clock model; discretization;
Interacting particle systems; mean-field systems;
non-equilibrium; rotation dynamics; synchronization; XY
model",
}
@Article{Aldous:2014:SIR,
author = "David Aldous",
title = "Scale-invariant random spatial networks",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "15:1--15:41",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2920",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2920",
abstract = "Real-world road networks have an approximate
scale-invariance property; can one devise mathematical
models of random networks whose distributions are
exactly invariant under Euclidean scaling? This
requires working in the continuum plane. We introduce
an axiomatization of a class of processes we call
``scale-invariant random spatial networks'', whose
primitives are routes between each pair of points in
the plane. We prove that one concrete model, based on
minimum-time routes in a binary hierarchy of roads with
different speed limits, satisfies the axioms, and note
informally that two other constructions (based on
Poisson line processes and on dynamic proximity graphs)
are expected also to satisfy the axioms. We initiate
study of structure theory and summary statistics for
general processes in this class.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Poisson process, scale invariance, spatial network",
}
@Article{Simon:2014:CFP,
author = "Thomas Simon",
title = "Comparing {Fr{\'e}chet} and positive stable laws",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "16:1--16:25",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3058",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3058",
abstract = "Let $ {\bf L} $ be the unit exponential random
variable and $ {\bf Z}_\alpha $ the standard positive $
\alpha $-stable random variable. We prove that $ \{ (1
- \alpha) \alpha^{\gamma_\alpha } {\bf Z}_\alpha^{-
\gamma_\alpha }, 0 < \alpha < 1 \} $ is decreasing for
the optimal stochastic order and that $ \{ (1 -
\alpha){\bf Z}_\alpha^{ \gamma_\alpha }, 0 < \alpha < 1
\} $ is increasing for the convex order, with $
\gamma_\alpha = \alpha / (1 - \alpha).$ We also show
that $ \{ \Gamma (1 + \alpha) {\bf Z}_\alpha^{- \alpha
}, 1 / 2 \leq \alpha \leq 1 \} $ is decreasing for the
convex order, that $ {\bf Z}_\alpha^{ \alpha } \,
\prec_{st} \, \Gamma (1 - \alpha) {\bf L}$ and that $
\Gamma (1 + \alpha){\bf Z}_\alpha^{- \alpha } \,
\prec_{cx} \, {\bf L}.$ This allows to compare $ {\bf
Z}_\alpha $ with the two extremal Fr{\'e}chet
distributions corresponding to the behaviour of its
density at zero and at infinity. We also discuss the
applications of these bounds to the strange behaviour
of the median of $ {\bf Z}_\alpha $ and $ {\bf
Z}_\alpha^{- \alpha }$ and to some uniform estimates on
the classical Mittag-Leffler function. Along the way,
we obtain a canonical factorization of $ {\bf Z}_\alpha
$ for $ \alpha $ rational in terms of Beta random
variables. The latter extends to the one-sided branches
of real strictly stable densities.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Convex order; Fr{\'e}chet distribution; Median;
Mittag-Leffler distribution; Mittag-Leffler function;
stable distribution; stochastic order",
}
@Article{Li:2014:LBD,
author = "Xinyi Li and Alain-Sol Sznitman",
title = "A lower bound for disconnection by random
interlacements",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "17:1--17:26",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3067",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3067",
abstract = "We consider the vacant set of random interlacements on
$ \mathbb {Z}^d $, with $d$ bigger or equal to 3, in
the percolative regime. Motivated by the large
deviation principles obtained in our recent work
arXiv:1304.7477, we investigate the asymptotic behavior
of the probability that a large body gets disconnected
from infinity by the random interlacements. We derive
an asymptotic lower bound, which brings into play
tilted interlacements, and relates the problem to some
of the large deviations of the occupation-time profile
considered in arXiv:1304.7477.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "disconnection; large deviations; random
interlacements",
}
@Article{Bovier:2014:EPT,
author = "Anton Bovier and Lisa Hartung",
title = "The extremal process of two-speed branching {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "18:1--18:28",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2982",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2982",
abstract = "We construct and describe the extremal process for
variable speed branching Brownian motion, studied
recently by Fang and Zeitouni, for the case of
piecewise constant speeds; in fact for simplicity we
concentrate on the case when the speed is $ \sigma_1 $
for $ s \leq b t $ and $ \sigma_2 $ when $ b t \leq s
\leq t $. In the case $ \sigma_1 > \sigma_2 $, the
process is the concatenation of two BBM extremal
processes, as expected. In the case $ \sigma_1 <
\sigma_2 $, a new family of cluster point processes
arises, that are similar, but distinctively different
from the BBM process. Our proofs follow the strategy of
Arguin, Bovier, and Kistler.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching Brownian motion, extremal processes, extreme
values, F-KPP equation, cluster point processes",
}
@Article{Haggstrom:2014:FRC,
author = "Olle H{\"a}ggstr{\"o}m and Timo Hirscher",
title = "Further results on consensus formation in the
{Deffuant} model",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "19:1--19:26",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3116",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3116",
abstract = "The so-called Deffuant model describes a pattern for
social interaction, in which two neighboring
individuals randomly meet and share their opinions on a
certain topic, if their discrepancy is not beyond a
given threshold $ \theta $. The major focus of the
analyses, both theoretical and based on simulations,
lies on whether these single interactions lead to a
global consensus in the long run or not. First, we
generalize a result of Lanchier for the Deffuant model
on $ \mathbb {Z} $, determining the critical value for
$ \theta $ at which a phase transition of the long term
behavior takes place, to other distributions of the
initial opinions than i.i.d. uniform on $ [0, 1] $.
Then we shed light on the situations where the
underlying line graph $ \mathbb {Z} $ is replaced by
higher-dimensional lattices $ \mathbb {Z}^d, \ d \geq 2
$, or the infinite cluster of supercritical i.i.d. bond
percolation on these lattices.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Deffuant model, consensus formation, percolation",
}
@Article{Bordenave:2014:EPT,
author = "Charles Bordenave",
title = "Extinction probability and total progeny of
predator-prey dynamics on infinite trees",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "20:1--20:33",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2361",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2361",
abstract = "We consider the spreading dynamics of two nested
invasion clusters on an infinite tree. This model was
defined as the chase-escape model by Kordzakhia and it
admits a limit process, the birth-and-assassination
process, previously introduced by Aldous and Krebs. On
both models, we prove an asymptotic equivalent of the
extinction probability near criticality. In the
subcritical regime, we give a tail bound on the total
progeny of the preys before extinction.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "SIR models, predator-prey dynamics, branching
processes",
}
@Article{Favaro:2014:ANB,
author = "Stefano Favaro and Shui Feng",
title = "Asymptotics for the number of blocks in a conditional
{Ewens--Pitman} sampling model",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "21:1--21:15",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2881",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2881",
abstract = "The study of random partitions has been an active
research area in probability over the last twenty
years. A quantity that has attracted a lot of attention
is the number of blocks in the random partition.
Depending on the area of applications this quantity
could represent the number of species in a sample from
a population of individuals or he number of cycles in a
random permutation, etc. In the context of Bayesian
nonparametric inference such a quantity is associated
with the exchangeable random partition induced by
sampling from certain prior models, for instance the
Dirichlet process and the two parameter
Poisson--Dirichlet process. In this paper we generalize
some existing asymptotic results from this prior
setting to the so-called posterior, or conditional,
setting. Specifically, given an initial sample from a
two parameter Poisson--Dirichlet process, we establish
conditional fluctuation limits and conditional large
deviation principles for the number of blocks generated
by a large additional sample.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Bayesian nonparametrics; Dirichlet process;
Ewens--Pitman sampling model; exchangeable random
partition; fluctuation limit; large deviations; two
parameter Poisson--Dirichlet process",
}
@Article{Berard:2014:LPP,
author = "Jean B{\'e}rard and Pascal Maillard",
title = "The limiting process of {$N$}-particle branching
random walk with polynomial tails",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "22:1--22:17",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3111",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3111",
abstract = "We consider a system of $N$ particles on the real line
that evolves through iteration of the following steps:
(1) every particle splits into two, (2) each particle
jumps according to a prescribed displacement
distribution supported on the positive reals and (3)
only the $N$ right most particles are retained, the
others being removed from the system. This system has
been introduced in the physics literature as an example
of a microscopic stochastic model describing the
propagation of a front. Its behavior for large $N$ is
now well understood --- both from a physical and
mathematical viewpoint --- in the case where the
displacement distribution admits exponential moments.
Here, we consider the case of displacements with
regularly varying tails, where the relevant space and
time scales are markedly different. We characterize the
behavior of the system for two distinct asymptotic
regimes. First, we prove convergence in law of the
rescaled positions of the particles on a time scale of
order $ \log N$ and give a construction of the limit
based on the records of a space time Poisson point
process. Second, we determine the appropriate scaling
when we let first the time horizon, then $N$ go to
infinity.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching random walk; heavy-tailed distribution;
selection",
}
@Article{Otto:2014:IMS,
author = "Felix Otto and Hendrik Weber and Maria
Westdickenberg",
title = "Invariant measure of the stochastic {Allen--Cahn}
equation: the regime of small noise and large system
size",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "23:1--23:76",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2813",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2813",
abstract = "We study the invariant measure of the one-dimensional
stochastic Allen Cahn equation for a small noise
strength and a large but finite system with so-called
Dobrushin boundary conditions, i.e., inhomogeneous $
\pm 1 $ Dirichlet boundary conditions that enforce at
least one transition layer from $ - 1 $ to $1$. (Our
methods can be applied to other boundary conditions as
well.) We are interested in the competition between the
``energy'' that should be minimized due to the small
noise strength and the ``entropy'' that is induced by
the large system size.\par
Specifically, in the context of system sizes that are
exponential with respect to the inverse noise
strength---up to the ``critical'' exponential size
predicted by the heuristics---we study the extremely
strained large deviation event of seeing \emph{more
than the one transition layer} between $ \pm 1$ that is
forced by the boundary conditions. We capture the
competition between energy and entropy through upper
and lower bounds on the probability of these unlikely
extra transition layers. Our bounds are sharp on the
exponential scale and imply in particular that the
probability of having one and only one transition from
$ - 1$ to $ + 1$ is exponentially close to one. Our
second result then studies the distribution of the
transition layer. In particular, we establish that, on
a super-logarithmic scale, the position of the
transition layer is approximately uniformly
distributed.\par
In our arguments we use local large deviation bounds,
the strong Markov property, the symmetry of the
potential, and measure-preserving reflections.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "invariant measure; large deviations; stochastic
partial differential equation",
}
@Article{Bertoin:2014:NGF,
author = "Jean Bertoin",
title = "On the non-{Gaussian} fluctuations of the giant
cluster for percolation on random recursive trees",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "24:1--24:15",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2822",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2822",
abstract = "We consider a Bernoulli bond percolation on a random
recursive tree of size $ n \gg 1 $, with supercritical
parameter $ p_n = 1 - c / \ln n $ for some $ c > 0 $
fixed. It is known that with high probability, there
exists then a unique giant cluster of size $ G_n \sim
e^{-c}n $, and it follows from a recent result of
Schweinsberg that $ G_n $ has non-Gaussian
fluctuations. We provide an explanation of this by
analyzing the effect of percolation on different phases
of the growth of recursive trees. This alternative
approach may be useful for studying percolation on
other classes of trees, such as for instance regular
trees.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random recursive tree, giant cluster, fluctuations,
super-critical percolation",
}
@Article{Kosygina:2014:EER,
author = "Elena Kosygina and Martin Zerner",
title = "Excursions of excited random walks on integers",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "25:1--25:25",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2940",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2940",
abstract = "Several phase transitions for excited random walks on
the integers are known to be characterized by a certain
drift parameter $ \delta \in \mathbb R $. For
recurrence/transience the critical threshold is $ |
\delta | = 1 $, for ballisticity it is $ | \delta | = 2
$ and for diffusivity $ | \delta | = 4 $. In this paper
we establish a phase transition at $ | \delta | = 3 $.
We show that the expected return time of the walker to
the starting point, conditioned on return, is finite
iff $ | \delta | > 3 $. This result follows from an
explicit description of the tail behaviour of the
return time as a function of $ \delta $, which is
achieved by diffusion approximation of related
branching processes by squared Bessel processes.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "branching process, cookie walk, diffusion
approximation, excited random walk, excursion, squared
Bessel process, return time, strong transience",
}
@Article{Basdevant:2014:SLB,
author = "Anne-Laure Basdevant and Nathana{\"e}l Enriquez and
Lucas Gerin and Jean-Baptiste Gou{\'e}r{\'e}",
title = "The shape of large balls in highly supercritical
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "26:1--26:14",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3062",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3062",
abstract = "We exploit a connection between distances in the
infinite percolation cluster, when the parameter is
close to one, and the discrete-time TASEP on Z. This
shows that when the parameter goes to one, large balls
in the cluster are asymptotically shaped near the axes
like arcs of parabola.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "first-passage percolation; supercritical percolation;
TASEP",
}
@Article{Tropp:2014:SMP,
author = "Joel Tropp and Richard Chen",
title = "Subadditivity of matrix phi-entropy and concentration
of random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "27:1--27:30",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2964",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2964",
abstract = "This paper considers a class of entropy functionals
defined for random matrices, and it demonstrates that
these functionals satisfy a subadditivity property.
Several matrix concentration inequalities are derived
as an application of this result.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Entropy; inequalities; large deviations; random
matrices",
}
@Article{Durrett:2014:CPF,
author = "Rick Durrett and Thomas Liggett and Yuan Zhang",
title = "The contact process with fast voting",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "28:1--28:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3021",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3021",
abstract = "Consider a combination of the contact process and the
voter model in which deaths occur at rate 1 per site,
and across each edge between nearest neighbors births
occur at rate $ \lambda $ and voting events occur at
rate $ \theta $. We are interested in the asymptotics
as $ \theta \to \infty $ of the critical value $
\lambda_c(\theta) $ for the existence of a nontrivial
stationary distribution. In $ d \ge 3 $, $
\lambda_c(\theta) \to 1 / (2 d \rho_d) $ where $ \rho_d
$ is the probability a $d$ dimensional simple random
walk does not return to its starting point. In $ d =
2$, $ \lambda_c(\theta) / \log (\theta) \to 1 / 4 \pi
$, while in $ d = 1$, $ \lambda_c(\theta) / \theta^{1 /
2}$ has $ \liminf \ge 1 / \sqrt {2}$ and $ \limsup <
\infty $. The lower bound might be the right answer,
but proving this, or even getting a reasonable upper
bound, seems to be a difficult problem.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "contact process, voter model, block construction",
}
@Article{Jourdain:2014:SNL,
author = "Benjamin Jourdain and Julien Reygner",
title = "The small noise limit of order-based diffusion
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "29:1--29:36",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2906",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2906",
abstract = "In this article, we introduce and study order-based
diffusion processes. They are the solutions to
multidimensional stochastic differential equations with
constant diffusion matrix, proportional to the
identity, and drift coefficient depending only on the
ordering of the coordinates of the process. These
processes describe the evolution of a system of
Brownian particles moving on the real line with
piecewise constant drifts, and are the natural
generalization of the rank-based diffusion processes
introduced in stochastic portfolio theory or in the
probabilistic interpretation of nonlinear evolution
equations. Owing to the discontinuity of the drift
coefficient, the corresponding ordinary differential
equations are ill-posed. Therefore, the small noise
limit of order-based diffusion processes is not covered
by the classical Freidlin--Wentzell theory. The
description of this limit is the purpose of this
article.\par
We first give a complete analysis of the two-particle
case. Despite its apparent simplicity, the small noise
limit of such a system already exhibits various
behaviours. In particular, depending on the drift
coefficient, the particles can either stick into a
cluster, the velocity of which is determined by
elementary computations, or drift away from each other
at constant velocity, in a random ordering. The
persistence of randomness in the small noise limit is
of the very same nature as in the pioneering works by
Veretennikov (Mat. Zametki, 1983) and Bafico and Baldi
(Stochastics, 1981) concerning the so-called Peano
phenomenon.\par
In the case of rank-based processes, we use a simple
convexity argument to prove that the small noise limit
is described by the sticky particle dynamics introduced
by Brenier and Grenier (SIAM J. Numer. Anal., 1998),
where particles travel at constant velocity between
collisions, at which they stick together. In the
general case of order-based processes, we give a
sufficient condition on the drift for all the particles
to aggregate into a single cluster, and compute the
velocity of this cluster. Our argument consists in
turning the study of the small noise limit into the
study of the long time behaviour of a suitably rescaled
process, and then exhibiting a Lyapunov functional for
this rescaled process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Lyapunov functional; Order-based diffusion process;
Peano phenomenon; small noise; sticky particle
dynamics",
}
@Article{Kuznetsov:2014:HTZ,
author = "Alexey Kuznetsov and Andreas Kyprianou and Juan Carlos
Pardo and Alexander Watson",
title = "The hitting time of zero for a stable process",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "30:1--30:26",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2647",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2647",
abstract = "For any two-sided jumping $ \alpha $-stable process,
where $ 1 < \alpha < 2$, we find an explicit identity
for the law of the first hitting time of the origin.
This complements existing work in the symmetric case
and the spectrally one-sided case; cf. Yano--Yano--Yor
(2009) and Cordero (2010), and Peskir (2008)
respectively. We appeal to the Lamperti--Kiu
representation of Chaumont--Panti--Rivero (2011) for
real-valued self similar Markov processes. Our main
result follows by considering a vector-valued
functional equation for the Mellin transform of the
integrated exponential Markov additive process in the
Lamperti--Kiu representation. We conclude our
presentation with some applications.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Levy processes, stable processes, positive
self-similar Markov processes",
}
@Article{Bjornberg:2014:RBP,
author = "Jakob Bj{\"o}rnberg and Sigurdur Stef{\'a}nsson",
title = "Recurrence of bipartite planar maps",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "31:1--31:40",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3102",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3102",
abstract = "This paper concerns random bipartite planar maps which
are defined by assigning weights to their faces. The
paper presents a threefold contribution to the theory.
Firstly, we prove the existence of the local limit for
all choices of weights and describe it in terms of an
infinite mobile. Secondly, we show that the local limit
is in all cases almost surely recurrent. And thirdly,
we show that for certain choices of weights the local
limit has exactly one face of infinite degree and has
in that case spectral dimension 4/3 (the latter
requires a mild moment condition).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local limits; Planar maps; random walk; simply
generated trees",
}
@Article{Bass:2014:SDE,
author = "Richard Bass",
title = "A stochastic differential equation with a sticky
point",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "32:1--32:22",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2350",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2350",
abstract = "We consider a degenerate stochastic differential
equation that has a sticky point in the Markov process
sense. We prove that weak existence and weak uniqueness
hold, but that pathwise uniqueness does not hold nor
does a strong solution exist.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion; diffusions; sticky point; stochastic
differential equations",
}
@Article{Alex:2014:ILL,
author = "Bloemendal Alex and L{\'a}szl{\'o} Erd{\H{o}}s and
Antti Knowles and Horng-Tzer Yau and Jun Yin",
title = "Isotropic local laws for sample covariance and
generalized {Wigner} matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "33:1--33:53",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3054",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3054",
abstract = "We consider sample covariance matrices of the form $
X^*X $, where $X$ is an $ M \times N$ matrix with
independent random entries. We prove the isotropic
local Marchenko--Pastur law, i.e., we prove that the
resolvent $ (X^* X - z)^{-1}$ converges to a multiple
of the identity in the sense of quadratic forms. More
precisely, we establish sharp high-probability bounds
on the quantity $ \langle v, (X^* X - z)^{-1}w \rangle
- \langle v, w \rangle m(z)$, where $m$ is the
Stieltjes transform of the Marchenko--Pastur law and $
v, w \in \mathbb {C}^N$. We require the logarithms of
the dimensions $M$ and $N$ to be comparable. Our result
holds down to scales $ \Im z \geq N^{-1 + \varepsilon
}$ and throughout the entire spectrum away from 0. We
also prove analogous results for generalized Wigner
matrices.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Sosoe:2014:CED,
author = "Philippe Sosoe and Percy Wong",
title = "Convergence of the eigenvalue density for {Laguerre}
beta ensembles on short scales",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "34:1--34:18",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2638",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2638",
abstract = "In this note, we prove that the normalized trace of
the resolvent of the beta-Laguerre ensemble eigenvalues
is close to the Stieltjes transform of the
Marchenko--Pastur (MP) distribution with very high
probability, for values of the imaginary part greater
than $ m^{1 + \varepsilon } $. As an immediate
corollary, we obtain convergence of the one-point
density to the MP law on short scales. The proof serves
to illustrate some simplifications of the method
introduced in our previous work to prove a local
semi-circle law for Gaussian beta-ensembles.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Ranbom Matrices, Beta Ensembles, Marchenko--Pastur
law",
}
@Article{Coupier:2014:CPQ,
author = "David Coupier and David Dereudre",
title = "Continuum percolation for {Quermass} model",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "35:1--35:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2298",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2298",
abstract = "The continuum percolation for Markov (or Gibbs)
germ-grain models is investigated. The grains are
assumed circular with random radii on a compact
support. The morphological interaction is the so-called
Quermass interaction defined by a linear combination of
the classical Minkowski functionals (area, perimeter
and Euler--Poincar{\'e} characteristic). We show that
the percolation occurs for any coefficient of this
linear combination and for a large enough activity
parameter. An application to the phase transition of
the multi-type quermass model is given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic geometry, Gibbs point process, germ-grain
model, Quermass interaction, percolation, phase
transition",
}
@Article{Alili:2014:MLT,
author = "Larbi Alili and Ching-Tang Wu",
title = "{M{\"u}ntz} linear transforms of {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "36:1--36:15",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2424",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2424",
abstract = "We consider a class of Volterra linear transforms of
Brownian motion associated to a sequence of M{\"u}ntz
Gaussian spaces and determine explicitly their kernels;
the kernels take a simple form when expressed in terms
of M{\"u}ntz-Legendre polynomials. These are new
explicit examples of progressive Gaussian enlargement
of a Brownian filtration. We give a necessary and
sufficient condition for the existence of kernels of
infinite order associated to an infinite dimensional
M{\"u}ntz Gaussian space; we also examine when the
transformed Brownian motion remains a semimartingale in
the filtration of the original process. This completes
some already obtained partial answers to the
aforementioned problems in the infinite dimensional
case.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Enlargement of filtration; Gaussian process;
noncanonical representation; self-reproducing kernel;
M{\"u}ntz polynomials; Volterra representation",
}
@Article{Elie:2014:ENB,
author = "Romuald Elie and Mathieu Rosenbaum and Marc Yor",
title = "On the expectation of normalized {Brownian}
functionals up to first hitting times",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "37:1--37:23",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3049",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3049",
abstract = "Let $B$ be a Brownian motion and $ T_1$ its first
hitting time of the level $1$. For $U$ a uniform random
variable independent of $B$, we study in depth the
distribution of $ B_{UT_1} / \sqrt {T_1}$, that is the
rescaled Brownian motion sampled at uniform time. In
particular, we show that this variable is centered.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion, hitting times, scaling, random
sampling, Bessel process, Brownian meander, Ray--Knight
theorem, Feynman--Kac formula",
}
@Article{Gaunt:2014:VGA,
author = "Robert Gaunt",
title = "Variance-{Gamma} approximation via {Stein}'s method",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "38:1--38:33",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3020",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3020",
abstract = "Variance-Gamma distributions are widely used in
financial modelling and contain as special cases the
normal, Gamma and Laplace distributions. In this paper
we extend Stein's method to this class of
distributions. In particular, we obtain a Stein
equation and smoothness estimates for its solution.
This Stein equation has the attractive property of
reducing to the known normal and Gamma Stein equations
for certain parameter values. We apply these results
and local couplings to bound the distance between sums
of the form $ \sum_{i, j, k = 1}^{m, n, r}X_{ik}Y_{jk}
$, where the $ X_{ik} $ and $ Y_{jk} $ are independent
and identically distributed random variables with zero
mean, by their limiting Variance-Gamma distribution.
Through the use of novel symmetry arguments, we obtain
a bound on the distance that is of order $ m^{-1} +
n^{-1} $ for smooth test functions. We end with a
simple application to binary sequence comparison.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "rates of convergence; Stein's method; Variance-Gamma
approximation",
}
@Article{Chazottes:2014:TFL,
author = "Jean-Ren{\'e} Chazottes and Frank Redig",
title = "Thermodynamic formalism and large deviations for
multiplication-invariant potentials on lattice spin
systems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "39:1--39:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3189",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3189",
abstract = "We introduce the multiplicative Ising model and prove
basic properties of its thermodynamic formalism such as
existence of pressure and entropies. We generalize to
one-dimensional `layer-unique' Gibbs measures for which
the same results can be obtained. For more general
models associated to a $d$-dimensional multiplicative
invariant potential, we prove a large deviation theorem
in the uniqueness regime for averages of multiplicative
shifts of general local functions. This thermodynamic
formalism is motivated by the statistical properties of
multiple ergodic averages.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Monter:2014:IDF,
author = "Sergio Almada Monter and Amarjit Budhiraja",
title = "Infinite dimensional forward--backward stochastic
differential equations and the {KPZ} equation",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "40:1--40:21",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2709",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2709",
abstract = "Kardar-Parisi-Zhang (KPZ) equation is a quasilinear
stochastic partial differential equation (SPDE) driven
by a space-time white noise. In recent years there have
been several works directed towards giving a rigorous
meaning to a solution of this equation. Bertini,
Cancrini and Giacomin have proposed a notion of a
solution through a limiting procedure and a certain
renormalization of the nonlinearity. In this work we
study connections between the KPZ equation and certain
infinite dimensional forward--backward stochastic
differential equations. Forward-backward equations with
a finite dimensional noise have been studied
extensively, mainly motivated by problems in
mathematical finance. Equations considered here differ
from the classical works in that, in addition to having
an infinite dimensional driving noise, the associated
SPDE involves a non-Lipschitz (specifically, a
quadratic) function of the gradient. Existence and
uniqueness of solutions of such infinite dimensional
forward--backward equations is established and the
terminal values of the solutions are then used to give
a new probabilistic representation for the solution of
the KPZ equation.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "KPZ Equation, Backward SDE, Feynman--Kac",
}
@Article{Su:2014:BRW,
author = "Wei Su",
title = "Branching random walks and contact processes on
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "41:1--41:12",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3118",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3118",
abstract = "We consider branching random walks and contact
processes on infinite, connected, locally finite graphs
whose reproduction and infectivity rates across edges
are inversely proportional to vertex degree. We show
that when the ambient graph is a Galton--Watson tree
then, in certain circumstances, the branching random
walks and contact processes will have weak survival
phases. We also provide bounds on critical values.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Branching Random Walk; Contact Process; Galton--Watson
Tree; Phase Transition",
}
@Article{Andreoletti:2014:SVS,
author = "Pierre Andreoletti and Pierre Debs",
title = "Spread of visited sites of a random walk along the
generations of a branching process",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "42:1--42:22",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2790",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2790",
abstract = "In this paper we consider a null recurrent random walk
in random environment on a super-critical
Galton--Watson tree. We consider the case where the
log-Laplace transform $ \psi $ of the branching process
satisfies $ \psi (1) = \psi '(1) = 0 $ for which G.
Faraud, Y. Hu and Z. Shi have shown that, with
probability one, the largest generation visited by the
walk, until the instant $n$, is of the order of $ (\log
n)^3$. We already proved that the largest generation
entirely visited behaves almost surely like $ \log n$
up to a constant. Here we study how the walk visits the
generations $ \ell = (\log n)^{1 + \zeta }$, with $ 0 <
\zeta < 2$. We obtain results in probability giving the
asymptotic logarithmic behavior of the number of
visited sites at a given generation. We prove that
there is a phase transition at generation $ (\log n)^2$
for the mean of visited sites until $n$ returns to the
root. Also we show that the visited sites spread all
over the tree until generation $ \ell $.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "random walks, random environment, trees, branching
random walk",
}
@Article{ORourke:2014:LRP,
author = "Sean O'Rourke and David Renfrew",
title = "Low rank perturbations of large elliptic random
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "43:1--43:65",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3057",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3057",
abstract = "We study the asymptotic behavior of outliers in the
spectrum of bounded rank perturbations of large random
matrices. In particular, we consider perturbations of
elliptic random matrices which generalize both Wigner
random matrices and non-Hermitian random matrices with
iid entries. As a consequence, we recover the results
of Capitaine, Donati-Martin, and F{\'e}ral for
perturbed Wigner matrices as well as the results of Tao
for perturbed random matrices with iid entries. Along
the way, we prove a number of interesting results
concerning elliptic random matrices whose entries have
finite fourth moment; these results include a bound on
the least singular value and the asymptotic behavior of
the spectral radius.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "elliptic random matrix; low rank perturbation; Wigner
matrix",
}
@Article{Denis:2014:MPQ,
author = "Laurent Denis and Anis Matoussi and Jing Zhang",
title = "Maximum principle for quasilinear stochastic {PDEs}
with obstacle",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "44:1--44:32",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2716",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2716",
abstract = "We prove a maximum principle for local solutions of
quasi linear stochastic PDEs with obstacle (in short
OSPDE). The proofs are based on a version of It{\^o}'s
formula and estimates for the positive part of a local
solution which is non-positive on the lateral
boundary.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Stochastic PDE's, Obstacle problems, It{\^o}'s
formula, $L^p-$estimate, Local solution, Comparison
theorem, Maximum principle, Moser iteration",
}
@Article{Eldan:2014:VPC,
author = "Ronen Eldan",
title = "Volumetric properties of the convex hull of an
$n$-dimensional {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "45:1--45:34",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2571",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2571",
abstract = "Let $K$ be the convex hull of the path of a standard
brownian motion $ B(t)$ in $ R^n$, taken at time $ 0 <
t < 1$. We derive formulas for the expected volume and
surface area of $K$. Moreover, we show that in order to
approximate $K$ by a discrete version of $K$, namely by
the convex hull of a random walk attained by taking $
B(t_n)$ at discrete (random) times, the number of steps
that one should take in order for the volume of the
difference to be relatively small is of order $ n^3$.
Next, we show that the distribution of facets of $K$ is
in some sense scale invariant: for any given family of
simplices (satisfying some compactness condition), one
expects to find in this family a constant number of
facets of $ t K$ as $t$ approaches infinity. Finally,
we discuss some possible extensions of our methods and
suggest some further research.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Vollering:2014:VIG,
author = "Florian V{\"o}llering",
title = "A variance inequality for {Glauber} dynamics
applicable to high and low temperature regimes",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "46:1--46:21",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2791",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2791",
abstract = "A variance inequality for spin-flip systems is
obtained using comparatively weaker knowledge of
relaxation to equilibrium based on coupling estimates
for single site disturbances. We obtain variance
inequalities interpolating between the Poincar{\'e}
inequality and the uniform variance inequality, and a
general weak Poincar{\'e} inequality. For monotone
dynamics the variance inequality can be obtained from
decay of the autocorrelation of the spin at the origin
i.e., from that decay we conclude decay for general
functions. This method is then applied to the low
temperature Ising model, where the time-decay of the
autocorrelation of the origin is extended to arbitrary
quasi-local functions.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Glauber dynamics, weak Poincare inequality, relaxation
to equilibrium, coupling",
}
@Article{Ray:2014:GPH,
author = "Gourab Ray",
title = "Geometry and percolation on half planar
triangulations",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "47:1--47:28",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3238",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3238",
abstract = "We analyze the geometry of domain Markov half planar
triangulations. In [5] it is shown that there exists a
one-parameter family of measures supported on half
planar triangulations satisfying translation invariance
and domain Markov property. We study the geometry of
these maps and show that they exhibit a sharp
phase-transition in view of their geometry at $ \alpha
= 2 / 3 $. For $ \alpha < 2 / 3 $, the maps form a
tree-like stricture with infinitely many small
cut-sets. For $ \alpha > 2 / 3 $, we obtain maps of
hyperbolic nature with exponential growth and anchored
expansion. Some results about the geometry of
percolation clusters on such maps and random walk on
them are also obtained.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "half planar maps, volume growth, anchored expansion,
percolation",
}
@Article{Li:2014:MDC,
author = "Zhongyang Li",
title = "1-2 model, dimers and clusters",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "48:1--48:28",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2563",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2563",
abstract = "The 1-2 model is a probability measure on subgraphs of
the hexagonal lattice, satisfying the condition that
the degree of present edges at each vertex is either 1
or 2. We prove that for any translation-invariant Gibbs
measure of the 1-2 model on the plane, almost surely
there are no infinite paths. Using a measure-preserving
correspondence between 1-2 model configurations on the
hexagonal lattice and perfect matchings on a decorated
graph, we construct an explicit translation-invariant
measure $P$ for 1-2 model configurations on the
bi-periodic hexagonal lattice embedded into the whole
plane. We prove that the behavior of infinite clusters
is different for small and large local weights, which
shows the existence of a phase transition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{dosSantos:2014:NTL,
author = "Renato Soares dos Santos",
title = "Non-trivial linear bounds for a random walk driven by
a simple symmetric exclusion process",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "49:1--49:18",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3159",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3159",
abstract = "Linear bounds are obtained for the displacement of a
random walk in a dynamic random environment given by a
one-dimensional simple symmetric exclusion process in
equilibrium. The proof uses an adaptation of multiscale
renormalization methods of Kesten and Sidoravicius.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, dynamic random environment, exclusion
process, linear bounds, multiscale analysis,
percolation",
}
@Article{Luschgy:2014:CQF,
author = "Harald Luschgy and Gilles Pag{\`e}s",
title = "Constructive quadratic functional quantization and
critical dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "50:1--50:19",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3010",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3010",
abstract = "We propose a constructive proof for the sharp rate of
optimal quadratic functional quantization and we tackle
the asymptotics of the critical dimension for quadratic
functional quantization of Gaussian stochastic
processes as the quantization level goes to infinity,
i.e., the smallest dimensional truncation of an optimal
quantization of the process which is `fully' quantized.
We first establish a lower bound for this critical
dimension based on the regular variation index of the
eigenvalues of the Karhunen--Lo{\`e}ve expansion of the
process. This lower bound is consistent with the
commonly shared sharp rate conjecture (and supported by
extensive numerical experiments). Moreover, we show
that, conversely, optimized quadratic functional
quantizations based on this critical dimension rate are
always asymptotically optimal (strong admissibility
result).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "asymptotically optimal quantizer; Gaussian process;
Karhunen--Lo{\`e}ve expansion; optimal quantizer;
quadratic functional quantization; Shannon's entropy",
}
@Article{Filipovic:2014:IMB,
author = "Damir Filipovi{\'c} and Stefan Tappe and Josef
Teichmann",
title = "Invariant manifolds with boundary for
jump-diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "51:1--51:28",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2882",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2882",
abstract = "We provide necessary and sufficient conditions for
stochastic invariance of finite dimensional
submanifolds with boundary in Hilbert spaces for
stochastic partial differential equations driven by
Wiener processes and Poisson random measures.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Spinka:2014:RWL,
author = "Yinon Spinka and Ron Peled",
title = "Random walk with long-range constraints",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "52:1--52:54",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3060",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3060",
abstract = "We consider a model of a random height function with
long-range constraints on a discrete segment. This
model was suggested by Benjamini, Yadin and Yehudayoff
and is a generalization of simple random walk. The
random function is uniformly sampled from all graph
homomorphisms from the graph $ P_{n, d} $ to the
integers $ \mathbb {Z} $, where the graph $ P_{n, d} $
is the discrete segment $ \{ 0, 1, \ldots, n \} $ with
edges between vertices of different parity whose
distance is at most $ 2 d + 1 $. Such a graph
homomorphism can be viewed as a height function whose
values change by exactly one along edges of the graph $
P_{n, d} $. We also consider a similarly defined model
on the discrete torus.\par
Benjamini, Yadin and Yehudayoff conjectured that this
model undergoes a phase transition from a delocalized
to a localized phase when $d$ grows beyond a threshold
$ c \log n$. We establish this conjecture with the
precise threshold $ \log_2 n$. Our results provide
information on the typical range and variance of the
height function for every given pair of $n$ and $d$,
including the critical case when $ d - \log_2 n$ tends
to a constant.\par
In addition, we identify the local limit of the model,
when $d$ is constant and $n$ tends to infinity, as an
explicitly defined Markov chain.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random walk, random graph homomorphism, phase
transition, Lipschitz function",
}
@Article{Sturm:2014:SCP,
author = "Anja Sturm and Jan Swart",
title = "Subcritical contact processes seen from a typical
infected site",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "53:1--53:46",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2904",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2904",
abstract = "What is the long-time behavior of the law of a contact
process started with a single infected site,
distributed according to counting measure on the
lattice? This question is related to the configuration
as seen from a typical infected site and gives rise to
the definition of so-called eigenmeasures, which are
possibly infinite measures on the set of nonempty
configurations that are preserved under the dynamics up
to a time-dependent exponential factor. In this paper,
we study eigenmeasures of contact processes on general
countable groups in the subcritical regime. We prove
that in this regime, the process has a unique spatially
homogeneous eigenmeasure. As an application, we show
that the law of the process as seen from a typical
infected site, chosen according to a Campbell law,
converges to a long-time limit. We also show that the
exponential decay rate of the expected number of
infected sites is continuously differentiable and
strictly increasing as a function of the recovery rate,
and we give a formula for the derivative in terms of
the long time limit law of the process as seen from a
typical infected site.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Contact process, exponential growth rate,
eigenmeasure, Campbell law, Palm law, quasi-invariant
law",
}
@Article{Benaych-Georges:2014:CLT,
author = "Florent Benaych-Georges and Alice Guionnet",
title = "Central limit theorem for eigenvectors of heavy tailed
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "54:1--54:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3093",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3093",
abstract = "We consider the eigenvectors of symmetric matrices
with independent heavy tailed entries, such as matrices
with entries in the domain of attraction of $ \alpha
$-stable laws, or adjacency matrices of
Erd{\H{o}}s--R{\'e}nyi graphs. We denote by $ U =
[u_{ij}]$ the eigenvectors matrix (corresponding to
increasing eigenvalues) and prove that the bivariate
process\par
$$ B^n_{s, t} := n^{-1 / 2} \sum_{1 \leq i \leq ns, 1
\leq j \leq nt}(|u_{ij}|^2 - n^{-1}), $$
indexed by $ s, t \in [0, 1]$, converges in law to a
non trivial Gaussian process. An interesting part of
this result is the $ n^{-1 / 2}$ rescaling, proving
that from this point of view, the eigenvectors matrix
$U$ behaves more like a permutation matrix (as it was
proved by Chapuy that for $U$ a permutation matrix, $
n^{-1 / 2}$ is the right scaling) than like a
Haar-distributed orthogonal or unitary matrix (as it
was proved by Rouault and Donati-Martin that for $U$
such a matrix, the right scaling is $1$).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random matrices, heavy tailed random variables,
eigenvectors, central limit theorem",
}
@Article{Labbe:2014:FFV,
author = "Cyril Labb{\'e}",
title = "From flows of {$ \Lambda $}-{Fleming--Viot} processes
to lookdown processes via flows of partitions",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "55:1--55:49",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3192",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3192",
abstract = "The goal of this paper is to unify the lookdown
representation and the stochastic flow of bridges,
which are two approaches to construct the $ \Lambda
$-Fleming--Viot process along with its genealogy. First
we introduce the stochastic flow of partitions and show
that it provides a new formulation of the lookdown
representation. Second we study the asymptotic
behaviour of the $ \Lambda $-Fleming--Viot process and
we provide sufficient conditions for the existence of
an infinite sequence of Eves that generalise the
primitive Eve of Bertoin and Le Gall. Finally under the
condition that this infinite sequence of Eves does
exist, we construct the lookdown representation
pathwise from a flow of bridges.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Coalescent; Exchangeable bridge; Fleming--Viot
process; Lookdown process; Partition; Stochastic flow",
}
@Article{Abraham:2014:LLCb,
author = "Romain Abraham and Jean-Fran{\c{c}}ois Delmas",
title = "Local limits of conditioned {Galton--Watson} trees:
the condensation case",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "56:1--56:29",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3164",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3164",
abstract = "We provide a complete picture of the local convergence
of critical or subcritical Galton--Watson tree
conditioned on having a large number of individuals
with out-degree in a given set. The generic case, where
the limit is a random tree with an infinite spine has
been treated in a previous paper. We focus here on the
non-generic case, where the limit is a random tree with
a node with infinite out-degree. This case corresponds
to the so-called condensation phenomenon.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Galton--Watson, random tree, condensation,
non-extinction, branching process",
}
@Article{Eckhoff:2014:VRP,
author = "Maren Eckhoff and Peter M{\"o}rters",
title = "Vulnerability of robust preferential attachment
networks",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "57:1--57:47",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2974",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2974",
abstract = "Scale-free networks with small power law exponent are
known to be robust, meaning that their qualitative
topological structure cannot be altered by random
removal of even a large proportion of nodes. By
contrast, it has been argued in the science literature
that such networks are highly vulnerable to a targeted
attack, and removing a small number of key nodes in the
network will dramatically change the topological
structure. Here we analyse a class of preferential
attachment networks in the robust regime and prove four
main results supporting this claim: After removal of an
arbitrarily small proportion $ \varepsilon > 0 $ of the
oldest nodes (1) the asymptotic degree distribution has
exponential instead of power law tails; (2) the largest
degree in the network drops from being of the order of
a power of the network size $n$ to being just
logarithmic in $n$; (3) the typical distances in the
network increase from order $ \log \log n$ to order $
\log n$; and (4) the network becomes vulnerable to
random removal of nodes. Importantly, all our results
explicitly quantify the dependence on the proportion $
\varepsilon $ of removed vertices. For example, we show
that the critical proportion of nodes that have to be
retained for survival of the giant component undergoes
a steep increase as $ \varepsilon $ moves away from
zero, and a comparison of this result with similar ones
for other networks reveals the existence of two
different universality classes of robust network
models. The key technique in our proofs is a local
approximation of the network by a branching random walk
with two killing boundaries, and an understanding of
the particle genealogies in this process, which enters
into estimates for the spectral radius of an associated
operator.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Power law, small world, scale-free network,
preferential attachment, Barab{\'a}si-Albert model,
percolation, maximal degree, diameter, network
distance, robustness, vulnerability, multitype
branching process, killed branching random walk",
}
@Article{Fiodorov:2014:CLE,
author = "Artiom Fiodorov and Stephen Muirhead",
title = "Complete localisation and exponential shape of the
parabolic {Anderson} model with {Weibull} potential
field",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "58:1--58:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3203",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3203",
abstract = "We consider the parabolic Anderson model with Weibull
potential field, for all values of the Weibull
parameter. We prove that the solution is eventually
localised at a single site with overwhelming
probability (complete localisation) and, moreover, that
the solution has exponential shape around the
localisation site. We determine the localisation site
explicitly, and derive limit formulae for its distance,
the profile of the nearby potential field and its
ageing behaviour. We also prove that the localisation
site is determined locally, that is, by maximising a
certain time-dependent functional that depends only on:
(i) the value of the potential field in a neighbourhood
of fixed radius around a site; and (ii) the distance of
that site to the origin. Our results extend the class
of potential field distributions for which the
parabolic Anderson model is known to completely
localise; previously, this had only been established in
the case where the potential field distribution has
sub-Gaussian tail decay, corresponding to a Weibull
parameter less than two.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Anderson Hamiltonian; intermittency; localisation;
Parabolic Anderson model; random Schrodinger operator;
spectral gap; Weibull tail",
}
@Article{Gupta:2014:SAS,
author = "Ankit Gupta and Mustafa Khammash",
title = "Sensitivity analysis for stochastic chemical reaction
networks with multiple time-scales",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "59:1--59:53",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3246",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3246",
abstract = "Stochastic models for chemical reaction networks have
become very popular in recent years. For such models,
the estimation of parameter sensitivities is an
important and challenging problem. Sensitivity values
help in analyzing the network, understanding its
robustness properties and also in identifying the key
reactions for a given outcome. Most of the methods that
exist in the literature for the estimation of parameter
sensitivities, rely on Monte Carlo simulations using
Gillespie's stochastic simulation algorithm or its
variants. It is well-known that such simulation methods
can be prohibitively expensive when the network
contains reactions firing at different time-scales,
which is a feature of many important biochemical
networks. For such networks, it is often possible to
exploit the time-scale separation and approximately
capture the original dynamics by simulating a `reduced'
model, which is obtained by eliminating the fast
reactions in a certain way. The aim of this paper is to
tie these model reduction techniques with sensitivity
analysis. We prove that under some conditions, the
sensitivity values for the reduced model can be used to
approximately recover the sensitivity values for the
original model. Through an example we illustrate how
our result can help in sharply reducing the
computational costs for the estimation of parameter
sensitivities for reaction networks with multiple
time-scales. To prove our result, we use coupling
arguments based on the random time change
representation of Kurtz. We also exploit certain
connections between the distributions of the occupation
times of Markov chains and multi-dimensional wave
equations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "chemical reaction network; coupling; multiscale
network; parameter sensitivity; random time change;
reduced models; time-scale separation",
}
@Article{Fitzsimmons:2014:MLS,
author = "Patrick Fitzsimmons and Jay Rosen",
title = "{Markovian} loop soups: permanental processes and
isomorphism theorems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "60:1--60:30",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3255",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3255",
abstract = "We construct loop soups for general Markov processes
without transition densities and show that the
associated permanental process is equal in distribution
to the loop soup local time. This is used to establish
isomorphism theorems connecting the local time of the
original process with the associated permanental
process. Further properties of the loop measure are
studied.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "local times; loop soups; Markov processes; permanental
processes",
}
@Article{DOvidio:2014:MFA,
author = "Mirko D'Ovidio and Roberto Garra",
title = "Multidimensional fractional advection-dispersion
equations and related stochastic processes",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "61:1--61:31",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2854",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2854",
abstract = "In this paper we study multidimensional fractional
advection-dispersion equations involving fractional
directional derivatives both from a deterministic and a
stochastic point of view. For such equations we show
the connection with a class of multidimensional
L{\'e}vy processes. We introduce a novel
L{\'e}vy-Khinchine formula involving fractional
gradients and study the corresponding infinitesimal
generator of multi-dimensional random processes. We
also consider more general fractional transport
equations involving Frobenius--Perron operators and
their stochastic solutions. Finally, some results about
fractional power of second order directional
derivatives and their applications are also provided.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "directional derivatives; fractional advection
equation; Fractional vector calculus",
}
@Article{Bi:2014:PMN,
author = "Hongwei Bi and Jean-Fran{\c{c}}ois Delmas",
title = "A population model with non-neutral mutations using
branching processes with immigration",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "62:1--62:23",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2939",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2939",
abstract = "We consider a stationary continuous model of random
size population with non-neutral mutations using a
continuous state branching process with non-homogeneous
immigration. We assume the type (or mutation) of the
immigrants is random given by a constant mutation rate
measure. We determine some genealogical properties of
this process such as: distribution of the time to the
most recent common ancestor (MRCA), bottleneck effect
at the time to the MRCA (which might be drastic for
some mutation rate measures), favorable type for the
MRCA, asymptotics of the number of ancestors.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bottleneck; branching process; genealogical tree;
immigration; MRCA; non-neutral mutation; population
model",
}
@Article{Garbit:2014:ETC,
author = "Rodolphe Garbit and Kilian Raschel",
title = "On the exit time from a cone for {Brownian} motion
with drift",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "63:1--63:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3169",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3169",
abstract = "We investigate the tail distribution of the first exit
time of Brownian motion with drift from a cone and find
its exact asymptotics for a large class of cones. Our
results show in particular that its exponential
decreasing rate is a function of the distance between
the drift and the cone, whereas the polynomial part in
the asymptotics depends on the position of the drift
with respect to the cone and its polar cone, and
reflects the local geometry of the cone at the points
that minimize the distance to the drift.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Brownian motion with drift; Cone; Exit time; Heat
kernel",
}
@Article{Kersting:2014:EBC,
author = "G{\"o}tz Kersting and Jason Schweinsberg and Anton
Wakolbinger",
title = "The evolving beta coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "64:1--64:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3332",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3332",
abstract = "In mathematical population genetics, it is well known
that one can represent the genealogy of a population by
a tree, which indicates how the ancestral lines of
individuals in the population coalesce as they are
traced back in time. As the population evolves over
time, the tree that represents the genealogy of the
population also changes, leading to a tree-valued
stochastic process known as the evolving coalescent.
Here we will consider the evolving coalescent for
populations whose genealogy can be described by a beta
coalescent, which is known to give the genealogy of
populations with very large family sizes. We show that
as the size of the population tends to infinity, the
evolution of certain functionals of the beta
coalescent, such as the total number of mergers, the
total branch length, and the total length of external
branches, converges to a stationary stable process. Our
methods also lead to new proofs of known asymptotic
results for certain functionals of the non-evolving
beta coalescent.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "beta coalescent, evolving coalescent, total branch
length, total external length, number of mergers,
stable moving average processes",
}
@Article{Handa:2014:EPC,
author = "Kenji Handa",
title = "Ergodic properties for $ \alpha $-CIR models and a
class of generalized {Fleming--Viot} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "65:1--65:25",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2928",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2928",
abstract = "We discuss a Markov jump process regarded as a variant
of the CIR (Cox--Ingersoll--Ross) model and its
infinite-dimensional extension. These models belong to
a class of measure-valued branching processes with
immigration, whose jump mechanisms are governed by
certain stable laws. The main result gives a lower
spectral gap estimate for the generator. As an
application, a certain ergodic property is shown for
the generalized Fleming--Viot process obtained as the
time-changed ratio process.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "CIR model; generalized Fleming--Viot process;
measure-valued branching process; spectral gap",
}
@Article{Bourguin:2014:PIP,
author = "Solesne Bourguin and Giovanni Peccati",
title = "Portmanteau inequalities on the {Poisson} space: mixed
regimes and multidimensional clustering",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "66:1--66:42",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2879",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2879",
abstract = "Using Malliavin operators together with an
interpolation technique inspired by Arratia, Goldstein
and Gordon (1989), we prove a new inequality on the
Poisson space, allowing one to measure the distance
between the laws of a general random vector, and of a
target random element composed of Gaussian and Poisson
random variables. Several consequences are deduced from
this result, in particular: (1) new abstract criteria
for multidimensional stable convergence on the Poisson
space, (2) a class of mixed limit theorems, involving
both Poisson and Gaussian limits, (3) criteria for the
asymptotic independence of U-statistics following
Gaussian and Poisson asymptotic regimes. Our results
generalize and unify several previous findings in the
field. We provide an application to joint sub-graph
counting in random geometric graphs.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Chen--Stein Method; Contractions; Malliavin Calculus;
Poisson Limit Theorems; Poisson Space; Random Graphs;
Total Variation Distance; Wiener Chaos",
}
@Article{Panchenko:2014:RSS,
author = "Dmitry Panchenko",
title = "On the replica symmetric solution of the {K-sat}
model",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "67:1--67:17",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2963",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2963",
abstract = "In this paper we translate Talagrand's solution of the
K-sat model at high temperature into the language of
asymptotic Gibbs measures. Using exact cavity equations
in the infinite volume limit allows us to remove many
technicalities of the inductions on the system size,
which clarifies the main ideas of the proof. This
approach also yields a larger region of parameters
where the system is in a pure state and, in particular,
for small connectivity parameter one can prove the
replica symmetric formula for the free energy at any
temperature.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "spin glasses, random K-sat model, replica symmetric
solution",
}
@Article{Paulin:2014:CDI,
author = "Daniel Paulin",
title = "The convex distance inequality for dependent random
variables, with applications to the stochastic
travelling salesman and other problems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "68:1--68:34",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3261",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3261",
abstract = "We prove concentration inequalities for general
functions of weakly dependent random variables
satisfying the Dobrushin condition. In particular, we
show Talagrand's convex distance inequality for this
type of dependence. We apply our bounds to a version of
the stochastic salesman problem, the Steiner tree
problem, the total magnetisation of the Curie--Weiss
model with external field, and exponential random graph
models. Our proof uses the exchangeable pair method for
proving concentration inequalities introduced by
Chatterjee (2005). Another key ingredient of the proof
is a subclass of $ (a, b)$-self-bounding functions,
introduced by Boucheron, Lugosi and Massart (2009).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "concentration inequalities; Dobrushin condition;
exchangeable pairs; exponential random graph;
reversible Markov chains; sampling without replacement;
Stein's method; Steiner tree; stochastic travelling
salesman problem",
}
@Article{Alm:2014:FCP,
author = "Sven Erick Alm and Svante Janson and Svante
Linusson",
title = "First critical probability for a problem on random
orientations in {$ G(n, p) $}",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "69:1--69:14",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2725",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2725",
abstract = "We study the random graph $ G(n, p) $ with a random
orientation. For three fixed vertices $ s, a, b $ in $
G(n, p) $ we study the correlation of the events $ \{ a
\to s \} $ (there exists a directed path from $a$ to
$s$) and $ \{ s \to b \} $. We prove that
asymptotically the correlation is negative for small
$p$, $ p < \frac {C_1}n$, where $ C_1 \approx 0.3617$,
positive for $ \frac {C_1}n < p < \frac 2 n$ and up to
$ p = p_2 (n)$. Computer aided computations suggest
that $ p_2 (n) = \frac {C_2}n$, with $ C_2 \approx
7.5$. We conjecture that the correlation then stays
negative for $p$ up to the previously known zero at $
\frac 12$; for larger $p$ it is positive.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Random directed graph, correlation, directed paths",
}
@Article{Pitman:2014:RTG,
author = "Jim Pitman and Douglas Rizzolo and Matthias Winkel",
title = "Regenerative tree growth: structural results and
convergence",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "70:1--70:27",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3040",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3040",
abstract = "We introduce regenerative tree growth processes as
consistent families of random trees with n labelled
leaves, n > =1, with a regenerative property at branch
points. This framework includes growth processes for
exchangeably labelled Markov branching trees, as well
as non-exchangeable models such as the alpha-theta
model, the alpha-gamma model and all restricted
exchangeable models previously studied. Our main
structural result is a representation of the growth
rule by a sigma-finite dislocation measure kappa on the
set of partitions of the natural numbers extending
Bertoin's notion of exchangeable dislocation measures
from the setting of homogeneous fragmentations. We use
this representation to establish necessary and
sufficient conditions on the growth rule under which we
can apply results by Haas and Miermont for unlabelled
and not necessarily consistent trees to establish
self-similar random trees and residual mass processes
as scaling limits. While previous studies exploited
some form of exchangeability, our scaling limit results
here only require a regularity condition on the
convergence of asymptotic frequencies under kappa, in
addition to a regular variation condition.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "regenerative composition, Markov branching model,
fragmentation, self-similar tree, continuum random
tree, R-tree, weighted R-tree, recursive random tree",
}
@Article{Heilman:2014:EPO,
author = "Steven Heilman",
title = "{Euclidean} partitions optimizing noise stability",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "71:1--71:37",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3083",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3083",
abstract = "The Standard Simplex Conjecture of Isaksson and Mossel
asks for the partition $ \{ A_i \}_{i = 1}^k $ of $
\mathbb {R}^n $ into $ k \leq n + 1 $ pieces of equal
Gaussian measure of optimal noise stability. That is,
for $ \rho > 0 $, we maximize\par
$$ \sum_{i = 1}^k \int_{\mathbb {R}^n} \int_{\mathbb
{R}^n}1_{A_i}(x)1_{A_i}(x \rho + y \sqrt {1 -
\rho^2})e^{-(x_1^2 + \cdots + x_n^2) / 2}e^{-(y_1^2 +
\cdots + y_n^2) / 2}d x d y. $$
Isaksson and Mossel guessed the best partition for this
problem and proved some applications of their
conjecture. For example, the Standard Simplex
Conjecture implies the Plurality is Stablest
Conjecture. For $ k = 3, n \geq 2 $ and $ 0 < \rho <
\rho_0 (k, n) $, we prove the Standard Simplex
Conjecture. The full conjecture has applications to
theoretical computer science and to geometric
multi-bubble problems (after Isaksson and Mossel).",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Standard simplex, plurality, optimization, MAX-k-CUT,
Unique Games Conjecture",
}
@Article{Kuan:2014:GFF,
author = "Jeffrey Kuan",
title = "The {Gaussian} free field in interlacing particle
systems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "72:1--72:31",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3732",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3732",
abstract = "We show that if an interlacing particle system in a
two-dimensional lattice is a determinantal point
process, and the correlation kernel can be expressed as
a double integral with certain technical assumptions,
then the moments of the fluctuations of the height
function converge to that of the Gaussian free field.
In particular, this shows that a previously studied
random surface growth model with a reflecting wall has
Gaussian free field fluctuations.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Gaussian free field, determinantal point process,
interlacing particles",
}
@Article{Dong:2014:MMD,
author = "Zhao Dong and Xuhui Peng",
title = "{Malliavin} matrix of degenerate {SDE} and gradient
estimate",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "73:1--73:26",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3120",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3120",
abstract = "In this article, we prove that the inverse of
Malliavin matrix belongs to $ L^p(\Omega, \mathbb {P})
$ for a class of degenerate stochastic differential
equation (SDE). The conditions required are similar to
H{\"o}rmander's bracket condition, but we don't need
all coefficients of the SDE are smooth. Furthermore, we
obtain a locally uniform estimate for the Malliavin
matrix and a gradient estimate. We also prove that the
semigroup generated by the SDE is strong Feller. These
results are illustrated through examples.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "H{\"o}rmander condition; Degenerate stochastic
differential equation; Gradient estimate; Malliavin
calculus; Strong Feller",
}
@Article{Bettinelli:2014:SLU,
author = "J{\'e}r{\'e}mie Bettinelli and Emmanuel Jacob and
Gr{\'e}gory Miermont",
title = "The scaling limit of uniform random plane maps, via
the {Ambj{\o}rn--Budd} bijection",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "74:1--74:16",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3213",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3213",
abstract = "We prove that a uniform rooted plane map with n edges
converges in distribution after asuitable normalization
to the Brownian map for the Gromov--Hausdorff topology.
A recent bijection due to Ambj{\o}rn and Budd allows to
derive this result by a direct coupling with a uniform
random quadrangulation with n faces.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "bijections; Brownian map; Gromov--Hausdorff topology;
random maps; random metric spaces; scaling limits",
}
@Article{Evilsizor:2014:EGL,
author = "Stephen Evilsizor and Nicolas Lanchier",
title = "Evolutionary games on the lattice: best-response
dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "75:1--75:12",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-3126",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3126",
abstract = "The best-response dynamics is an example of an
evolutionary game where players update their strategy
in order to maximize their payoff. The main objective
of this paper is to study a stochastic spatial version
of this game based on the framework of interacting
particle systems in which players are located on an
infinite square lattice. In the presence of two
strategies, and calling a strategy selfish or
altruistic depending on a certain ordering of the
coefficients of the underlying payoff matrix, a simple
analysis of the nonspatial mean-field approximation of
the spatial model shows that a strategy is evolutionary
stable if and only if it is selfish, making the system
bistable when both strategies are selfish. The spatial
and nonspatial models agree when at least one strategy
is altruistic. In contrast, we prove that in the
presence of two selfish strategies and in any spatial
dimension, only the most selfish strategy remains
evolutionary stable. The main ingredients of the proof
are monotonicity results and a coupling between the
best-response dynamics properly rescaled in space with
bootstrap percolation to compare the infinite time
limits of both systems.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Interacting particle systems, evolutionary game,
evolutionary stable strategy",
}
@Article{Torres:2014:QVF,
author = "Soledad Torres and Ciprian Tudor and Frederi Viens",
title = "Quadratic variations for the fractional-colored
stochastic heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "76:1--76:51",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2698",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2698",
abstract = "Using multiple stochastic integrals and Malliavin
calculus, we analyze the quadratic variations of a
class of Gaussian processes that contains the linear
stochastic heat equation on $ \mathbf {R}^d $ driven by
a non-white noise which is fractional Gaussian with
respect to the time variable (Hurst parameter $H$) and
has colored spatial covariance of $ \alpha
$-Riesz-kernel type. The processes in this class are
self-similar in time with a parameter $K$ distinct from
$H$, and have path regularity properties which are very
close to those of fractional Brownian motion (fBm) with
Hurst parameter $K$ (in the heat equation case, $ K = H
- (d - \alpha) / 4$ ). However the processes exhibit
marked inhomogeneities which cause naive heuristic
renormalization arguments based on $K$ to fail, and
require delicate computations to establish the
asymptotic behavior of the quadratic variation. A phase
transition between normal and non-normal asymptotics
appears, which does not correspond to the familiar
threshold $ K = 3 / 4$ known in the case of fBm. We
apply our results to construct an estimator for $H$ and
to study its asymptotic behavior.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "fractional Brownian motion; Hurst parameter; Malliavin
calculus; multiple stochastic integral; non-central
limit theorem; quadratic variation; selfsimilarity;
statistical estimation; stochastic heat equation",
}
@Article{Hayashi:2014:HCP,
author = "Masafumi Hayashi and Arturo Kohatsu and Go Yuki",
title = "{H{\"o}lder} continuity property of the densities of
{SDEs} with singular drift coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "77:1--77:22",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2609",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2609",
abstract = "We prove that the solution of stochastic differential
equations with deterministic diffusion coefficient
admits a H{\"o}lder continuous density via a condition
on the integrability of the Fourier transform of the
drift coefficient. In our result, the integrability is
an important factor to determine the order of
H{\"o}lder continuity of the density. Explicit examples
and some applications are given.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "Malliavin Calculus, non-smooth drift, density
function, Fourier analysis",
}
@Article{Menz:2014:BLT,
author = "Georg Menz",
title = "A {Brascamp--Lieb} type covariance estimate",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
pages = "78:1--78:15",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/EJP.v19-2997",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Sep 1 19:06:47 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2997",
abstract = "In this article, we derive a new covariance estimate.
The estimate has a similar structure as the
Brascamp--Lieb inequality and is optimal for
ferromagnetic Gaussian measures. It can be naturally
applied to deduce decay of correlations of lattice
systems of continuous spins. We also discuss the
relation of the new estimate with known estimates like
a weighted estimate due to Helffer \& Ledoux. The main
ingredient of the proof of the new estimate is a
directional Poincar{\'e} inequality which seems to be
unknown.",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
keywords = "decay of correlations, Brascamp--Lieb, lattice
systems, continuous spin",
}
@Article{Menard:2014:PUI,
author = "Laurent M{\'e}nard and Pierre Nolin",
title = "Percolation on uniform infinite planar maps",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "79:1--79:27",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2675",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Boutillier:2014:HRX,
author = "C{\'e}dric Boutillier and B{\'e}atrice de
Tili{\`e}re",
title = "Height representation of {XOR--Ising} loops via
bipartite dimers",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "80:1--80:33",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2449",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hasebe:2014:FID,
author = "Takahiro Hasebe",
title = "Free infinite divisibility for beta distributions and
related ones",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "81:1--81:33",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3448",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ercolani:2014:RPS,
author = "Nicholas M. Ercolani and Sabine Jansen and Daniel
Ueltschi",
title = "Random partitions in statistical mechanics",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "82:1--82:37",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3244",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Darling:2014:RDS,
author = "Richard W. R. Darling and Mathew D. Penrose and Andrew
R. Wade and Sandy L. Zabell",
title = "Rank deficiency in sparse random {$ {\rm GF}[2][2] $}
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "83:1--83:36",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2458",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Wang:2014:SAD,
author = "Ruodu Wang",
title = "Sum of arbitrarily dependent random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "84:1--84:18",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3373",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dobbs:2014:SDT,
author = "Daniel Dobbs and Tai Melcher",
title = "Small deviations for time-changed {Brownian} motions
and applications to second-order chaos",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "85:1--85:23",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2993",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Zhang:2014:GPA,
author = "Lixin Zhang",
title = "A {Gaussian} process approximation for two-color
randomly reinforced urns",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "86:1--86:19",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3432",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dehling:2014:SEC,
author = "Herold Dehling and Olivier Durieu and Marco Tusche",
title = "A sequential empirical {CLT} for multiple mixing
processes with application to {$ B \mathcal {B}
$}-geometrically ergodic {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "87:1--87:26",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3216",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Denisov:2014:LPR,
author = "Denis Denisov and Vladimir Vatutin and Vitali
Wachtel",
title = "Local probabilities for random walks with negative
drift conditioned to stay nonnegative",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "88:1--88:17",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3426",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Flores:2014:FED,
author = "Gregorio R. Moreno Flores and Timo Sepp{\"a}l{\"a}inen
and Benedek Valk{\'o}",
title = "Fluctuation exponents for directed polymers in the
intermediate disorder regime",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "89:1--89:28",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3307",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Acosta:2014:TRM,
author = "Javier Acosta",
title = "Tightness of the recentered maximum of log-correlated
{Gaussian} fields",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "90:1--90:25",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3170",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chen:2014:SCC,
author = "Xin Chen and Xue-Mei Li",
title = "Strong completeness for a class of stochastic
differential equations with irregular coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "91:1--91:34",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3293",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hillion:2014:IPM,
author = "Erwan Hillion",
title = "{$ W_{1, +} $}-interpolation of probability measures
on graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "92:1--92:29",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3336",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Gouezel:2014:MBC,
author = "S{\'e}bastien Gou{\"e}zel and Ian Melbourne",
title = "Moment bounds and concentration inequalities for
slowly mixing dynamical systems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "93:1--93:30",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3427",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berard:2014:LCL,
author = "Jean B{\'e}rard and Pierre {Del Moral} and Arnaud
Doucet",
title = "A lognormal central limit theorem for particle
approximations of normalizing constants",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "94:1--94:28",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3428",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Beiglbock:2014:MID,
author = "Mathias Beiglb{\"o}ck and Marcel Nutz",
title = "Martingale inequalities and deterministic
counterparts",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "95:1--95:15",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3270",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Rhodes:2014:HKD,
author = "R{\'e}mi Rhodes and Christophe Garban and Vincent
Vargas",
title = "On the heat kernel and the {Dirichlet} form of
{Liouville} {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "96:1--96:25",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2950",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kliem:2014:CCR,
author = "Sandra Kliem",
title = "A compact containment result for nonlinear historical
superprocess approximations for population models with
trait-dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "97:1--97:13",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3506",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lin:2014:HMB,
author = "Shen Lin",
title = "The harmonic measure of balls in critical
{Galton--Watson} trees with infinite variance offspring
distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "98:1--98:35",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3498",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Nourdin:2014:ITF,
author = "Ivan Nourdin and Raghid Zeineddine",
title = "An {It{\^o}} type formula for the fractional
{Brownian} motion in {Brownian} time",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "99:1--99:15",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3184",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hansen:2014:CIS,
author = "Niels Richard Hansen and Alexander Sokol",
title = "Causal interpretation of stochastic differential
equations",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "100:1--100:24",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2891",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Balanca:2014:FRL,
author = "Paul Balan{\c{c}}a",
title = "Fine regularity of {L{\'e}vy} processes and linear
(multi)fractional stable motion",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "101:1--101:37",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3393",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Eichelsbacher:2014:NBE,
author = "Peter Eichelsbacher and Christoph Th{\"a}le",
title = "New {Berry--Ess{\'e}en} bounds for non-linear
functionals of {Poisson} random measures",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "102:1--102:25",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3061",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Qinwen:2014:JCS,
author = "Wang Qinwen and Su Zhonggen and Yao Jianfeng",
title = "Joint {CLT} for several random sesquilinear forms with
applications to large-dimensional spiked population
models",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "103:1--103:28",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3339",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Huang:2014:CER,
author = "Chunmao Huang and Quansheng Liu",
title = "Convergence in {$ L^p $} and its exponential rate for
a branching process in a random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "104:1--104:22",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3388",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dick:2014:DEV,
author = "Josef Dick and Daniel Rudolf",
title = "Discrepancy estimates for variance bounding {Markov}
chain quasi-{Monte Carlo}",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "105:1--105:24",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3132",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dembo:2014:WWG,
author = "Amir Dembo and Ruojun Huang and Vladas Sidoravicius",
title = "Walking within growing domains: recurrence versus
transience",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "106:1--106:20",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3272",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Menz:2014:AOR,
author = "Georg Menz",
title = "The approach of {Otto--Reznikoff} revisited",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "107:1--107:27",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3418",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Curien:2014:RSL,
author = "Nicolas Curien and Igor Kortchemski",
title = "Random stable looptrees",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "108:1--108:35",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2732",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Damron:2014:SCF,
author = "Michael Damron and Jack Hanson and Philippe Sosoe",
title = "Subdiffusive concentration in first passage
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "109:1--109:27",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3680",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bally:2014:DBP,
author = "Vlad Bally and Lucia Caramellino",
title = "On the distances between probability density
functions",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "110:1--110:33",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3175",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Heydenreich:2014:SBR,
author = "Markus Heydenreich and Franz Merkl and Silke W. W.
Rolles",
title = "Spontaneous breaking of rotational symmetry in the
presence of defects",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "111:1--111:17",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2971",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Khandwawala:2014:BPM,
author = "Mustafa Khandwawala",
title = "Belief propagation for minimum weight many-to-one
matchings in the random complete graph",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "112:1--112:40",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3491",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chen:2014:TPR,
author = "Jun Chen",
title = "Two particles' repelling random walks on the complete
graph",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "113:1--113:17",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2669",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Allez:2014:SKP,
author = "Romain Allez and Laure Dumaz",
title = "From sine kernel to {Poisson} statistics",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "114:1--114:25",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3742",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Baumdicker:2014:IMG,
author = "Franz Baumdicker and Peter Pfaffelhuber",
title = "The infinitely many genes model with horizontal gene
transfer",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "115:1--115:27",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2642",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Rios-Zertuche:2014:PDN,
author = "Rodolfo Rios-Zertuche",
title = "The pillowcase distribution and near-involutions",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "116:1--116:22",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3626",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Gamlin:2014:ABB,
author = "Samuel L. Gamlin and Antal A. J{\'a}rai",
title = "Anchored burning bijections on finite and infinite
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "117:1--117:23",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3542",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Slominski:2014:WZT,
author = "Leszek Slominski",
title = "On {Wong--Zakai} type approximations of reflected
diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "118:1--118:15",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3425",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Graczyk:2014:SSN,
author = "Piotr Graczyk and Jacek Ma{\l}ecki",
title = "Strong solutions of non-colliding particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "119:1--119:21",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3842",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hsiau:2014:LRF,
author = "Shoou-Ren Hsiau and Yi-Shen Lin and Yi-Ching Yao",
title = "Logconcave reward functions and optimal stopping rules
of threshold form",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "120:1--120:18",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3745",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Durrett:2014:SEG,
author = "Rick Durrett",
title = "Spatial evolutionary games with small selection
coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "121:1--121:64",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3621",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Beghin:2014:FPP,
author = "Luisa Beghin and Mirko D'Ovidio",
title = "Fractional {Poisson} process with random drift",
journal = j-ELECTRON-J-PROBAB,
volume = "19",
number = "??",
pages = "122:1--122:26",
month = "????",
year = "2014",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:18 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/19;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3258",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Fan:2015:EIM,
author = "Xiequan Fan and Ion Grama and Quansheng Liu",
title = "Exponential inequalities for martingales with
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "1:1--1:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3496",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chang:2015:LCD,
author = "Yinshan Chang",
title = "Loop cluster on discrete circles",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "2:1--2:32",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3176",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Mountford:2015:RWG,
author = "Thomas S. Mountford and Maria Eulalia Vares",
title = "Random walks generated by equilibrium contact
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "3:1--3:17",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3439",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Holmgren:2015:LLF,
author = "Cecilia Holmgren and Svante Janson",
title = "Limit laws for functions of fringe trees for binary
search trees and random recursive trees",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "4:1--4:51",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3627",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ayyer:2015:MJP,
author = "Arvind Ayyer and J{\'e}r{\'e}mie Bouttier and Sylvie
Corteel and Fran{\c{c}}ois Nunzi",
title = "Multivariate juggling probabilities",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "5:1--5:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3495",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Alexander:2015:DPR,
author = "Kenneth S. Alexander and G{\"o}khan
Y{\i}ld{\i}r{\i}m",
title = "Directed polymers in a random environment with a
defect line",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "6:1--6:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3379",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Rebeschini:2015:PTN,
author = "Patrick Rebeschini and Ramon van Handel",
title = "Phase transitions in nonlinear filtering",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "7:1--7:46",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3281",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Caputo:2015:MLP,
author = "Pietro Caputo and Fabio Martinelli and Fabio Lucio
Toninelli",
title = "Multi-level pinning problems for random walks and
self-avoiding lattice paths",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "8:1--8:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3849",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Holmgren:2015:ADT,
author = "Cecilia Ingrid Holmgren and Svante Janson",
title = "Asymptotic distribution of two-protected nodes in
ternary search trees",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "9:1--9:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Feb 10 12:30:22 MST 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3577",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Field:2015:EPT,
author = "Laurence S. Field and Gregory F. Lawler",
title = "Escape probability and transience for {SLE}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "10:1--10:14",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3714",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Travers:2015:ILI,
author = "Nicholas Travers",
title = "Inversions and longest increasing subsequence for
$k$-card-minimum random permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "11:1--11:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3602",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Diomande:2015:MPO,
author = "Bakarime Diomande and Adrian Zalinescu",
title = "Maximum principle for an optimal control problem
associated to a stochastic variational inequality with
delay",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "12:1--12:35",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2741",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Burdzy:2015:STG,
author = "Krzysztof Burdzy",
title = "Stirring two grains of sand",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "13:1--13:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3845",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Merlevede:2015:SAA,
author = "Florence Merlev{\`e}de and Emmanuel Rio",
title = "Strong approximation for additive functionals of
geometrically ergodic {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "14:1--14:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3746",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Spiliopoulos:2015:QLD,
author = "Konstantinos Spiliopoulos",
title = "Quenched large deviations for multiscale diffusion
processes in random environments",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "15:1--15:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3729",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Goldschmidt:2015:LBC,
author = "Christina Goldschmidt and B{\'e}n{\'e}dicte Haas",
title = "A line-breaking construction of the stable trees",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "16:1--16:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3690",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lacoin:2015:MPM,
author = "Hubert Lacoin and Augusto Teixeira",
title = "A mathematical perspective on metastable wetting",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "17:1--17:23",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3241",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Louidor:2015:LDE,
author = "Oren Louidor and Will Perkins",
title = "Large deviations for the empirical distribution in the
branching random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "18:1--18:19",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2147",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Levajkovic:2015:SEE,
author = "Tijana Levajkovi{\'c} and Stevan Pilipovi{\'c} and
Dora Sele{\v{s}}i and Milica {\v{Z}}igi{\'c}",
title = "Stochastic evolution equations with multiplicative
noise",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "19:1--19:23",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3696",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Deligiannidis:2015:AVS,
author = "George Deligiannidis and Magda Peligrad and Sergey
Utev",
title = "Asymptotic variance of stationary reversible and
normal {Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "20:1--20:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3183",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Song:2015:RDS,
author = "Yulin Song and Xicheng Zhang",
title = "Regularity of density for {SDEs} driven by degenerate
{L{\'e}vy} noises",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "21:1--21:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3287",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Buraczewski:2015:RCK,
author = "Dariusz Buraczewski and Ewa Damek and Tomasz
Przebinda",
title = "On the rate of convergence in the {Kesten} renewal
theorem",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "22:1--22:35",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3708",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Alishahi:2015:SEU,
author = "Kasra Alishahi and Mohammadsadegh Zamani",
title = "The spherical ensemble and uniform distribution of
points on the sphere",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "23:1--23:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3733",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Guerra:2015:AED,
author = "Enrique Guerra and Alejandro F. Ramirez",
title = "Almost exponential decay for the exit probability from
slabs of ballistic {RWRE}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "24:1--24:17",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3655",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{OConnell:2015:TWA,
author = "Neil O'Connell and Janosch Ortmann",
title = "{Tracy--Widom} asymptotics for a random polymer model
with gamma-distributed weights",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "25:1--25:18",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3787",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Can:2015:MCP,
author = "Van Hao Can and Bruno Schapira",
title = "Metastability for the contact process on the
configuration model with infinite mean degree",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "26:1--26:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3859",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Demichel:2015:DEC,
author = "Yann Demichel and Ana-Karina Fermin and Philippe
Soulier",
title = "The diameter of an elliptical cloud",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "27:1--27:32",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3777",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Roberts:2015:FAC,
author = "Matthew Iain Roberts",
title = "Fine asymptotics for the consistent maximal
displacement of branching {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "28:1--28:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2912",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Sarantsev:2015:TSC,
author = "Andrey Sarantsev",
title = "Triple and simultaneous collisions of competing
{Brownian} particles",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "29:1--29:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3279",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Villemonais:2015:MQS,
author = "Denis Villemonais",
title = "Minimal quasi-stationary distribution approximation
for a birth and death process",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "30:1--30:18",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3482",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Valle:2015:SLR,
author = "Glauco Valle and Luiz Renato Fontes and Leon Alexander
Valencia",
title = "Scaling limit of the radial {Poissonian} web",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "31:1--31:40",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3395",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Andjel:2015:SCP,
author = "Enrique Andjel and Fran{\c{c}}ois Ezanno and Pablo
Groisman and Leonardo T. Rolla",
title = "Subcritical contact process seen from the edge:
Convergence to quasi-equilibrium",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "32:1--32:16",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3881",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Rousselle:2015:QIP,
author = "Arnaud Rousselle",
title = "Quenched invariance principle for random walks on
{Delaunay} triangulations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "33:1--33:32",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4006",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berti:2015:TVF,
author = "Patrizia Berti and Luca Pratelli and Pietro Rigo",
title = "Two versions of the fundamental theorem of asset
pricing",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "34:1--34:21",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3321",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Aldous:2015:CGP,
author = "David Aldous and Daniel Lanoue and Justin Salez",
title = "The compulsive gambler process",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "35:1--35:18",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3582",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Latala:2015:NSC,
author = "Rafa{\l} Lata{\l}a and Tomasz Tkocz",
title = "A note on suprema of canonical processes based on
random variables with regular moments",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "36:1--36:17",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3625",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Grubel:2015:RRT,
author = "Rudolf Gr{\"u}bel and Igor Michailow",
title = "Random recursive trees: a boundary theory approach",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "37:1--37:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3832",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Jacka:2015:CTR,
author = "Saul Jacka and Aleksandar Mijatovic",
title = "Coupling and tracking of regime-switching
martingales",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "38:1--38:39",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2307",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chouk:2015:SSI,
author = "Khalil Chouk and Samy Tindel",
title = "{Skorohod} and {Stratonovich} integration in the
plane",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "39:1--39:39",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3041",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Favaro:2015:LDP,
author = "Stefano Favaro and Shui Feng",
title = "Large deviation principles for the {Ewens--Pitman}
sampling model",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "40:1--40:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3668",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Broman:2015:PCH,
author = "Erik Ivar Broman and Johan Tykesson",
title = "{Poisson} cylinders in hyperbolic space",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "41:1--41:25",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3645",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Adamczak:2015:COU,
author = "Rados{\l}aw Adamczak and Piotr Mi{\l}o{\'s}",
title = "{CLT} for {Ornstein--Uhlenbeck} branching particle
system",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "42:1--42:35",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4233",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berzunza:2015:YPR,
author = "Gabriel Berzunza",
title = "{Yule} processes with rare mutation and their
applications to percolation on $b$-ary trees",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "43:1--43:23",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3789",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Matic:2015:EDW,
author = "Ivan Matic and David Sivakoff",
title = "Excited deterministic walk in a random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "44:1--44:19",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3874",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Limic:2015:DLS,
author = "Vlada Limic and Anna Talarczyk",
title = "Diffusion limits at small times for {$ \Lambda
$}-coalescents with a {Kingman} component",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "45:1--45:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3818",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Perkowski:2015:LTT,
author = "Nicolas Perkowski and David J. Pr{\"o}mel",
title = "Local times for typical price paths and pathwise
{Tanaka} formulas",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "46:1--46:15",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3534",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Drewitz:2015:HDA,
author = "Alexander Drewitz and Pierre-Fran{\c{c}}ois
Rodriguez",
title = "High-dimensional asymptotics for percolation of
{Gaussian} free field level sets",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "47:1--47:39",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3416",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Juszczyszyn:2015:HTP,
author = "Tomasz Juszczyszyn and Mateusz Kwa{\'s}nicki",
title = "Hitting times of points for symmetric {L{\'e}vy}
processes with completely monotone jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "48:1--48:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3440",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Mountford:2015:LER,
author = "Thomas Mountford and Jean-Christophe Mourrat",
title = "{Lyapunov} exponents of random walks in small random
potential: the upper bound",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "49:1--49:18",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3489",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Turkedjiev:2015:TAD,
author = "Plamen Turkedjiev",
title = "Two algorithms for the discrete time approximation of
{Markovian} backward stochastic differential equations
under local conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "50:1--50:49",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3022",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lupu:2015:VTB,
author = "Titus Lupu and Jim Pitman and Wenpin Tang",
title = "The {Vervaat} transform of {Brownian} bridges and
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "51:1--51:31",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3744",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kolesko:2015:FPM,
author = "Konrad Kolesko and Sebastian Mentemeier",
title = "Fixed points of the multivariate smoothing transform:
the critical case",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "52:1--52:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4022",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dirksen:2015:TBG,
author = "Sjoerd Dirksen",
title = "Tail bounds via generic chaining",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "53:1--53:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3760",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Balan:2015:SAM,
author = "Raluca M. Balan and Maria Jolis and Lluis
Quer-Sardanyons",
title = "{SPDEs} with affine multiplicative fractional noise in
space with index {$ \frac {1}{4} < H < \frac {1}{2}
$}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "54:1--54:36",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3719",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hu:2015:SHE,
author = "Yaozhong Hu and Jingyu Huang and David Nualart and
Samy Tindel",
title = "Stochastic heat equations with general multiplicative
{Gaussian} noises: {H{\"o}lder} continuity and
intermittency",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "55:1--55:50",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3316",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Andreoletti:2015:LNV,
author = "Pierre Andreoletti and Alexis Devulder",
title = "Localization and number of visited valleys for a
transient diffusion in random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "56:1--56:58",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3173",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lecue:2015:MRC,
author = "Guillaume Lecu{\'e} and Shahar Mendelson",
title = "Minimax rate of convergence and the performance of
empirical risk minimization in phase recovery",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "57:1--57:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3525",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Fearnhead:2015:TDC,
author = "Paul Fearnhead and Paul Jenkins and Yun Song",
title = "Tractable diffusion and coalescent processes for
weakly correlated loci",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "58:1--58:25",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3564",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Arguin:2015:PDS,
author = "Louis-Pierre Arguin and Olivier Zindy",
title = "{Poisson--Dirichlet} Statistics for the extremes of
the two-dimensional discrete {Gaussian} free field",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "59:1--59:19",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3077",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Larsson:2015:MVB,
author = "Martin Larsson",
title = "Matrix-valued {Bessel} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "60:1--60:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3785",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Pitman:2015:SZS,
author = "Jim Pitman and Wenpin Tang",
title = "The {Slepian} zero set, and {Brownian} bridge embedded
in {Brownian} motion by a spacetime shift",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "61:1--61:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3911",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hu:2015:MVS,
author = "Yueyun Hu and Zhan Shi",
title = "The most visited sites of biased random walks on
trees",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "62:1--62:14",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4051",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Shao:2015:CTR,
author = "Jinghai Shao",
title = "Criteria for transience and recurrence of
regime-switching diffusion processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "63:1--63:15",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4018",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lanoue:2015:IM,
author = "Daniel Parmet Lanoue",
title = "The {iPod} Model",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "64:1--64:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3559",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kazi-Tani:2015:SOB,
author = "Nabil Kazi-Tani and Dylan Possama{\"\i} and Chao
Zhou",
title = "Second order {BSDEs} with jumps: existence and
probabilistic representation for fully-nonlinear
{PIDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "65:1--65:31",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3569",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Possamai:2015:QBJ,
author = "Dylan Possamai and Nabil Kazi-Tani and Chao Zhou",
title = "Quadratic {BSDEs} with jumps: a fixed-point approach",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "66:1--66:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3363",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Costantini:2015:VMG,
author = "Cristina Costantini and Thomas Gordon Kurtz",
title = "Viscosity methods giving uniqueness for martingale
problems",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "67:1--67:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3624",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Mallein:2015:MDB,
author = "Bastien Mallein",
title = "Maximal displacement in a branching random walk
through interfaces",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "68:1--68:40",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2828",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ferrari:2015:BMO,
author = "Patrik Lino Ferrari and Herbert Spohn and Thomas
Weiss",
title = "{Brownian} motions with one-sided collisions: the
stationary case",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "69:1--69:41",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4177",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Alfonsi:2015:OTB,
author = "Aur{\'e}lien Alfonsi and Benjamin Jourdain and Arturo
Kohatsu-Higa",
title = "Optimal transport bounds between the time-marginals of
a multidimensional diffusion and its {Euler} scheme",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "70:1--70:31",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4195",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Berger:2015:CCP,
author = "Quentin Berger and Julien Poisat",
title = "On the critical curves of the pinning and copolymer
models in correlated {Gaussian} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "71:1--71:35",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3514",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Pham:2015:MRS,
author = "Cong Dan Pham",
title = "Monotonicity and regularity of the speed for excited
random walks in higher dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "72:1--72:25",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3522",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kliem:2015:EMF,
author = "Sandra Kliem and Wolfgang Loehr",
title = "Existence of mark functions in marked metric measure
spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "73:1--73:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3969",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Murugan:2015:ATB,
author = "Mathav Kishore Murugan and Laurent Saloff-Coste",
title = "Anomalous threshold behavior of long range random
walks",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "74:1--74:21",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3989",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bansaye:2015:SLG,
author = "Vincent Bansaye and Florian Simatos",
title = "On the scaling limits of {Galton--Watson} processes in
varying environments",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "75:1--75:36",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3812",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chen:2015:CCT,
author = "Guan-Yu Chen and Laurent Saloff-Coste",
title = "Computing cutoff times of birth and death chains",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "76:1--76:47",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4077",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Towsner:2015:LSM,
author = "Henry Piers Towsner",
title = "Limits of sequences of {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "77:1--77:23",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4188",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Huckemann:2015:SCL,
author = "Stephan Huckemann and Jonathan Mattingly and Ezra
Miller and James Nolen",
title = "Sticky central limit theorems at isolated hyperbolic
planar singularities",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "78:1--78:34",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3887",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Paulin:2015:CIM,
author = "Daniel Paulin",
title = "Concentration inequalities for {Markov} chains by
{Marton} couplings and spectral methods",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "79:1--79:32",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4039",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Budhiraja:2015:LRE,
author = "Amarjit Budhiraja and Paul Dupuis and Markus Fischer
and Kavita Ramanan",
title = "Limits of relative entropies associated with weakly
interacting particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "80:1--80:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4003",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Budhiraja:2015:LSK,
author = "Amarjit Budhiraja and Paul Dupuis and Markus Fischer
and Kavita Ramanan",
title = "Local stability of {Kolmogorov} forward equations for
finite state nonlinear {Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "81:1--81:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Aug 7 10:50:36 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4004",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Trutnau:2015:CSB,
author = "Gerald Trutnau and Youssef Ouknine and Francesco
Russo",
title = "On countably skewed {Brownian} motion with
accumulation point",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "82:1--82:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3640",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hobson:2015:ISS,
author = "David Hobson",
title = "Integrability of solutions of the {Skorokhod}
embedding problem for diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "83:1--83:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4121",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Balazs:2015:DDB,
author = "Marton Balazs and Attila Laszlo Nagy",
title = "Dependent double branching annihilating random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "84:1--84:32",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4045",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Jiao:2015:GDA,
author = "Ying Jiao and Shanqiu Li",
title = "Generalized density approach in progressive
enlargement of filtrations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "85:1--85:21",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3296",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Wieczorek:2015:SPM,
author = "Rados{\l}aw Wieczorek",
title = "A stochastic particles model of fragmentation process
with shattering",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "86:1--86:17",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4060",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Spohn:2015:PIB,
author = "Herbert Spohn and Tomohiro Sasamoto",
title = "Point-interacting {Brownian} motions in the {KPZ}
universality class",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "87:1--87:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3926",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Maller:2015:SLZ,
author = "Ross A. Maller",
title = "Strong laws at zero for trimmed {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "88:1--88:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3839",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bassetti:2015:IES,
author = "Federico Bassetti and Lucia Ladelli and Daniel
Matthes",
title = "Infinite energy solutions to inelastic homogeneous
{Boltzmann} equations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "89:1--89:34",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3531",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Assaf:2015:QTS,
author = "Sami Assaf and Noah Mills Forman and Jim Pitman",
title = "The quantile transform of simple walks and {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "90:1--90:39",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3479",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Doney:2015:ABF,
author = "Ronald Arthur Doney and Victor Rivero",
title = "Asymptotic behaviour of first passage time
distributions for subordinators",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "91:1--91:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3879",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Delarue:2015:LEM,
author = "Fran{\c{c}}ois Delarue and St{\'e}phane Menozzi and
Eulalia Nualart",
title = "The {Landau} equation for {Maxwellian} molecules and
the {Brownian} motion on {$ {\rm SO}_R(N) $}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "92:1--92:39",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4012",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bao:2015:HFS,
author = "Jianhai Bao and Feng-Yu Wang and Chenggui Yuan",
title = "Hypercontractivity for functional stochastic partial
differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "93:1--93:15",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4108",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Depperschmidt:2015:MTV,
author = "Andrej Depperschmidt and {\'E}tienne Pardoux and Peter
Pfaffelhuber",
title = "A mixing tree-valued process arising under neutral
evolution with recombination",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "94:1--94:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4286",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hilario:2015:RWR,
author = "Marcelo Hil{\'a}rio and Frank den Hollander and Vladas
Sidoravicius and Renato Soares dos Santos and Augusto
Teixeira",
title = "Random walk on random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "95:1--95:35",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4437",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ceci:2015:LRM,
author = "Claudia Ceci and Alessandra Cretarola and Katia
Colaneri",
title = "Local risk-minimization under restricted information
on asset prices",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "96:1--96:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3204",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Junge:2015:CIE,
author = "Matthew Junge",
title = "Choices, intervals and equidistribution",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "97:1--97:18",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4191",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Baur:2015:FPI,
author = "Erich Baur and Jean Bertoin",
title = "The fragmentation process of an infinite recursive
tree and {Ornstein--Uhlenbeck} type processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "98:1--98:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3866",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Benjamini:2015:FPP,
author = "Itai Benjamini and Romain Tessera",
title = "First passage percolation on nilpotent {Cayley} graphs
and beyond",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "99:1--99:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3940",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Eon:2015:GAN,
author = "Richard Eon and Mihai Gradinaru",
title = "{Gaussian} asymptotics for a non-linear {Langevin}
type equation driven by an $ \alpha $-stable {L{\'e}vy}
noise",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "100:1--100:19",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4068",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Crane:2015:CGD,
author = "Edward Crane and Nic Freeman and B{\'a}lint
T{\'o}th",
title = "Cluster growth in the dynamical
{Erd{\H{o}}s--R{\'e}nyi} process with forest fires",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "101:1--101:33",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Sep 24 12:07:31 MDT 2015",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4035",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Veto:2015:TWL,
author = "B{\'a}lint Vet{\H{o}}",
title = "{Tracy--Widom} limit of $q$-{Hahn} {TASEP}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "102:1--102:22",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4241",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Tarrago:2015:AIL,
author = "Pierre Tarrago",
title = "Asymptotic independence in large random permutations
with fixed descent set",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "103:1--103:33",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4196",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Webb:2015:CPR,
author = "Christian Webb",
title = "The characteristic polynomial of a random unitary
matrix and {Gaussian} multiplicative chaos --- The {$
L^2 $}-phase",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "104:1--104:21",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4296",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Huveneers:2015:RWD,
author = "Fran{\c{c}}ois Huveneers and Fran{\c{c}}ois
Simenhaus",
title = "Random walk driven by simple exclusion process",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "105:1--105:42",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3906",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lamacz:2015:MBC,
author = "Agnes Lamacz and Stefan Neukamm and Felix Otto",
title = "Moment bounds for the corrector in stochastic
homogenization of a percolation model",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "106:1--106:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3618",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Bhamidi:2015:IST,
author = "Shankar Bhamidi and Jan Hannig and Chia Ying Lee and
James Nolen",
title = "The importance sampling technique for understanding
rare events in {Erd{\H{o}}s--R{\'e}nyi} random graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "107:1--107:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/2696",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chhaibi:2015:BGA,
author = "Reda Chhaibi",
title = "Beta-gamma algebra identities and {Lie}-theoretic
exponential functionals of {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "108:1--108:20",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3666",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dobler:2015:SME,
author = "Christian D{\"o}bler",
title = "{Stein}'s method of exchangeable pairs for the Beta
distribution and generalizations",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "109:1--109:34",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3933",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Angst:2015:KBM,
author = "J{\"u}rgen Angst and Isma{\"e}l Bailleul and Camille
Tardif",
title = "Kinetic {Brownian} motion on {Riemannian} manifolds",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "110:1--110:40",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4054",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Herzog:2015:NISa,
author = "David P. Herzog and Jonathan C. Mattingly",
title = "Noise-induced stabilization of planar flows {I}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "111:1--111:43",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4047",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Chiarini:2015:LCL,
author = "Alberto Chiarini and Jean-Dominique Deuschel",
title = "Local central limit theorem for diffusions in a
degenerate and unbounded random medium",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "112:1--112:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4190",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Herzog:2015:NISb,
author = "David P. Herzog and Jonathan C. Mattingly",
title = "Noise-induced stabilization of planar flows {II}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "113:1--113:37",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4048",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Wintenberger:2015:WTI,
author = "Olivier Wintenberger",
title = "Weak transport inequalities and applications to
exponential and oracle inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "114:1--114:27",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3558",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hulshof:2015:OAE,
author = "Tim Hulshof",
title = "The one-arm exponent for mean-field long-range
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "115:1--115:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3935",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Baroni:2015:FSC,
author = "Enrico Baroni and Remco van der Hofstad and Julia
Komjathy",
title = "Fixed speed competition on the configuration model
with infinite variance degrees: unequal speeds",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "116:1--116:48",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3749",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Drewitz:2015:ALP,
author = "Alexander Drewitz and Michael Scheutzow and Maite
Wilke-Berenguer",
title = "Asymptotics for {Lipschitz} percolation above tilted
planes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "117:1--117:23",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4251",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Lalley:2015:CBB,
author = "Steven P. Lalley and Bowei Zheng",
title = "Critical branching {Brownian} motion with killing",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "118:1--118:29",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4466",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Zanella:2015:BSP,
author = "Giacomo Zanella and Sergei Zuyev",
title = "Branching-stable point processes",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "119:1--119:26",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4158",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Venker:2015:ESU,
author = "Martin Venker and Kristina Schubert",
title = "Empirical spacings of unfolded eigenvalues",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "120:1--120:37",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4436",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Kargin:2015:LTL,
author = "Vladislav Kargin",
title = "Limit theorems for linear eigenvalue statistics of
overlapping matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "121:1--121:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3937",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Fernandez:2015:AEH,
author = "Roberto Fernandez and Francesco Manzo and Francesca
Romana Nardi and Elisabetta Scoppola",
title = "Asymptotically exponential hitting times and
metastability: a pathwise approach without
reversibility",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "122:1--122:37",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3656",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Eichelsbacher:2015:MSM,
author = "Peter Eichelsbacher and Christoph Th{\"a}le",
title = "{Malliavin--Stein} method for variance-gamma
approximation on {Wiener} space",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "123:1--123:28",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4136",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Ding:2015:PAS,
author = "Jian Ding and Subhajit Goswami",
title = "Percolation of averages in the stochastic mean field
model: the near-supercritical regime",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "124:1--124:21",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4111",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Dereudre:2015:IVC,
author = "David Dereudre and Pierre Houdebert",
title = "Infinite volume continuum random cluster model",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "125:1--125:24",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4718",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Storm:2015:OLR,
author = "Julia Storm and Dirk Zeindler",
title = "The order of large random permutations with cycle
weights",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "126:1--126:34",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4331",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Fromm:2015:FAS,
author = "Alexander Fromm and Peter Imkeller and David J.
Pr{\"o}mel",
title = "An {FBSDE} approach to the {Skorokhod} embedding
problem for {Gaussian} processes with non-linear
drift",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "127:1--127:38",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3758",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Monmarche:2015:ECC,
author = "Pierre Monmarch{\'e}",
title = "On {$ \mathcal {H}^1 $} and entropic convergence for
contractive {PDMP}",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "128:1--128:30",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/3581",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Richier:2015:UAC,
author = "Lo{\"\i}c Richier",
title = "Universal aspects of critical percolation on random
half-planar maps",
journal = j-ELECTRON-J-PROBAB,
volume = "20",
number = "??",
pages = "129:1--129:45",
month = "????",
year = "2015",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sun Jan 10 11:11:03 MST 2016",
bibsource = "http://ejp.ejpecp.org/index.php/ejp/issue/view/20;
https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "http://ejp.ejpecp.org/article/view/4041",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "http://ejp.ejpecp.org/",
}
@Article{Hachem:2016:LCC,
author = "Walid Hachem and Adrien Hardy and Jamal Najim",
title = "Large complex correlated {Wishart} matrices: the
{Pearcey} kernel and expansion at the hard edge",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "1:1--1:36",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454514661",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gubinelli:2016:FAA,
author = "Massimiliano Gubinelli and Peter Imkeller and Nicolas
Perkowski",
title = "A {Fourier} analytic approach to pathwise stochastic
integration",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "2:1--2:37",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454514662",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dereich:2016:PAF,
author = "Steffen Dereich",
title = "Preferential attachment with fitness: unfolding the
condensate",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "3:1--3:38",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454514663",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ahlberg:2016:IFP,
author = "Daniel Ahlberg and Michael Damron and Vladas
Sidoravicius",
title = "Inhomogeneous first-passage percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "4:1--4:19",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454514664",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chelkak:2016:CPT,
author = "Dmitry Chelkak and Hugo Duminil-Copin and Cl{\'e}ment
Hongler",
title = "Crossing probabilities in topological rectangles for
the critical planar {FK-Ising} model",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "5:1--5:28",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454682886",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bachmann:2016:CBG,
author = "Sascha Bachmann and Giovanni Peccati",
title = "Concentration bounds for geometric {Poisson}
functionals: Logarithmic {Sobolev} inequalities
revisited",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "6:1--6:44",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454682887",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Busani:2016:AUC,
author = "Ofer Busani",
title = "Aging uncoupled continuous time random walk limits",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "7:1--7:17",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454682888",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gilch:2016:AER,
author = "Lorenz A. Gilch",
title = "Asymptotic entropy of random walks on regular
languages over a finite alphabet",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "8:1--8:42",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454682889",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bhatnagar:2016:DCH,
author = "Nayantara Bhatnagar and Allan Sly and Prasad Tetali",
title = "Decay of correlations for the hardcore model on the
$d$-regular random graph",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "9:1--9:42",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1454682890",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Geiss:2016:MDR,
author = "Christel Geiss and Alexander Steinicke",
title = "{Malliavin} derivative of random functions and
applications to {L{\'e}vy} driven {BSDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "10:1--10:28",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1455026806",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kortchemski:2016:TSL,
author = "Igor Kortchemski and Cyril Marzouk",
title = "Triangulating stable laminations",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "11:1--11:31",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1455559938",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bally:2016:AMS,
author = "Vlad Bally and Cl{\'e}ment Rey",
title = "Approximation of {Markov} semigroups in total
variation distance",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "12:1--12:44",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1455717196",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Taggi:2016:ASP,
author = "Lorenzo Taggi",
title = "Absorbing-state phase transition in biased activated
random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "13:1--13:15",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456246244",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Engelke:2016:LDP,
author = "Sebastian Engelke and Jevgenijs Ivanovs",
title = "A {L{\'e}vy}-derived process seen from its supremum
and max-stable processes",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "14:1--14:19",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456246245",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bhattacharjee:2016:SES,
author = "Chinmoy Bhattacharjee and Larry Goldstein",
title = "On strong embeddings by {Stein}'s method",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "15:1--15:30",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456412955",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ahn:2016:OQS,
author = "Sung Won Ahn and Jonathon Peterson",
title = "Oscillations of quenched slowdown asymptotics for
ballistic one-dimensional random walk in a random
environment",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "16:1--16:27",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456412956",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Evilsizor:2016:EGL,
author = "Stephen Evilsizor and Nicolas Lanchier",
title = "Evolutionary games on the lattice: death--birth
updating process",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "17:1--17:29",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456412957",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berglund:2016:RSR,
author = "Nils Berglund and Christian Kuehn",
title = "Regularity structures and renormalisation of
{FitzHugh--Nagumo} {SPDEs} in three space dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "18:1--18:48",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See corrigendum \cite{Berglund:2019:CRS}.",
URL = "https://projecteuclid.org/euclid.ejp/1456412958",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Asselah:2016:DLD,
author = "Amine Asselah and Emilio N. M. Cirillo and Benedetto
Scoppola and Elisabetta Scoppola",
title = "On diffusion limited deposition",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "19:1--19:29",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1456499641",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pinelis:2016:OBP,
author = "Iosif Pinelis",
title = "Optimal binomial, {Poisson}, and normal left-tail
domination for sums of nonnegative random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "20:1--20:19",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1457706456",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mossel:2016:CTP,
author = "Elchanan Mossel and Joe Neeman and Allan Sly",
title = "Consistency thresholds for the planted bisection
model",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "21:1--21:24",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1457706457",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Trevisan:2016:WPM,
author = "Dario Trevisan",
title = "Well-posedness of multidimensional diffusion processes
with weakly differentiable coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "22:1--22:41",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1458325000",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kyprianou:2016:DFS,
author = "Andreas E. Kyprianou",
title = "Deep factorisation of the stable process",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "23:1--23:28",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1459880111",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Auffinger:2016:TCH,
author = "Antonio Auffinger and Si Tang",
title = "On the time constant of high dimensional first passage
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "24:1--24:23",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1459880112",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Webb:2016:LSC,
author = "Christian Webb",
title = "Linear statistics of the circular $ \beta $-ensemble,
{Stein}'s method, and circular {Dyson} {Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "25:1--25:16",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1459960919",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ferrario:2016:CLS,
author = "Benedetta Ferrario",
title = "Characterization of the law for {$3$D} stochastic
hyperviscous fluids",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "26:1--26:22",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1459960920",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Disertori:2016:CNS,
author = "Margherita Disertori and Franz Merkl and Silke W. W.
Rolles",
title = "A comparison of a nonlinear sigma model with general
pinning and pinning at one point",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "27:1--27:16",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1460141798",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pain:2016:VBB,
author = "Michel Pain",
title = "Velocity of the {$L$}-branching {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "28:1--28:28",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1460652929",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Caputo:2016:DLT,
author = "Pietro Caputo and Fabio Martinelli and Alistair
Sinclair and Alexandre Stauffer",
title = "Dynamics of lattice triangulations on thin
rectangles",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "29:1--29:22",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1460652930",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lin:2016:NAP,
author = "Jeff Lin",
title = "A negative answer to a problem of {Aldous} on
determination of exchangeable sequences",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "30:1--30:26",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1460652931",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mourrat:2016:PTC,
author = "Jean-Christophe Mourrat and Daniel Valesin",
title = "Phase transition of the contact process on random
regular graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "31:1--31:17",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1460652932",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Augeri:2016:LDP,
author = "Fanny Augeri",
title = "Large deviations principle for the largest eigenvalue
of {Wigner} matrices without {Gaussian} tails",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "32:1--32:49",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1461007173",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Andres:2016:HKE,
author = "Sebastian Andres and Jean-Dominique Deuschel and
Martin Slowik",
title = "Heat kernel estimates for random walks with degenerate
weights",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "33:1--33:21",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1461007174",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Inahama:2016:STK,
author = "Yuzuru Inahama",
title = "Short time kernel asymptotics for rough differential
equation driven by fractional {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "34:1--34:29",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1461332875",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sznitman:2016:CAL,
author = "Alain-Sol Sznitman",
title = "Coupling and an application to level-set percolation
of the {Gaussian} free field",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "35:1--35:26",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1461332876",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bouchard:2016:GDM,
author = "Bruno Bouchard and Dylan Possama{\"\i} and Xiaolu
Tan",
title = "A general {Doob--Meyer--Mertens} decomposition for
$g$-supermartingale systems",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "36:1--36:21",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1462192627",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bakhtin:2016:IBE,
author = "Yuri Bakhtin",
title = "Inviscid {Burgers} equation with random kick forcing
in noncompact setting",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "37:1--37:50",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1463683782",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Birkner:2016:RWD,
author = "Matthias Birkner and Ji{\v{r}}{\'\i} {\v{C}}ern{\'y}
and Andrej Depperschmidt",
title = "Random walks in dynamic random environments and
ancestry under local population regulation",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "38:1--38:43",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1464269713",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dolgopyat:2016:LLT,
author = "Dmitry Dolgopyat",
title = "A {Local Limit Theorem} for sums of independent random
vectors",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "39:1--39:15",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1465991837",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mukherjee:2016:FPC,
author = "Sumit Mukherjee",
title = "Fixed points and cycle structure of random
permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "40:1--40:18",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1465991838",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Drapeau:2016:SMP,
author = "Samuel Drapeau and Christoph Mainberger",
title = "Stability and {Markov} property of forward backward
minimal supersolutions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "41:1--41:15",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Mon Jun 20 10:21:16 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1466166072",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Addario-Berry:2016:RWC,
author = "Louigi Addario-Berry and Roberto I. Oliveira and Yuval
Peres and Perla Sousi",
title = "Random walks colliding before getting trapped",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "42:1--42:19",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469199632",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Durieu:2016:IUS,
author = "Olivier Durieu and Yizao Wang",
title = "From infinite urn schemes to decompositions of
self-similar {Gaussian} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "43:1--43:23",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469557136",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hermon:2016:TVS,
author = "Jonathan Hermon and Hubert Lacoin and Yuval Peres",
title = "Total variation and separation cutoffs are not
equivalent and neither one implies the other",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "44:1--44:36",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469557137",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Forsstrom:2016:MPE,
author = "Malin Pal{\"o} Forsstr{\"o}m",
title = "Monotonicity properties of exclusion sensitivity",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "45:1--45:22",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469557138",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pinsky:2016:TRG,
author = "Ross G. Pinsky",
title = "Transience\slash recurrence and growth rates for
diffusion processes in time-dependent regions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "46:1--46:24",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469557139",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jansen:2016:CPG,
author = "Sabine Jansen",
title = "Continuum percolation for {Gibbsian} point processes
with attractive interactions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "47:1--47:22",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469720442",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baurdoux:2016:OPP,
author = "Erik J. Baurdoux and Andreas E. Kyprianou and Curdin
Ott",
title = "Optimal prediction for positive self-similar {Markov}
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "48:1--48:24",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469720443",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Carmona:2016:IPD,
author = "Philippe Carmona and Nicolas P{\'e}tr{\'e}lis",
title = "Interacting partially directed self avoiding walk:
scaling limits",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "49:1--49:52",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1469720444",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jagannath:2016:ODB,
author = "Aukosh Jagannath",
title = "On the overlap distribution of Branching Random
Walks",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "50:1--50:16",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1470316405",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Haji-Mirsadeghi:2016:STB,
author = "Mir-Omid Haji-Mirsadeghi and Ali Khezeli",
title = "Stable transports between stationary random measures",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "51:1--51:25",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1470414022",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Donati-Martin:2016:NEE,
author = "Catherine Donati-Martin and Alain Rouault",
title = "Near-extreme eigenvalues in the beta-ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "52:1--52:17",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1472142775",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Champagnat:2016:MFS,
author = "Nicolas Champagnat and Henry Benoit",
title = "Moments of the frequency spectrum of a splitting tree
with neutral {Poissonian} mutations",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "53:1--53:34",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1472830615",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dieuleveut:2016:USP,
author = "Daphn{\'e} Dieuleveut",
title = "The {UIPQ} seen from a point at infinity along its
geodesic ray",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "54:1--54:44",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1473188081",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Piaggio:2016:EZE,
author = "Mat{\'\i}as Carrasco Piaggio and Pablo Lessa",
title = "Equivalence of zero entropy and the {Liouville}
property for stationary random graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "55:1--55:24",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1473188082",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Duse:2016:CAP,
author = "Erik Duse and Kurt Johansson and Anthony Metcalfe",
title = "The Cusp-{Airy} process",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "57:1--57:50",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1473424498",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Veraar:2016:CCM,
author = "Mark Veraar and Ivan Yaroslavtsev",
title = "Cylindrical continuous martingales and stochastic
integration in infinite dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "59:1--59:53",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1475266507",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fajfrova:2016:IMM,
author = "Lucie Fajfrov{\'a} and Thierry Gobron and Ellen
Saada",
title = "Invariant measures of mass migration processes",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "60:1--60:52",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1475266508",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Greven:2016:FTS,
author = "Andreas Greven and Peter Pfaffelhuber and Cornelia
Pokalyuk and Anton Wakolbinger",
title = "The fixation time of a strongly beneficial allele in a
structured population",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "61:1--61:42",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1475586182",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Iksanov:2016:LUR,
author = "Alexander Iksanov and Zakhar Kabluchko and Alexander
Marynych",
title = "Local universality for real roots of random
trigonometric polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "63:1--63:19",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1476706888",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dumitrescu:2016:GDG,
author = "Roxana Dumitrescu and Marie-Claire Quenez and
Agn{\`e}s Sulem",
title = "Generalized {Dynkin} games and doubly reflected
{BSDEs} with jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "64:1--64:32",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Nov 5 09:05:31 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1477395747",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Damron:2016:ERE,
author = "Michael Damron and Xuan Wang",
title = "Entropy reduction in {Euclidean} first-passage
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "65:1--65:23",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1479524422",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Alexander:2016:LLT,
author = "Kenneth S. Alexander and Quentin Berger",
title = "Local limit theorems and renewal theory with no
moments",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "66:1--66:18",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480129233",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Englander:2016:BDP,
author = "J{\'a}nos Engl{\"a}nder and Liang Zhang",
title = "Branching diffusion with particle interactions",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "67:1--67:25",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480388424",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Alexander:2016:LAF,
author = "Kenneth S. Alexander and Quentin Berger",
title = "Local asymptotics for the first intersection of two
independent renewals",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "68:1--68:20",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480561217",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Blondel:2016:CSB,
author = "Oriane Blondel and Patr{\'\i}cia Gon{\c{c}}alves and
Marielle Simon",
title = "Convergence to the stochastic {Burgers} equation from
a degenerate microscopic dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "69:1--69:25",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480561218",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kosygina:2016:FLL,
author = "Elena Kosygina and Jonathon Peterson",
title = "Functional limit laws for recurrent excited random
walks with periodic cookie stacks",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "70:1--70:24",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480688087",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bethuelsen:2016:ACW,
author = "Stein Andreas Bethuelsen and Florian V{\"o}llering",
title = "Absolute continuity and weak uniform mixing of random
walk in dynamic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "71:1--71:32",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480688088",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Matzavinos:2016:RWS,
author = "Anastasios Matzavinos and Alexander Roitershtein and
Youngsoo Seol",
title = "Random walks in a sparse random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "72:1--72:20",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1480993226",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Butez:2016:LDE,
author = "Rapha{\"e}l Butez",
title = "Large deviations for the empirical measure of random
polynomials: revisit of the {Zeitouni--Zelditch}
theorem",
journal = j-ELECTRON-J-PROBAB,
volume = "21",
number = "??",
pages = "73:1--73:37",
month = "????",
year = "2016",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:12 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1481079628",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jarvenpaa:2017:HPR,
author = "Esa J{\"a}rvenp{\"a}{\"a} and Maarit
J{\"a}rvenp{\"a}{\"a} and Henna Koivusalo and Bing Li
and Ville Suomala and Yimin Xiao",
title = "Hitting probabilities of random covering sets in tori
and metric spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "1:1--1:18",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1483585523",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dobler:2017:QJT,
author = "Christian D{\"o}bler and Giovanni Peccati",
title = "Quantitative {de Jong} theorems in any dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "2:1--2:35",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1483585524",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kouritzin:2017:ENF,
author = "Michael A. Kouritzin and Wei Sun and Jie Xiong",
title = "Erratum: Nonlinear filtering for reflecting diffusions
in random environments via nonparametric estimation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "3:1--3:2",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Kouritzin:2004:NFR}.",
URL = "https://projecteuclid.org/euclid.ejp/1483585525",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ortgiese:2017:OPL,
author = "Marcel Ortgiese and Matthew I. Roberts",
title = "One-point localization for branching random walk in
{Pareto} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "6:1--6:20",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1484622023",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Grothaus:2017:SDE,
author = "Martin Grothaus and Robert Vo{\ss}hall",
title = "Stochastic differential equations with sticky
reflection and boundary diffusion",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "7:1--7:37",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1485486107",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Budhiraja:2017:UTI,
author = "Amarjit Budhiraja and Wai-Tong Louis Fan",
title = "Uniform in time interacting particle approximations
for nonlinear equations of {Patlak--Keller--Segel}
type",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "8:1--8:37",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1485831704",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Morris:2017:MTF,
author = "Ben Morris and Anastasia Raymer",
title = "Mixing time of the fifteen puzzle",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "9:1--9:29",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1485831705",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Feldheim:2017:DRR,
author = "Ohad N. Feldheim and Arnab Sen",
title = "Double roots of random polynomials with integer
coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "10:1--10:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1486090890",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Junnila:2017:UCG,
author = "Janne Junnila and Eero Saksman",
title = "Uniqueness of critical {Gaussian} chaos",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "11:1--11:31",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1486090891",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Peres:2017:IMT,
author = "Yuval Peres and Thomas Sauerwald and Perla Sousi and
Alexandre Stauffer",
title = "Intersection and mixing times for reversible chains",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "12:1--12:16",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1486090892",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Corwin:2017:IDD,
author = "Ivan Corwin and Mihai Nica",
title = "Intermediate disorder directed polymers and the
multi-layer extension of the stochastic heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "13:1--13:49",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1486090893",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kolb:2017:CSD,
author = "Martin Kolb and Mladen Savov",
title = "Conditional survival distributions of {Brownian}
trajectories in a one dimensional {Poissonian}
environment in the critical case",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "14:1--14:29",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487127642",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Shi:2017:GFP,
author = "Quan Shi",
title = "Growth-fragmentation processes and bifurcators",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "15:1--15:25",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487127643",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dhara:2017:CWC,
author = "Souvik Dhara and Remco van der Hofstad and Johan S. H.
van Leeuwaarden and Sanchayan Sen",
title = "Critical window for the configuration model: finite
third moment degrees",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "16:1--16:33",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487127644",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Owada:2017:FCL,
author = "Takashi Owada",
title = "Functional central limit theorem for subgraph counting
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "17:1--17:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487127645",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Johnson:2017:LLF,
author = "Tobias Johnson and Anne Schilling and Erik Slivken",
title = "Local limit of the fixed point forest",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "18:1--18:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487127646",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Konarovskyi:2017:ABM,
author = "Vitalii Konarovskyi",
title = "On asymptotic behavior of the modified {Arratia}
flow",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "19:1--19:31",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487386997",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Haas:2017:AHR,
author = "B{\'e}n{\'e}dicte Haas",
title = "Asymptotics of heights in random trees constructed by
aggregation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "21:1--21:25",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487646307",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nemish:2017:LLP,
author = "Yuriy Nemish",
title = "Local law for the product of independent
non-{Hermitian} random matrices with independent
entries",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "22:1--22:35",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1487991681",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kifer:2017:FER,
author = "Yuri Kifer",
title = "Functional {Erd{\H{o}}s--R{\'e}nyi} law of large
numbers for nonconventional sums under weak
dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "23:1--23:17",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1488337348",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Riedel:2017:TCI,
author = "Sebastian Riedel",
title = "Transportation-cost inequalities for diffusions driven
by {Gaussian} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "24:1--24:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1488596710",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Alt:2017:LLR,
author = "Johannes Alt and L{\'a}szl{\'o} Erd{\H{o}}s and Torben
Kr{\"u}ger",
title = "Local law for random {Gram} matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "25:1--25:41",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 11 16:32:13 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1488942016",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mailler:2017:MVP,
author = "C{\'e}cile Mailler and Jean-Fran{\c{c}}ois Marckert",
title = "Measure-valued {P{\'o}lya} urn processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "26:1--26:33",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490061796",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dadoun:2017:ASS,
author = "Benjamin Dadoun",
title = "Asymptotics of self-similar growth-fragmentation
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "27:1--27:30",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490061797",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gu:2017:GGF,
author = "Yu Gu and Jean-Christophe Mourrat",
title = "On generalized {Gaussian} free fields and stochastic
homogenization",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "28:1--28:21",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490320844",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gravner:2017:BPP,
author = "Janko Gravner and David Sivakoff",
title = "Bootstrap percolation on products of cycles and
complete graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "29:1--29:20",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490320845",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Che:2017:URM,
author = "Ziliang Che",
title = "Universality of random matrices with correlated
entries",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "30:1--30:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490320846",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Arnaudon:2017:RBM,
author = "Marc Arnaudon and Xue-Mei Li",
title = "Reflected {Brownian} motion: selection, approximation
and linearization",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "31:1--31:55",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1490407496",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Levy:2017:FDI,
author = "Avi Levy",
title = "Finitely dependent insertion processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "32:1--32:19",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1491962643",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sidoravicius:2017:AST,
author = "Vladas Sidoravicius and Augusto Teixeira",
title = "Absorbing-state transition for {Stochastic Sandpiles}
and {Activated Random Walks}",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "33:1--33:35",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1492070448",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Newman:2017:PVM,
author = "C. M. Newman and K. Ravishankar and E. Schertzer",
title = "Perturbations of {Voter} model in one-dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "34:1--34:42",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1492502428",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Budd:2017:GIP,
author = "Timothy Budd and Nicolas Curien",
title = "Geometry of infinite planar maps with high degrees",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "35:1--35:37",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1492588824",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Carmesin:2017:LHS,
author = "Johannes Carmesin and Bruno Federici and Agelos
Georgakopoulos",
title = "A {Liouville} hyperbolic souvlaki",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "36:1--36:19",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493085635",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schweinsberg:2017:RRPa,
author = "Jason Schweinsberg",
title = "Rigorous results for a population model with selection
{I}: evolution of the fitness distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "37:1--37:94",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493258436",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schweinsberg:2017:RRPb,
author = "Jason Schweinsberg",
title = "Rigorous results for a population model with selection
{II}: genealogy of the population",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "38:1--38:54",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493258437",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Erbar:2017:RCB,
author = "Matthias Erbar and Christopher Henderson and Georg
Menz and Prasad Tetali",
title = "{Ricci} curvature bounds for weakly interacting
{Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "40:1--40:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493345027",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berglund:2017:EKL,
author = "Nils Berglund and Giacomo {Di Ges{\`u}} and Hendrik
Weber",
title = "An {Eyring--Kramers} law for the stochastic
{Allen--Cahn} equation in dimension two",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "41:1--41:27",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493345028",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chevallier:2017:FMF,
author = "Julien Chevallier",
title = "Fluctuations for mean-field interacting age-dependent
{Hawkes} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "42:1--42:49",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493777018",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pitman:2017:EGS,
author = "Jim Pitman and Yuri Yakubovich",
title = "Extremes and gaps in sampling from a {GEM} random
discrete distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "44:1--44:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1493777020",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gwynne:2017:SLC,
author = "Ewain Gwynne and Xin Sun",
title = "Scaling limits for the critical {Fortuin--Kasteleyn}
model on a random planar map {II}: local estimates and
empty reduced word exponent",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "45:1--45:56",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1494036159",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Konakov:2017:WEE,
author = "Valentin Konakov and St{\'e}phane Menozzi",
title = "Weak error for the {Euler} scheme approximation of
diffusions with non-smooth coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "46:1--46:47",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1494489631",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Seuret:2017:MAO,
author = "St{\'e}phane Seuret and Xiaochuan Yang",
title = "Multifractal analysis for the occupation measure of
stable-like processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "47:1--47:36",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1496109646",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fedrizzi:2017:RSK,
author = "Ennio Fedrizzi and Franco Flandoli and Enrico Priola
and Julien Vovelle",
title = "Regularity of stochastic kinetic equations",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "48:1--48:42",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1496196076",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gouere:2017:PTC,
author = "Jean-Baptiste Gou{\'e}r{\'e} and Marie Th{\'e}ret",
title = "Positivity of the time constant in a continuous model
of first passage percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "49:1--49:21",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1496196077",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Aldous:2017:EPU,
author = "David Aldous and Russell Lyons",
title = "Errata to ``{Processes on unimodular random
networks}''",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "51:1--51:4",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Aldous:2007:PUR,Aldous:2019:SEP}.",
URL = "https://projecteuclid.org/euclid.ejp/1498010464",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Groux:2017:AFR,
author = "Benjamin Groux",
title = "Asymptotic freeness for rectangular random matrices
and large deviations for sample covariance matrices
with sub-{Gaussian} tails",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "53:1--53:40",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1498010466",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Forrester:2017:MBE,
author = "Peter J. Forrester and Dong Wang",
title = "{Muttalib--Borodin} ensembles in random matrix theory
--- realisations and correlation functions",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "54:1--54:43",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1498183245",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hu:2017:HML,
author = "Wenqing Hu and Konstantinos Spiliopoulos{\"\i}",
title = "Hypoelliptic multiscale {Langevin} diffusions: large
deviations, invariant measures and small mass
asymptotics",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "55:1--55:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 4 09:55:45 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1498809677",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sarantsev:2017:SGD,
author = "Andrey Sarantsev and Li-Cheng Tsai",
title = "Stationary gap distributions for infinite systems of
competing {Brownian} particles",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "56:1--56:20",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1499220068",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Rassoul-Agha:2017:AVQ,
author = "Firas Rassoul-Agha and Timo Sepp{\"a}l{\"a}inen and
Atilla Yilmaz",
title = "Averaged vs. quenched large deviations and entropy for
random walk in a dynamic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "57:1--57:47",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1499306456",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2017:LBB,
author = "Xinxin Chen and Gr{\'e}gory Miermont",
title = "Long {Brownian} bridges in hyperbolic spaces converge
to {Brownian} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "58:1--58:15",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1500516020",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Angst:2017:WCC,
author = "J{\"u}rgen Angst and Guillaume Poly",
title = "A weak {Cram{\'e}r} condition and application to
{Edgeworth} expansions",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "59:1--59:24",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1500516021",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Xi:2017:LCL,
author = "Haokai Xi and Fan Yang and Jun Yin",
title = "Local circular law for the product of a deterministic
matrix with a random matrix",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "60:1--60:77",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1500602612",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Auffinger:2017:DPS,
author = "Antonio Auffinger and Wei-Kuo Chen",
title = "A duality principle in spin glasses",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "61:1--61:17",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1500689052",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Samson:2017:TEI,
author = "Paul-Marie Samson",
title = "Transport-entropy inequalities on locally acting
groups of permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "62:1--62:33",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1502244025",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fehrman:2017:ELI,
author = "Benjamin Fehrman",
title = "Exit laws of isotropic diffusions in random
environment from large domains",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "63:1--63:37",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1502330523",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bourgade:2017:ESS,
author = "Paul Bourgade and Jiaoyang Huang and Horng-Tzer Yau",
title = "Eigenvector statistics of sparse random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "64:1--64:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1502417019",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2017:SAP,
author = "Xia Chen and Yaozhong Hu and David Nualart and Samy
Tindel",
title = "Spatial asymptotics for the parabolic {Anderson} model
driven by a {Gaussian} rough noise",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "65:1--65:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Aug 24 18:58:04 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1503367245",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Petrelis:2017:SLU,
author = "Nicolas P{\'e}tr{\'e}lis and Rongfeng Sun and
Niccol{\`o} Torri",
title = "Scaling limit of the uniform prudent walk",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "66:1--66:19",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1504749661",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gantert:2017:BRW,
author = "Nina Gantert and Stefan Junk",
title = "A branching random walk among disasters",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "67:1--67:34",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1504922530",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chandra:2017:MBS,
author = "Ajay Chandra and Hao Shen",
title = "Moment bounds for {SPDEs} with non-{Gaussian} fields
and application to the {Wong-Zakai} problem",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "68:1--68:32",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1504922531",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kotani:2017:PSD,
author = "Shinichi Kotani and Fumihiko Nakano",
title = "{Poisson} statistics for $1$ d {Schr{\"o}dinger}
operators with random decaying potentials",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "69:1--69:31",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1504922532",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bianchi:2017:MRI,
author = "Alessandra Bianchi and Sander Dommers and Cristian
Giardin{\`a}",
title = "Metastability in the reversible inclusion process",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "70:1--70:34",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505268101",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Deng:2017:HIS,
author = "Chang-Song Deng and Ren{\'e} L. Schilling",
title = "{Harnack} inequalities for {SDEs} driven by
time-changed fractional {Brownian} motions",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "71:1--71:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505268102",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gomez:2017:UBP,
author = "Alejandro Gomez and Jong Jun Lee and Carl Mueller and
Eyal Neuman and Michael Salins",
title = "On uniqueness and blowup properties for a class of
second order {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "72:1--72:17",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505268103",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kumar:2017:EAL,
author = "Chaman Kumar and Sotirios Sabanis",
title = "On explicit approximations for {L{\'e}vy} driven
{SDEs} with super-linear diffusion coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "73:1--73:19",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505268104",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Reddy:2017:LED,
author = "Tulasi Ram Reddy",
title = "Limiting empirical distribution of zeros and critical
points of random polynomials agree in general",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "74:1--74:18",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505268105",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Damron:2017:CDC,
author = "Michael Damron and Jack Hanson and Philippe Sosoe",
title = "On the chemical distance in critical percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "75:1--75:43",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505354464",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Muller:2017:PLD,
author = "Patrick E. M{\"u}ller",
title = "Path large deviations for interacting diffusions with
local mean-field interactions in random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "76:1--76:56",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1505527232",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dereich:2017:DSF,
author = "Steffen Dereich and Christian M{\"o}nch and Peter
M{\"o}rters",
title = "Distances in scale free networks at criticality",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "77:1--77:38",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1506931227",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Garet:2017:CTI,
author = "Olivier Garet and R{\'e}gine Marchand and Eviatar B.
Procaccia and Marie Th{\'e}ret",
title = "Continuity of the time and isoperimetric constants in
supercritical percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "78:1--78:35",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1506931228",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ferrari:2017:HET,
author = "Patrik L. Ferrari and B{\'a}lint Vet{\H{o}}",
title = "The hard-edge tacnode process for {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "79:1--79:32",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1506931229",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Broutin:2017:RCT,
author = "Nicolas Broutin and Minmin Wang",
title = "Reversing the cut tree of the {Brownian} continuum
random tree",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "80:1--80:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507255394",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Holmes:2017:CBI,
author = "Mark Holmes and Thomas S. Salisbury",
title = "Conditions for ballisticity and invariance principle
for random walk in non-elliptic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "81:1--81:18",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507536148",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Croydon:2017:TCS,
author = "David Croydon and Ben Hambly and Takashi Kumagai",
title = "Time-changes of stochastic processes associated with
resistance forms",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "82:1--82:41",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507795233",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Martin:2017:RRM,
author = "James B. Martin and Bal{\'a}zs R{\'a}th",
title = "Rigid representations of the multiplicative coalescent
with linear deletion",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "83:1--83:47",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507946758",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gwynne:2017:SLU,
author = "Ewain Gwynne and Jason Miller",
title = "Scaling limit of the uniform infinite half-plane
quadrangulation in the
{Gromov--Hausdorff--Prokhorov}-uniform topology",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "84:1--84:47",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507946759",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dhara:2017:PTE,
author = "Souvik Dhara and Debankur Mukherjee and Subhabrata
Sen",
title = "Phase transitions of extremal cuts for the
configuration model",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "86:1--86:29",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1507946761",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Krokowski:2017:MCL,
author = "Kai Krokowski and Christoph Th{\"a}le",
title = "Multivariate central limit theorems for {Rademacher}
functionals with applications",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "87:1--87:30",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508292258",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berger:2017:NPL,
author = "Noam Berger and Ran J. Tessler",
title = "No percolation in low temperature spin glass",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "88:1--88:19",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508292259",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Wu:2017:BAE,
author = "Hao Wu and Dapeng Zhan",
title = "Boundary arm exponents for {SLE}",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "89:1--89:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508292260",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hough:2017:MCC,
author = "Robert Hough",
title = "Mixing and cut-off in cycle walks",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "90:1--90:49",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508292261",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Miclo:2017:DHO,
author = "Laurent Miclo",
title = "Duality and hypoellipticity: one-dimensional case
studies",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "91:1--91:32",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508464837",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Guerra:2017:ADR,
author = "Enrique Guerra and Alejandro F. Ram{\'\i}rez",
title = "Asymptotic direction for random walks in mixing random
environments",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "92:1--92:41",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1508810545",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{David:2017:RLQ,
author = "Fran{\c{c}}ois David and Antti Kupiainen and R{\'e}mi
Rhodes and Vincent Vargas",
title = "Renormalizability of {Liouville} quantum field theory
at the {Seiberg} bound",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "93:1--93:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1509501716",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gao:2017:LTA,
author = "Fuqing Gao",
title = "Long time asymptotics of unbounded additive
functionals of {Markov} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "94:1--94:21",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1509501717",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pagnard:2017:LLM,
author = "Camille Pagnard",
title = "Local limits of {Markov} branching trees and their
volume growth",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "95:1--95:53",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1510110478",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dobler:2017:ITB,
author = "Christian D{\"o}bler and Robert E. Gaunt and Sebastian
J. Vollmer",
title = "An iterative technique for bounding derivatives of
solutions of {Stein} equations",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "96:1--96:39",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1510802250",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Furlan:2017:TCR,
author = "Marco Furlan and Jean-Christophe Mourrat",
title = "A tightness criterion for random fields, with
application to the {Ising} model",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "97:1--97:29",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1510802251",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Butkovsky:2017:IMS,
author = "Oleg Butkovsky and Michael Scheutzow",
title = "Invariant measures for stochastic functional
differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "98:1--98:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1510802252",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Grama:2017:HML,
author = "Ion Grama and Quansheng Liu and Eric Miqueu",
title = "Harmonic moments and large deviations for a
supercritical branching process in a random
environment",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "99:1--99:23",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1510802253",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hutchcroft:2017:BPG,
author = "Tom Hutchcroft and Yuval Peres",
title = "Boundaries of planar graphs: a unified approach",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "100:1--100:20",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1511578855",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nguyen:2017:ESN,
author = "Gia Bao Nguyen and Daniel Remenik",
title = "Extreme statistics of non-intersecting {Brownian}
paths",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "102:1--102:40",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1511773232",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Etheridge:2017:BBM,
author = "Alison Etheridge and Nic Freeman and Sarah
Penington",
title = "Branching {Brownian} motion, mean curvature flow and
the motion of hybrid zones",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "103:1--103:40",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1512615692",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hoshino:2017:SCG,
author = "Masato Hoshino and Yuzuru Inahama and Nobuaki
Naganuma",
title = "Stochastic complex {Ginzburg--Landau} equation with
space-time white noise",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "104:1--104:68",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1513349792",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hirsch:2017:PCP,
author = "Christian Hirsch and Tim Brereton and Volker
Schmidt",
title = "Percolation and convergence properties of graphs
related to minimal spanning forests",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "105:1--105:21",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1514430041",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Beringer:2017:PCP,
author = "Dorottya Beringer and G{\'a}bor Pete and {\'A}d{\'a}m
Tim{\'a}r",
title = "On percolation critical probabilities and unimodular
random graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "22",
number = "??",
pages = "106:1--106:26",
month = "????",
year = "2017",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:57 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1514430042",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Janson:2018:CPP,
author = "Svante Janson and Lutz Warnke",
title = "On the critical probability in percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "1:1--1:25",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Fri Jan 12 16:29:59 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1515726029",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bouguet:2018:FEM,
author = "Florian Bouguet and Bertrand Cloez",
title = "Fluctuations of the empirical measure of freezing
{Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "2:1--2:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1516093310",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pinsky:2018:SDA,
author = "Ross G. Pinsky",
title = "On the strange domain of attraction to generalized
{Dickman} distributions for sums of independent random
variables",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "3:1--3:17",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1516093311",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Privault:2018:SAF,
author = "Nicolas Privault and Grzegorz Serafin",
title = "{Stein} approximation for functionals of independent
random sequences",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "4:1--4:34",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1517367680",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ross:2018:SLS,
author = "Nathan Ross and Yuting Wen",
title = "Scaling limits for some random trees constructed
inhomogeneously",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "5:1--5:35",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1517626965",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Alexander:2018:PRQ,
author = "Kenneth S. Alexander and Quentin Berger",
title = "Pinning of a renewal on a quenched renewal",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "6:1--6:48",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426053",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lambert:2018:MFU,
author = "Gaultier Lambert",
title = "Mesoscopic fluctuations for unitary invariant
ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "7:1--7:33",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426054",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Juillet:2018:MAP,
author = "Nicolas Juillet",
title = "Martingales associated to peacocks using the curtain
coupling",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "8:1--8:29",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426055",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Grote:2018:ASC,
author = "Julian Grote and Elisabeth Werner",
title = "Approximation of smooth convex bodies by random
polytopes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "9:1--9:21",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426057",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kuznetsov:2018:SAS,
author = "Alexey Kuznetsov and Mateusz Kwa{\'s}nicki",
title = "Spectral analysis of stable processes on the positive
half-line",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "10:1--10:29",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426058",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bogdan:2018:YLS,
author = "Krzysztof Bogdan and Zbigniew Palmowski and Longmin
Wang",
title = "{Yaglom} limit for stable processes in cones",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "11:1--11:19",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426059",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{denHollander:2018:EED,
author = "F. den Hollander and M. Mandjes and A. Roccaverde and
N. J. Starreveld",
title = "Ensemble equivalence for dense graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "12:1--12:26",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426060",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kuhn:2018:MPF,
author = "Franziska K{\"u}hn",
title = "On martingale problems and {Feller} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "13:1--13:18",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1518426061",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2018:TAF,
author = "Xia Chen and Yaozhong Hu and Jian Song and Xiaoming
Song",
title = "Temporal asymptotics for fractional parabolic
{Anderson} model",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "14:1--14:39",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519182022",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dette:2018:URM,
author = "Holger Dette and Dominik Tomecki and Martin Venker",
title = "Universality in Random Moment Problems",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "15:1--15:23",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519354944",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mossel:2018:NSC,
author = "Elchanan Mossel and Joe Neeman",
title = "Noise stability and correlation with half spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "16:1--16:17",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519354945",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hermon:2018:FT,
author = "Jonathan Hermon",
title = "Frogs on trees?",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "17:1--17:40",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519354946",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Banerjee:2018:CNR,
author = "Debapratim Banerjee",
title = "Contiguity and non-reconstruction results for planted
partition models: the dense case",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "18:1--18:28",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519354947",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baccelli:2018:PSF,
author = "Fran{\c{c}}ois Baccelli and Mir-Omid
Haji-Mirsadeghi",
title = "Point-shift foliation of a point process",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "19:1--19:25",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519354948",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cheng:2018:ESM,
author = "Li-Juan Cheng and Anton Thalmaier",
title = "Evolution systems of measures and semigroup properties
on evolving manifolds",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "20:1--20:27",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519722149",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Collet:2018:PSM,
author = "Francesca Collet and Richard C. Kraaij",
title = "Path-space moderate deviation principles for the
random field {Curie--Weiss} model",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "21:1--21:45",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519722150",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hambly:2018:EST,
author = "Ben Hambly and Weiye Yang",
title = "Existence and space-time regularity for stochastic
heat equations on p.c.f. fractals",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "22:1--22:30",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519722151",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ren:2018:WDS,
author = "Yan-Xia Ren and Renming Song and Rui Zhang",
title = "{Williams} decomposition for superprocesses",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "23:1--23:33",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519722152",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Banerjee:2018:CPS,
author = "Sayan Banerjee and Wilfrid Kendall",
title = "Coupling polynomial {Stratonovich} integrals: the
two-dimensional {Brownian} case",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "24:1--24:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1519722153",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hermon:2018:SMT,
author = "Jonathan Hermon and Yuval Peres",
title = "On sensitivity of mixing times and cutoff",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "25:1--25:34",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1521079338",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bernstein:2018:RWS,
author = "Megan Bernstein",
title = "A random walk on the symmetric group generated by
random involutions",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "26:1--26:28",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1521079339",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Zerner:2018:RTC,
author = "Martin P. W. Zerner",
title = "Recurrence and transience of contractive
autoregressive processes and related {Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "27:1--27:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1521079340",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Debussche:2018:SES,
author = "Arnaud Debussche and Hendrik Weber",
title = "The {Schr{\"o}dinger} equation with spatial white
noise potential",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "28:1--28:16",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1522375268",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kruhner:2018:APC,
author = "Paul Kr{\"u}hner and Martin Larsson",
title = "Affine processes with compact state space",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "29:1--29:23",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1522375269",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bates:2018:LDP,
author = "Erik Bates",
title = "Localization of directed polymers with general
reference walk",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "30:1--30:45",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1522375270",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Powell:2018:CGC,
author = "Ellen Powell",
title = "Critical {Gaussian} chaos: convergence and uniqueness
in the derivative normalisation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "31:1--31:26",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1522375271",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Zhai:2018:ECC,
author = "Alex Zhai",
title = "Exponential concentration of cover times",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "32:1--32:22",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1523325625",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Basak:2018:CLS,
author = "Anirban Basak and Nicholas Cook and Ofer Zeitouni",
title = "Circular law for the sum of random permutation
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "33:1--33:51",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1524880977",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Janson:2018:MCB,
author = "Svante Janson and Nicolas Pouyanne",
title = "Moment convergence of balanced {P{\'o}lya} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "34:1--34:13",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1524880978",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Eldan:2018:DMF,
author = "Ronen Eldan and Renan Gross",
title = "Decomposition of mean-field {Gibbs} distributions into
product measures",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "35:1--35:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1524880979",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dobler:2018:FMT,
author = "Christian D{\"o}bler and Anna Vidotto and Guangqu
Zheng",
title = "Fourth moment theorems on the {Poisson} space in any
dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "36:1--36:27",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525312960",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Coupier:2018:SNS,
author = "David Coupier",
title = "Sublinearity of the number of semi-infinite branches
for geometric random trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "37:1--37:33",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852814",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chaumont:2018:CSD,
author = "Hans Chaumont and Christian Noack",
title = "Characterizing stationary $ 1 + 1 $ dimensional
lattice polymer models",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "38:1--38:19",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852815",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{LeGoff:2018:VRN,
author = "Line C. {Le Goff} and Olivier Raimond",
title = "Vertex reinforced non-backtracking random walks: an
example of path formation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "39:1--39:38",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852816",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Abe:2018:ELT,
author = "Yoshihiro Abe",
title = "Extremes of local times for simple random walks on
symmetric trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "40:1--40:41",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852817",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gufler:2018:REC,
author = "Stephan Gufler",
title = "A representation for exchangeable coalescent trees and
generalized tree-valued {Fleming--Viot} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "41:1--41:42",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852818",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gufler:2018:PCT,
author = "Stephan Gufler",
title = "Pathwise construction of tree-valued {Fleming--Viot}
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "42:1--42:58",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852819",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Travers:2018:ERW,
author = "Nicholas F. Travers",
title = "Excited random walk in a {Markovian} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "43:1--43:60",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852820",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bahadoran:2018:QEF,
author = "C. Bahadoran and T. Bodineau",
title = "Quantitative estimates for the flux of {TASEP} with
dilute site disorder",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "44:1--44:44",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1525852821",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bally:2018:CDN,
author = "Vlad Bally and Lucia Caramellino and Guillaume Poly",
title = "Convergence in distribution norms in the {CLT} for non
identical distributed random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "45:1--45:51",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527213726",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Rousselin:2018:IMH,
author = "Pierre Rousselin",
title = "Invariant measures, {Hausdorff} dimension and
dimension drop of some harmonic measures on
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "46:1--46:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527213727",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fan:2018:NSC,
author = "Wai-Tong (Louis) Fan and Sebastien Roch",
title = "Necessary and sufficient conditions for consistent
root reconstruction in {Markov} models on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "47:1--47:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527213728",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Birkner:2018:CRD,
author = "Matthias Birkner and Huili Liu and Anja Sturm",
title = "Coalescent results for diploid exchangeable population
models",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "49:1--49:44",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527818427",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ferrari:2018:UGT,
author = "Patrik L. Ferrari and Alessandra Occelli",
title = "Universality of the {GOE} {Tracy--Widom} distribution
for {TASEP} with arbitrary particle density",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "51:1--51:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527818429",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2018:RGB,
author = "Dayue Chen and Yueyun Hu and Shen Lin",
title = "Resistance growth of branching random networks",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "52:1--52:17",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527818430",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gold:2018:IIG,
author = "Julian Gold",
title = "Intrinsic isoperimetry of the giant component of
supercritical bond percolation in dimension two",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "53:1--53:41",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1527818431",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baur:2018:UIH,
author = "Erich Baur and Lo{\"\i}c Richier",
title = "Uniform infinite half-planar quadrangulations with
skewness",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "54:1--54:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528358488",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cuneo:2018:NES,
author = "No{\'e} Cuneo and Jean-Pierre Eckmann and Martin
Hairer and Luc Rey-Bellet",
title = "Non-equilibrium steady states for networks of
oscillators",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "55:1--55:28",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528358489",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chevyrev:2018:SDT,
author = "Ilya Chevyrev and Marcel Ogrodnik",
title = "A support and density theorem for {Markovian} rough
paths",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "56:1--56:16",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528704074",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gheissari:2018:EBC,
author = "Reza Gheissari and Eyal Lubetzky",
title = "The effect of boundary conditions on mixing of {$2$D}
{Potts} models at discontinuous phase transitions",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "57:1--57:30",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528704075",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Marcus:2018:SPP,
author = "Michael B. Marcus and Jay Rosen",
title = "Sample path properties of permanental processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "58:1--58:47",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528704076",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cortines:2018:DFS,
author = "Aser Cortines and Julian Gold and Oren Louidor",
title = "Dynamical freezing in a spin glass system with
logarithmic correlations",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "59:1--59:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1528704077",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pitman:2018:APR,
author = "Jim Pitman and Wenpin Tang",
title = "The argmin process of random walks, {Brownian} motion
and {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "60:1--60:35",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1529460158",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Aru:2018:TVL,
author = "Juhan Aru and Avelio Sep{\'u}lveda",
title = "Two-valued local sets of the {$2$D} continuum
{Gaussian} free field: connectivity, labels, and
induced metrics",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "61:1--61:35",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1529460159",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kim:2018:EDH,
author = "Panki Kim and Ante Mimica",
title = "Estimates of {Dirichlet} heat kernels for subordinate
{Brownian} motions",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "64:1--64:45",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570592",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Crisan:2018:PRS,
author = "Dan Crisan and Christopher Janjigian and Thomas G.
Kurtz",
title = "Particle representations for stochastic partial
differential equations with boundary conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "65:1--65:29",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570593",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schertzer:2018:HCP,
author = "Emmanuel Schertzer and Florian Simatos",
title = "Height and contour processes of {Crump-Mode-Jagers}
forests ({I}): general distribution and scaling limits
in the case of short edges",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "67:1--67:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570595",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Flegel:2018:LPD,
author = "Franziska Flegel",
title = "Localization of the principal {Dirichlet} eigenvector
in the heavy-tailed random conductance model",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "68:1--68:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570596",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Maller:2018:MNS,
author = "Ross A. Maller and David M. Mason",
title = "Matrix normalised stochastic compactness for a
{L{\'e}vy} process at zero",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "69:1--69:37",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570597",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{vonSoosten:2018:PTU,
author = "Per von Soosten and Simone Warzel",
title = "The phase transition in the ultrametric ensemble and
local stability of {Dyson} {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "70:1--70:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570598",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chetwynd-Diggle:2018:SMS,
author = "Jonathan A. Chetwynd-Diggle and Alison M. Etheridge",
title = "{SuperBrownian} motion and the spatial
{Lambda--Fleming--Viot} process",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "71:1--71:36",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532570599",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baar:2018:PES,
author = "Martina Baar and Anton Bovier",
title = "The polymorphic evolution sequence for populations
with phenotypic plasticity",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "72:1--72:27",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532678635",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dembo:2018:CLC,
author = "Amir Dembo and Takashi Kumagai and Chikara Nakamura",
title = "Cutoff for lamplighter chains on fractals",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "73:1--73:21",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532678636",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dolinsky:2018:NSD,
author = "Yan Dolinsky and Benjamin Gottesman",
title = "Numerical scheme for {Dynkin} games under model
uncertainty",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "74:1--74:20",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532678637",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Patie:2018:BGF,
author = "Pierre Patie and Mladen Savov",
title = "{Bernstein}-gamma functions and exponential
functionals of {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "75:1--75:101",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1532678638",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Au:2018:TDR,
author = "Benson Au",
title = "Traffic distributions of random band matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "77:1--77:48",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717736",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Joyner:2018:RWA,
author = "Christopher H. Joyner and Uzy Smilansky",
title = "A random walk approach to linear statistics in random
tournament ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "80:1--80:37",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717739",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{vandeBrug:2018:SSL,
author = "Tim van de Brug and Federico Camia and Marcin Lis",
title = "Spin systems from loop soups",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "81:1--81:17",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717740",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Galanis:2018:USA,
author = "Andreas Galanis and Leslie Ann Goldberg and Kuan
Yang",
title = "Uniqueness for the $3$-state antiferromagnetic {Potts}
model on the tree",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "82:1--82:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717741",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Georgiou:2018:DRT,
author = "Nicos Georgiou and Davar Khoshnevisan and Kunwoo Kim
and Alex D. Ramos",
title = "The dimension of the range of a transient random
walk",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "83:1--83:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717742",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Costantini:2018:EUR,
author = "Cristina Costantini and Thomas G. Kurtz",
title = "Existence and uniqueness of reflecting diffusions in
cusps",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "84:1--84:21",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717743",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Holcomb:2018:RMH,
author = "Diane Holcomb",
title = "The random matrix hard edge: rare events and a
transition",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "85:1--85:20",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717744",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Collevecchio:2018:SOR,
author = "Andrea Collevecchio and Mark Holmes and Daniel
Kious",
title = "On the speed of once-reinforced biased random walk on
trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "86:1--86:32",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717745",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Delmas:2018:CFL,
author = "Jean-Fran{\c{c}}ois Delmas and Jean-St{\'e}phane
Dhersin and Marion Sciauveau",
title = "Cost functionals for large (uniform and simply
generated) random trees",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "87:1--87:36",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717746",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Richier:2018:IIC,
author = "Lo{\"\i}c Richier",
title = "The incipient infinite cluster of the uniform infinite
half-planar triangulation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "89:1--89:38",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717748",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Devulder:2018:CSW,
author = "Alexis Devulder and Nina Gantert and Fran{\c{c}}oise
P{\`e}ne",
title = "Collisions of several walkers in recurrent random
environments",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "90:1--90:34",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717749",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{DelMoral:2018:SCE,
author = "Pierre {Del Moral} and Aline Kurtzmann and Julian
Tugaut",
title = "On the stability and the concentration of extended
{Kalman--Bucy} filters",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "91:1--91:30",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536717750",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bobkov:2018:BEB,
author = "S. G. Bobkov and G. P. Chistyakov and F. G{\"o}tze",
title = "{Berry--Esseen} bounds for typical weighted sums",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "92:1--92:22",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1536976980",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Feray:2018:WDG,
author = "Valentin F{\'e}ray",
title = "Weighted dependency graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "93:1--93:65",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537257885",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Blancas:2018:TWT,
author = "Airam Blancas and Jean-Jil Duchamps and Amaury Lambert
and Arno Siri-J{\'e}gousse",
title = "Trees within trees: simple nested coalescents",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "94:1--94:27",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537257886",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Landim:2018:MMC,
author = "Claudio Landim and Michail Loulakis and Mustapha
Mourragui",
title = "Metastable {Markov} chains: from the convergence of
the trace to the convergence of the finite-dimensional
distributions",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "95:1--95:34",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537322680",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Duminil-Copin:2018:URC,
author = "Hugo Duminil-Copin and Jhih-Huang Li and Ioan
Manolescu",
title = "Universality for the random-cluster model on isoradial
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "96:1--96:70",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537322681",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{denHollander:2018:MHC,
author = "Frank den Hollander and Francesca R. Nardi and Siamak
Taati",
title = "Metastability of hard-core dynamics on bipartite
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "97:1--97:65",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537495434",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Felipe:2018:BPS,
author = "Miraine D{\'a}vila Felipe and Amaury Lambert",
title = "Branching processes seen from their extinction time
via path decompositions of reflected {L{\'e}vy}
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "98:1--98:30",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537841130",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Rossignol:2018:ECF,
author = "Rapha{\"e}l Rossignol and Marie Th{\'e}ret",
title = "Existence and continuity of the flow constant in first
passage percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "99:1--99:42",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1537927580",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Goldstein:2018:NAD,
author = "Larry Goldstein",
title = "Non-asymptotic distributional bounds for the {Dickman}
approximation of the running time of the {Quickselect}
algorithm",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "100:1--100:13",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1538445816",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Arizmendi:2018:LTF,
author = "Octavio Arizmendi and Takahiro Hasebe",
title = "Limit theorems for free {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "101:1--101:36",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1538618571",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Basak:2018:DLP,
author = "Anirban Basak and Rick Durrett and Eric Foxall",
title = "Diffusion limit for the partner model at the critical
value",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "102:1--102:42",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1539309901",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Benoist:2018:NPS,
author = "St{\'e}phane Benoist",
title = "Natural parametrization of {SLE}: the {Gaussian} free
field point of view",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "103:1--103:16",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1539828067",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Beckman:2018:ABB,
author = "Erin Beckman and Emily Dinan and Rick Durrett and Ran
Huo and Matthew Junge",
title = "Asymptotic behavior of the {Brownian} frog model",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "104:1--104:19",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540000928",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nitzschner:2018:DLS,
author = "Maximilian Nitzschner",
title = "Disconnection by level sets of the discrete {Gaussian}
free field and entropic repulsion",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "105:1--105:21",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540260051",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Assiotis:2018:RSG,
author = "Theodoros Assiotis",
title = "Random surface growth and {Karlin--McGregor}
polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "106:1--106:81",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540260052",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Durieu:2018:FRS,
author = "Olivier Durieu and Yizao Wang",
title = "A family of random sup-measures with long-range
dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "107:1--107:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540260053",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ahlberg:2018:NSV,
author = "Daniel Ahlberg and Rangel Baldasso",
title = "Noise sensitivity and {Voronoi} percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "108:1--108:21",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540865371",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hong:2018:RLT,
author = "Jieliang Hong",
title = "Renormalization of local times of super-{Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "109:1--109:45",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540865372",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cook:2018:NHR,
author = "Nicholas Cook and Walid Hachem and Jamal Najim and
David Renfrew",
title = "Non-{Hermitian} random matrices with a variance
profile ({I}): deterministic equivalents and limiting
{ESDs}",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "110:1--110:61",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540865373",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dubach:2018:PGE,
author = "Guillaume Dubach",
title = "Powers of {Ginibre} eigenvalues",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "111:1--111:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540865374",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Budhiraja:2018:LDS,
author = "Amarjit Budhiraja and Paul Dupuis and Arnab Ganguly",
title = "Large deviations for small noise diffusions in a fast
{Markovian} environment",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "112:1--112:33",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1540951492",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Romito:2018:SME,
author = "Marco Romito",
title = "A simple method for the existence of a density for
stochastic evolutions with rough coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "113:1--113:43",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1542942364",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Buraczewski:2018:PLD,
author = "Dariusz Buraczewski and Piotr Dyszewski",
title = "Precise large deviations for random walk in random
environment",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "114:1--114:26",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1542942365",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Levajkovic:2018:SEE,
author = "Tijana Levajkovi{\'c} and Stevan Pilipovi{\'c} and
Dora Sele{\v{s}}i and Milica {\v{Z}}igi{\'c}",
title = "Stochastic evolution equations with {Wick}-polynomial
nonlinearities",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "116:1--116:25",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1543028704",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Muller:2018:RAC,
author = "Noela M{\"u}ller and Ralph Neininger",
title = "Refined asymptotics for the composition of cyclic
urns",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "117:1--117:20",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1543028707",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kammoun:2018:MSD,
author = "Mohamed Slim Kammoun",
title = "Monotonous subsequences and the descent process of
invariant random permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "118:1--118:31",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1543287754",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Daletskii:2018:SDE,
author = "Alexei Daletskii",
title = "Stochastic differential equations in a scale of
{Hilbert} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "119:1--119:15",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1544843299",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lambert:2018:TOM,
author = "Amaury Lambert and Ger{\'o}nimo Uribe Bravo",
title = "Totally ordered measured trees and splitting trees
with infinite variation",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "120:1--120:41",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1544843300",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Papapantoleon:2018:EUR,
author = "Antonis Papapantoleon and Dylan Possama{\"\i} and
Alexandros Saplaouras",
title = "Existence and uniqueness results for {BSDE} with
jumps: the whole nine yards",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "121:1--121:68",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545102139",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Barbour:2018:CLT,
author = "A. D. Barbour and Adrian R{\"o}llin",
title = "A central limit theorem for the gossip process",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "123:1--123:37",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545102141",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Marx:2018:NAC,
author = "Victor Marx",
title = "A new approach for the construction of a {Wasserstein}
diffusion",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "124:1--124:54",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545188691",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Criens:2018:ACS,
author = "David Criens and Kathrin Glau",
title = "Absolute continuity of semimartingales",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "125:1--125:28",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545188692",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Foxall:2018:NGC,
author = "Eric Foxall",
title = "The naming game on the complete graph",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "126:1--126:42",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545188693",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hartung:2018:PDC,
author = "Lisa Hartung and Anton Klimovsky",
title = "The phase diagram of the complex branching {Brownian}
motion energy model",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "127:1--127:27",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545188694",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Qian:2018:LPP,
author = "Wei Qian and Wendelin Werner",
title = "The law of a point process of {Brownian} excursions in
a domain is determined by the law of its trace",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "128:1--128:23",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545210235",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sethuraman:2018:HLL,
author = "Sunder Sethuraman and Doron Shahar",
title = "Hydrodynamic limits for long-range asymmetric
interacting particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "130:1--130:54",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545361594",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{McRedmond:2018:CHP,
author = "James McRedmond and Andrew R. Wade",
title = "The convex hull of a planar random walk: perimeter,
diameter, and shape",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "131:1--131:24",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545447916",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bauer:2018:SSM,
author = "Martin Bauer and Thilo Meyer-Brandis and Frank
Proske",
title = "Strong solutions of mean-field stochastic differential
equations with irregular drift",
journal = j-ELECTRON-J-PROBAB,
volume = "23",
number = "??",
pages = "132:1--132:35",
month = "????",
year = "2018",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:29 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1545447917",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Blondel:2019:FEF,
author = "Oriane Blondel and Aurelia Deshayes and Cristina
Toninelli",
title = "Front evolution of the {Fredrickson--Andersen} one
spin facilitated model",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "1:1--1:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1546571126",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Devroye:2019:HSG,
author = "Luc Devroye and Cecilia Holmgren and Henning
Sulzbach",
title = "Heavy subtrees of {Galton--Watson} trees with an
application to {Apollonian} networks",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "2:1--2:44",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1549357219",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Imkeller:2019:DSD,
author = "Peter Imkeller and Gon{\c{c}}alo dos Reis and William
Salkeld",
title = "Differentiability of {SDEs} with drifts of
super-linear growth",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "3:1--3:43",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1549616424",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Harter:2019:SAS,
author = "Jonathan Harter and Adrien Richou",
title = "A stability approach for solving multidimensional
quadratic {BSDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "4:1--4:51",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1549616425",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ged:2019:PSS,
author = "Fran{\c{c}}ois Gaston Ged",
title = "Profile of a self-similar growth-fragmentation",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "7:1--7:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550199785",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Safikhani:2019:SCE,
author = "Abolfazl Safikhani and Yimin Xiao",
title = "Spectral conditions for equivalence of {Gaussian}
random fields with stationary increments",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "8:1--8:19",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550199786",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Che:2019:ULS,
author = "Ziliang Che and Patrick Lopatto",
title = "Universality of the least singular value for sparse
random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "9:1--9:53",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550221265",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jaramillo:2019:CES,
author = "Arturo Jaramillo and Juan Carlos Pardo and Jos{\'e}
Luis P{\'e}rez",
title = "Convergence of the empirical spectral distribution of
{Gaussian} matrix-valued processes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "10:1--10:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550286034",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Habermann:2019:STF,
author = "Karen Habermann",
title = "Small-time fluctuations for the bridge in a model
class of hypoelliptic diffusions of weak
{H{\"o}rmander} type",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "11:1--11:19",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550480425",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jourdain:2019:NAE,
author = "Benjamin Jourdain and Ahmed Kebaier",
title = "Non-asymptotic error bounds for the multilevel {Monte
Carlo} {Euler} method applied to {SDEs} with constant
diffusion coefficient",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "12:1--12:34",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550653271",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Tanguy:2019:NAV,
author = "Kevin Tanguy",
title = "Non asymptotic variance bounds and deviation
inequalities by optimal transport",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "13:1--13:18",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550653272",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lin:2019:CSW,
author = "Kevin Lin and Carl Mueller",
title = "Can the stochastic wave equation with strong drift hit
zero?",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "14:1--14:26",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550653273",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Abraham:2019:APE,
author = "Romain Abraham and Jean-Fran{\c{c}}ois Delmas",
title = "Asymptotic properties of expansive {Galton--Watson}
trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "15:1--15:51",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550826098",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Olla:2019:ELD,
author = "Stefano Olla and Li-Cheng Tsai",
title = "Exceedingly large deviations of the totally asymmetric
exclusion process",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "16:1--16:71",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1550826099",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Profeta:2019:CES,
author = "Christophe Profeta and Thomas Simon",
title = "{Cram{\'e}r}'s estimate for stable processes with
power drift",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "17:1--17:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1551150461",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lugosi:2019:FSU,
author = "G{\'a}bor Lugosi and Alan S. Pereira",
title = "Finding the seed of uniform attachment trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "18:1--18:15",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1551323285",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bansaye:2019:SLP,
author = "Vincent Bansaye and Maria-Emilia Caballero and Sylvie
M{\'e}l{\'e}ard",
title = "Scaling limits of population and evolution processes
in random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "19:1--19:38",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Sat Mar 16 10:33:33 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1552013626",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Coupier:2019:DCR,
author = "David Coupier and Jean-Fran{\c{c}}ois Marckert and
Viet Chi Tran",
title = "Directed, cylindric and radial {Brownian} webs",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "20:1--20:48",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553133829",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Unterberger:2019:GFL,
author = "Jeremie Unterberger",
title = "Global fluctuations for {$1$D} log-gas dynamics.
Covariance kernel and support",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "21:1--21:28",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553155301",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schmid:2019:MTS,
author = "Dominik Schmid",
title = "Mixing times for the simple exclusion process in
ballistic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "22:1--22:25",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553155302",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lubbers:2019:SCB,
author = "Jan-Erik L{\"u}bbers and Matthias Meiners",
title = "The speed of critically biased random walk in a
one-dimensional percolation model",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "23:1--23:29",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553306439",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hug:2019:STS,
author = "Daniel Hug and Christoph Th{\"a}le",
title = "Splitting tessellations in spherical spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "24:1--24:60",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565775",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Aldous:2019:SEP,
author = "David Aldous and Russell Lyons",
title = "Second Errata to {``Processes on Unimodular Random
Networks''}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "25:1--25:2",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Aldous:2007:PUR,Aldous:2017:EPU}.",
URL = "https://projecteuclid.org/euclid.ejp/1553565776",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Eberle:2019:QCR,
author = "Andreas Eberle and Mateusz B. Majka",
title = "Quantitative contraction rates for {Markov} chains on
general state spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "26:1--26:36",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565777",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Barbour:2019:MAT,
author = "A. D. Barbour and A. Xia",
title = "Multivariate approximation in total variation using
local dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "27:1--27:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565778",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ben-Ari:2019:RWC,
author = "Iddo Ben-Ari and Alexander Roitershtein and Rinaldo B.
Schinazi",
title = "A random walk with catastrophes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "28:1--28:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565779",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Arras:2019:SMMa,
author = "Benjamin Arras and Christian Houdr{\'e}",
title = "On {Stein}'s method for multivariate self-decomposable
laws with finite first moment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "29:1--29:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565780",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cuchiero:2019:PMV,
author = "Christa Cuchiero and Martin Larsson and Sara
Svaluto-Ferro",
title = "Probability measure-valued polynomial diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "30:1--30:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1553565781",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Michelen:2019:IPG,
author = "Marcus Michelen and Robin Pemantle and Josh
Rosenberg",
title = "Invasion percolation on {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "31:1--31:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554256913",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Benjamini:2019:RSC,
author = "Itai Benjamini and Jonathan Hermon",
title = "Rapid social connectivity",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "32:1--32:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775411",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Foucart:2019:CSB,
author = "Cl{\'e}ment Foucart",
title = "Continuous-state branching processes with competition:
duality and reflection at infinity",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "33:1--33:38",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775412",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kabluchko:2019:DBZ,
author = "Zakhar Kabluchko and Hauke Seidel",
title = "Distances between zeroes and critical points for
random polynomials with i.i.d. zeroes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "34:1--34:25",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775413",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fang:2019:WBN,
author = "Xiao Fang",
title = "{Wasserstein}-2 bounds in normal approximation under
local dependence",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "35:1--35:14",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775414",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2019:RWD,
author = "Yu-Ting Chen",
title = "Rescaled {Whittaker} driven stochastic differential
equations converge to the additive stochastic heat
equation",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "36:1--36:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775415",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Caputo:2019:CBP,
author = "Pietro Caputo and Dmitry Ioffe and Vitali Wachtel",
title = "Confinement of {Brownian} polymers under geometric
area tilts",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "37:1--37:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775416",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Avena:2019:RWC,
author = "Luca Avena and Yuki Chino and Conrado da Costa and
Frank den Hollander",
title = "Random walk in cooling random environment: ergodic
limits and concentration inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "38:1--38:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554775418",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Vanneuville:2019:ASR,
author = "Hugo Vanneuville",
title = "Annealed scaling relations for {Voronoi} percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "39:1--39:71",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1554861841",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kwasnicki:2019:FTL,
author = "Mateusz Kwa{\'s}nicki",
title = "Fluctuation theory for {L{\'e}vy} processes with
completely monotone jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "40:1--40:40",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1555034439",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Marcovici:2019:ESC,
author = "Ir{\`e}ne Marcovici and Mathieu Sablik and Siamak
Taati",
title = "Ergodicity of some classes of cellular automata
subject to noise",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "41:1--41:44",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1555034440",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Adamczak:2019:NCP,
author = "Rados{\l}aw Adamczak and Micha{\l} Kotowski and
Bart{\l}omiej Polaczyk and Micha{\l} Strzelecki",
title = "A note on concentration for polynomials in the {Ising}
model",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "42:1--42:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1555466612",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Meliot:2019:ART,
author = "Pierre-Lo{\"\i}c M{\'e}liot",
title = "Asymptotic representation theory and the spectrum of a
random geometric graph on a compact {Lie} group",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "43:1--43:85",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1555466613",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Adhikari:2019:EUC,
author = "Arka Adhikari and Ziliang Che",
title = "Edge universality of correlated {Gaussians}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "44:1--44:25",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1556179228",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sun:2019:ALU,
author = "Wen Sun and Robert Philippe",
title = "Analysis of large urn models with local mean-field
interactions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "45:1--45:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1557453644",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berger:2019:SRT,
author = "Quentin Berger",
title = "Strong renewal theorems and local large deviations for
multivariate random walks and renewals",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "46:1--46:47",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1557453645",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schertzer:2019:HCP,
author = "Emmanuel Schertzer and Florian Simatos",
title = "Height and contour processes of {Crump--Mode--Jagers}
forests {(II)}: the {Bellman--Harris} universality
class",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "47:1--47:38",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1558145015",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Georgiou:2019:IPN,
author = "Nicholas Georgiou and Aleksandar Mijatovi{\'c} and
Andrew R. Wade",
title = "Invariance principle for non-homogeneous random
walks",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "48:1--48:38",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1558145016",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hammond:2019:SAP,
author = "Alan Hammond",
title = "On self-avoiding polygons and walks: the snake method
via polygon joining",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "49:1--49:43",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1558404407",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Delarue:2019:MEM,
author = "Fran{\c{c}}ois Delarue and Daniel Lacker and Kavita
Ramanan",
title = "From the master equation to mean field game limit
theory: a central limit theorem",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "51:1--51:54",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1558576902",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Glode:2019:BTC,
author = "Patric Gl{\"o}de and Andreas Greven and Thomas
Rippl",
title = "Branching trees {I}: concatenation and infinite
divisibility",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "52:1--52:55",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1559354444",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hughes:2019:BLT,
author = "Thomas Hughes",
title = "A boundary local time for one-dimensional
super-{Brownian} motion and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "54:1--54:58",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1559700304",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Doring:2019:LPF,
author = "Leif D{\"o}ring and Alexander R. Watson and Philip
Weissmann",
title = "{L{\'e}vy} processes with finite variance conditioned
to avoid an interval",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "55:1--55:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1559700305",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hong:2019:ABH,
author = "Wenming Hong and Xiaoyue Zhang",
title = "Asymptotic behaviour of heavy-tailed branching
processes in random environments",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "56:1--56:17",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1559700306",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Forien:2019:SSM,
author = "Rapha{\"e}l Forien",
title = "The stepping stone model in a random environment and
the effect of local heterogeneities on isolation by
distance patterns",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "57:1--57:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1560391565",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gwynne:2019:HFM,
author = "Ewain Gwynne and Jason Miller and Scott Sheffield",
title = "Harmonic functions on mated-{CRT} maps",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "58:1--58:55",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082667",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Brault:2019:NLS,
author = "Antoine Brault and Antoine Lejay",
title = "The non-linear sewing lemma {I}: weak formulation",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "59:1--59:24",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082668",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dalang:2019:RFS,
author = "Robert C. Dalang and Thomas Humeau",
title = "Random field solutions to linear {SPDEs} driven by
symmetric pure jump {L{\'e}vy} space-time white
noises",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "60:1--60:28",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082669",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Olvera-Cravioto:2019:CPD,
author = "Mariana Olvera-Cravioto",
title = "Convergence of the population dynamics algorithm in
the {Wasserstein} metric",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "61:1--61:27",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082670",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Georgiou:2019:MCH,
author = "Nicholas Georgiou and Mikhail V. Menshikov and Dimitri
Petritis and Andrew R. Wade",
title = "{Markov} chains with heavy-tailed increments and
asymptotically zero drift",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "62:1--62:28",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082671",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{DeMasi:2019:NLB,
author = "Anna {De Masi} and Pablo A. Ferrari and Errico
Presutti and Nahuel Soprano-Loto",
title = "Non local branching {Brownian} motions with
annihilation and free boundary problems",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "63:1--63:30",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561082672",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Milos:2019:EPT,
author = "Piotr Mi{\l}o{\'s} and Bat{\i} {\c{S}}eng{\"u}l",
title = "Existence of a phase transition of the interchange
process on the {Hamming} graph",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "64:1--64:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561169148",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Sakai:2019:SMH,
author = "Akira Sakai and Gordon Slade",
title = "Spatial moments for high-dimensional critical contact
process, oriented percolation and lattice trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "65:1--65:18",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561169149",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ankirchner:2019:SEC,
author = "Stefan Ankirchner and Nabil Kazi-Tani and Maike Klein
and Thomas Kruse",
title = "Stopping with expectation constraints: 3 points
suffice",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "66:1--66:16",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687599",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fill:2019:QIR,
author = "James Allen Fill and Wei-Chun Hung",
title = "{QuickSort}: improved right-tail asymptotics for the
limiting distribution, and large deviations",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "67:1--67:13",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687600",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hilario:2019:STS,
author = "Marcelo Hilario and Xinyi Li and Petr Panov",
title = "Shape theorem and surface fluctuation for {Poisson}
cylinders",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "68:1--68:16",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687601",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Buraczewski:2019:RWM,
author = "Dariusz Buraczewski and Piotr Dyszewski and Alexander
Iksanov and Alexander Marynych and Alexander
Roitershtein",
title = "Random walks in a moderately sparse random
environment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "69:1--69:44",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687602",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lupu:2019:ICS,
author = "Titus Lupu and Christophe Sabot and Pierre
Tarr{\`e}s",
title = "Inverting the coupling of the signed {Gaussian} free
field with a loop-soup",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "70:1--70:28",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687603",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dalmao:2019:PSC,
author = "Federico Dalmao and Ivan Nourdin and Giovanni Peccati
and Maurizia Rossi",
title = "Phase singularities in complex arithmetic random
waves",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "71:1--71:45",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687604",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Caravenna:2019:LLD,
author = "Francesco Caravenna and Ron Doney",
title = "Local large deviations and the strong renewal
theorem",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "72:1--72:48",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687605",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Connor:2019:MTE,
author = "Stephen B. Connor and Richard J. Pymar",
title = "Mixing times for exclusion processes on hypergraphs",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "73:1--73:48",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1561687606",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Betz:2019:SLB,
author = "Volker Betz and Lorenzo Taggi",
title = "Scaling limit of ballistic self-avoiding walk
interacting with spatial random permutations",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "74:1--74:37",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1562119474",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Venet:2019:NFB,
author = "Nil Venet",
title = "Nonexistence of fractional {Brownian} fields indexed
by cylinders",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "75:1--75:26",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1562119475",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Can:2019:FPT,
author = "Van Hao Can and Shuta Nakajima",
title = "First passage time of the frog model has a sublinear
variance",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "76:1--76:27",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1562292237",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baumler:2019:UNU,
author = "Johannes B{\"a}umler",
title = "Uniqueness and non-uniqueness for spin-glass ground
states on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "77:1--77:17",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1563264040",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Shi:2019:PTC,
author = "Quan Shi and Alexander R. Watson",
title = "Probability tilting of compensated fragmentations",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "78:1--78:39",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1565057003",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Basse-OConnor:2019:LTF,
author = "Andreas Basse-O'Connor and Claudio Heinrich and Mark
Podolskij",
title = "On limit theory for functionals of stationary
increments {L{\'e}vy} driven moving averages",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "79:1--79:42",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1567648850",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Blondel:2019:RWR,
author = "Oriane Blondel and Marcelo R. Hil{\'a}rio and Renato
S. dos Santos and Vladas Sidoravicius and Augusto
Teixeira",
title = "Random walk on random walks: higher dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "80:1--80:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1567670466",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bandini:2019:BRR,
author = "Elena Bandini and Fulvia Confortola and Andrea
Cosso",
title = "{BSDE} representation and randomized dynamic
programming principle for stochastic control problems
of infinite-dimensional jump-diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "81:1--81:37",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080857",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pinsky:2019:ODD,
author = "Ross G. Pinsky",
title = "Optimizing the drift in a diffusive search for a
random stationary target",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "82:1--82:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080861",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bishop:2019:SMV,
author = "Adrian N. Bishop and Pierre {Del Moral}",
title = "On the stability of matrix-valued {Riccati}
diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "84:1--84:40",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080863",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gotze:2019:HOC,
author = "Friedrich G{\"o}tze and Holger Sambale and Arthur
Sinulis",
title = "Higher order concentration for functions of weakly
dependent random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "85:1--85:19",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080865",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Budzinski:2019:SCM,
author = "Thomas Budzinski",
title = "Supercritical causal maps: geodesics and simple random
walk",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "86:1--86:43",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080866",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Biskup:2019:IPO,
author = "Marek Biskup",
title = "An invariance principle for one-dimensional random
walks among dynamical random conductances",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "87:1--87:29",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080867",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dorsch:2019:RPH,
author = "Florian Dorsch and Hermann Schulz-Baldes",
title = "Random perturbations of hyperbolic dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "89:1--89:23",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080869",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Christoph:2019:DPH,
author = "Hofer-Temmel Christoph",
title = "Disagreement percolation for the hard-sphere model",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "91:1--91:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568080871",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Denisov:2019:ACH,
author = "Denis Denisov and Vitali Wachtel",
title = "Alternative constructions of a harmonic function for a
random walk in a cone",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "92:1--92:26",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568253841",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Versendaal:2019:LDG,
author = "Rik Versendaal",
title = "Large deviations for geodesic random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "93:1--93:39",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568361634",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Johnston:2019:GGW,
author = "Samuel G. G. Johnston",
title = "The genealogy of {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "94:1--94:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568361635",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Frikha:2019:IPF,
author = "Noufel Frikha and Arturo Kohatsu-Higa and Libo Li",
title = "Integration by parts formula for killed processes: a
point of view from approximation theory",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "95:1--95:44",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793788",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bourgade:2019:GFD,
author = "Paul Bourgade and Krishnan Mody",
title = "{Gaussian} fluctuations of the determinant of {Wigner}
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "96:1--96:28",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793789",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bartl:2019:SID,
author = "Daniel Bartl and Michael Kupper and Ariel Neufeld",
title = "Stochastic integration and differential equations for
typical paths",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "97:1--97:21",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793790",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Laruelle:2019:NRU,
author = "Sophie Laruelle and Gilles Pag{\`e}s",
title = "Nonlinear randomized urn models: a stochastic
approximation viewpoint",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "98:1--98:47",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793792",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Boutaud:2019:RPS,
author = "Pierre Boutaud and Pascal Maillard",
title = "A revisited proof of the {Seneta--Heyde} norming for
branching random walks under optimal assumptions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "99:1--99:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793793",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Devulder:2019:AMW,
author = "Alexis Devulder and Nina Gantert and Fran{\c{c}}oise
P{\`e}ne",
title = "Arbitrary many walkers meet infinitely often in a
subballistic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "100:1--100:25",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793794",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Caravenna:2019:DSR,
author = "Francesco Caravenna and Rongfeng Sun and Nikos
Zygouras",
title = "The {Dickman} subordinator, renewal theorems, and
disordered systems",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "101:1--101:40",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1568793795",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Suzuki:2019:CBM,
author = "Kohei Suzuki",
title = "Convergence of {Brownian} motions on metric measure
spaces under {Riemannian} Curvature--Dimension
conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "102:1--102:36",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569463328",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Foucart:2019:CCS,
author = "Cl{\'e}ment Foucart and Chunhua Ma and Bastien
Mallein",
title = "Coalescences in continuous-state branching processes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "103:1--103:52",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569895472",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Henning:2019:GGM,
author = "Florian Henning and Christof K{\"u}lske and Arnaud {Le
Ny} and Utkir A. Rozikov",
title = "Gradient {Gibbs} measures for the {SOS} model with
countable values on a {Cayley} tree",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "104:1--104:23",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569895473",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hu:2019:HCS,
author = "Yaozhong Hu and David Nualart and Panqiu Xia",
title = "{H{\"o}lder} continuity of the solutions to a class of
{SPDE's} arising from branching particle systems in a
random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "105:1--105:52",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569895474",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Balan:2019:EDS,
author = "Raluca M. Balan and Llu{\'\i}s Quer-Sardanyons and
Jian Song",
title = "Existence of density for the stochastic wave equation
with space-time homogeneous {Gaussian} noise",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "106:1--106:43",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569895475",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Strzelecka:2019:ENL,
author = "Marta Strzelecka",
title = "Estimates of norms of log-concave random matrices with
dependent entries",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "107:1--107:15",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569981822",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bjornberg:2019:IPR,
author = "Jakob E. Bj{\"o}rnberg and Micha{\l} Kotowski and
Benjamin Lees and Piotr Mi{\l}o{\'s}",
title = "The interchange process with reversals on the complete
graph",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "108:1--108:43",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569981823",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Eisenbaum:2019:DID,
author = "Nathalie Eisenbaum",
title = "Decompositions of infinitely divisible nonnegative
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "109:1--109:25",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1569981824",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Alves:2019:DIS,
author = "Caio Alves and Artem Sapozhnikov",
title = "Decoupling inequalities and supercritical percolation
for the vacant set of random walk loop soup",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "110:1--110:34",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570068174",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Li:2019:OPF,
author = "Xinyi Li and Daisuke Shiraishi",
title = "One-point function estimates for loop-erased random
walk in three dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "111:1--111:46",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570586691",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hoffman:2019:ISF,
author = "Christopher Hoffman and Tobias Johnson and Matthew
Junge",
title = "Infection spread for the frog model on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "112:1--112:29",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570586692",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berglund:2019:CRS,
author = "Nils Berglund and Christian Kuehn",
title = "Corrigendum to {``Regularity structures and
renormalisation of FitzHugh--Nagumo SPDEs in three
space dimensions''}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "113:1--113:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Berglund:2016:RSR}.",
URL = "https://projecteuclid.org/euclid.ejp/1570672858",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Adams:2019:WRM,
author = "Stefan Adams and Michael Eyers",
title = "The {Widom--Rowlinson} model on the {Delaunay} graph",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "114:1--114:41",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570759239",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schiavo:2019:CFD,
author = "Lorenzo Dello Schiavo",
title = "Characteristic functionals of {Dirichlet} measures",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "115:1--115:38",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570759240",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Flint:2019:FIM,
author = "Ian Flint and Nicolas Privault and Giovanni Luca
Torrisi",
title = "Functional inequalities for marked point processes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "116:1--116:40",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1570759241",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Perkowski:2019:KER,
author = "Nicolas Perkowski and Tommaso Cornelis Rosati",
title = "The {KPZ} equation on the real line",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "117:1--117:56",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1572314777",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Chen:2019:DBP,
author = "Le Chen and Jingyu Huang and Davar Khoshnevisan and
Kunwoo Kim",
title = "Dense blowup for parabolic {SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "118:1--118:33",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1572314778",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nualart:2019:AES,
author = "David Nualart and Nakahiro Yoshida",
title = "Asymptotic expansion of {Skorohod} integrals",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "119:1--119:64",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1572508843",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baccelli:2019:DT,
author = "Fran{\c{c}}ois Baccelli and Mir-Omid Haji-Mirsadeghi
and James T. {Murphy III}",
title = "{Doeblin} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "120:1--120:36",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573009611",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Collevecchio:2019:BRN,
author = "Andrea Collevecchio and Cong Bang Huynh and Daniel
Kious",
title = "The branching-ruin number as critical parameter of
random processes on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "121:1--121:29",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573030842",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Aleandri:2019:ODL,
author = "Michele Aleandri and Ida G. Minelli",
title = "Opinion dynamics with {Lotka--Volterra} type
interactions",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "122:1--122:31",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573030843",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Yang:2019:EUS,
author = "Fan Yang",
title = "Edge universality of separable covariance matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "123:1--123:57",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573030844",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Varvenne:2019:CIS,
author = "Maylis Varvenne",
title = "Concentration inequalities for Stochastic Differential
Equations with additive fractional noise",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "124:1--124:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573268588",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Janson:2019:HPR,
author = "Svante Janson",
title = "The hiring problem with rank-based strategies",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "125:1--125:35",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573268589",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hillion:2019:PSO,
author = "Erwan Hillion and Oliver Johnson",
title = "A proof of the {Shepp--Olkin} entropy monotonicity
conjecture",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "126:1--126:14",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573268590",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ramirez:2019:NEB,
author = "Alejandro F. Ram{\'\i}rez and Santiago Saglietti",
title = "New examples of ballistic {RWRE} in the low disorder
regime",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "127:1--127:20",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573268591",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Arras:2019:SMMb,
author = "Benjamin Arras and Christian Houdr{\'e}",
title = "On {Stein}'s method for multivariate self-decomposable
laws",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "128:1--128:63",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573268592",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Shang:2019:TCI,
author = "Shijie Shang and Tusheng Zhang",
title = "{Talagrand} concentration inequalities for stochastic
heat-type equations under uniform distance",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "129:1--129:15",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573527858",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Schulte:2019:MSO,
author = "Matthias Schulte and J. E. Yukich",
title = "Multivariate second order {Poincar{\'e}} inequalities
for {Poisson} functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "130:1--130:42",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573527859",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Zhang:2019:DVK,
author = "Xicheng Zhang",
title = "A discretized version of {Krylov}'s estimate and its
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "131:1--131:17",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573527860",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gerasimovics:2019:HTS,
author = "Andris Gerasimovi{\v{c}}s and Martin Hairer",
title = "{H{\"o}rmander's} theorem for semilinear {SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "132:1--132:56",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573614084",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Minsker:2019:MIM,
author = "Stanislav Minsker and Xiaohan Wei",
title = "Moment inequalities for matrix-valued {$U$}-statistics
of order 2",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "133:1--133:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573614085",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Costantini:2019:MSC,
author = "Cristina Costantini and Thomas G. Kurtz",
title = "{Markov} selection for constrained martingale
problems",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "135:1--135:31",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1573700462",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Beck:2019:SOS,
author = "Lisa Beck and Franco Flandoli and Massimiliano
Gubinelli and Mario Maurelli",
title = "Stochastic {ODEs} and stochastic linear {PDEs} with
critical drift: regularity, duality and uniqueness",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "136:1--136:72",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1574996477",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Collevecchio:2019:DWR,
author = "Andrea Collevecchio and Kais Hamza and Laurent
Tournier",
title = "A deterministic walk on the randomly oriented
{Manhattan} lattice",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "137:1--137:20",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1575342532",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baccelli:2019:SGU,
author = "Fran{\c{c}}ois Baccelli and Eliza O'Reilly",
title = "The stochastic geometry of unconstrained one-bit data
compression",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "138:1--138:27",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1575342533",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Benes:2019:TPI,
author = "Christian Bene{\v{s}} and Gregory F. Lawler and
Fredrik Viklund",
title = "Transition probabilities for infinite two-sided
loop-erased random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "139:1--139:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1575428689",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Zervos:2019:DSS,
author = "Mihail Zervos and Neofytos Rodosthenous and Pui Chan
Lon and Thomas Bernhardt",
title = "Discretionary stopping of stochastic differential
equations with generalised drift",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "140:1--140:39",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1575514915",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ren:2019:SCL,
author = "Yan-Xia Ren and Renming Song and Zhenyao Sun and
Jianjie Zhao",
title = "Stable central limit theorems for super
{Ornstein--Uhlenbeck} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "141:1--141:42",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1576638110",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fontes:2019:ABA,
author = "Luiz Renato Fontes and V{\'e}ronique Gayrard",
title = "Asymptotic behavior and aging of a low temperature
cascading $2$-{GREM} dynamics at extreme time scales",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "142:1--142:50",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1576638111",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Erignoux:2019:EFD,
author = "Cl{\'e}ment Erignoux and Marielle Simon",
title = "Equilibrium fluctuations for the disordered harmonic
chain perturbed by an energy conserving noise",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "143:1--143:52",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1576810975",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Baverez:2019:MBA,
author = "Guillaume Baverez",
title = "Modular bootstrap agrees with the path integral in the
large moduli limit",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "144:1--144:22",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1576810976",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Barhoumi-Andreani:2019:BFN,
author = "Yacine Barhoumi-Andr{\'e}ani and Christoph Koch and
Hong Liu",
title = "Bivariate fluctuations for the number of arithmetic
progressions in random sets",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "145:1--145:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1577502322",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Barnes:2019:BMR,
author = "Clayton Barnes and Krzysztof Burdzy and Carl-Erik
Gauthier",
title = "Billiards with {Markovian} reflection laws",
journal = j-ELECTRON-J-PROBAB,
volume = "24",
number = "??",
pages = "147:1--147:32",
month = "????",
year = "2019",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:17 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1577761457",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Liu:2020:PIQ,
DOI = "https://doi.org/10.1214/19-EJP403",
author = "Yuan Liu",
title = "The {Poincar{\'e}} inequality and quadratic
transportation-variance inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1:1--1:16",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1578020644",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bellingeri:2020:ITF,
DOI = "https://doi.org/10.1214/19-EJP404",
author = "Carlo Bellingeri",
title = "An {It{\^o}} type formula for the additive stochastic
heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "2:1--2:52",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1578366206",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Englander:2020:CTW,
DOI = "https://doi.org/10.1214/19-EJP406",
author = "J{\'a}nos Engl{\"a}nder and Stanislav Volkov and
Zhenhua Wang",
title = "The coin-turning walk and its scaling limit",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "3:1--3:38",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1578452592",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Durrett:2020:SCP,
DOI = "https://doi.org/10.1214/19-EJP402",
author = "Rick Durrett and Dong Yao",
title = "The symbiotic contact process",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "4:1--4:21",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1579143695",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Su:2020:PSH,
DOI = "https://doi.org/10.1214/20-EJP415",
author = "Weicong Su",
title = "On the peaks of a stochastic heat equation on a sphere
with a large radius",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "5:1--5:38",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1579835021",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Miclo:2020:CMV,
DOI = "https://doi.org/10.1214/20-EJP419",
author = "Laurent Miclo",
title = "On the construction of measure-valued dual processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "6:1--6:64",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580202285",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Shen:2020:EID,
DOI = "https://doi.org/10.1214/20-EJP411",
author = "Yandi Shen and Fang Han and Daniela Witten",
title = "Exponential inequalities for dependent
{$V$}-statistics via random {Fourier} features",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "7:1--7:18",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580267007",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Spinka:2020:FCS,
DOI = "https://doi.org/10.1214/20-EJP420",
author = "Yinon Spinka",
title = "Finitary coding for the sub-critical {Ising} model
with finite expected coding volume",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "8:1--8:27",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580267008",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Perlman:2020:RPS,
DOI = "https://doi.org/10.1214/20-EJP418",
author = "Michael D. Perlman",
title = "Are random permutations spherically uniform?",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "9:1--9:26",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580267009",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kumar:2020:SCP,
DOI = "https://doi.org/10.1214/19-EJP407",
author = "Umesh Kumar and Markus Riedle",
title = "The stochastic {Cauchy} problem driven by a
cylindrical {L{\'e}vy} process",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "10:1--10:26",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580267010",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Archer:2020:ISL,
DOI = "https://doi.org/10.1214/20-EJP413",
author = "Eleanor Archer",
title = "Infinite stable looptrees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "11:1--11:48",
month = "????",
year = "2020",
CODEN = "????",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580267011",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berthet:2020:ERC,
author = "Philippe Berthet and Jean Claude Fort",
title = "Exact rate of convergence of the expected",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--16",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP410",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Exact-rate-of-convergence-of-the-expected-W_2-distance-between/10.1214/19-EJP410.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian empirical",
}
@Article{Amir:2020:PMD,
author = "Gideon Amir and Rangel Baldasso",
title = "Percolation in majority dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "13:1--13:18",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP414",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580374825",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Guionnet:2020:LDL,
author = "Alice Guionnet and Myl{\`e}ne Ma{\"\i}da",
title = "Large deviations for the largest eigenvalue of the sum
of two random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "14:1--14:24",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP405",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580871680",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Barrera:2020:CPO,
author = "Gerardo Barrera and Juan Carlos Pardo",
title = "Cut-off phenomenon for {Ornstein--Uhlenbeck} processes
driven by {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "15:1--15:33",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP417",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580871681",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Kuhn:2020:EMS,
author = "Franziska K{\"u}hn",
title = "Existence of ({Markovian}) solutions to martingale
problems associated with {L{\'e}vy}-type operators",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "16:1--16:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP424",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580871682",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Moinat:2020:LBS,
author = "Augustin Moinat and Hendrik Weber",
title = "Local bounds for stochastic reaction diffusion
equations",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "17:1--17:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP397",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580871683",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Tran:2020:STS,
author = "Huy Tran and Yizheng Yuan",
title = "A support theorem for {SLE} curves",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "18:1--18:18",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP425",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580958251",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Wang:2020:FIW,
author = "Feng-Yu Wang",
title = "Functional inequalities for weighted Gamma
distribution on the space of finite measures",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "19:1--19:27",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP426",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580958255",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fradelizi:2020:CIC,
author = "Matthieu Fradelizi and Jiange Li and Mokshay
Madiman",
title = "Concentration of information content for convex
measures",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "20:1--20:22",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP416",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1580979618",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bailleul:2020:SMF,
author = "Isma{\"e}l Bailleul and R{\'e}mi Catellier and
Fran{\c{c}}ois Delarue",
title = "Solving mean field rough differential equations",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "21:1--21:51",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP409",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1581044444",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Klochkov:2020:UHW,
author = "Yegor Klochkov and Nikita Zhivotovskiy",
title = "Uniform {Hanson-Wright} type concentration
inequalities for unbounded entries via the entropy
method",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "22:1--22:30",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP422",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1581130826",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mourrat:2020:EPF,
author = "Jean-Christophe Mourrat and Dmitry Panchenko",
title = "Extending the {Parisi} formula along a
{Hamilton--Jacobi} equation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "23:1--23:17",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP432",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1581735875",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Drapeau:2020:CFC,
author = "Samuel Drapeau and Peng Luo and Dewen Xiong",
title = "Characterization of fully coupled {FBSDE} in terms of
portfolio optimization",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "24:1--24:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP412",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1581735876",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pardoux:2020:MDE,
author = "Etienne Pardoux",
title = "Moderate deviations and extinction of an epidemic",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "25:1--25:27",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP428",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1581994992",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Banerjee:2020:NAL,
author = "Sayan Banerjee and Amarjit Budhiraja and Michael
Perlmutter",
title = "A new approach to large deviations for the
{Ginzburg--Landau} model",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "26:1--26:51",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP434",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582254382",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Blath:2020:SBC,
author = "Jochen Blath and Adri{\'a}n Gonz{\'a}lez Casanova and
Noemi Kurt and Maite Wilke-Berenguer",
title = "The seed bank coalescent with simultaneous switching",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "27:1--27:21",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP401",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582254383",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ko:2020:FEM,
author = "Justin Ko",
title = "Free energy of multiple systems of spherical spin
glasses with constrained overlaps",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "28:1--28:34",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP431",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582254384",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hammond:2020:MCP,
author = "Alan Hammond and Sourav Sarkar",
title = "Modulus of continuity for polymer fluctuations and
weight profiles in {Poissonian} last passage
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "29:1--29:38",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP430",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582534894",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Berger:2020:SLS,
author = "Quentin Berger and Michele Salvi",
title = "Scaling limit of sub-ballistic {$1$D} random walk
among biased conductances: a story of wells and walls",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "30:1--30:43",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP427",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582534895",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Basse-OConnor:2020:BET,
author = "Andreas Basse-O'Connor and Mark Podolskij and
Christoph Th{\"a}le",
title = "A {Berry--Esse{\'e}n} theorem for partial sums of
functionals of heavy-tailed moving averages",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "31:1--31:31",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP435",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582858935",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Jego:2020:TPR,
author = "Antoine Jego",
title = "Thick points of random walk and the {Gaussian} free
field",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "32:1--32:39",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP433",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1582858936",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Orenshtein:2020:RWR,
author = "Tal Orenshtein and Christophe Sabot",
title = "Random walks in random hypergeometric environment",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "33:1--33:21",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP429",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1583805862",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nilssen:2020:RLP,
author = "Torstein Nilssen",
title = "Rough linear {PDE's} with discontinuous coefficients
--- existence of solutions via regularization by
fractional {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "34:1--34:33",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP437",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1584669820",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dareiotis:2020:NDE,
author = "Konstantinos Dareiotis and Benjamin Gess",
title = "Nonlinear diffusion equations with nonlinear gradient
noise",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "35:1--35:43",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP436",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585101794",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fonseca-Mora:2020:SDN,
author = "Christian A. Fonseca-Mora",
title = "Semimartingales on duals of nuclear spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "36:1--36:24",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP444",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585188065",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Behme:2020:EFM,
author = "Anita Behme and Apostolos Sideris",
title = "Exponential functionals of {Markov} additive
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "37:1--37:25",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP441",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585274716",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Le:2020:SSL,
author = "Khoa L{\^e}",
title = "A stochastic sewing lemma and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "38:1--38:55",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP442",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585620093",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Perruchaud:2020:HAK,
author = "Pierre Perruchaud",
title = "Homogenisation for anisotropic kinetic random
motions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "39:1--39:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP439",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585620094",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dalang:2020:OLB,
author = "Robert C. Dalang and Fei Pu",
title = "Optimal lower bounds on hitting probabilities for
stochastic heat equations in spatial dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--31",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP438",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60J45; 60H07; 60G60",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Optimal-lower-bounds-on-hitting-probabilities-for-stochastic-heat-equations/10.1214/20-EJP438.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hitting probabilities; Malliavin calculus; spatially
homogeneous Gaussian noise; systems of non-linear
stochastic heat equations",
}
@Article{Kopytko:2020:ODD,
author = "Bohdan Kopytko and Roman Shevchuk",
title = "One-dimensional diffusion processes with moving
membrane: partial reflection in combination with
jump-like exit of process from membrane",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "41:1--41:21",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP443",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585620096",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Procaccia:2020:SDW,
author = "Eviatar B. Procaccia and Ron Rosenthal and Yuan
Zhang",
title = "Stabilization of {DLA} in a wedge",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "42:1--42:22",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP446",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585879250",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Martin:2020:SDM,
author = "James B. Martin",
title = "Stationary distributions of the multi-type {ASEP}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "43:1--43:41",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP421",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585879251",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Albeverio:2020:WSS,
author = "Sergio Albeverio and Francesco C. {De Vecchi} and
Paola Morando and Stefania Ugolini",
title = "Weak symmetries of stochastic differential equations
driven by semimartingales with jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "44:1--44:34",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP440",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1585965704",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hansen:2020:EUQ,
author = "Mads Christian Hansen and Wiuf Carsten",
title = "Existence of a unique quasi-stationary distribution in
stochastic reaction networks",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "45:1--45:30",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP445",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1587024023",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Dupuis:2020:LDC,
author = "Paul Dupuis and Vaios Laschos and Kavita Ramanan",
title = "Large deviations for configurations generated by
{Gibbs} distributions with energy functionals
consisting of singular interaction and weakly confining
potentials",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "46:1--46:41",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP449",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1587693777",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bhamidi:2020:UCH,
author = "Shankar Bhamidi and Souvik Dhara and Remco van der
Hofstad and Sanchayan Sen",
title = "Universality for critical heavy-tailed network models:
Metric structure of maximal components",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "47:1--47:57",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-EJP408",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1587693778",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Nualart:2020:AGF,
author = "David Nualart and Guangqu Zheng",
title = "Averaging {Gaussian} functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "48:1--48:54",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP453",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588039467",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Michelen:2020:FMN,
author = "Marcus Michelen and Josh Rosenberg",
title = "The frog model on non-amenable trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "49:1--49:16",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP454",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588039468",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Wong:2020:SPI,
author = "Chi Hong Wong and Xue Yang and Jing Zhang",
title = "Stochastic partial integral-differential equations
with divergence terms",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "50:1--50:22",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP448",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588039469",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Maller:2020:CCP,
author = "Ross A. Maller and David M. Mason",
title = "Compactness and continuity properties for a {L{\'e}vy}
process at a two-sided exit time",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "51:1--51:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP451",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588125886",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Popov:2020:TCW,
author = "Serguei Popov and Leonardo T. Rolla and Daniel
Ungaretti",
title = "Transience of conditioned walks on the plane:
encounters and speed of escape",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "52:1--52:23",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP458",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588125887",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Penrose:2020:LLP,
author = "Mathew D. Penrose",
title = "Leaves on the line and in the plane",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "53:1--53:40",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP447",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644036",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Forsstrom:2020:DCR,
author = "Malin P. Forsstr{\"o}m and Jeffrey E. Steif",
title = "Divide and color representations for threshold
{Gaussian} and stable vectors",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "54:1--54:45",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP459",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644037",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Pekoz:2020:ELA,
author = "Erol A. Pek{\"o}z and Adrian R{\"o}llin and Nathan
Ross",
title = "Exponential and {Laplace} approximation for occupation
statistics of branching random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "55:1--55:22",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP461",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644038",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Foutel-Rodier:2020:KCE,
author = "F{\'e}lix Foutel-Rodier and Amaury Lambert and
Emmanuel Schertzer",
title = "{Kingman}'s coalescent with erosion",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "56:1--56:33",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP450",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644039",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cox:2020:RSL,
author = "J. Theodore Cox and Edwin A. Perkins",
title = "Rescaling the spatial {Lambda--Fleming--Viot} process
and convergence to super-{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "57:1--57:56",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP452",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644040",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Fatkullin:2020:HLY,
author = "Ibrahim Fatkullin and Sunder Sethuraman and Jianfei
Xue",
title = "On hydrodynamic limits of {Young} diagrams",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "58:1--58:44",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP455",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644041",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Najnudel:2020:CVR,
author = "Joseph Najnudel",
title = "On consecutive values of random completely
multiplicative functions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "59:1--59:28",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP456",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588644042",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Maffucci:2020:RAL,
author = "Riccardo W. Maffucci",
title = "Restriction of {$3$D} arithmetic {Laplace}
eigenfunctions to a plane",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "60:1--60:17",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP457",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1588924817",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mach:2020:RTP,
author = "Tibor Mach and Anja Sturm and Jan M. Swart",
title = "Recursive tree processes and the mean-field limit of
stochastic flows",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "61:1--61:63",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP460",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1589335470",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Panloup:2020:SEC,
author = "Fabien Panloup and Alexandre Richard",
title = "Sub-exponential convergence to equilibrium for
{Gaussian} driven Stochastic Differential Equations
with semi-contractive drift",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "62:1--62:43",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP464",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1591084854",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Mijatovic:2020:SOZ,
author = "Aleksandar Mijatovi{\'c} and Vladislav Vysotsky",
title = "Stability of overshoots of zero mean random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "63:1--63:22",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP463",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1591668284",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Thevenin:2020:VFO,
author = "Paul Th{\'e}venin",
title = "Vertices with fixed outdegrees in large
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "64:1--64:25",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP465",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1592445678",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Abacherli:2020:LSPa,
author = "Angelo Ab{\"a}cherli and Ji{\v{r}}{\'\i}
{\v{C}}ern{\'y}",
title = "Level-set percolation of the {Gaussian} free field on
regular graphs {I}: regular trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "65:1--65:24",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP468",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1592445679",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Corwin:2020:KET,
author = "Ivan Corwin and Promit Ghosal",
title = "{KPZ} equation tails for general initial data",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "66:1--66:38",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP467",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1592618468",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Borga:2020:DTA,
author = "Jacopo Borga and Mathilde Bouvel and Valentin
F{\'e}ray and Benedikt Stufler",
title = "A decorated tree approach to random permutations in
substitution-closed classes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "67:1--67:52",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP469",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1592618469",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Freeman:2020:ECM,
author = "Nic Freeman and Jonathan Jordan",
title = "Extensive condensation in a model of preferential
attachment with fitness",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "68:1--68:42",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP462",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1592964036",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Grotto:2020:SSD,
author = "Francesco Grotto",
title = "Stationary solutions of damped stochastic
$2$-dimensional {Euler}'s equation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "69:1--69:24",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP474",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593137129",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Hora:2020:EMP,
author = "Akihito Hora",
title = "Effect of microscopic pausing time distributions on
the dynamical limit shapes for random {Young}
diagrams",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "70:1--70:21",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP466",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593137130",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gantert:2020:STP,
author = "Nina Gantert and Dominik Schmid",
title = "The speed of the tagged particle in the exclusion
process on {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "71:1--71:27",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP477",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593568835",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Cohen:2020:MDO,
author = "Philip Cohen and Fabio Deelan Cunden and Neil
O'Connell",
title = "Moments of discrete orthogonal polynomial ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "72:1--72:19",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP472",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593568836",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Gaudio:2020:ARW,
author = "Julia Gaudio and Yury Polyanskiy",
title = "Attracting random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "73:1--73:31",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP471",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593568837",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bally:2020:RLC,
author = "Vlad Bally and Lucia Caramellino and Guillaume Poly",
title = "Regularization lemmas and convergence in total
variation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "74:1--74:20",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP481",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593828035",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Deuschel:2020:QTE,
author = "Jean-Dominique Deuschel and Ryoki Fukushima",
title = "Quenched tail estimate for the random walk in random
scenery and in random layered conductance {II}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "75:1--75:28",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP478",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1593828036",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Lerouvillois:2020:HLD,
author = "Vincent Lerouvillois",
title = "Hydrodynamic limit of a $ (2 + 1)$-dimensional crystal
growth model in the anisotropic {KPZ} class",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--35",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP473",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J25; 60K35; 82C24",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Hydrodynamic-limit-of-a-21-dimensional-crystal-growth-model-in/10.1214/20-EJP473.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "anisotropic KPZ; Hydrodynamic limit; Interface
growth",
}
@Article{Huang:2020:EGC,
author = "Xiangying Huang",
title = "Exponential growth and continuous phase transitions
for the contact process on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "77:1--77:21",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP483",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1594432885",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Ferrari:2020:BIM,
author = "Pablo A. Ferrari and Davide Gabrielli",
title = "{BBS} invariant measures with independent soliton
components",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "78:1--78:26",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP475",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1594432886",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Bhattacharjee:2020:CSI,
author = "Chinmoy Bhattacharjee and Ilya Molchanov",
title = "Convergence to scale-invariant {Poisson} processes and
applications in {Dickman} approximation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "79:1--79:20",
month = "????",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP482",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Jul 14 10:14:21 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/euclid.ejp/1594432887",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
}
@Article{Linker:2020:CPD,
author = "Amitai Linker and Daniel Remenik",
title = "The contact process with dynamic edges on {$ \mathbb
{Z} $}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--21",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP480",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-contact-process-with-dynamic-edges-on-mathbb-Z/10.1214/20-EJP480.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "contact process; Dynamical percolation; random
environment",
}
@Article{Eckhoff:2020:LPF,
author = "Maren Eckhoff and Jesse Goodman and Remco van der
Hofstad and Francesca R. Nardi",
title = "Long paths in first passage percolation on the
complete graph {I}. {Local} {PWIT} dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--45",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP484",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J80; 60G55",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Long-paths-in-first-passage-percolation-on-the-complete-graph/10.1214/20-EJP484.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "first passage percolation; Invasion percolation;
Random graphs",
}
@Article{Dareiotis:2020:RNE,
author = "Konstantinos Dareiotis and M{\'a}t{\'e}
Gerencs{\'e}r",
title = "On the regularisation of the noise for the
{Euler--Maruyama} scheme with irregular drift",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--18",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP479",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H35; 60H10; 65C30",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-the-regularisation-of-the-noise-for-the-Euler--Maruyama/10.1214/20-EJP479.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Euler--Maruyama scheme; quadrature estimates;
Stochastic differential equations",
}
@Article{Karrila:2020:UBM,
author = "Alex Karrila",
title = "{UST} branches, martingales, and multiple {SLE(2)}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--37",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP485",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20; 82B27; 60J67; 60G42; 39A12",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/UST-branches-martingales-and-multiple-SLE2/10.1214/20-EJP485.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60Dxx; multiple SLEs; scaling limits; Schramm--Loewner
evolutions (SLEs); uniform spanning tree (UST)",
}
@Article{Xu:2020:HSL,
author = "Lu Xu",
title = "Hyperbolic scaling limit of non-equilibrium
fluctuations for a weakly anharmonic chain",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--40",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP488",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C05; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Hyperbolic-scaling-limit-of-non-equilibrium-fluctuations-for-a-weakly/10.1214/20-EJP488.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Boltzmann--Gibbs principle; hyperbolic scaling limit;
non-equilibrium fluctuation; Relative entropy",
}
@Article{Seppalainen:2020:CEC,
author = "Timo Sepp{\"a}l{\"a}inen and Xiao Shen",
title = "Coalescence estimates for the corner growth model with
exponential weights",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--31",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP489",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See erratum \cite{Seppalainen:2021:ECE}.",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Coalescence-estimates-for-the-corner-growth-model-with-exponential-weights/10.1214/20-EJP489.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "coalescence exit time; fluctuation exponent; Geodesic;
Kardar-Parisi-Zhang; Last-passage percolation; random
growth model",
}
@Article{Ishiwata:2020:CLT,
author = "Satoshi Ishiwata and Hiroshi Kawabi and Ryuya Namba",
title = "Central limit theorems for non-symmetric random walks
on nilpotent covering graphs: {Part I}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--46",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP486",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60G50; 60J10; 22E25",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Central-limit-theorems-for-non-symmetric-random-walks-on-nilpotent/10.1214/20-EJP486.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Albanese metric; central limit theorem; discrete
geometric analysis; modified harmonic realization;
nilpotent covering graph; non-symmetric random walk;
rough path theory",
}
@Article{Lawler:2020:ITS,
author = "Gregory F. Lawler",
title = "The infinite two-sided loop-erased random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--42",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP476",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-infinite-two-sided-loop-erased-random-walk/10.1214/20-EJP476.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "loop measures; Loop-erased random walk",
}
@Article{Benaim:2020:AAB,
author = "Michel Bena{\"\i}m and Charles-Edouard Br{\'e}hier and
Pierre Monmarch{\'e}",
title = "Analysis of an Adaptive Biasing Force method based on
self-interacting dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--28",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP490",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 65C50",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Analysis-of-an-Adaptive-Biasing-Force-method-based-on-self/10.1214/20-EJP490.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "adaptive biasing; free energy computation;
Self-interacting diffusions",
}
@Article{Chleboun:2020:MSP,
author = "Paul Chleboun and Aaron Smith",
title = "Mixing of the square plaquette model on a critical
length scale",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--53",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP487",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J27; 60J28",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Mixing-of-the-square-plaquette-model-on-a-critical-length/10.1214/20-EJP487.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Glass transition; Markov chain; mixing time; plaquette
model; spectral gap",
}
@Article{Diez:2020:PCM,
author = "Antoine Diez",
title = "Propagation of chaos and moderate interaction for a
piecewise deterministic system of geometrically
enriched particles",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--38",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP496",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35Q70; 60J75; 60J25; 60K35; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Propagation-of-chaos-and-moderate-interaction-for-a-piecewise-deterministic/10.1214/20-EJP496.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "58J6; collective motion; jump process; Mean-field
limit; run and tumble; Vicsek model",
}
@Article{Barbour:2020:CMI,
author = "A. D. Barbour and Nathan Ross and Yuting Wen",
title = "Central moment inequalities using {Stein}'s method",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--21",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP493",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E15; 60C05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Central-moment-inequalities-using-Steins-method/10.1214/20-EJP493.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Concentration inequalities; Erd{\H{o}}s--R{\'e}nyi~
random graph; Moment inequalities; Stein's method",
}
@Article{Fill:2020:PRF,
author = "James Allen Fill and Daniel Q. Naiman",
title = "The {Pareto} record frontier",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--24",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP492",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60F05; 60F15; 60G70; 60G17",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-Pareto-record-frontier/10.1214/20-EJP492.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "boundary-crossing probabilities; broken records;
current records; Extreme value theory; Maxima;
Multivariate records; Pareto records; record-setting
region; Time change; width of frontier",
}
@Article{Beliaev:2020:SME,
author = "Dmitry Beliaev and Michael McAuley and Stephen
Muirhead",
title = "Smoothness and monotonicity of the excursion set
density of planar {Gaussian} fields",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--37",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP470",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G60; 60G15; 58K05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Smoothness-and-monotonicity-of-the-excursion-set-density-of-planar/10.1214/20-EJP470.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "critical points; Gaussian fields; Level sets; nodal
set",
}
@Article{Bartl:2020:FIF,
author = "Daniel Bartl and Ludovic Tangpi",
title = "Functional inequalities for forward and backward
diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--22",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP495",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 60G40; 28C20; 60E15; 60H20; 91G10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Functional-inequalities-for-forward-and-backward-diffusions/10.1214/20-EJP495.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "backward stochastic differential equation;
concentration of measures; logarithmic-Sobolev
inequality; non-smooth coefficients; Optimal stopping;
quadratic transportation inequality; Stochastic
differential equation",
}
@Article{Kallsen:2020:USM,
author = "Jan Kallsen and Paul Kr{\"u}hner",
title = "On uniqueness of solutions to martingale problems ---
counterexamples and sufficient criteria",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--33",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP494",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "47G30; 60J35; 60J75",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-uniqueness-of-solutions-to-martingale-problems--counterexamples-and/10.1214/20-EJP494.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Jump processes; Markov process; Martingale problem;
polynomial process; pseudo-differential operator;
symbol; uniqueness",
}
@Article{Baudoin:2020:RPS,
author = "Fabrice Baudoin and Erlend Grong and Kazumasa Kuwada
and Robert Neel and Anton Thalmaier",
title = "Radial processes for sub-{Riemannian} {Brownian}
motions and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--17",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP501",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "53C17; 35H20; 58J65",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Radial-processes-for-sub-Riemannian-Brownian-motions-and-applications/10.1214/20-EJP501.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "H-type group; radial process; Riemannian foliation;
Sasakian manifold; stochastic completeness;
sub-Laplacian comparison theorem; sub-Riemannian
Brownian motion",
}
@Article{Garban:2020:BFP,
author = "Christophe Garban and Hugo Vanneuville",
title = "{Bargmann--Fock} percolation is noise sensitive",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--20",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP491",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G15",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Bargmann--Fock-percolation-is-noise-sensitive/10.1214/20-EJP491.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian fields; Noise sensitivity; percolation;
randomized algorithms",
}
@Article{Lin:2020:SOB,
author = "Yiqing Lin and Zhenjie Ren and Nizar Touzi and Junjian
Yang",
title = "Second order backward {SDE} with random terminal
time",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--43",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP498",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60H30",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Second-order-backward-SDE-with-random-terminal-time/10.1214/20-EJP498.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Backward SDE; quasi-sure stochastic analysis; random
horizon; second order backward SDE",
}
@Article{ORourke:2020:LPB,
author = "Sean O'Rourke and Noah Williams",
title = "On the local pairing behavior of critical points and
roots of random polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--68",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP499",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "30C15; 60F05; 60B10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-the-local-pairing-behavior-of-critical-points-and-roots/10.1214/20-EJP499.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "critical points; fluctuations of critical points;
i.i.d. zeros; Local law; pairing between roots and
critical points; random Jordan curves; random
polynomials; Wasserstein distance",
}
@Article{Hutzenthaler:2020:OCD,
author = "Martin Hutzenthaler and Arnulf Jentzen and von
Wurstemberger Wurstemberger",
title = "Overcoming the curse of dimensionality in the
approximative pricing of financial derivatives with
default risks",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--73",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP423",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H35",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Overcoming-the-curse-of-dimensionality-in-the-approximative-pricing-of/10.1214/20-EJP423.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "curse of dimensionality; high-dimensional PDEs;
multilevel~ Picard~ method; semilinear KolmogorovPDEs;
Semilinear PDEs",
}
@Article{Ang:2020:LDR,
author = "Morris Ang and Minjae Park and Yilin Wang",
title = "Large deviations of radial {SLE}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--13",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP502",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J67; 60F10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Large-deviations-of-radial-SLE_infty-/10.1214/20-EJP502.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian occupation measure; large deviations;
Loewner-Kufarev equation; Schramm-Loewner Evolutions",
}
@Article{Bell:2020:TRC,
author = "James Bell",
title = "Time-reversal of coalescing diffusive flows and weak
convergence of localized disturbance flows",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--38",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP500",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Time-reversal-of-coalescing-diffusive-flows-and-weak-convergence-of/10.1214/20-EJP500.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Arratia flow; Coalescing flow; disturbance flow; dual
flow; stochastic flow; time-reversed flow",
}
@Article{Stufler:2020:MOS,
author = "Benedikt Stufler",
title = "On the maximal offspring in a subcritical branching
process",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--62",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP506",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60F17; 05C80",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-the-maximal-offspring-in-a-subcritical-branching-process/10.1214/20-EJP506.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "05C0; condensation phenomena; limits of graph
parameters; Random trees",
}
@Article{Alsmeyer:2020:HLC,
author = "Gerold Alsmeyer and Zakhar Kabluchko and Alexander
Marynych and Vladislav Vysotsky",
title = "How long is the convex minorant of a one-dimensional
random walk?",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--22",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP497",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G55; 60J10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/How-long-is-the-convex-minorant-of-a-one-dimensional/10.1214/20-EJP497.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "convex minorant; random permutation; Random walk",
}
@Article{Hong:2020:BLT,
author = "Jieliang Hong",
title = "On the boundary local time measure of super-{Brownian}
motion",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--66",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP507",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60J68; 60H30; 35J75; 60J80",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-the-boundary-local-time-measure-of-super-Brownian-motion/10.1214/20-EJP507.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "boundary local time measure; Exit measure; Local time;
Super-Brownian motion",
}
@Article{Azais:2020:NSC,
author = "Jean-Marc Aza{\"\i}s and Jos{\'e} R. Le{\'o}n",
title = "Necessary and sufficient conditions for the finiteness
of the second moment of the measure of level sets",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--15",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP508",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 60G60",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Necessary-and-sufficient-conditions-for-the-finiteness-of-the-second/10.1214/20-EJP508.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Kac-Rice formula; Level sets; moments; Random fields",
}
@Article{Gerard:2020:RVR,
author = "Thomas Gerard",
title = "Representations of the {Vertex Reinforced Jump
Process} as a mixture of {Markov} processes on {$
\mathbb {Z}^d $} and infinite trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--45",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP510",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J75; 60K37; 31C35",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Representations-of-the-Vertex-Reinforced-Jump-Process-as-a-mixture/10.1214/20-EJP510.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Markov processes in random environment; Martin
boundary; Reinforced processes",
}
@Article{Lun:2020:CSP,
author = "Chin Hang Lun and Jon Warren",
title = "Continuity and strict positivity of the multi-layer
extension of the stochastic heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--41",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP511",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Continuity-and-strict-positivity-of-the-multi-layer-extension-of/10.1214/20-EJP511.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "integrable probability; KPZ equation; Stochastic heat
equation",
}
@Article{Oliveira:2020:IDS,
author = "Roberto I. Oliveira and Guilherme H. Reis and Lucas M.
Stolerman",
title = "Interacting diffusions on sparse graphs: hydrodynamics
from local weak limits",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--35",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP505",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F15; 60K35; 60K37; 05C80",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Interacting-diffusions-on-sparse-graphs--hydrodynamics-from-local-weak/10.1214/20-EJP505.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Interacting particle system; local weak limit; Strong
law of large numbers",
}
@Article{Orrieri:2020:LDI,
author = "Carlo Orrieri",
title = "Large deviations for interacting particle systems:
joint mean-field and small-noise limit",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--44",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP516",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Large-deviations-for-interacting-particle-systems--joint-mean-field/10.1214/20-EJP516.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "interacting particle systems; large deviations;
stochastic currents",
}
@Article{Luo:2020:TGS,
author = "Peng Luo",
title = "A type of globally solvable {BSDEs} with triangularly
quadratic generators",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--23",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP504",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60H30",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/A-type-of-globally-solvable-BSDEs-with-triangularly-quadratic-generators/10.1214/20-EJP504.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "BMO martingales; BSDEs; path dependence; triangularly
quadratic generators",
}
@Article{Bisewski:2020:ZLP,
author = "Krzysztof Bisewski and Jevgenijs Ivanovs",
title = "Zooming-in on a {L{\'e}vy} process: failure to observe
threshold exceedance over a dense grid",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--33",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP513",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60F99",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Zooming-in-on-a-L%c3%a9vy-process--failure-to-observe/10.1214/20-EJP513.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "discretization error; high frequency; scaling limits;
small-time behavior; supremum",
}
@Article{Petrov:2020:PIS,
author = "Leonid Petrov",
title = "{PushTASEP} in inhomogeneous space",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--25",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP517",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C22; 60C05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/PushTASEP-in-inhomogeneous-space/10.1214/20-EJP517.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "limit shape; PushTASEP; Schur process; Tracy-Widom
distribution",
}
@Article{Boudabsa:2020:FED,
author = "Lotfi Boudabsa and Thomas Simon and Pierre Vallois",
title = "Fractional extreme distributions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--20",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP520",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26A33; 33E12; 45E10; 60E05; 60G52",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Fractional-extreme-distributions/10.1214/20-EJP520.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "double Gamma function; extreme distribution;
fractional differential equation; Kilbas-Saigo
function; Le Roy function; stable subordinator",
}
@Article{FitzGerald:2020:SAF,
author = "Will FitzGerald and Roger Tribe and Oleg Zaboronski",
title = "Sharp asymptotics for {Fredholm} {Pfaffians} related
to interacting particle systems and random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--15",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP512",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Sharp-asymptotics-for-Fredholm-Pfaffians-related-tointeracting-particle-systems-and/10.1214/20-EJP512.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "annihilating Brownian motions; Ginibre ensemble;
Pfaffian point processes; Szego's theorem",
}
@Article{Talarczyk:2020:LTI,
author = "Anna Talarczyk and {\L}ukasz Treszczotko",
title = "Limit theorems for integrated trawl processes with
symmetric {L{\'e}vy} bases",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--24",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP509",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60F17; 60F05; 60G52; 60G18; 60G57",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Limit-theorems-for-integrated-trawl-processes-with-symmetric-L%c3%a9vy-bases/10.1214/20-EJP509.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fractional Brownian motion; Infinite divisibility;
limit theorems; L{\'e}vy bases; L{\'e}vy processes;
Self-similar processes; Stable processes; Trawl
processes",
}
@Article{Caraceni:2020:PUB,
author = "Alessandra Caraceni",
title = "A polynomial upper bound for the mixing time of edge
rotations on planar maps",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--30",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP519",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/A-polynomial-upper-bound-for-the-mixing-time-of-edge/10.1214/20-EJP519.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "edge flips; edge rotations; Markov chain; mixing time;
planar maps",
}
@Article{Barraquand:2020:LDS,
author = "Guillaume Barraquand and Mark Rychnovsky",
title = "Large deviations for sticky {Brownian} motions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--52",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP515",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 60F10; 82B23; 82B21; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Large-deviations-for-sticky-Brownian-motions/10.1214/20-EJP515.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bethe ansatz; continuum models; interacting particle
systems; large deviations; random matrices",
}
@Article{Etheridge:2020:RLS,
author = "Alison M. Etheridge and Amandine V{\'e}ber and Feng
Yu",
title = "Rescaling limits of the spatial {Lambda-Fleming-Viot}
process with selection",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--89",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP523",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60J25; 92D10; 60J75; 60G52",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Rescaling-limits-of-the-spatial-Lambda-Fleming-Viot-process-with/10.1214/20-EJP523.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Duality; Generalised Fleming-Viot process; limit
theorems; natural selection; population genetics;
Symmetric stable processes",
}
@Article{Ferre:2020:LDE,
author = "Gr{\'e}goire Ferr{\'e} and Gabriel Stoltz",
title = "Large deviations of empirical measures of diffusions
in weighted topologies",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--52",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP514",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 60J60; 47D08; 82B31; 82C31",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Large-deviations-of-empirical-measures-of-diffusions-in-weighted-topologies/10.1214/20-EJP514.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Diffusion processes; empirical measures; Feynman--Kac;
large deviations; Lyapunov function",
}
@Article{Huang:2020:ASK,
author = "Jingyu Huang and Davar Khoshnevisan",
title = "Analysis of a stratified {Kraichnan} flow",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--67",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP524",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 28A80; 35R60; 60K37",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Analysis-of-a-stratified-Kraichnan-flow/10.1214/20-EJP524.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Kraichnan model; macroscopic multifractals; passive
scalar transport; Stochastic partial differential
equations",
}
@Article{Buraczewski:2020:ILN,
author = "Dariusz Buraczewski and Bohdan Dovgay and Alexander
Iksanov",
title = "On intermediate levels of nested occupancy scheme in
random environment generated by stick-breaking {I}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--24",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP534",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60J80; 60C05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-intermediate-levels-of-nested-occupancy-scheme-in-random-environment/10.1214/20-EJP534.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bernoulli sieve; GEM distribution; infinite occupancy;
random environment; weak convergence; weighted
branching process",
}
@Article{Kendall:2020:RRF,
author = "Wilfrid S. Kendall",
title = "{Rayleigh} Random Flights on the {Poisson} line
{SIRSN}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--36",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP526",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60G50; 37A50",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Rayleigh-Random-Flights-on-the-Poisson-line-SIRSN/10.1214/20-EJP526.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "abstract scattering representation; critical
SIRSN-RRF; Crofton cell; delineated scattering process;
Dirichlet forms; dynamical detailed balance;
environment viewed from particle; ergodic theorem;
fibre process; Kesten-Spitzer-Whitman range theorem;
Mecke-Slivnyak theorem; Metropolis--Hastings acceptance
ratio; neighbourhood recurrence; Palm conditioning;
Poisson line process; RRF (Rayleigh Random Flight);
RWRE (Random Walk in a Random Environment); SIRSN
(Scale-invariant random spatial network); SIRSN-RRF",
}
@Article{Li:2020:EEG,
author = "Pei-Sen Li and Jian Wang",
title = "Exponential ergodicity for general continuous-state
nonlinear branching processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--25",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP528",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60G52; 60J25; 60J75",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Exponential-ergodicity-for-general-continuous-state-nonlinear-branching-processes/10.1214/20-EJP528.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuous-state nonlinear branching process;
coupling; exponential ergodicity; strong ergodicity",
}
@Article{Hebbar:2020:ABB,
author = "Pratima Hebbar and Leonid Koralov and James Nolen",
title = "Asymptotic behavior of branching diffusion processes
in periodic media",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--40",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP527",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60J60; 35K10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Asymptotic-behavior-of-branching-diffusion-processes-in-periodic-media/10.1214/20-EJP527.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching diffusions; Intermittency; large deviations;
parabolic PDEs",
}
@Article{Hutchcroft:2020:BCN,
author = "Tom Hutchcroft",
title = "The {$ L^2 $} boundedness condition in nonamenable
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--27",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP525",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60B99",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-L2-boundedness-condition-in-nonamenable-percolation/10.1214/20-EJP525.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Critical exponents; nonamenable; percolation",
}
@Article{Baci:2020:CIF,
author = "Anastas Baci and Carina Betken and Anna Gusakova and
Christoph Th{\"a}le",
title = "Concentration inequalities for functionals of
{Poisson} cylinder processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--27",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP529",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60F10; 52A22; 60E15",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Concentration-inequalities-for-functionals-of-Poisson-cylinder-processes/10.1214/20-EJP529.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Boolean model; concentration inequality; cylindrical
integral geometry; intrinsic volume; Poisson cylinder
process; Stochastic geometry",
}
@Article{Mountford:2020:CSA,
author = "Thomas Mountford and Maria Eul{\'a}lia Vares and Hao
Xue",
title = "Critical scaling for an anisotropic percolation system
on",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--44",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP533",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60K35",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Critical-scaling-for-an-anisotropic-percolation-system-on-Z-2/10.1214/20-EJP533.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching random walk; critical scaling; percolation;
renormalization argument",
}
@Article{Abacherli:2020:LSPb,
author = "Angelo Ab{\"a}cherli and Ji{\v{r}}{\'\i}
{\v{C}}ern{\'y}",
title = "Level-set percolation of the {Gaussian} free field on
regular graphs {II}: finite expanders",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--39",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP532",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G15; 05C48",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Level-set-percolation-of-the-Gaussian-free-field-on-regular/10.1214/20-EJP532.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Expander graphs; Gaussian free field; Level-set
percolation; regular graphs",
}
@Article{Forman:2020:EHM,
author = "Noah Forman",
title = "Exchangeable hierarchies and mass-structure of
weighted real trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--28",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP522",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B05; 60G09; 60C05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Exchangeable-hierarchies-and-mass-structure-of-weighted-real-trees/10.1214/20-EJP522.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Continuum random tree; exchangeability; Hierarchy;
interval partition; real tree",
}
@Article{Chen:2020:SMI,
author = "Louis H. Y. Chen and Larry Goldstein and Adrian
R{\"o}llin",
title = "{Stein}'s method via induction",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--49",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP535",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 05C07; 05C80; 05E10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Steins-method-via-induction/10.1214/20-EJP535.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Erd{\H{o}}s-R{\'e}nyi random graph; Jack measure;
Kolmogorov distance; Optimal rates; Stein's method",
}
@Article{Forman:2020:DSI,
author = "Noah Forman and Soumik Pal and Douglas Rizzolo and
Matthias Winkel",
title = "Diffusions on a space of interval partitions:
construction from marked {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--46",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP521",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J25; 60J60; 60J80; 60G18; 60G52; 60G55",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Diffusions-on-a-space-of-interval-partitions--construction-from/10.1214/20-EJP521.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Aldous diffusion; branching processes; Excursion
theory; infinitely-many-neutral-alleles model; interval
partition; Ray-Knight theorem; self-similar diffusion",
}
@Article{Kraaij:2020:ERM,
author = "Richard C. Kraaij",
title = "The exponential resolvent of a {Markov} process and
large deviations for {Markov} processes via
{Hamilton--Jacobi} equations",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--39",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP539",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 47H20; 60J25; 60J35; 49L25",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-exponential-resolvent-of-a-Markov-process-and-large-deviations/10.1214/20-EJP539.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Hamilton--Jacobi equations; large deviations; Markov
processes; non-linear resolvent",
}
@Article{Albenque:2020:SLT,
author = "Marie Albenque and Nina Holden and Xin Sun",
title = "Scaling limit of triangulations of polygons",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--43",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP537",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60F17; 05C80",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Scaling-limit-of-triangulations-of-polygons/10.1214/20-EJP537.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian disk; Gromov-Hausdorff-Prokhorov-uniform
topology; Scaling limit; Triangulation",
}
@Article{Jourdain:2020:NFO,
author = "B. Jourdain and W. Margheriti",
title = "A new family of one dimensional martingale couplings",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--50",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP543",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G42; 60E15; 91G80",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/A-new-family-of-one-dimensional-martingale-couplings/10.1214/20-EJP543.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Convex order; martingale couplings; Martingale optimal
transport; Wasserstein distance",
}
@Article{Chen:2020:HRG,
author = "Zhen-Qing Chen and Zimo Hao and Xicheng Zhang",
title = "{H{\"o}lder} regularity and gradient estimates for
{SDEs} driven by cylindrical",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--23",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP542",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60G52",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/H%c3%b6lder-regularity-and-gradient-estimates-for-SDEs-driven-by-cylindrical/10.1214/20-EJP542.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "H{\"o}lder regularity; Gradient estimate;
Littlewood--Paley's decomposition; heat kernel;
cylindrical L{\'e}vy process",
}
@Article{Redig:2020:SSE,
author = "Frank Redig and Ellen Saada and Federico Sau",
title = "Symmetric simple exclusion process in dynamic
environment: hydrodynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--47",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP536",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37; 60J28; 60F17; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Symmetric-simple-exclusion-process-in-dynamic-environment-hydrodynamics/10.1214/20-EJP536.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "arbitrary starting point invariance principle; dynamic
random conductances; Hydrodynamic limit; symmetric
simple exclusion process; tightness criterion",
}
@Article{Kim:2020:RDP,
author = "Daehong Kim and Seiichiro Kusuoka",
title = "Recurrence of direct products of diffusion processes
in random media having zero potentials",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--18",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP540",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60J60; 60G60; 31C25",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Recurrence-of-direct-products-of-diffusion-processes-in-random-media/10.1214/20-EJP540.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "direct products of diffusion processes; Dirichlet
forms; random environment; recurrence",
}
@Article{Chen:2020:SCS,
author = "Le Chen and Kunwoo Kim",
title = "Stochastic comparisons for stochastic heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--38",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP541",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60G60; 35R60",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Stochastic-comparisons-for-stochastic-heat-equation/10.1214/20-EJP541.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "infinite dimensional SDE; moment comparison principle;
Parabolic Anderson model; rough initial data; Slepian's
inequality for SPDEs; spatially homogeneous noise;
stochastic comparison principle; Stochastic heat
equation",
}
@Article{Fountoulakis:2020:LTI,
author = "Nikolaos Fountoulakis and Joseph Yukich",
title = "Limit theory for isolated and extreme points in
hyperbolic random geometric graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--51",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP531",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 05C12; 05C82",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Limit-theory-for-isolated-and-extreme-points-in-hyperbolic-random/10.1214/20-EJP531.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; complex networks; hyperbolic
plane; Random geometric graphs",
}
@Article{Bakhtin:2020:LDP,
author = "Yuri Bakhtin and Donghyun Seo",
title = "Localization of directed polymers in continuous
space",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--56",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP530",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 82B26; 82B44; 82D60; 60E05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Localization-of-directed-polymers-in-continuous-space/10.1214/20-EJP530.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Directed polymers; Localization; Mukherjee-Varadhan
topology; phase transition",
}
@Article{Driver:2020:OBR,
author = "David P. Driver and Michael R. Tehranchi",
title = "Optimisation-based representations for branching
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--15",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP548",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 93E20; 35B40",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Optimisation-based-representations-for-branching-processes/10.1214/20-EJP548.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching process; FKPP equation; front propagation;
Stochastic control",
}
@Article{Adamczak:2020:ASC,
author = "Rados{\l}aw Adamczak",
title = "On almost sure convergence of random variables with
finite chaos decomposition",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--28",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP538",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F99; 60H05; 60B11",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-almost-sure-convergence-of-random-variables-with-finite-chaos/10.1214/20-EJP538.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "multiple stochastic (Wiener-It{\^o}) integrals;
Poisson process; polynomial chaos; random multi-linear
forms",
}
@Article{Procaccia:2020:CMP,
author = "Eviatar B. Procaccia and Yuan Zhang",
title = "On covering monotonic paths with simple random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--39",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP545",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 60G50",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-covering-monotonic-paths-with-simple-random-walk/10.1214/20-EJP545.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "covering; monotonic paths; Random walk",
}
@Article{Lodewijks:2020:PTP,
author = "Bas Lodewijks and Marcel Ortgiese",
title = "A phase transition for preferential attachment models
with additive fitness",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--54",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP550",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 60G42",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/A-phase-transition-for-preferential-attachment-models-with-additive-fitness/10.1214/20-EJP550.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "additive fitness; maximum degree; network models;
Preferential attachment model; scale-free property",
}
@Article{Herman:2020:STC,
author = "John Herman and Ifan Johnston and Lorenzo Toniazzi",
title = "Space-time coupled evolution equations and their
stochastic solutions",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--21",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP544",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35R11; 45K05; 35C15; 60H30",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Space-time-coupled-evolution-equations-and-their-stochastic-solutions/10.1214/20-EJP544.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "exterior boundary conditions; Feller semigroup;
space-time coupled evolution equation; Subordination",
}
@Article{Lin:2020:STE,
author = "Yier Lin",
title = "The stochastic telegraph equation limit of the
stochastic higher spin six vertex model",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--30",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP552",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 82B20",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-stochastic-telegraph-equation-limit-of-the-stochastic-higher-spin/10.1214/20-EJP552.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "functional central limit theorem; Fusion; stochastic
higher spin six vertex model; stochastic telegraph
equation",
}
@Article{Herry:2020:SLT,
author = "Ronan Herry",
title = "Stable limit theorems on the {Poisson} space",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--30",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP557",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G55; 60H05; 60H07; 60E10",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Stable-limit-theorems-on-the-Poisson-space/10.1214/20-EJP557.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "limit theorems; Malliavin-Stein; Poisson point
process; stable convergence",
}
@Article{Bourguin:2020:AHV,
author = "Solesne Bourguin and Simon Campese",
title = "Approximation of {Hilbert}-Valued {Gaussians} on
{Dirichlet} structures",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--30",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP551",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "46N30; 60B12; 60F17; 46G12",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Approximation-of-Hilbert-Valued-Gaussians-on-Dirichlet-structures/10.1214/20-EJP551.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dirichlet structures; fourth moment conditions;
Functional limit theorems; Gaussian approximation;
Gaussian measures on Hilbert spaces; probabilistic
metrics; Stein's method on Banach spaces",
}
@Article{Zhang:2020:LDS,
author = "Rangrang Zhang",
title = "Large deviations for stochastic porous media
equations",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--42",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP556",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 60H15; 35R60",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Large-deviations-for-stochastic-porous-media-equations/10.1214/20-EJP556.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Kinetic solution; large deviations; porous media
equations; weak convergence approach",
}
@Article{Muller:2020:TFG,
author = "Sebastian M{\"u}ller and Gundelinde Maria Wiegel",
title = "On transience of frogs on {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--30",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP558",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J10; 60J85",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/On-transience-of-frogs-on-GaltonWatson-trees/10.1214/20-EJP558.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching Markov chain; frog model; Recurrence and
transience",
}
@Article{Uchiyama:2020:PFL,
author = "Kohei Uchiyama",
title = "The potential function and ladder heights of a
recurrent random walk on {$ \mathbb {Z} $} with
infinite variance",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--24",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP553",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60J45",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/The-potential-function-and-ladder-heights-of-a-recurrent-random/10.1214/20-EJP553.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "First hitting time; infinite variance; ladder height;
potential function; recurrent random walk",
}
@Article{Asselah:2020:DCR,
author = "Amine Asselah and Bruno Schapira",
title = "Deviations for the capacity of the range of a random
walk",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--28",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP560",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G50",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Deviations-for-the-capacity-of-the-range-of-a-random/10.1214/20-EJP560.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "capacity; large deviations; Moderate deviations;
Random walk; range",
}
@Article{Bobkov:2020:PIN,
author = "S. G. Bobkov and G. P. Chistyakov and F. G{\"o}tze",
title = "{Poincar{\'e}} inequalities and normal approximation
for weighted sums",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--31",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP549",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Poincar%c3%a9-inequalities-and-normal-approximation-for-weighted-sums/10.1214/20-EJP549.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60E; 60FEJP; central limit theorem; Normal
approximation; typical distributions",
}
@Article{Corwin:2020:SLW,
author = "Ivan Corwin and Li-Cheng Tsai",
title = "{SPDE} limit of weakly inhomogeneous {ASEP}",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--55",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP565",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C22",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/SPDE-limit-of-weakly-inhomogeneous-ASEP/10.1214/20-EJP565.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "inhomogeneous enviornments; interacting particle
systems; Stochastic partial differential equations",
}
@Article{Arnaudon:2020:DFP,
author = "Marc Arnaudon and Pierre {Del Moral}",
title = "A duality formula and a particle {Gibbs} sampler for
continuous time {Feynman--Kac} measures on path
spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--54",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP546",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60H35; 37L05; 47D08",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/A-duality-formula-and-a-particle-Gibbs-sampler-for-continuous/10.1214/20-EJP546.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ancestral lines; contraction inequalities;
Dyson-Phillips expansions; Feynman--Kac formulae;
genealogical trees; Gibb-Glauber dynamics; interacting
particle systems; propagation of chaos properties",
}
@Article{Aziznejad:2020:WAB,
author = "Shayan Aziznejad and Julien Fageot",
title = "Wavelet analysis of the {Besov} regularity of
{L{\'e}vy} white noise",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--38",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP554",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 46E35; 60G20; 42C40",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Wavelet-analysis-of-the-Besov-regularity-of-L%c3%a9vy-white-noise/10.1214/20-EJP554.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "generalized random processes; L{\'e}vy white noise;
moment estimates; Wavelets; weighted Besov spaces",
}
@Article{Larsson:2020:EPM,
author = "Martin Larsson and Sara Svaluto-Ferro",
title = "Existence of probability measure valued
jump-diffusions in generalized {Wasserstein} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--25",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP562",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 60J75; 60G57",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Existence-of-probability-measure-valued-jump-diffusions-in-generalized-Wasserstein/10.1214/20-EJP562.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Martingale problem; McKean--Vlasov equations; positive
maximum principle; probability measure valued
processes; Wasserstein spaces",
}
@Article{Ang:2020:VMB,
author = "Morris Ang and Hugo Falconet and Xin Sun",
title = "Volume of metric balls in {Liouville} quantum
gravity",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--50",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP564",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Volume-of-metric-balls-in-Liouville-quantum-gravity/10.1214/20-EJP564.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Conformal Structure; Gaussian free field; Liouville
Brownian motion; Liouville quantum gravity; metric
balls",
}
@Article{Chaumont:2020:FTS,
author = "Lo{\"\i}c Chaumont and Marine Marolleau",
title = "Fluctuation theory for spectrally positive additive
{L{\'e}vy} fields",
journal = j-ELECTRON-J-PROBAB,
volume = "25",
number = "??",
pages = "1--26",
month = "",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP547",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51",
bibdate = "Tue Mar 30 15:22:58 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Fluctuation-theory-for-spectrally-positive-additive-L%c3%a9vy-fields/10.1214/20-EJP547.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "additive L{\'e}vy field; fluctuation theory;
Kemperman's formula; multivariate first hitting time",
}
@Article{Brown:2021:SCC,
author = "Suzie Brown and Paul A. Jenkins and Adam M. Johansen
and Jere Koskela",
title = "Simple conditions for convergence of sequential {Monte
Carlo} genealogies with applications",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--22",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP561",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J90; 60J95; 65C05; 65C35",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Simple-conditions-for-convergence-of-sequential-Monte-Carlo-genealogies-with/10.1214/20-EJP561.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coalescent; Interacting particle system; particle
filter; Resampling; selection",
}
@Article{Buraczewski:2021:SSS,
author = "Dariusz Buraczewski and Konrad Kolesko and Matthias
Meiners",
title = "Self-similar solutions to kinetic-type evolution
equations: beyond the boundary case",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--18",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP568",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 35B40; 60J80; 82C40",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Self-similar-solutions-to-kinetic-type-evolution-equations--beyond/10.1214/20-EJP568.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching random walk; Kac model; Kinetic equation;
Random trees; smoothing transform",
}
@Article{Kabluchko:2021:FRG,
author = "Zakhar Kabluchko and Christoph Th{\"a}le",
title = "Faces in random great hypersphere tessellations",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--35",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP570",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Faces-in-random-great-hypersphere-tessellations/10.1214/20-EJP570.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "great hypersphere tessellation",
}
@Article{Boenkost:2021:HFC,
author = "Florin Boenkost and Adri{\'a}n Gonz{\'a}lez Casanova
and Cornelia Pokalyuk and Anton Wakolbinger",
title = "{Haldane}'s formula in {Cannings} models: the case of
moderately weak selection",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--36",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP572",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 60J80; 60F05; 92D15; 92D25",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Haldanes-formula-in-Cannings-models-thecaseofmoderately-weak-selection/10.1214/20-EJP572.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ancestral selection graph; Cannings model; directional
selection; probability of fixation; sampling duality",
}
@Article{Dassios:2021:EST,
author = "Angelos Dassios and Junyi Zhang",
title = "Exact simulation of two-parameter {Poisson--Dirichlet}
random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--20",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP573",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60G51; 65C10",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Exact-simulation-of-two-parameter-Poisson--Dirichlet-random-variables/10.1214/20-EJP573.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "exact simulation; subordinator; two-parameter
Poisson--Dirichlet distribution",
}
@Article{Figueiredo:2021:RWG,
author = "Daniel Figueiredo and Giulio Iacobelli and Roberto
Oliveira and Bruce Reed and Rodrigo Ribeiro",
title = "On a random walk that grows its own tree",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--40",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP574",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K35; 60K35",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-a-random-walk-that-grows-its-own-tree/10.1214/20-EJP574.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "dynamic random environments; Local weak convergence;
random environments; Random trees; Random walks;
transience",
}
@Article{Lambert:2021:MCL,
author = "Gaultier Lambert",
title = "Mesoscopic central limit theorem for the circular",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--33",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP559",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Mesoscopic-central-limit-theorem-for-the-circular-beta--ensembles/10.1214/20-EJP559.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "loop equations for",
}
@Article{Huang:2021:NMC,
author = "De Huang and Joel A. Tropp",
title = "Nonlinear matrix concentration via semigroup methods",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--31",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP578",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 46N30; 60J25; 46L53",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Nonlinear-matrix-concentration-via-semigroup-methods/10.1214/20-EJP578.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bakry--{\'E}mery criterion; concentration inequality;
functional inequality; local Poincar{\'e} inequality;
Markov process; matrix concentration; semigroup",
}
@Article{Oh:2021:CSN,
author = "Tadahiro Oh and Mamoru Okamoto",
title = "Comparing the stochastic nonlinear wave and heat
equations: a case study",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--44",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP575",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35L71; 35K15; 60H15",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Comparing-the-stochastic-nonlinear-wave-and-heat-equations--a/10.1214/20-EJP575.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Nonlinear heat equation; Nonlinear wave equation;
renormalization; stochastic nonlinear heat equation;
stochastic nonlinear wave equation; Stochastic
quantization equation; White noise",
}
@Article{Legrand:2021:IDD,
author = "Alexandre Legrand",
title = "Influence of disorder on {DNA} denaturation:
the disordered generalized {Poland--Scheraga} model",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--43",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP563",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82D60; 92C05; 60K05",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Influence-of-disorder-on-DNA-denaturation--thedisordered-generalized-Poland/10.1214/20-EJP563.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Critical behavior; disorder relevance; disordered
polymer models; DNA denaturation; shift of the critical
point",
}
@Article{Adamczak:2021:MGC,
author = "Rados{\l}aw Adamczak and Rafa{\l} Lata{\l}a and
Rafa{\l} Meller",
title = "Moments of {Gaussian} chaoses in {Banach} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--36",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP567",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E15; 60G15; 60B11",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Moments-of-Gaussian-chaoses-in-Banach-spaces/10.1214/20-EJP567.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian chaoses; Gaussian processes; Metric entropy;
polynomials in independent random variables; Tail and
moment inequalities",
}
@Article{Criens:2021:ACS,
author = "David Criens",
title = "On absolute continuity and singularity of
multidimensional diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--26",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP555",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 60G44; 60H10; 91B70",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-absolute-continuity-and-singularity-of-multidimensional-diffusions/10.1214/20-EJP555.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Absolute continuity; explosion; Integral test;
multidimensional diffusion; perpetual integral; Random
time change; singularity; uniformly integrable
martingale",
}
@Article{Fountoulakis:2021:CHM,
author = "Nikolaos Fountoulakis and Pim van der Hoorn and Tobias
M{\"u}ller and Markus Schepers",
title = "Clustering in a hyperbolic model of complex networks",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--132",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP583",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Clustering-in-a-hyperbolic-model-of-complex-networks/10.1214/21-EJP583.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "clustering; hyperbolic random graph; Random graphs",
}
@Article{Mucha:2021:STO,
author = "Jacek Mucha",
title = "Spectral theory for one-dimensional (non-symmetric)
stable processes killed upon hitting the origin",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--33",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP594",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60G52; 60J35; 60J45",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Spectral-theory-for-one-dimensional-non-symmetric-stable-processes-killed/10.1214/21-EJP594.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hitting time; Spectral theory; Stable process;
Transition density",
}
@Article{Huang:2021:DED,
author = "Xing Huang and Feng-Yu Wang",
title = "Derivative estimates on distributions of
{McKean--Vlasov} {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--12",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP582",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G44",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Derivative-estimates-on-distributions-of-McKean--Vlasov-SDEs/10.1214/21-EJP582.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60H1075; heat kernel parameter expansion; intrinsic
derivative; L-derivative; Mckean-Vlasov SDEs",
}
@Article{Luh:2021:ECN,
author = "Kyle Luh and Sean O'Rourke",
title = "Eigenvectors and controllability of non-{Hermitian}
random matrices and directed graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--43",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP588",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 93E03",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Eigenvectors-and-controllability-of-non-Hermitian-random-matrices-and-directed/10.1214/21-EJP588.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Controllability; eigenvectors; non-Hermitian; Random
matrix",
}
@Article{Dalang:2021:MPG,
author = "Robert C. Dalang and Cheuk Yin Lee and Carl Mueller
and Yimin Xiao",
title = "Multiple points of {Gaussian} random fields",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--25",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP589",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 60G17; 60G60",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Multiple-points-of-Gaussian-random-fields/10.1214/21-EJP589.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "critical dimension; Fractional Brownian sheet;
Gaussian random fields; multiple points; Stochastic
heat and wave equations",
}
@Article{Carrance:2021:CET,
author = "Ariane Carrance",
title = "Convergence of {Eulerian} triangulations",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--48",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP579",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 60B05; 60J80; 05A16",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Convergence-of-Eulerian-triangulations/10.1214/21-EJP579.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching processes; local limits of maps; Random
maps; scaling limits of maps",
}
@Article{Komorowski:2021:HLC,
author = "Tomasz Komorowski and Stefano Olla and Marielle
Simon",
title = "Hydrodynamic limit for a chain with thermal and
mechanical boundary forces",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--49",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP581",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C70; 60K35",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Hydrodynamic-limit-for-a-chain-with-thermal-and-mechanical-boundary/10.1214/21-EJP581.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "boundary conditions; Fourier-Wigner functions;
harmonic chain; Hydrodynamic limit",
}
@Article{Erny:2021:CPC,
author = "Xavier Erny and Eva L{\"o}cherbach and Dasha
Loukianova",
title = "Conditional propagation of chaos for mean field
systems of interacting neurons",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--25",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP580",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J76; 60K35; 60G55; 60G09",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Conditional-propagation-of-chaos-for-mean-field-systems-of-interacting/10.1214/21-EJP580.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "empirical measure; exchangeability; Hewitt Savage
theorem; interacting particle systems; Martingale
problem; mean field interaction; Piecewise
deterministic Markov processes; propagation of chaos",
}
@Article{Osekowski:2021:SMB,
author = "Adam Os{\k{e}}kowski and Yahui Zuo",
title = "Sharp maximal {$ L^p $}-bounds for continuous
martingales and their differential subordinates",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--22",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP596",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G44",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Sharp-maximal-Lp-bounds-for-continuous-martingales-and-their-differential/10.1214/21-EJP596.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Differential subordination; martingale; maximal
inequality; stochastic integral",
}
@Article{Cass:2021:LTB,
author = "Thomas Cass and Dan Crisan and Paul Dobson and Michela
Ottobre",
title = "Long-time behaviour of degenerate diffusions:
{UFG}-type {SDEs} and time-inhomogeneous hypoelliptic
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--72",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP577",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 35K10; 35B35; 35B65; 58J65; 49J55; 93E03;
37H10",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Long-time-behaviour-of-degenerate-diffusions--UFG-type-SDEs/10.1214/20-EJP577.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Diffusion Semigroups; parabolic PDE; UFG condition;
H{\"o}rmander condition; long time asymptotics;
processes with multiple invariant measures; non-ergodic
SDEs; distributions with non-constant rank; stochastic
control theory",
}
@Article{Cancrini:2021:PCG,
author = "Nicoletta Cancrini and Gustavo Posta",
title = "Propagation of chaos for a general balls into bins
dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--20",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP590",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60B10",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Propagation-of-chaos-for-a-general-balls-into-bins-dynamics/10.1214/21-EJP590.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "chaos propagation; Interacting particle system;
parallel updates; queues network",
}
@Article{Cipolloni:2021:FAC,
author = "Giorgio Cipolloni and L{\'a}szl{\'o} Erd{\H{o}}s and
Dominik Schr{\"o}der",
title = "Fluctuation around the circular law for random
matrices with real entries",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--61",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP591",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 15B52",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Fluctuation-around-the-circular-law-for-random-matrices-with-real/10.1214/21-EJP591.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; Dyson Brownian motion; Girko's
formula; linear statistics; Local law",
}
@Article{Biswas:2021:SLF,
author = "Niloy Biswas and Alison Etheridge and Aleksander
Klimek",
title = "The spatial {Lambda-Fleming-Viot} process with
fluctuating selection",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--51",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP593",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60J25; 92D15; 60H15; 60G55",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-spatial-Lambda-Fleming-Viot-process-with-fluctuating-selection/10.1214/21-EJP593.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fluctuating selection; scaling limits; spatial Lambda
Fleming-Viot model; Stochastic growth models; tracer
dynamics",
}
@Article{Rivera:2021:TIP,
author = "Alejandro Rivera",
title = "{Talagrand}'s inequality in planar {Gaussian} field
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--25",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP585",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G60; 60K35; 82B43; 82C43",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Talagrands-inequality-in-planar-Gaussian-field-percolation/10.1214/21-EJP585.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian fields; percolation; phase transition",
}
@Article{Ayala:2021:HOF,
author = "Mario Ayala and Gioia Carinci and Frank Redig",
title = "Higher order fluctuation fields and orthogonal duality
polynomials",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--35",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP586",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 35K55",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Higher-order-fluctuation-fields-and-orthogonal-duality-polynomials/10.1214/21-EJP586.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fluctuation fields; higher-order fields; orthogonal
polynomials; self-duality",
}
@Article{Dobler:2021:SME,
author = "Christian D{\"o}bler and Miko{\l}aj J. Kasprzak",
title = "{Stein}'s method of exchangeable pairs in multivariate
functional approximations",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--50",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP587",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B10; 60F17; 60J65; 60E05; 60E15",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Steins-method-of-exchangeable-pairs-in-multivariate-functional-approximations/10.1214/21-EJP587.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "0B12; Exchangeable pairs; Functional convergence;
multivariate processes; Stein's method; U-statistics",
}
@Article{Kalinin:2021:SCR,
author = "Alexander Kalinin",
title = "Support characterization for regular path-dependent
stochastic {Volterra} integral equations",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--29",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP576",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H20; 28C20; 60G17; 45D05; 45J05",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Support-characterization-for-regular-path-dependent-stochastic-Volterra-integral-equations/10.1214/20-EJP576.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "support of a measure; path-dependent Volterra process;
functional Volterra integral equation; functional
It{\^o} calculus; vertical derivative; H{\"o}lder
space",
}
@Article{Konarovskyi:2021:SBM,
author = "Vitalii Konarovskyi and Vlada Limic",
title = "Stochastic block model in a new critical regime and
the interacting multiplicative coalescent",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--23",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP584",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J75; 60K35; 60B12; 05C80",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Stochastic-block-model-in-a-new-critical-regime-and-the/10.1214/21-EJP584.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "multiplicative coalescent; near-critical; phase
transition; random graph; Stochastic block model",
}
@Article{Aksamit:2021:TTR,
author = "Anna Aksamit and Tahir Choulli and Monique
Jeanblanc",
title = "Thin times and random times' decomposition",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--22",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP569",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G07; 60G40; 60G44",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Thin-times-and-random-times-decomposition/10.1214/20-EJP569.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "(semi)martingale stability; avoidance of stopping
time; dual optional projection; graph of a random time;
Honest times; hypothesis (H{\prime}); immersion;
progressive enlargement of filtration; thin times;
thin-thick decomposition",
}
@Article{Zhan:2021:TCG,
author = "Dapeng Zhan",
title = "Two-curve {Green}'s function for $2$-{SLE}: the
boundary case",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--58",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP592",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Two-curve-Greens-function-for-2-SLE--the-boundary/10.1214/21-EJP592.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "30C; 60G; Green's function; multiple SLE; SLE",
}
@Article{Emrah:2021:FSC,
author = "Elnur Emrah and Christopher Janjigian and Timo
Sepp{\"a}l{\"a}inen",
title = "Flats, spikes and crevices: the evolving shape of the
inhomogeneous corner growth model",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--45",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP595",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Flats-spikes-and-crevices--the-evolving-shape-of-the/10.1214/21-EJP595.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Corner growth model; flux; Last-passage percolation;
Limit shapes; TASEP",
}
@Article{McKenna:2021:LDE,
author = "Benjamin McKenna",
title = "Large deviations for extreme eigenvalues of deformed
{Wigner} random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--37",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-EJP571",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 60F10",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Large-deviations-for-extreme-eigenvalues-of-deformed-Wigner-random-matrices/10.1214/20-EJP571.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Deformed Wigner matrices; Extreme eigenvalues; large
deviations; random matrices",
}
@Article{Ledger:2021:MCN,
author = "Sean Ledger and Andreas S{\o}jmark",
title = "At the mercy of the common noise: blow-ups in a
conditional {McKean--Vlasov} Problem",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--39",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP597",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60H15; 60H30; 82C22; 34B16",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/At-the-mercy-of-the-common-noise--blow-ups/10.1214/21-EJP597.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "blow-ups; common noise; contagion; McKean--Vlasov
problem; Particle system; weak convergence",
}
@Article{Chen:2021:UAM,
author = "Wei-Kuo Chen and Wai-Kit Lam",
title = "Universality of approximate message passing
algorithms",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--44",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP604",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 62E20; 68W40",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Universality-of-approximate-message-passing-algorithms/10.1214/21-EJP604.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "message passing; spike recovery; spiked random matrix;
Universality",
}
@Article{Liu:2021:SLC,
author = "Mingchang Liu and Hao Wu",
title = "Scaling limits of crossing probabilities in metric
graph {GFF}",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--46",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP598",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 60G60; 60J67",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Scaling-limits-of-crossing-probabilities-in-metric-graph-GFF/10.1214/21-EJP598.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Crossing probability; Gaussian free field; Schramm
Loewner Evolution",
}
@Article{Baudoin:2021:AWB,
author = "Fabrice Baudoin and Jing Wang",
title = "Asymptotic windings of the block determinants of a
unitary {Brownian} motion and related diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "??",
pages = "1--21",
month = "",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP600",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 60B20; 60J35",
bibdate = "Tue Mar 30 15:23:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Asymptotic-windings-of-the-block-determinants-of-a-unitary-Brownian/10.1214/21-EJP600.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "asymptotic stochastic area; asymptotic windings; block
determinants; Brownian motion of complex Grassmannian
manifold; Stiefel Brownian motion",
}
@Article{Dumaz:2021:OLH,
author = "Laure Dumaz and Yun Li and Benedek Valk{\'o}",
title = "Operator level hard-to-soft transition for $ \beta
$-ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--28",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP602",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 47B80; 47E05",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Operator-level-hard-to-soft-transition-for-%ce%b2-ensembles/10.1214/21-EJP602.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "random differential operators; random matrices",
}
@Article{Che:2021:ULS,
author = "Ziliang Che and Patrick Lopatto",
title = "Universality of the least singular value for the sum
of random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--38",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP603",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Universality-of-the-least-singular-value-for-the-sum-of/10.1214/21-EJP603.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Random matrix theory; Singular value; sparse;
Universality",
}
@Article{Benes:2021:RCP,
author = "Christian Bene{\v{s}}",
title = "Rates of convergence for the planar discrete {Green}'s
function in {Pacman} domains",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--14",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP599",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 31A15",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Rates-of-convergence-for-the-planar-discrete-Greens-function-in/10.1214/21-EJP599.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Green's function; rate of convergence; Simple random
walk",
}
@Article{Peretz:2021:MDS,
author = "Tal Peretz",
title = "Moderate deviations for the self-normalized random
walk in random scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--16",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP607",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 60G50; 60K37",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Moderate-deviations-for-the-self-normalized-random-walk-in-random/10.1214/21-EJP607.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Local times; Moderate deviations; Random walk in
random scenery; self-normalized partial sums",
}
@Article{Nestoridi:2021:FSR,
author = "Evita Nestoridi and Oanh Nguyen",
title = "The full spectrum of random walks on complete finite
$d$-ary trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--17",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP608",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-full-spectrum-of-random-walks-on-complete-finite-d/10.1214/21-EJP608.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Random walk; regular trees; spectrum",
}
@Article{Baudoin:2021:TIM,
author = "Fabrice Baudoin and Nathaniel Eldredge",
title = "Transportation inequalities for {Markov} kernels and
their applications",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--30",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP605",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "47D07; 49Q22; 28A33; 58J65",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Transportation-inequalities-for-Markov-kernels-and-their-applications/10.1214/21-EJP605.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "functional inequalities; Hellinger distance;
Kantorovich--Wasserstein distance; Kuwada duality;
Markov kernels; Optimal transport; reverse logarithmic
Sobolev inequality; Reverse Poincar{\'e} inequality",
}
@Article{Ameur:2021:LTP,
author = "Yacin Ameur",
title = "A localization theorem for the planar {Coulomb} gas in
an external field",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--21",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP613",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-localization-theorem-for-the-planar-Coulomb-gas-in-an/10.1214/21-EJP613.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coulomb gas; droplet; external potential;
Localization",
}
@Article{Bovier:2021:MDC,
author = "Anton Bovier and Saeda Marello and Elena Pulvirenti",
title = "Metastability for the dilute {Curie--Weiss} model with
{Glauber} dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--38",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP610",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37; 82B20; 82B44",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Metastability-for-the-dilute-CurieWeiss-model-with-Glauber-dynamics/10.1214/21-EJP610.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Erd{\H{o}}s--R{\'e}nyi random graph; Glauber dynamics;
metastability; randomly dilute Curie--Weiss model",
}
@Article{Gotze:2021:CIP,
author = "Friedrich G{\"o}tze and Holger Sambale and Arthur
Sinulis",
title = "Concentration inequalities for polynomials in $ \alpha
$-sub-exponential random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--22",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP606",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E15; 46E30; 46N30",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Concentration-inequalities-for-polynomials-in-%ce%b1-sub-exponential-random-variables/10.1214/21-EJP606.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "concentration of measure phenomenon; Hanson-Wright
inequality; Orlicz norms; Poisson chaos;
sub-exponential random variables",
}
@Article{Collet:2021:CRM,
author = "Francesca Collet and Fabrizio Leisen and Steen
Thorbj{\o}rnsen",
title = "Completely random measures and {L{\'e}vy} bases in
free probability",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--41",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP620",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "46L54; 60E07; 60G57",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Completely-random-measures-and-L%c3%a9vy-bases-in-free-probability/10.1214/21-EJP620.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "free completely random measure; free infinite
divisibility; free L{\'e}vy basis; L{\'e}vy-It{\^o}
type decomposition",
}
@Article{Werner:2021:CPR,
author = "Florian Werner",
title = "Concatenation and pasting of right processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--21",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP611",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J40; 60J45",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Concatenation-and-pasting-of-right-processes/10.1214/21-EJP611.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "concatenation; Markov processes; pasting; Right
processes",
}
@Article{Hayashi:2021:SSL,
author = "Kohei Hayashi",
title = "Spatial-segregation limit for exclusion processes with
two components under unbalanced reaction",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP621",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Spatial-segregation-limit-for-exclusion-processes-with-two-components-under/10.1214/21-EJP621.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hydrodynamics limit; Interacting particle system",
}
@Article{Weber:2021:EII,
author = "Frederic Weber",
title = "Entropy-information inequalities under
curvature-dimension conditions for continuous-time
{Markov} chains",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP627",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J27; 47D07; 39A12",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Entropy-information-inequalities-under-curvature-dimension-conditions-for-continuous-time/10.1214/21-EJP627.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "curvature-dimension inequalities; diameter bounds;
Entropy; exponential integrability of Lipschitz
functions; Fisher information; Markov chain; modified
Nash inequality; ultracontractive bounds",
}
@Article{deTiliere:2021:ZDM,
author = "B{\'e}atrice de Tili{\`e}re",
title = "The {$Z$}-Dirac and massive {Laplacian} operators in
the {$Z$}-invariant {Ising} model",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--86",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP601",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20; 82B23; 33E05; 05A19",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-Z-Dirac-and-massive-Laplacian-operators-in-the-Z/10.1214/21-EJP601.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dimer model; discrete massive harmonic and holomorphic
functions; Ising model; massive Laplacian and Dirac
operators; spanning forests and spanning trees;
Z-invariance",
}
@Article{Chelkak:2021:CML,
author = "Dmitry Chelkak and Yijun Wan",
title = "On the convergence of massive loop-erased random walks
to massive {SLE(2)} curves",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--35",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP615",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-convergence-of-massive-loop-erased-random-walks-to/10.1214/21-EJP615.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60Dxx; loop-erased random walks; massive SLE curves",
}
@Article{Basse-OConnor:2021:PVF,
author = "Andreas Basse-O'Connor and Vytaut{\.e}
Pilipauskait{\.e} and Mark Podolskij",
title = "Power variations for fractional type infinitely
divisible random fields",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--35",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP617",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G60; 60G22; 60G10; 60G57",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Power-variations-for-fractional-type-infinitely-divisible-random-fields/10.1214/21-EJP617.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fractional fields; infill asymptotics; limit theorems;
moving averages; power variation; stable convergence",
}
@Article{Grahovac:2021:IIV,
author = "Danijel Grahovac and Nikolai N. Leonenko and Murad S.
Taqqu",
title = "Intermittency and infinite variance: the case of
integrated {supOU} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP623",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G52; 60G10",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Intermittency-and-infinite-variance--the-case-of-integrated-supOU/10.1214/21-EJP623.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "absolute moments; infinite variance; limit theorems;
Ornstein--Uhlenbeck process; supOU processes",
}
@Article{Stivanello:2021:LTL,
author = "Samuele Stivanello and Gianmarco Bet and Alessandra
Bianchi and Marco Lenci and Elena Magnanini",
title = "Limit theorems for {L{\'e}vy} flights on a {$1$D}
{L{\'e}vy} random medium",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--25",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP626",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60G55; 60F17; 82C41; 60G51",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Limit-theorems-for-L%c3%a9vy-flights-on-a-1D-L%c3%a9vy-random/10.1214/21-EJP626.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Anomalous diffusion; L{\'e}vy flights; L{\'e}vy random
medium; random walk on point process; Stable
distributions; Stable processes",
}
@Article{Profeta:2021:AUS,
author = "Christophe Profeta",
title = "The area under a spectrally positive stable excursion
and other related processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--21",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP618",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G52; 60G18; 60E10",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-area-under-a-spectrally-positive-stable-excursion-and-other/10.1214/21-EJP618.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Meander; normalized excursion; Stable processes",
}
@Article{Jalowy:2021:RCP,
author = "Jonas Jalowy",
title = "Rate of convergence for products of independent
non-{Hermitian} random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--24",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP625",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 41A25",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Rate-of-convergence-for-products-of-independent-non-Hermitian-random/10.1214/21-EJP625.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "circular law; Ginibre matrices; Logarithmic potential;
Meijer-G function; products of non-Hermitian random
matrices; rate of convergence",
}
@Article{Behme:2021:LKE,
author = "Anita Behme and Alexander Lindner and Jana Reker",
title = "On the law of killed exponential functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--35",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP616",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E07; 60E10; 60J35; 46N30",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-law-of-killed-exponential-functionals/10.1214/21-EJP616.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Density; exponential functional; generalised
Ornstein--Uhlenbeck process; infinitesimal generator;
killing; L{\'e}vy processes",
}
@Article{Belloum:2021:ASR,
author = "Mohamed Ali Belloum and Bastien Mallein",
title = "Anomalous spreading in reducible multitype branching
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--39",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP629",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60G55; 60G70; 92D25",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Anomalous-spreading-in-reducible-multitype-branching-Brownian-motion/10.1214/21-EJP629.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "anomalous spreading; Branching Brownian motion;
Brownian motion; Extremal process; multitype branching
process",
}
@Article{Nica:2021:IDL,
author = "Mihai Nica",
title = "Intermediate disorder limits for multi-layer
semi-discrete directed polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--50",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP614",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82D60",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Intermediate-disorder-limits-for-multi-layer-semi-discrete-directed-polymers/10.1214/21-EJP614.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "KPZ; non-intersecting random walks; random polymers",
}
@Article{Collevecchio:2021:NRV,
author = "Andrea Collevecchio and Xiaolin Zeng",
title = "A note on recurrence of the Vertex reinforced jump
process and fractional moments localization",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--16",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP609",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-note-on-recurrence-of-the-Vertex-reinforced-jump-process/10.1214/21-EJP609.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Localization; recurrence; Vertex-reinforced jump
process",
}
@Article{Ahmadi:2021:BSD,
author = "Mahdi Ahmadi and Alexandre Popier and Ali Devin
Sezer",
title = "Backward stochastic differential equations with
non-{Markovian} singular terminal conditions for
general driver and filtration",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--27",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP619",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G40; 60G99; 60H99; 65M80",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Backward-stochastic-differential-equations-with-non-Markovian-singular-terminal-conditions/10.1214/21-EJP619.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "backward stochastic differential equation; continuity
problem; density of hitting time; Green's function;
singularity",
}
@Article{deCatelan:2021:FGP,
author = "Jacques de Catelan and Pierre-Lo{\"\i}c M{\'e}liot",
title = "Fluctuations of the {Gromov--Prohorov} sample model",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP634",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B10; 60B05; 60F05",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Fluctuations-of-the-GromovProhorov-sample-model/10.1214/21-EJP634.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "combinatorics of the cumulants of random variables;
discrete approximation of metric spaces;
Gromov--Prohorov topology",
}
@Article{Dolgopyat:2021:EBD,
author = "Dmitry Dolgopyat and Bassam Fayad and Maria
Saprykina",
title = "Erratic behavior for $1$-dimensional random walks in a
{Liouville} quasi-periodic environment",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP622",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60F15; 37C05; 37A45",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Erratic-behavior-for-1-dimensional-random-walks-in-a-Liouville/10.1214/21-EJP622.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Liouville phenomena; Localization; random walks in
random environment; random walks in random potential",
}
@Article{Assing:2021:ETF,
author = "Sigurd Assing and John Herman",
title = "Extension technique for functions of diffusion
operators: a stochastic approach",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--32",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP624",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J45; 60J60; 60J55; 35J25; 35J70; 47G20",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Extension-technique-for-functions-of-diffusion-operators--a-stochastic/10.1214/21-EJP624.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dirichlet-to-Neumann map; elliptic equation; Krein
strings; trace process",
}
@Article{Ancona:2021:ZSS,
author = "Michele Ancona and Thomas Letendre",
title = "Zeros of smooth stationary {Gaussian} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--81",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP637",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60F15; 60F17; 60F25; 60G15; 60G55; 60G57",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Zeros-of-smooth-stationary-Gaussian-processes/10.1214/21-EJP637.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; central moments; clustering;
Gaussian process; k-point function; Kac--Rice formula;
Law of Large Numbers",
}
@Article{Deslandes:2021:LLL,
author = "Cl{\'e}ment Deslandes and Christian Houdr{\'e}",
title = "On the limiting law of the length of the longest
common and increasing subsequences in random words with
arbitrary distribution",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--27",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP612",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05A05; 60C05; 60F05",
bibdate = "Fri May 21 05:21:04 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-limiting-law-of-the-length-of-the-longest/10.1214/21-EJP612.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Last passage percolation; longest common subsequences;
longest increasing subsequences; optimal alignment;
random matrices; random words; weak convergence",
}
@Article{Lember:2021:EFS,
author = "J{\"u}ri Lember and Joonas Sova",
title = "Exponential forgetting of smoothing distributions for
pairwise {Markov} models",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--30",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP628",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J05; 60J55",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Exponential-forgetting-of-smoothing-distributions-for-pairwise-Markov-models/10.1214/21-EJP628.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Hidden Markov models; Markov models; smoothing
probabilities",
}
@Article{Huang:2021:PDD,
author = "Xing Huang",
title = "Path-distribution dependent {SDEs} with singular
coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--21",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP630",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G44",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Path-distribution-dependent-SDEs-with-singular-coefficients/10.1214/21-EJP630.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60H1075; Harnack inequality; Krylov's estimate;
Path-distribution dependent SDEs; Zvonkin's transform",
}
@Article{Kozitsky:2021:MPI,
author = "Yuri Kozitsky and Michael R{\"o}ckner",
title = "A {Markov} process for an infinite interacting
particle system in the continuum",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--53",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP631",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J25; 60J75; 60G55; 35Q84",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-Markov-process-for-an-infinite-interacting-particle-system-in/10.1214/21-EJP631.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Fokker--Planck equation; martingale solution;
Measure-valued Markov process; point process;
stochastic semigroup",
}
@Article{Allan:2021:RFP,
author = "Andrew L. Allan",
title = "Robust filtering and propagation of uncertainty in
hidden {Markov} models",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP633",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G35; 60L50; 60L90",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Robust-filtering-and-propagation-of-uncertainty-in-hidden-Markov-models/10.1214/21-EJP633.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Filtering; Hidden Markov model; parameter uncertainty;
pathwise optimal control; Rough paths",
}
@Article{Bates:2021:FPL,
author = "Erik Bates",
title = "Full-path localization of directed polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--24",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP641",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60G15; 60G17; 82B44; 82D30; 82D60",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Full-path-localization-of-directed-polymers/10.1214/21-EJP641.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Directed polymers; Gaussian disorder; path
localization; Replica overlap",
}
@Article{Nejjar:2021:DPT,
author = "Peter Nejjar",
title = "Dynamical phase transition of {ASEP} in the {KPZ}
regime",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--20",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP642",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Dynamical-phase-transition-of-ASEP-in-the-KPZ-regime/10.1214/21-EJP642.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ASEP; dynamical phase transition; KPZ universality",
}
@Article{Altman:2021:BSG,
author = "Henri Elad Altman",
title = "{Bessel} {SPDEs} with general {Dirichlet} boundary
conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP632",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60H17",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Bessel-SPDEs-with-general-Dirichlet-boundary-conditions/10.1214/21-EJP632.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bessel processes; Dirichlet forms; integration by
parts formulae; Local times; renormalisation; Singular
SPDEs",
}
@Article{Lochowski:2021:LTT,
author = "Rafa{\l} M. {\L}ochowski and Jan Ob{\l}{\'o}j and
David J. Pr{\"o}mel and Pietro Siorpaes",
title = "Local times and {Tanaka--Meyer} formulae for
c{\`a}dl{\`a}g paths",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP638",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26A99; 60J60; 60H05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Local-times-and-TanakaMeyer-formulae-for-c%c3%a0dl%c3%a0g-paths/10.1214/21-EJP638.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "c{\`a}dl{\`a}g path; F{\"o}llmer--It{\^o} formula;
Local time; pathwise stochastic integration; pathwise
Tanaka formula; Semimartingale",
}
@Article{Andrieu:2021:SHP,
author = "Christophe Andrieu and Paul Dobson and Andi Q. Wang",
title = "Subgeometric hypocoercivity for
piecewise-deterministic {Markov} process {Monte Carlo}
methods",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--26",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP643",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J25; 65C05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Subgeometric-hypocoercivity-for-piecewise-deterministic-Markov-process-Monte-Carlo-methods/10.1214/21-EJP643.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hypocoercivity; Markov chain Monte Carlo;
piecewise-deterministic Markov process; subgeometric
convergence",
}
@Article{Botero:2021:LDP,
author = "Alonso Botero and Matthias Christandl and P{\'e}ter
Vrana",
title = "Large deviation principle for moment map estimation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--23",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP636",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 22E46; 53D20; 81P50",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Large-deviation-principle-for-moment-map-estimation/10.1214/21-EJP636.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "compact Lie group; large deviation principle; moment
map; quantum measurement",
}
@Article{Senizergues:2021:GWR,
author = "Delphin S{\'e}nizergues",
title = "Geometry of weighted recursive and affine preferential
attachment trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--56",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP640",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J05; 05C05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Geometry-of-weighted-recursive-and-affine-preferential-attachment-trees/10.1214/21-EJP640.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "limit theorems; preferential attachment; profile of
random trees; weighted recursive trees",
}
@Article{Barashkov:2021:MGT,
author = "Nikolay Barashkov and Massimiliano Gubinelli",
title = "The {$ \Phi_3^4 $} measure via {Girsanov}'s theorem",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP635",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "81T08; 60H30; 60L40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-%ce%a634-measure-via-Girsanovs-theorem/10.1214/21-EJP635.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bou {\'e}-Dupuis formula; Contructive Euclidean
Quantum Field Theory; Paracontrolled calculus",
}
@Article{Kozma:2021:PLD,
author = "Gady Kozma and Ron Peled",
title = "Power-law decay of weights and recurrence of the
two-dimensional {VRJP}",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--19",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP639",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60K35; 81T25; 81T60",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Power-law-decay-of-weights-and-recurrence-of-the-two/10.1214/21-EJP639.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "decay of correlations; Random walk in random
environment; supersymmetry; Vertex-reinforced jump
process",
}
@Article{Ocafrain:2021:CQS,
author = "William O{\c{c}}afrain",
title = "Convergence to quasi-stationarity through
{Poincar{\'e}} inequalities and {Bakry--{\'E}mery}
criteria",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--30",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP644",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B10; 60F99; 60J25; 60J50",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Convergence-to-quasi-stationarity-through-Poincar%c3%a9-inequalities-and-Bakry-%c3%89mery/10.1214/21-EJP644.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "1-Wasserstein distance; 39B62; 60J60.; Absorbed Markov
processes; Bakry-{\'E}mery condition; multi-dimensional
diffusion processes; Poincar{\'e} inequality;
quasi-stationary distribution",
}
@Article{Bercu:2021:SAA,
author = "Bernard Bercu and Manon Costa and S{\'e}bastien
Gadat",
title = "Stochastic approximation algorithms for superquantiles
estimation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP648",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "62L20; 60F05; 62P05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Stochastic-approximation-algorithms-for-superquantiles-estimation/10.1214/21-EJP648.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "conditional value-at-risk; limit theorems; quantile
and superquantile; stochastic approximation",
}
@Article{Chen:2021:SBS,
author = "Xin Chen and Wenjie Ye",
title = "A study of backward stochastic differential equation
on a {Riemannian} manifold",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP649",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H30; 58J65",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-study-of-backward-stochastic-differential-equation-on-a-Riemannian/10.1214/21-EJP649.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "backward stochastic differential equation; Riemannian
manifold; second fundamental form",
}
@Article{Iyer:2021:PAC,
author = "Srikanth K. Iyer and Sanjoy Kr Jhawar",
title = "{Poisson} approximation and connectivity in a
scale-free random connection model",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--23",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP651",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60G70; 60G55; 05C80; 05C82",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Poisson-approximation-and-connectivity-in-a-scale-free-random-connection/10.1214/21-EJP651.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "connectivity; inhomogeneous random connection model;
Poisson convergence; Poisson point process; scale-free
networks; Stein's method",
}
@Article{Song:2021:HDC,
author = "Jian Song and Jianfeng Yao and Wangjun Yuan",
title = "High-dimensional central limit theorems for a class of
particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--33",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP646",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60F05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/High-dimensional-central-limit-theorems-for-a-class-of-particle/10.1214/21-EJP646.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; Dyson's Brownian motion;
matrix-valued Ornstein--Uhlenbeck process; Particle
system; squared Bessel particle system; Wishart
process",
}
@Article{Broutin:2021:SSR,
author = "Nicolas Broutin and Henning Sulzbach",
title = "Self-similar real trees defined as fixed points and
their geometric properties",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--50",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP647",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 60F17; 05C05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Self-similar-real-trees-defined-as-fixed-points-and-their/10.1214/21-EJP647.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuum real tree; fractal dimension;
self-similarity; Stochastic fixed point equation",
}
@Article{Hernandez:2021:UAW,
author = "Camilo Hern{\'a}ndez and Dylan Possama{\"\i}",
title = "A unified approach to well-posedness of type-{I}
backward stochastic {Volterra} integral equations",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--35",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP653",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "93E20; 35F21; 35Q93",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-unified-approach-to-well-posedness-of-type-I-backward/10.1214/21-EJP653.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Backward stochastic Volterra integral equations;
consistent planning; equilibrium
Hamilton--Jacobi--Bellman equation; representation of
partial differential equations; Time inconsistency",
}
@Article{Kim:2021:AON,
author = "Edward Kim and Tianyang Nie and Marek Rutkowski",
title = "{American} options in nonlinear markets",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--41",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP658",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "91G40; 60J28; 91G30; 60H30; 60H10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/American-options-in-nonlinear-markets/10.1214/21-EJP658.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "American option; nonlinear evaluation; nonlinear
market; Reflected BSDE",
}
@Article{Klimsiak:2021:RBT,
author = "Tomasz Klimsiak and Maurycy Rzymowski",
title = "Reflected {BSDEs} with two optional barriers and
monotone coefficient on general filtered space",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--24",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP655",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60G40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Reflected-BSDEs-with-two-optional-barriers-and-monotone-coefficient-on/10.1214/21-EJP655.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dynkin games; nonlinear expectation; optional
barriers; processes with regulated trajectories;
reflected backward stochastic differential equation",
}
@Article{FitzGerald:2021:IMP,
author = "Will FitzGerald",
title = "The invariant measure of {PushASEP} with a wall and
point-to-line last passage percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--26",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP661",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60C05; 60J45",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-invariant-measure-of-PushASEP-with-a-wall-and-point/10.1214/21-EJP661.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "interacting particle systems; non-colliding random
walks; point-to-line last passage percolation;
symplectic Schur functions",
}
@Article{Steiner:2021:FKA,
author = "Cl{\'e}ment Steiner",
title = "A {Feynman--Kac} approach for logarithmic {Sobolev}
inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--19",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP656",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "47D08; 60J60",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-Feynman--Kac-approach-for-logarithmic-Sobolev-inequalities/10.1214/21-EJP656.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "39B62; Diffusion processes; Feynman--Kac semigroups;
logarithmic Sobolev inequalities; perturbed functional
inequalities",
}
@Article{Gwynne:2021:JSL,
author = "Ewain Gwynne and Nina Holden and Xin Sun",
title = "Joint scaling limit of site percolation on random
triangulations in the metric and peanosphere sense",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--58",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP659",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60F17; 60J67; 60G57",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Joint-scaling-limit-of-site-percolation-on-random-triangulations-in/10.1214/21-EJP659.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian map; Cardy embedding; Conformal Loop
Ensemble; Liouville quantum gravity; mating of trees;
Peanosphere; percolation; Schramm-Loewner evolution;
uniform triangulations",
}
@Article{Marguet:2021:LTB,
author = "Aline Marguet and Charline Smadi",
title = "Long time behaviour of continuous-state nonlinear
branching processes with catastrophes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--32",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP664",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60J85; 60H10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Long-time-behaviour-of-continuous-state-nonlinear-branching-processes-with/10.1214/21-EJP664.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "absorption; continuous-time and space branching Markov
processes; explosion; jumps processes; Long-time
behaviour",
}
@Article{Lupu:2021:IRK,
author = "Titus Lupu and Christophe Sabot and Pierre
Tarr{\`e}s",
title = "Inverting the {Ray--Knight} identity on the line",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--25",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP657",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 60J60; 60K35; 60K37; 60J55; 81T25; 81T60",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Inverting-the-Ray-Knight-identity-on-the-line/10.1214/21-EJP657.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian free field; isomorphism theorems; Local time;
self-interacting diffusion",
}
@Article{Morrison:2021:STB,
author = "Natasha Morrison and Jonathan A. Noel",
title = "A sharp threshold for bootstrap percolation in a
random hypergraph",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--85",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP650",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G42; 05C65",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-sharp-threshold-for-bootstrap-percolation-in-a-random-hypergraph/10.1214/21-EJP650.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bootstrap percolation; differential equations method;
hypergraphs; Martingales; sharp threshold",
}
@Article{Glatzel:2021:SRW,
author = "Tabea Glatzel and Jan Nagel",
title = "The speed of random walk on {Galton--Watson} trees
with vanishing conductances",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--19",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP645",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60F15; 60J80; 60K40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-speed-of-random-walk-on-Galton--Watson-trees-with/10.1214/21-EJP645.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Effective velocity; Galton--Watson trees; Random walk
in random environment",
}
@Article{Benjamini:2021:IEU,
author = "Itai Benjamini and {\'A}d{\'a}m Tim{\'a}r",
title = "Invariant embeddings of unimodular random planar
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--18",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP665",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60K99",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Invariant-embeddings-of-unimodular-random-planar-graphs/10.1214/21-EJP665.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "invariant embedding; random planar graphs; unimodular
embedding",
}
@Article{Belinschi:2021:OEN,
author = "Serban Belinschi and Charles Bordenave and Mireille
Capitaine and Guillaume C{\'e}bron",
title = "Outlier eigenvalues for non-{Hermitian} polynomials in
independent i.i.d. matrices and deterministic
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP666",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "15B52; 60B20; 46L54; 60F05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Outlier-eigenvalues-for-non-Hermitian-polynomials-in-independent-iid-matrices/10.1214/21-EJP666.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "15A18; Free probability; random matrices",
}
@Article{Kai:2021:GFJ,
author = "Hirotaka Kai and Atsushi Takeuchi",
title = "Gradient formulas for jump processes on manifolds",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--15",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP660",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J76; 58J65; 60H07; 60H10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Gradient-formulas-for-jump-processes-on-manifolds/10.1214/21-EJP660.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Integration by parts formulas; jump processes on
manifolds; Stochastic differential equations with
jumps",
}
@Article{Guerrero:2021:ASW,
author = "Raul Bola{\~n}os Guerrero and David Nualart and
Guangqu Zheng",
title = "Averaging 2d stochastic wave equation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--32",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP672",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60H07; 60G15; 60F05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Averaging-2d-stochastic-wave-equation/10.1214/21-EJP672.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; Malliavin-Stein method; Riesz
kernel; Stochastic wave equation",
}
@Article{Roberts:2021:GPD,
author = "Matthew I. Roberts and Jason Schweinsberg",
title = "A {Gaussian} particle distribution for branching
{Brownian} motion with an inhomogeneous branching
rate",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--76",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP673",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 92D15; 92D25",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-Gaussian-particle-distribution-for-branching-Brownian-motion-with-an/10.1214/21-EJP673.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching Brownian motion; Evolution; fitness;
Gaussian traveling wave",
}
@Article{Takei:2021:ASB,
author = "Masato Takei",
title = "Almost sure behavior of linearly edge-reinforced
random walks on the half-line",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--18",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP674",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Almost-sure-behavior-of-linearly-edge-reinforced-random-walks-on/10.1214/21-EJP674.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "random walks in random environment; reinforced random
walks",
}
@Article{Cichomski:2021:MDA,
author = "Stanis{\l}aw Cichomski and Adam Os{\k{e}}kowski",
title = "The maximal difference among expert's opinions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--17",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP675",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E15",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-maximal-difference-among-experts-opinions/10.1214/21-EJP675.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coherent; joint distribution of conditional
expectations; opinion; sharp inequality",
}
@Article{Bechtold:2021:LLN,
author = "Florian Bechtold and Fabio Coppini",
title = "A law of large numbers for interacting diffusions via
a mild formulation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--27",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP671",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60F05; 60H20; 60H15; 60L90",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/A-law-of-large-numbers-for-interacting-diffusions-via-a/10.1214/21-EJP671.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Interacting particle system; McKean--Vlasov; Rough
paths; self-normalized processes; semigroup approach;
Stochastic differential equations",
}
@Article{Lamarre:2021:SOD,
author = "Pierre Yves Gaudreau Lamarre",
title = "Semigroups for one-dimensional {Schr{\"o}dinger}
operators with multiplicative {Gaussian} noise",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--47",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP654",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "47H40; 47D08; 60J55",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Semigroups-for-one-dimensional-Schr%c3%b6dinger-operators-with-multiplicative-Gaussian-noise/10.1214/21-EJP654.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "random Schr{\"o}dinger operators; Gaussian noise;
Schr{\"o}dinger semigroups; Feynman--Kac formula",
}
@Article{Brandenberger:2021:HSN,
author = "Anna Brandenberger and Luc Devroye and Tommy Reddad",
title = "The {Horton}--Strahler number of conditioned
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP678",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 60J80; 05C05; 60F05",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-HortonStrahler-number-of-conditioned-GaltonWatson-trees/10.1214/21-EJP678.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching processes; Galton--Watson trees;
Horton--Strahler number; probabilistic analysis;
Register function",
}
@Article{Deligiannidis:2021:BRR,
author = "George Deligiannidis and S{\'e}bastien Gou{\"e}zel and
Zemer Kosloff",
title = "The boundary of the range of a random walk and the
{F{\o}lner} property",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--39",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP667",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G50; 20F65",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-boundary-of-the-range-of-a-random-walk-and/10.1214/21-EJP667.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "F{\o}lner property; Random walk; range",
}
@Article{Kumar:2021:EMT,
author = "Chaman Kumar and Neelima",
title = "On explicit {Milstein}-type scheme for
{McKean--Vlasov} stochastic differential equations with
super-linear drift coefficient",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--32",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP676",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "65C30; 65C35; 65C05; 60H35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-explicit-Milstein-type-scheme-for-McKeanVlasov-stochastic-differential-equations/10.1214/21-EJP676.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "explicit Milstein scheme; McKean--Vlasov SDE;
propagation of chaos; rate of strong convergence;
super-linear coefficient",
}
@Article{Lashari:2021:DS,
author = "Abid Ali Lashari and Ana Serafimovi{\'c} and Pieter
Trapman",
title = "The duration of a supercritical",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--49",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP679",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 92D30; 05C80; 60J80",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-duration-of-a-supercritical-SIR-epidemic-on-a-configuration/10.1214/21-EJP679.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching process approximation; first passage
percolation; SIR epidemics; time to extinction;
vaccination",
}
@Article{Andjel:2021:ZRP,
author = "Enrique Andjel and In{\'e}s Armend{\'a}riz and Milton
Jara",
title = "Zero-range processes with rapidly growing rates",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP670",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C22",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Zero-range-processes-with-rapidly-growing-rates/10.1214/21-EJP670.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "construction of dynamics; Invariant measures;
Martingales; superlinear rates; Zero-range process",
}
@Article{Benth:2021:IDP,
author = "Fred Espen Benth and Fabian A. Harang",
title = "Infinite dimensional pathwise {Volterra} processes
driven by {Gaussian} noise --- Probabilistic properties
and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--42",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP683",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H05; 60H20; 45D05; 34A12",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Infinite-dimensional-pathwise-Volterra-processes-driven-by-Gaussian-noise-/10.1214/21-EJP683.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Covariance operator; Fractional differential
equations; Gaussian processes; Hilbert space; infinite
dimensional stochastic analysis; rough path
integration; rough volatility models; Volterra integral
equations",
}
@Article{Andriopoulos:2021:IPR,
author = "George Andriopoulos",
title = "Invariance principles for random walks in random
environment on trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--38",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP687",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60F17; 82D30; 60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Invariance-principles-for-random-walks-in-random-environment-on-trees/10.1214/21-EJP687.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "biased random walk; Branching random walk; diffusion
in random potential; Galton--Watson tree; Random walk
in random environment; self-reinforcement; Sinai's
regime",
}
@Article{Pakkanen:2021:LTT,
author = "Mikko S. Pakkanen and Riccardo Passeggeri and Orimar
Sauri and Almut E. D. Veraart",
title = "Limit theorems for trawl processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP652",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60G10; 60G57",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Limit-theorems-for-trawl-processes/10.1214/21-EJP652.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Functional limit theorem; moving average; partial sum;
stable convergence; trawl process",
}
@Article{Shen:2021:DTS,
author = "Yi Shen and Zhenyuan Zhang",
title = "On discrete-time self-similar processes with
stationary increments",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--24",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP689",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G18; 60G10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-discrete-time-self-similar-processes-with-stationary-increments/10.1214/21-EJP689.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "discrete-time; Self-similar; Stationary increments",
}
@Article{Agarwal:2021:VMT,
author = "Pooja Agarwal and Mackenzie Simper and Rick Durrett",
title = "The $q$-voter model on the torus",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--33",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP682",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-q-voter-model-on-the-torus/10.1214/21-EJP682.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ODE limit; renormalization; voter model perturbation",
}
@Article{Barrera:2021:CPT,
author = "Gerardo Barrera and Michael A. H{\"o}gele and Juan
Carlos Pardo",
title = "The cutoff phenomenon in total variation for nonlinear
{Langevin} systems with small layered stable noise",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--76",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP685",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "37A25; 37A30; 60F05; 60G51; 60G52; 65C30",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-cutoff-phenomenon-in-total-variation-for-nonlinear-Langevin-systems/10.1214/21-EJP685.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Cutoff phenomenon; abrupt thermalization; exponential
ergodicity; Stable L{\'e}vy processes; local limit
theorem; nonlinear coupling; short coupling; total
variation distance; counterexample to Slutsky's lemma
in total variation; H{\"o}lder continuity of the
characteristic exponent",
}
@Article{Cormier:2021:HBM,
author = "Quentin Cormier and Etienne Tanr{\'e} and Romain
Veltz",
title = "{Hopf} bifurcation in a mean-field model of spiking
neurons",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--40",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP688",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 35B10; 35B32; 60H10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Hopf-bifurcation-in-a-Mean-Field-model-of-spiking-neurons/10.1214/21-EJP688.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Hopf bifurcation; long time behavior; McKean--Vlasov
SDE; Mean-field interaction; Piecewise deterministic
Markov process; Volterra integral equation",
}
@Article{Rackauskas:2021:AMW,
author = "Alfredas Ra{\v{c}}kauskas and Charles Suquet",
title = "On the asymptotic of the maximal weighted increment of
a random walk with regularly varying jumps: the
boundary case",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP691",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60G70",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-asymptotic-of-the-maximal-weighted-increment-of-a/10.1214/21-EJP691.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "maximal increment; Random walk; regularly varying
random variables",
}
@Article{Coquille:2021:SIB,
author = "Loren Coquille and Anna Kraut and Charline Smadi",
title = "Stochastic individual-based models with power law
mutation rate on a general finite trait space",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP693",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "92D25; 60J80; 92D15; 37N25",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Stochastic-individual-based-models-with-power-law-mutation-rate-on/10.1214/21-EJP693.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "adaptive dynamics; birth and death processes;
competitive Lotka--Volterra systems; coupling;
Eco-evolution; finite graph; selective sweep",
}
@Article{Dubach:2021:ESS,
author = "Guillaume Dubach",
title = "On eigenvector statistics in the spherical and
truncated unitary ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--29",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP686",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 15B52",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-eigenvector-statistics-in-the-spherical-and-truncated-unitary-ensembles/10.1214/21-EJP686.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "eigenvectors overlaps; Non-Hermitian random matrices;
spherical ensemble; truncated unitary matrices",
}
@Article{Carinci:2021:CPS,
author = "Gioia Carinci and Cristian Giardin{\`a} and Frank
Redig",
title = "Consistent particle systems and duality",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP684",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J25",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Consistent-particle-systems-and-duality/10.1214/21-EJP684.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "boundary driven systems; Duality; interacting particle
systems; non-equilibrium stationary measure; Symmetric
exclusion process; symmetric inclusion process",
}
@Article{Lupu:2021:ITD,
author = "Titus Lupu",
title = "Isomorphisms of $ \beta $-{Dyson}'s {Brownian} motion
with {Brownian} local time",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--31",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP697",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "15B52; 60B20; 60J55; 60G15; 81T18",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Isomorphisms-of-%ce%b2-Dysons-Brownian-motion-with-Brownian-local-time/10.1214/21-EJP697.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dyson's Brownian motion; Gaussian beta ensembles;
Gaussian free field; isomorphism theorems; Local time;
Permanental fields; topological expansion",
}
@Article{Seppalainen:2021:ECE,
author = "Timo Sepp{\"a}l{\"a}inen and Xiao Shen",
title = "Erratum to: {Coalescence estimates for the corner
growth model with exponential weights}",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--4",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP714",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Seppalainen:2020:CEC}.",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Erratum-to--Coalescence-estimates-for-the-corner-growth-model/10.1214/21-EJP714.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "coalescence exit time; fluctuation exponent; Geodesic;
Kardar-Parisi-Zhang; Last-passage percolation; random
growth model",
}
@Article{Pene:2021:LTA,
author = "Fran{\c{c}}oise P{\`e}ne",
title = "Limit theorems for additive functionals of random
walks in random scenery",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--46",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP696",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60F17; 60G15; 60G18; 60K37",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Limit-theorems-for-additive-functionals-of-random-walks-in-random/10.1214/21-EJP696.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian motion; central limit theorem; dynamical
system; ergodicity; Infinite measure; local limit
theorem; Local time; Random walk in random scenery",
}
@Article{Braun:2021:HFR,
author = "Mathias Braun and Batu G{\"u}neysu",
title = "Heat flow regularity, {Bismut--Elworthy--Li}'s
derivative formula, and pathwise couplings on
{Riemannian} manifolds with {Kato} bounded {Ricci}
curvature",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--25",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP703",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "47D08; 53C21; 58J35; 58J65",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Heat-flow-regularity-BismutElworthyLis-derivative-formula-and-pathwise-couplings-on/10.1214/21-EJP703.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bismut--Elworthy--Li formula; coupling; Kato class;
Ricci curvature",
}
@Article{Lopatto:2021:TBG,
author = "Patrick Lopatto and Kyle Luh",
title = "Tail bounds for gaps between eigenvalues of sparse
random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--26",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP669",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Tail-bounds-for-gaps-between-eigenvalues-of-sparse-random-matrices/10.1214/21-EJP669.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "eigenvalue gap; Random matrix theory; sparse",
}
@Article{Iksanov:2021:LTD,
author = "Alexander Iksanov and Anatolii Nikitin and Igor
Samoilenko",
title = "Limit theorems for discounted convergent
perpetuities",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--25",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP705",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F15; 60F17; 60G50",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Limit-theorems-for-discounted-convergent-perpetuities/10.1214/21-EJP705.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "cluster set; functional central limit theorem; Law of
the iterated logarithm; perpetuity; Strong law of large
numbers",
}
@Article{Mijatovic:2021:LPS,
author = "Aleksandar Mijatovi{\'c} and Veno Mramor",
title = "{L{\'e}vy} processes on smooth manifolds with a
connection",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--39",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP702",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 58J65; 60J25",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/L%c3%a9vy-processes-on-smooth-manifolds-with-a-connection/10.1214/21-EJP702.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "holonomy bundle; horizontal L{\'e}vy process; Linear
connection; L{\'e}vy process on a smooth manifold;
Marcus stochastic differential equation; stochastic
anti-development; stochastic horizontal lift",
}
@Article{Betz:2021:SPT,
author = "Volker Betz and Johannes Ehlert and Benjamin Lees and
Lukas Roth",
title = "Sharp phase transition for random loop models on
trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--26",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP677",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Sharp-phase-transition-for-random-loop-models-on-trees/10.1214/21-EJP677.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60; phase transition; random interchange; Random loop
model; Random Stirring",
}
@Article{Corso:2021:LDR,
author = "Emilio Corso",
title = "Large deviations for random walks on free products of
finitely generated groups",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--22",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP695",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B15; 60F10; 60G50; 05C81",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Large-deviations-for-random-walks-on-free-products-of-finitely/10.1214/21-EJP695.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "cone types; free groups; Free Products;
Gromov-hyperbolic groups; large deviations; Random
walks; regular trees",
}
@Article{Dimitrov:2021:TBG,
author = "Evgeni Dimitrov and Xiang Fang and Lukas Fesser and
Christian Serio and Carson Teitler and Angela Wang and
Weitao Zhu",
title = "Tightness of {Bernoulli} {Gibbsian} line ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--93",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP698",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B41; 60J65",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Tightness-of-Bernoulli-Gibbsian-line-ensembles/10.1214/21-EJP698.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "avoiding random walks; Brownian motion; Gibbsian line
ensembles",
}
@Article{Gapeev:2021:PME,
author = "Pavel V. Gapeev and Monique Jeanblanc and Dongli Wu",
title = "Projections of martingales in enlargements of
{Brownian} filtrations under {Jacod}'s equivalence
hypothesis",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--24",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP694",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G44; 60J65; 60G40; 60G35; 60H10; 91G40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Projections-of-martingales-in-enlargements-of-Brownian-filtrations-under-Jacods/10.1214/21-EJP694.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian motion; changes of probability measures;
conditional probability density; initial and
progressive enlargements of filtrations; Jacod's
equivalence hypothesis; predictable (martingale)
representation property",
}
@Article{Baldassarri:2021:MLG,
author = "Simone Baldassarri and Francesca Romana Nardi",
title = "Metastability in a lattice gas with strong anisotropic
interactions under {Kawasaki} dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--66",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP701",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 60K35; 82C20; 82C22; 82C26",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Metastability-in-a-lattice-gas-with-strong-anisotropic-interactions-under/10.1214/21-EJP701.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "critical droplet; Kawasaki dynamics; large deviations;
lattice gas; metastability",
}
@Article{Freidlin:2021:ACM,
author = "M. Freidlin and L. Koralov",
title = "Averaging in the case of multiple invariant measures
for the fast system",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--17",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP681",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "70K70; 70K65; 35B40; 34C29",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Averaging-in-the-case-of-multiple-invariant-measures-for-the/10.1214/21-EJP681.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "averaging; fast-slow system; gluing conditions;
processes on graphs; simplex of invariant measures",
}
@Article{Kaur:2021:HOF,
author = "Gursharn Kaur and Adrian R{\"o}llin",
title = "Higher-order fluctuations in dense random graph
models",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP708",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 05C80",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Higher-order-fluctuations-in-dense-random-graph-models/10.1214/21-EJP708.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "centered subgraph counts; central limit theorem;
Gaussian Hilbert spaces; graphon",
}
@Article{Chen:2021:SES,
author = "Le Chen and Davar Khoshnevisan and David Nualart and
Fei Pu",
title = "Spatial ergodicity for {SPDEs} via {Poincar{\'e}}-type
inequalities",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP690",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 37A25; 60H07; 60G10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Spatial-ergodicity-for-SPDEs-via-Poincar%c3%a9-type-inequalities/10.1214/21-EJP690.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ergodicity; Malliavin calculus; Poincar{\'e}-type
inequality; SPDEs",
}
@Article{Tang:2021:WUS,
author = "Pengfei Tang",
title = "Weights of uniform spanning forests on nonunimodular
transitive graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--62",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP709",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Weights-of-uniform-spanning-forests-on-nonunimodular-transitive-graphs/10.1214/21-EJP709.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Mass-transport principle; nonunimodular transitive
graphs; uniform spanning forests",
}
@Article{Klaassen:2021:HID,
author = "Chris A. J. Klaassen and Jon A. Wellner",
title = "{Hardy}'s inequality and its descendants: a
probability approach",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--34",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP711",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26D15; 60E15",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Hardys-inequality-and-its-descendants-a-probability-approach/10.1214/21-EJP711.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Carleman's inequality; Copson's inequality;
Hardy--Littlewood-Bliss inequality; Martingales;
Muckenhoupt's inequality; P{\'o}lya-Knopp inequality;
reverse Hardy inequality; Survival analysis",
}
@Article{Ahlberg:2021:RCQ,
author = "Daniel Ahlberg and Daniel de la Riva and Simon
Griffiths",
title = "On the rate of convergence in quenched {Voronoi}
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--26",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP712",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-rate-of-convergence-in-quenched-Voronoi-percolation/10.1214/21-EJP712.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Concentration; Noise sensitivity; Voronoi
percolation",
}
@Article{Do:2021:RRR,
author = "Yen Q. Do",
title = "Real roots of random polynomials with coefficients of
polynomial growth: a comparison principle and
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--45",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP719",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "30B20",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Real-roots-of-random-polynomials-with-coefficients-of-polynomial-growth/10.1214/21-EJP719.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "non-centered; non-zero mean; random polynomial; real
root",
}
@Article{Berman:2021:PLW,
author = "Robert J. Berman",
title = "Priors leading to well-behaved {Coulomb} and {Riesz}
gases versus zeroth-order phase transitions --- a
potential-theoretic characterization",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--49",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP700",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60F10; 82B26; 31C40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Priors-leading-to-well-behaved-Coulomb-and-Riesz-gases-versus/10.1214/21-EJP700.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fine potential theory; large deviations; Phase
transitions; statistical mechanics type models",
}
@Article{Collins-Woodfin:2021:OSS,
author = "Elizabeth Collins-Woodfin",
title = "Overlaps of a spherical spin glass model with
microscopic external field",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--22",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP722",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Overlaps-of-a-spherical-spin-glass-model-with-microscopic-external/10.1214/21-EJP722.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "15; 60; 82; Sherrington--Kirkpatrick; Spin glass",
}
@Article{Fonseca-Mora:2021:SIR,
author = "Christian A. Fonseca-Mora",
title = "Stochastic integration with respect to cylindrical
semimartingales",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--48",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP718",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H05; 60B11; 60G20; 60G48",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Stochastic-integration-with-respect-to-cylindrical-semimartingales/10.1214/21-EJP718.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "cylindrical semimartingales; locally convex spaces;
Nuclear spaces; stochastic integrals; Tensor products",
}
@Article{Li:2021:ECC,
author = "Bo Li and Xiaowen Zhou",
title = "On the explosion of a class of continuous-state
nonlinear branching processes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--25",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP715",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60J50",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/On-the-explosion-of-a-class-of-continuous-state-nonlinear/10.1214/21-EJP715.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Continuous-state branching process; explosion;
Lamperti transform; spectrally positive L{\'e}vy
process",
}
@Article{Pianoforte:2021:PAA,
author = "Federico Pianoforte and Matthias Schulte",
title = "{Poisson} approximation with applications to
stochastic geometry",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP723",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60D05; 60G70; 60G55",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Poisson-approximation-with-applications-to-stochastic-geometry/10.1214/21-EJP723.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Chen-Stein method; exponential approximation;
Extremes; Poisson approximation; Poisson-Voronoi
tessellations; Runs; size-bias coupling; Stochastic
geometry; U-statistics",
}
@Article{Benigni:2021:EDS,
author = "Lucas Benigni and Sandrine P{\'e}ch{\'e}",
title = "Eigenvalue distribution of some nonlinear models of
random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--37",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP699",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "15B52; 62M45",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Eigenvalue-distribution-of-some-nonlinear-models-of-random-matrices/10.1214/21-EJP699.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "machine learning; neural networks; random matrices",
}
@Article{Dalmau:2021:WFM,
author = "Joseba Dalmau",
title = "The {Wright--Fisher} model for class--dependent
fitness landscapes",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--44",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP704",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-WrightFisher-model-for-classdependent-fitness-landscapes/10.1214/21-EJP704.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "error threshold; invariant measure; large deviations;
Quasispecies; Wright--Fisher model",
}
@Article{Berzin:2021:ELA,
author = "Corinne Berzin",
title = "Estimation of local anisotropy based on level sets",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--72",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP721",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "62G10; 53C65; 62F12; 60G60; 60G10; 60G15",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Estimation-of-local-anisotropy-based-on-level-sets/10.1214/21-EJP721.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Affine processes; Gaussian fields; isotropic
processes; Level sets; Rice formulas for random fields;
test of isotropy",
}
@Article{Berzunza:2021:TDB,
author = "Gabriel Berzunza and Anja Sturm and Anita Winter",
title = "Trait-dependent branching particle systems with
competition and multiple offspring",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--41",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP707",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60J68; 60K35",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Trait-dependent-branching-particle-systems-with-competition-and-multiple-offspring/10.1214/21-EJP707.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "adaptive dynamics; branching process;
competition-mutation dynamics; Darwinian evolution;
Interacting particle system; limit theorem; nonlinear
superprocesses",
}
@Article{Jourdain:2021:CLT,
author = "Benjamin Jourdain and Alvin Tse",
title = "Central limit theorem over non-linear functionals of
empirical measures with applications to the mean-field
fluctuation of interacting diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--34",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP720",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H30; 60H35; 65C30; 65C35; 35R06",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Central-limit-theorem-over-non-linear-functionals-of-empirical-measures/10.1214/21-EJP720.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; linear functional derivatives;
mean-field diffusions; propagation of chaos",
}
@Article{Baccelli:2021:UHM,
author = "Fran{\c{c}}ois Baccelli and Mir-Omid Haji-Mirsadeghi
and Ali Khezeli",
title = "Unimodular {Hausdorff} and {Minkowski} dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--64",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP692",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 05C63; 28A78",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Unimodular-Hausdorff-and-Minkowski-dimensions/10.1214/21-EJP692.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "infinite random graph; Mass transport principle; Palm
calculus; point stationary point process; random
discrete metric space; Random walks; self-similar
sets",
}
@Article{Angst:2021:VSZ,
author = "J{\"u}rgen Angst and Guillaume Poly",
title = "Variations on {Salem--Zygmund} results for random
trigonometric polynomials: application to almost sure
nodal asymptotics",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--36",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP716",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26C10; 30C15; 42A05; 60F17; 60G55",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Variations-on-SalemZygmund-results-for-random-trigonometric-polynomials--application/10.1214/21-EJP716.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "almost sure CLT; nodal asymptotics; random
trigonometric polynomials; Universality",
}
@Article{Dumitrescu:2021:COS,
author = "Roxana Dumitrescu and Marcos Leutscher and Peter
Tankov",
title = "Control and optimal stopping Mean Field Games: a
linear programming approach",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--49",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP713",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "91A55; 91A13; 60G40",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Control-and-optimal-stopping-Mean-Field-Games--a-linear/10.1214/21-EJP713.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuous control; controlled/stopped martingale
problem; infinite-dimensional linear programming;
mean-field games; Optimal stopping; relaxed solutions",
}
@Article{Groisman:2021:RDB,
author = "Pablo Groisman and Nahuel Soprano-Loto",
title = "Rank dependent branching-selection particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--27",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP724",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J68; 60J80; 60G51",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Rank-dependent-branching-selection-particle-systems/10.1214/21-EJP724.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching-selection; Particle systems; propagation of
chaos; Scaling limit; velocity",
}
@Article{Gantert:2021:TGW,
author = "Nina Gantert and Nicos Georgiou and Dominik Schmid",
title = "The {TASEP} on {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--38",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP725",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37; 60J75; 82C20",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/The-TASEP-on-GaltonWatson-trees/10.1214/21-EJP725.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "current; disentanglement; Exclusion process; invariant
measure; Totally asymmetric simple exclusion process;
trees",
}
@Article{Iksanov:2021:GFL,
author = "Alexander Iksanov and Konrad Kolesko and Matthias
Meiners",
title = "{Gaussian} fluctuations and a law of the iterated
logarithm for {Nerman}'s martingale in the
supercritical general branching process",
journal = j-ELECTRON-J-PROBAB,
volume = "26",
number = "18",
pages = "1--22",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP727",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60F05; 60F17",
bibdate = "Thu Mar 23 15:19:55 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-26/issue-none/Gaussian-fluctuations-and-a-law-of-the-iterated-logarithm-for/10.1214/21-EJP727.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "asymptotic fluctuations; functional central limit
theorem; Law of the iterated logarithm; Nerman's
martingale; supercritical general branching process",
}
@Article{Bates:2022:HDS,
author = "Erik Bates and Shirshendu Ganguly and Alan Hammond",
title = "{Hausdorff} dimensions for shared endpoints of
disjoint geodesics in the directed landscape",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--44",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP706",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 28A80; 60G15; 60G57; 60K37; 82B44",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Hausdorff-dimensions-for-shared-endpoints-of-disjoint-geodesics-in-the/10.1214/21-EJP706.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Airy sheet; Brownian last passage percolation;
directed landscape; geodesics; Polymers",
}
@Article{Heiny:2022:TST,
author = "Johannes Heiny and Samuel Johnston and Joscha
Prochno",
title = "Thin-shell theory for rotationally invariant random
simplices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--41",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP734",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 52A23; 60D05; 60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Thin-shell-theory-for-rotationally-invariant-random-simplices/10.1214/21-EJP734.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; high dimension; logarithmic
volume; Random matrix; random simplex; Stochastic
geometry",
}
@Article{Cerny:2022:SSC,
author = "Ale{\v{s}} {\v{C}}ern{\'y} and Johannes Ruf",
title = "Simplified stochastic calculus via semimartingale
representations",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP729",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G07; 60G44; 60G48; 60H05; 60H05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Simplified-stochastic-calculus-via-semimartingale-representations/10.1214/21-EJP729.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "complex-valued process; generalized Yor formula;
It{\^o} formula; semimartingale representation;
{\'E}mery formula",
}
@Article{Jelito:2022:RSO,
author = "Damian Jelito and {\L}ukasz Stettner",
title = "Risk-sensitive optimal stopping with unbounded
terminal cost function",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--30",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP736",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "93E20; 60G40; 49J21",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Risk-sensitive-optimal-stopping-with-unbounded-terminal-cost-function/10.1214/21-EJP736.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bellman equation; dynamic programming principle;
Feller-Markov process; Optimal stopping; unbounded cost
function",
}
@Article{Little:2022:NRE,
author = "Alex Little and Francesco Mezzadri and Nick Simm",
title = "On the number of real eigenvalues of a product of
truncated orthogonal random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP732",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "15B52; 60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-the-number-of-real-eigenvalues-of-a-product-of/10.1214/21-EJP732.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Products of random matrices; real eigenvalues;
truncated orthogonal matrices",
}
@Article{Menezes:2022:VSS,
author = "Ot{\'a}vio Menezes and Jonathon Peterson and Yongjia
Xie",
title = "Variable speed symmetric random walk driven by the
simple symmetric exclusion process",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--14",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP735",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60K35; 60K37",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Variable-speed-symmetric-random-walk-driven-by-the-simple-symmetric/10.1214/21-EJP735.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Exclusion process; Poisson equation; quenched
functional central limit theorem; Random walk in random
environment",
}
@Article{Lejay:2022:CGR,
author = "Antoine Lejay",
title = "Constructing general rough differential equations
through flow approximations",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--24",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP717",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60L20; 34A06",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Constructing-general-rough-differential-equations-through-flow-approximations/10.1214/21-EJP717.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "aromatic Butcher series; Branched rough paths; rough
differential equations",
}
@Article{Halberstam:2022:CRW,
author = "Noah Halberstam and Tom Hutchcroft",
title = "Collisions of random walks in dynamic random
environments",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--18",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP738",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 05C81; 82C41; 60K37",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Collisions-of-random-walks-in-dynamic-random-environments/10.1214/21-EJP738.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Collisions; dynamic random environments; Dynamical
percolation; Random walks",
}
@Article{Cordero:2022:TCA,
author = "Fernando Cordero and Adri{\'a}n Gonz{\'a}lez Casanova
and Jason Schweinsberg and Maite Wilke-Berenguer",
title = "{$ \Lambda $}-coalescents arising in a population with
dormancy",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--34",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP739",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J90; 60J80; 92D15; 92D25",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/%ce%9b-coalescents-arising-in-a-population-with-dormancy/10.1214/22-EJP739.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "dormancy; seed bank; {\textLambda}-coalescent",
}
@Article{Angelis:2022:SSC,
author = "Tiziano De Angelis",
title = "Stopping spikes, continuation bays and other features
of optimal stopping with finite-time horizon",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--41",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP733",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G40; 35R35; 60J60",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Stopping-spikes-continuation-bays-and-other-features-of-optimal-stopping/10.1214/21-EJP733.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuous boundary; free boundary problems; Local
time; one-dimensional diffusions; Optimal stopping;
smooth-fit",
}
@Article{Das:2022:UTL,
author = "Sayan Das and Weitao Zhu",
title = "Upper-tail large deviation principle for the {ASEP}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--34",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP730",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 82C22",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Upper-tail-large-deviation-principle-for-the-ASEP/10.1214/21-EJP730.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ASEP; Fredholm determinants; large deviations;
Lyapunov exponents",
}
@Article{Salins:2022:GSS,
author = "Michael Salins",
title = "Global solutions for the stochastic reaction-diffusion
equation with super-linear multiplicative noise and
strong dissipativity",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--17",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP740",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 35R60",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Global-solutions-for-the-stochastic-reaction-diffusion-equation-with-super/10.1214/22-EJP740.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dissipativity; explosion; global solution;
Reaction-diffusion",
}
@Article{Kolesnik:2022:S,
author = "Brett Kolesnik",
title = "The sharp {$ K_4 $}-percolation threshold on the
{Erd{\H{o}}s--R{\'e}nyi} random graph",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--23",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP710",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 60K35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-sharp-K4-percolation-threshold-on-the-Erd%c5%91sR%c3%a9nyi-random-graph/10.1214/21-EJP710.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bootstrap percolation; random graph; triadic closure;
weak saturation",
}
@Article{Busani:2022:NEB,
author = "Ofer Busani and Timo Sepp{\"a}l{\"a}inen",
title = "Non-existence of bi-infinite polymers",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--40",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP731",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Non-existence-of-bi-infinite-polymers/10.1214/21-EJP731.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Busemann function; Directed polymer; Geodesic; Gibbs
measure; inverse-gamma polymer; Kardar-Parisi-Zhang
universality; log-gamma polymer; random environment;
Random walk",
}
@Article{Lacker:2022:QAI,
author = "Daniel Lacker",
title = "Quantitative approximate independence for continuous
mean field {Gibbs} measures",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP743",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B21; 60F05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Quantitative-approximate-independence-for-continuous-mean-field-Gibbs-measures/10.1214/22-EJP743.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Fisher information; Gibbs measures; mean field limit;
propagation of chaos; Relative entropy",
}
@Article{Duquesne:2022:SLT,
author = "Thomas Duquesne and Robin Khanfir and Shen Lin and
Niccol{\`o} Torri",
title = "Scaling limits of tree-valued branching random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--54",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP741",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60G50; 60G52; 60F17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Scaling-limits-of-tree-valued-branching-random-walks/10.1214/22-EJP741.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "branching random walks; Brownian cactus; Brownian
snake; Galton--Watson tree; real tree; Scaling limit;
Superprocess",
}
@Article{Cohen:2022:GTU,
author = "Samuel N. Cohen and Tanut Treetanthiploet",
title = "{Gittins}' theorem under uncertainty",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--48",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP742",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "93E35; 60G40; 91B32; 91B70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Gittins-theorem-under-uncertainty/10.1214/22-EJP742.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gittins index; Multi-armed bandits; nonlinear
expectation; robustness; time-consistency;
uncertainty",
}
@Article{Greven:2022:SPS,
author = "Andreas Greven and Frank den Hollander and Margriet
Oomen",
title = "Spatial populations with seed-bank: well-posedness,
duality and equilibrium",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--88",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP728",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J70; 60K35; 92D25",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spatial-populations-with-seed-bank--well-posedness-duality-and/10.1214/21-EJP728.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "coexistence versus clustering; Duality; Equilibrium;
Fisher-Wright diffusion; migration; Resampling;
seed-bank",
}
@Article{Nakajima:2022:MET,
author = "Shuta Nakajima",
title = "Maximal edge-traversal time in first-passage
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP746",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60K35; 82A51; 82D30",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Maximal-edge-traversal-time-in-First-passage-percolation/10.1214/22-EJP746.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "First-passage percolation; maximal edge-traversal
time",
}
@Article{Djete:2022:EMF,
author = "Mao Fabrice Djete",
title = "Extended mean field control problem: a propagation of
chaos result",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--53",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP726",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Extended-mean-field-control-problem--a-propagation-of-chaos/10.1214/21-EJP726.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60-XX; 60Fxx; 60GXX; law of control; McKean--Vlasov
process; Mean--Field control; propagation of chaos",
}
@Article{Melbourne:2022:APM,
author = "Ian Melbourne and Dalia Terhesiu",
title = "Analytic proof of multivariate stable local large
deviations and application to deterministic dynamical
systems",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--17",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP750",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F10; 37D20; 37A50",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Analytic-proof-of-multivariate-stable-local-large-deviations-and-application/10.1214/22-EJP750.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "local large deviations; multivariate stable laws",
}
@Article{Park:2022:SHC,
author = "Hyunchul Park and Renming Song",
title = "Spectral heat content for $ \alpha $-stable processes
in {$ C^{1, 1} $} open sets",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP752",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J76",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spectral-heat-content-for-%ce%b1-stable-processes-in-C11-open/10.1214/22-EJP752.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "asymptotic behavior; spectral heat content; Stable
processes",
}
@Article{Balazs:2022:HLZ,
author = "M{\'a}rton Bal{\'a}zs and Felix Maxey-Hawkins",
title = "Hydrodynamic limit of the zero range process on a
randomly oriented graph",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP753",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Hydrodynamic-limit-of-the-zero-range-process-on-a-randomly/10.1214/22-EJP753.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Hydrodynamic limit; random environment; Relative
entropy; Zero range process",
}
@Article{Shcherbina:2022:STM,
author = "Tatyana Shcherbina",
title = "{SUSY} transfer matrix approach for the real symmetric
1d random band matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP747",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/SUSY-transfer-matrix-approach-for-the-real-symmetric-1d-random/10.1214/22-EJP747.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "characteristic polynomials; random band matrices; real
symmetric case; SUSY; Universality",
}
@Article{Gravner:2022:ODC,
author = "Janko Gravner and Xiaochen Liu",
title = "One-dimensional cellular automata with random rules:
longest temporal period of a periodic solution",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--23",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP744",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 37B15; 68Q80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/One-dimensional-cellular-automata-with-random-rules--longest-temporal/10.1214/22-EJP744.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian bridge; cellular automaton; periodic
solution; random rule",
}
@Article{Saloff-Coste:2022:RWF,
author = "Laurent Saloff-Coste and Yuwen Wang",
title = "Random walks on finite nilpotent groups driven by
long-jump measures",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP745",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Random-walks-on-finite-nilpotent-groups-driven-by-long-jump/10.1214/22-EJP745.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "group; mixing time; Random walk",
}
@Article{Adhikari:2022:SDG,
author = "Arka Adhikari",
title = "Spin distributions for generic spherical spin
glasses",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP755",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spin-distributions-for-generic-spherical-spin-glasses/10.1214/22-EJP755.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "invariance principle; spin distributions; Spin
glasses",
}
@Article{He:2022:MCF,
author = "Jimmy He",
title = "{Markov} chains on finite fields with deterministic
jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--17",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP757",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 11T23; 05C81",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Markov-chains-on-finite-fields-with-deterministic-jumps/10.1214/22-EJP757.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Cheeger constant; Markov chain; mixing time; spectral
gap",
}
@Article{Cai:2022:NAC,
author = "T. Tony Cai and Rungang Han and Anru R. Zhang",
title = "On the non-asymptotic concentration of heteroskedastic
{Wishart}-type matrix",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--40",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP758",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 46B09",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-the-non-asymptotic-concentration-of-heteroskedastic-Wishart-type-matrix/10.1214/22-EJP758.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "concentration inequality; nonasymptotic bound; Random
matrix; Wishart matrix",
}
@Article{Lehericy:2022:FPP,
author = "Thomas Leh{\'e}ricy",
title = "First-passage percolation in random planar maps and
{Tutte}'s bijection",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--50",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP662",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 05C80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/First-passage-percolation-in-random-planar-maps-and-Tuttes-bijection/10.1214/21-EJP662.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "first passage percolation; Probability; Random maps",
}
@Article{Collin:2022:REC,
author = "Orph{\'e}e Collin and Francis Comets",
title = "Rate of escape of conditioned {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--26",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-EJP737",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J60; 60J65; 60G17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Rate-of-escape-of-conditioned-Brownian-motion/10.1214/21-EJP737.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "autoregressive process; Bessel process; Brownian
motion; Conditioning; random difference equation;
regeneration; transience; upper-class and lower-class;
Wiener moustache",
}
@Article{Mastrostefano:2022:ASU,
author = "Daniele Mastrostefano",
title = "An almost sure upper bound for random multiplicative
functions on integers with a large prime factor",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP751",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "11K65; 11N64",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/An-almost-sure-upper-bound-for-random-multiplicative-functions-on/10.1214/22-EJP751.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Borel--Cantelli lemma; Law of iterated logarithm; low
moments; random multiplicative functions; Sums of
independent random variables",
}
@Article{Filmus:2022:LSI,
author = "Yuval Filmus and Ryan O'Donnell and Xinyu Wu",
title = "Log-{Sobolev} inequality for the multislice, with
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--30",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP749",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 05E18; 68R05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Log-Sobolev-inequality-for-the-multislice-with-applications/10.1214/22-EJP749.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "combinatorics; conductance; Fourier analysis;
hypercontractivity; Log-Sobolev inequality; Markov
chains; representation theory; small-set expansion",
}
@Article{Shen:2022:TFI,
author = "Jinqi Shen and Stilian Stoev and Tailen Hsing",
title = "Tangent fields, intrinsic stationarity, and self
similarity",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--56",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP754",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G10; 60G12; 60G18; 60G22; 62R10; 62H11",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Tangent-fields-intrinsic-stationarity-and-self-similarity/10.1214/22-EJP754.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Functional data analysis; IRFk; operator
self-similarity; Spectral theory; tangent field",
}
@Article{Lis:2022:SPH,
author = "Marcin Lis",
title = "Spins, percolation and height functions",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP761",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spins-percolation-and-height-functions/10.1214/22-EJP761.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "height functions; percolation; spin models",
}
@Article{Can:2022:RCM,
author = "Van Hao Can and Khanh Duy Trinh",
title = "Random connection models in the thermodynamic regime:
central limit theorems for add-one cost stabilizing
functionals",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--40",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP759",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60D05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Random-connection-models-in-the-thermodynamic-regime--central-limit/10.1214/22-EJP759.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Betti numbers; central limit theorem; clique complex;
random connection model; weak stabilization",
}
@Article{Galeati:2022:DDS,
author = "Lucio Galeati and Fabian A. Harang and Avi Mayorcas",
title = "Distribution dependent {SDEs} driven by additive
continuous noise",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--38",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP756",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60F15; 60K35; 34F05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Distribution-dependent-SDEs-driven-by-additive-continuous-noise/10.1214/22-EJP756.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Additive Noise; McKean--Vlasov equation; mean field
limit; pathwise approach",
}
@Article{Apollonio:2022:MIM,
author = "Valentina Apollonio and Vanessa Jacquier and Francesca
Romana Nardi and Alessio Troiani",
title = "Metastability for the {Ising} model on the hexagonal
lattice",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--48",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP763",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 60J45; 82C20; 05B45",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Metastability-for-the-Ising-model-on-the-hexagonal-lattice/10.1214/22-EJP763.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hexagonal lattice; Ising model; large deviations; low
temperature stochastic dynamics; metastability;
polyiamonds; potential theory",
}
@Article{Nassif:2022:ZRS,
author = "Michel Nassif",
title = "Zooming in at the root of the stable tree",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--38",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP764",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 60G55; 60G52",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Zooming-in-at-the-root-of-the-stable-tree/10.1214/22-EJP764.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Additive functionals; L{\'e}vy trees; Scaling limit",
}
@Article{Wang:2022:DTP,
author = "Zhe Wang",
title = "A driven tagged particle in asymmetric exclusion
processes",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--46",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP760",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 47A35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/A-driven-tagged-particle-in-asymmetric-exclusion-processes/10.1214/22-EJP760.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Interacting particle system; Invariant measures;
Tagged particles",
}
@Article{Pirogov:2022:CPG,
author = "Sergey Pirogov and Elena Zhizhina",
title = "Contact processes on general spaces. Models on graphs
and on manifolds",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--14",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP765",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C22; 82B21; 60K35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Contact-processes-on-general-spaces-Models-on-graphs-and-on/10.1214/22-EJP765.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "birth and death process; correlation functions;
critical regime; hierarchical equations; infinite
particle configurations",
}
@Article{Spiro:2022:OCG,
author = "Sam Spiro",
title = "Online card games",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--15",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP768",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Online-card-games/10.1214/22-EJP768.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "card shuffling; Discrete probability; Game theory",
}
@Article{Bao:2022:EIP,
author = "Jianhai Bao and Michael Scheutzow and Chenggui Yuan",
title = "Existence of invariant probability measures for
functional {McKean--Vlasov} {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--14",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP773",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 47D07",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Existence-of-invariant-probability-measures-for-functional-McKean--Vlasov-SDEs/10.1214/22-EJP773.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "functional McKean--Vlasov SDE; invariant probability
measure; Kakutani's fixed point theorem",
}
@Article{Fleermann:2022:LSL,
author = "Michael Fleermann and Werner Kirsch and Thomas
Kriecherbauer",
title = "Local semicircle law for {Curie--Weiss} type
ensembles",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP767",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Local-semicircle-law-for-Curie-Weiss-type-ensembles/10.1214/22-EJP767.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "correlated entries; Curie-Weiss entries; exchangeable
entries; Local semicircle law; Random matrix",
}
@Article{Parekh:2022:PRW,
author = "Shalin Parekh",
title = "Positive random walks and an identity for half-space
{SPDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--47",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP775",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 82C23",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Positive-random-walks-and-an-identity-for-half-space-SPDEs/10.1214/22-EJP775.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "anomalous fluctuations; Brownian excursion; Brownian
meander; concentration of measure; Directed polymer;
Dirichlet boundary; stochastic heat equation with
multiplicative noise",
}
@Article{Guionnet:2022:LDG,
author = "Alice Guionnet and Ronan Memin",
title = "Large deviations for {Gibbs} ensembles of the
classical {Toda} chain",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP771",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 60K35; 60F10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Large-deviations-for-Gibbs-ensembles-of-the-classical-Toda-chain/10.1214/22-EJP771.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Beta ensembles; empirical measure of eigenvalues;
generalized Gibbs ensemble; large deviations; random
matrices; Toda chain",
}
@Article{Janson:2022:CLT,
author = "Svante Janson",
title = "Central limit theorems for additive functionals and
fringe trees in tries",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--63",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP776",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 05C05; 68P05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Central-limit-theorems-for-additive-functionals-and-fringe-trees-in/10.1214/22-EJP776.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Additive functionals; asymptotic normality; protected
nodes; random tries",
}
@Article{Liu:2022:AAH,
author = "Gi-Ren Liu and Yuan-Chung Sheu and Hau-Tieng Wu",
title = "Asymptotic analysis of higher-order scattering
transform of {Gaussian} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP766",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G60; 60H05; 62M15; 35K15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Asymptotic-analysis-of-higher-order-scattering-transform-of-Gaussian-processes/10.1214/22-EJP766.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Malliavin calculus; scaling limits; scattering
transform; Stein's method; wavelet transform;
Wiener-It{\^o} decomposition",
}
@Article{Bordenave:2022:NST,
author = "Charles Bordenave and Jaehun Lee",
title = "Noise sensitivity for the top eigenvector of a sparse
random matrix",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--50",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP770",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Noise-sensitivity-for-the-top-eigenvector-of-a-sparse-random/10.1214/22-EJP770.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Noise sensitivity; sparse random matrix",
}
@Article{Bhattacharya:2022:PHT,
author = "Ayan Bhattacharya and Zbigniew Palmowski and Bert
Zwart",
title = "Persistence of heavy-tailed sample averages: principle
of infinitely many big jumps",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--25",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP774",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F99; 60G10; 60G50; 60G18; 60G52; 60K35; 60K40;
60J80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Persistence-of-heavy-tailed-sample-averages--principle-of-infinitely/10.1214/22-EJP774.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "heavy-tailed distribution; large deviation;
persistency; Random walk; regular variation",
}
@Article{Harel:2022:FCR,
author = "Matan Harel and Yinon Spinka",
title = "Finitary codings for the random-cluster model and
other infinite-range monotone models",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP778",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "28D99; 60K35; 82B20; 82B26; 37A60",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Finitary-codings-for-the-random-cluster-model-and-other-infinite/10.1214/22-EJP778.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coupling from the past; factor of iid; finitary
coding; monotone specification; quasi-transitive graph;
Random-cluster model",
}
@Article{Bates:2022:FEM,
author = "Erik Bates and Youngtak Sohn",
title = "Free energy in multi-species mixed p -spin spherical
models",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--75",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP780",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G15; 82B44; 82D30",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Free-energy-in-multi-species-mixed-p-spin-spherical-models/10.1214/22-EJP780.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Aizenman--Sims--Starr scheme; Cavity method; Free
energy; Guerra interpolation; multi-species spin glass;
Parisi formula; spherical spin glass; synchronization",
}
@Article{Enriquez:2022:DFE,
author = "Nathana{\"e}l Enriquez and Gabriel Faraud and Laurent
M{\'e}nard and Nathan Noiry",
title = "Depth first exploration of a configuration model",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP762",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C21; 60J20; 60F10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Depth-first-exploration-of-a-configuration-model/10.1214/22-EJP762.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "configuration model; depth first search algorithm;
differential equation method",
}
@Article{Ambrosio:2022:QRM,
author = "Luigi Ambrosio and Michael Goldman and Dario
Trevisan",
title = "On the quadratic random matching problem in
two-dimensional domains",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP784",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 90C05; 60F25; 35J05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-the-quadratic-random-matching-problem-in-two-dimensional-domains/10.1214/22-EJP784.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "39B62; geometric probability; Matching problem;
Optimal transport",
}
@Article{Peng:2022:WPS,
author = "Xuhui Peng and Juan Yang and Jianliang Zhai",
title = "Well-posedness of stochastic {$2$D} hydrodynamics type
systems with multiplicative {L{\'e}vy} noises",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP779",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60H07",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Well-posedness-of-stochastic-2D-hydrodynamics-type-systems-with-multiplicative/10.1214/22-EJP779.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "cutting off argument; multiplicative L{\'e}vy noise;
stochastic 2D hydrodynamics type systems",
}
@Article{Can:2022:SDS,
author = "V. H. Can and D. A. Croydon and T. Kumagai",
title = "Spectral dimension of simple random walk on a
long-range percolation cluster",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--37",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP783",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 35K05; 60J15; 60J35; 60J74; 82B43",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spectral-dimension-of-simple-random-walk-on-a-long-range/10.1214/22-EJP783.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Heat kernel estimates; Long-range percolation; Random
walk; Spectral dimension",
}
@Article{Ouaki:2022:MSC,
author = "Mehdi Ouaki and Jim Pitman",
title = "{Markovian} structure in the concave majorant of
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP769",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60G55; 60J65",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Markovian-structure-in-the-concave-majorant-of-Brownian-motion/10.1214/22-EJP769.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian motion; convex minorant; Path decomposition",
}
@Article{Gangopadhyay:2022:FTI,
author = "Ujan Gangopadhyay",
title = "Fluctuations of transverse increments in
two-dimensional first passage percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--61",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP772",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82B43",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Fluctuations-of-transverse-increments-in-two-dimensional-first-passage-percolation/10.1214/22-EJP772.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "first passage percolation; fluctuation exponent;
transverse increments; wandering exponent",
}
@Article{Ramil:2022:QSD,
author = "Mouad Ramil",
title = "Quasi-stationary distribution for the {Langevin}
process in cylindrical domains, part {II}: overdamped
limit",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--18",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP789",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C31; 35B25; 47B07; 60H10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Quasi-stationary-distribution-for-the-Langevin-process-in-cylindrical-domains/10.1214/22-EJP789.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Langevin process; overdamped Langevin process;
overdamped limit; quasi-stationary distribution",
}
@Article{Gracar:2022:RVT,
author = "Peter Gracar and Markus Heydenreich and Christian
M{\"o}nch and Peter M{\"o}rters",
title = "Recurrence versus transience for weight-dependent
random connection models",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP748",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 05C80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Recurrence-versus-transience-for-weight-dependent-random-connection-models/10.1214/22-EJP748.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Boolean model; preferential attachment;
random-connection model; recurrence; Scale-free
percolation; transience",
}
@Article{Bally:2022:UMA,
author = "Vlad Bally and Lucia Caramellino and Arturo
Kohatsu-Higa",
title = "Using moment approximations to study the density of
jump driven {SDEs}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP785",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G51; 60H07; 60H20; 44A60",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Using-moment-approximations-to-study-the-density-of-jump-driven/10.1214/22-EJP785.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Interpolation method; L{\'e}vy driven sde's; Moment
problem; Smoothness of densities",
}
@Article{Gusakova:2022:TDT,
author = "Anna Gusakova and Zakhar Kabluchko and Christoph
Th{\"a}le",
title = "The {\textbeta} -Delaunay tessellation {II}: the
{Gaussian} limit tessellation",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--33",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP782",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "52A22; 52B11; 53C65; 60D05; 60F05; 60F17; 60G55",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-%ce%b2-Delaunay-tessellation-II-the-Gaussian-limit-tessellation/10.1214/22-EJP782.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "angle sums; beta'-Delaunay tessellation; beta-Delaunay
tessellation; Gaussian simplex; Gaussian-Delaunay
tessellation; Laguerre tessellation; paraboloid
convexity; paraboloid hull process; Poisson point
process; Stochastic geometry; typical cell; weighted
typical cell",
}
@Article{Oviedo:2022:SOC,
author = "Giancarlos Oviedo and Gonzalo Panizo and Alejandro F.
Ram{\'\i}rez",
title = "Second order cubic corrections of large deviations for
perturbed random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--45",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP786",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 82D30; 82C23; 82C41",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Second-order-cubic-corrections-of-large-deviations-for-perturbed-random/10.1214/22-EJP786.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "beta random walk; GUE Tracy-Widom distribution; Random
walk in random environment",
}
@Article{Bladt:2022:TMR,
author = "Martin Bladt and Enkelejd Hashorva and Georgiy
Shevchenko",
title = "Tail measures and regular variation",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP788",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "28A33; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Tail-measures-and-regular-variation/10.1214/22-EJP788.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "c{\`a}dl{\`a}g processes; hidden regular variation;
max-stable processes; regular variation; spectral tail
processes; tail measures; tail processes; weak
convergence",
}
@Article{Kaleta:2022:DCE,
author = "Kamil Kaleta and Daniel Ponikowski",
title = "On directional convolution equivalent densities",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP790",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E05; 60G50; 60G51; 26B99; 62H05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-directional-convolution-equivalent-densities/10.1214/22-EJP790.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "almost radial decreasing function; Compound Poisson
measure; cone; Exponential decay; infinitely divisible
distribution; isotropic unimodal distribution; L{\'e}vy
process; multivariate density; random sum; spatial
asymptotics; subexponential distribution",
}
@Article{Bosi:2022:RWT,
author = "Gianluca Bosi and Yiping Hu and Yuval Peres",
title = "Recurrence and windings of two revolving random
walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--22",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP781",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60J10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Recurrence-and-windings-of-two-revolving-random-walks/10.1214/22-EJP781.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Lyapunov function; oriented lattices;
transience/recurrence; winding",
}
@Article{Avena:2022:LEP,
author = "Luca Avena and Alexandre Gaudilli{\`e}re and Paolo
Milanesi and Matteo Quattropani",
title = "Loop-erased partitioning of a graph: mean-field
analysis",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP792",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C81; 05C85; 60J10; 60J27; 60J28",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Loop-erased-partitioning-of-a-graph-mean-field-analysis/10.1214/22-EJP792.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "discrete Laplacian; Loop-erased random walk; Random
partitions; spanning rooted forests; Wilson's
algorithm",
}
@Article{Bowditch:2022:BRW,
author = "Adam M. Bowditch and David A. Croydon",
title = "Biased random walk on supercritical percolation:
anomalous fluctuations in the ballistic regime",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--22",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP794",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60G50; 60K35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Biased-random-walk-on-supercritical-percolation--anomalous-fluctuations-in/10.1214/22-EJP794.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "biased random walk; Random walk in random environment;
Supercritical percolation; trapping",
}
@Article{Lauriere:2022:BPC,
author = "Mathieu Lauri{\`e}re and Ludovic Tangpi",
title = "Backward propagation of chaos",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--30",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP777",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35K58; 35B40; 60F25; 60J60; 28C20; 60H20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Backward-propagation-of-chaos/10.1214/22-EJP777.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "BSDE; concentration of measure; interacting particles
systems; McKean--Vlasov BSDE; PDEs on Wasserstein
space; propagation of chaos",
}
@Article{Dominguez:2022:GGP,
author = "Tomas Dominguez",
title = "The $ \ell^p $ {Gaussian--Grothendieck} problem with
vector spins",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--46",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP801",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82D30; 82B44; 60K35; 60G15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-%e2%84%93p-Gaussian-Grothendieck-problem-with-vector-spins/10.1214/22-EJP801.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Ground state energy; Parisi formula; Spin glasses;
vector spins",
}
@Article{Privault:2022:BEB,
author = "Nicolas Privault and Grzegorz Serafin",
title = "{Berry--Esseen} bounds for functionals of independent
random variables",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--37",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP795",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G57; 60H07",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Berry--Esseen-bounds-for-functionals-of-independent-random-variables/10.1214/22-EJP795.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Berry--Esseen bounds; Kolmogorov distance; Malliavin
calculus; Quadratic forms; Stein-Chen method;
U-statistics",
}
@Article{Li:2022:DBM,
author = "Liping Li and Shuwen Lou",
title = "Distorted {Brownian} motions on space with varying
dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP796",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J45; 60J46; 60J60; 60J65",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Distorted-Brownian-motions-on-space-with-varying-dimension/10.1214/22-EJP796.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dirichlet forms; distorted Brownian motions; Heat
kernel estimates; varying dimension",
}
@Article{Hinz:2022:SRO,
author = "Michael Hinz and Jonas M. T{\"o}lle and Lauri
Viitasaari",
title = "{Sobolev} regularity of occupation measures and paths,
variability and compositions",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP797",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26B30; 46E35; 60G17; 60G22; 60G51; 26A33; 31B15;
42B20; 42B35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Sobolev-regularity-of-occupation-measures-and-paths-variability-and-compositions/10.1214/22-EJP797.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "compositions; fractional Sobolev regularity; Functions
of bounded variation; Local times; occupation
measures",
}
@Article{Husson:2022:LDL,
author = "Jonathan Husson",
title = "Large deviations for the largest eigenvalue of
matrices with variance profiles",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--44",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP793",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 60F10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Large-deviations-for-the-largest-eigenvalue-of-matrices-with-variance/10.1214/22-EJP793.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "large deviations; Largest eigenvalue; random
matrices",
}
@Article{Ho:2022:EAB,
author = "Fu-Hsuan Ho and Pascal Maillard",
title = "Efficient approximation of branching random walk
{Gibbs} measures",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--18",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP800",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "68Q17; 82D30; 60K35; 60J80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Efficient-approximation-of-branching-random-walk-Gibbs-measures/10.1214/22-EJP800.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "algorithmic hardness; Branching random walk; Gibbs
measure; Kullback--Leibler divergence; sampling
algorithm",
}
@Article{Fountoulakis:2022:CPP,
author = "Nikolaos Fountoulakis and Tejas Iyer",
title = "Condensation phenomena in preferential attachment
trees with neighbourhood influence",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--49",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP787",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "90B15; 60J20; 05C80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Condensation-phenomena-in-preferential-attachment-trees-with-neighbourhood-influence/10.1214/22-EJP787.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "preferential attachment trees; P{\'o}lya processes;
Random recursive trees; scale-free",
}
@Article{Scoppola:2022:SDC,
author = "Benedetto Scoppola and Alessio Troiani and Matteo
Veglianti",
title = "Shaken dynamics on the 3d cubic lattice",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--26",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP803",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B20; 82B26; 82B27; 82C20; 82C27; 60J10; 60J22",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Shaken-dynamics-on-the-3d-cubic-lattice/10.1214/22-EJP803.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Ising model; numerical simulations; parallel dynamics;
Phase transitions; Probabilistic cellular automata",
}
@Article{Grimmett:2022:BSR,
author = "Geoffrey R. Grimmett and Zhongyang Li",
title = "{Brownian} snails with removal: epidemics in diffusing
populations",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP804",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Brownian-snails-with-removal-epidemics-in-diffusing-populations/10.1214/22-EJP804.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "diffusion; Epidemic; frog model; infectious disease;
percolation; SIR model; snail model; Wiener sausage",
}
@Article{Betken:2022:VAC,
author = "Carina Betken and Matthias Schulte and Christoph
Th{\"a}le",
title = "Variance asymptotics and central limit theory for
geometric functionals of {Poisson} cylinder processes",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--47",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP805",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 52A22; 53C65; 60F05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Variance-asymptotics-and-central-limit-theory-for-geometric-functionals-of/10.1214/22-EJP805.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Berry--Esseen bound; central limit theorem; geometric
functional; intrinsic volume; multivariate central
limit theorem; Poisson cylinder process; second-order
Poincar{\'e} inequality; Stochastic geometry; variance
asymptotics",
}
@Article{Lata:2022:NRC,
author = "Rafa{\l} Lata and Witold {\'S}wi{\k{a}}tkowski",
title = "Norms of randomized circulant matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--23",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP799",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 15B20; 46B09",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Norms-of-randomized-circulant-matrices/10.1214/22-EJP799.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Circulant matrix; non-homogeneous random matrix;
operator norm",
}
@Article{Caravenna:2022:GLS,
author = "Francesco Caravenna and Francesca Cottini",
title = "{Gaussian} limits for subcritical chaos",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP798",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 82B44; 35R60",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Gaussian-limits-for-subcritical-chaos/10.1214/22-EJP798.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; Directed polymer in random
environment; Edwards-Wilkinson fluctuations; KPZ
equation; polynomial chaos; Stochastic heat equation;
Wiener Chaos",
}
@Article{Kesten:2022:OPR,
author = "Harry Kesten and Vladas Sidoravicius and Maria
Eul{\'a}lia Vares",
title = "Oriented percolation in a random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--49",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP791",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82B43",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Oriented-percolation-in-a-random-environment/10.1214/22-EJP791.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Oriented percolation; random environment",
}
@Article{Lubinsky:2022:VRZ,
author = "Doron S. Lubinsky and Igor E. Pritsker",
title = "Variance of real zeros of random orthogonal
polynomials for varying and exponential weights",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP802",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 42C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Variance-of-real-zeros-of-random-orthogonal-polynomials-for-varying/10.1214/22-EJP802.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Exponential weights; Random orthogonal polynomials;
variance of real zeros",
}
@Article{Bahl:2022:DLA,
author = "Riti Bahl and Philip Barnet and Tobias Johnson and
Matthew Junge",
title = "Diffusion-limited annihilating systems and the
increasing convex order",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP808",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J80; 60J10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Diffusion-limited-annihilating-systems-and-the-increasing-convex-order/10.1214/22-EJP808.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Interacting particle system; stochastic order",
}
@Article{Foxall:2022:FTR,
author = "Eric Foxall and Bilal Madani and Adam Roemer",
title = "Fixation time of the rock-paper-scissors model:
rigorous results in the well-mixed setting",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--23",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP807",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 92D55",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Fixation-time-of-the-rock-paper-scissors-model--rigorous/10.1214/22-EJP807.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "density-dependent Markov chain; diffusion limit;
heteroclinic cycle; rock-paper-scissors model;
stochastic averaging",
}
@Article{Yang:2022:LDS,
author = "Fan Yang",
title = "Limiting distribution of the sample canonical
correlation coefficients of high-dimensional random
vectors",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--71",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP814",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 62E20; 62H99",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Limiting-distribution-of-the-sample-canonical-correlation-coefficients-of-high/10.1214/22-EJP814.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "BBP transition; canonical correlation analysis; CLT;
spiked eigenvalues",
}
@Article{Pinsky:2022:CCN,
author = "Ross G. Pinsky",
title = "Clustering of consecutive numbers in permutations
under {Mallows} distributions and super-clustering
under general $p$-shifted distributions",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--20",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP812",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 05A05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Clustering-of-consecutive-numbers-in-permutations-under-Mallows-distributions-and/10.1214/22-EJP812.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "backward ranks; clustering; inversion; Mallows
distribution; p-shifted; random permutation; Runs",
}
@Article{Cardona:2022:RDS,
author = "Jorge Cardona and Martina Hofmanov{\'a} and Torstein
Nilssen and Nimit Rana",
title = "Random dynamical system generated by the {$3$D}
{Navier--Stokes} equation with rough transport noise",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP813",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60L20; 60L50; 35Q30; 37H10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Random-dynamical-system-generated-by-the-3D-Navier--Stokes-equation/10.1214/22-EJP813.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Navier--Stokes equations; Random dynamical system;
Rough paths",
}
@Article{Velicu:2022:LSI,
author = "Andrei Velicu",
title = "Logarithmic {Sobolev} inequalities for {Dunkl}
operators with applications to functional inequalities
for singular {Boltzmann--Gibbs} measures",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--25",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP810",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E15; 35A23; 26D10; 46N55; 42B10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Logarithmic-Sobolev-inequalities-for-Dunkl-operators-with-applications-to-functional/10.1214/22-EJP810.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "43A32; Boltzmann-Gibbs measure; concentration of
measure; Dunkl operators; Logarithmic Sobolev
inequality; Poincar{\'e} inequality",
}
@Article{Couronne:2022:EPS,
author = "Olivier Couronn{\'e}",
title = "Entanglement percolation and spheres in",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--17",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP816",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Entanglement-percolation-and-spheres-in-Zd/10.1214/22-EJP816.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Entanglement percolation; percolation; random sphere",
}
@Article{Hilario:2022:RCP,
author = "Marcelo Hil{\'a}rio and Daniel Ungaretti and Daniel
Valesin and Maria Eul{\'a}lia Vares",
title = "Results on the contact process with dynamic edges or
under renewals",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP811",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K05; 82B43",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Results-on-the-contact-process-with-dynamic-edges-or-under/10.1214/22-EJP811.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "contact process; percolation; random environment;
Renewal process",
}
@Article{Collevecchio:2022:LTE,
author = "Andrea Collevecchio and Kais Hamza and Meng Shi and
Ruth J. Williams",
title = "Limit theorems and ergodicity for general bootstrap
random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--22",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP818",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60F17; 28D05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Limit-theorems-and-ergodicity-for-general-bootstrap-random-walks/10.1214/22-EJP818.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ergodicity; Functional limit theorems; long memory;
L{\'e}vy transformation; Random walks",
}
@Article{Penington:2022:GSD,
author = "Sarah Penington and Matthew I. Roberts and Zs{\'o}fia
Talyig{\'a}s",
title = "Genealogy and spatial distribution of the
{$N$}-particle branching random walk with polynomial
tails",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--65",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP806",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Genealogy-and-spatial-distribution-of-the-N-particle-branching-random/10.1214/22-EJP806.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching random walk; genealogy; heavy-tailed
distribution; selection; star-shaped coalescent",
}
@Article{Heiny:2022:LSC,
author = "Johannes Heiny",
title = "Large sample correlation matrices: a comparison
theorem and its applications",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--20",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP817",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G10; 60G57; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Large-sample-correlation-matrices--a-comparison-theorem-and-its/10.1214/22-EJP817.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Largest eigenvalue; Limiting spectral distribution;
Primary 60B20; sample correlation matrix; secondary
60F05; smallest eigenvalue",
}
@Article{Bertacco:2022:RSP,
author = "Federico Bertacco and Carlo Orrieri and Luca Scarpa",
title = "Random separation property for stochastic
{Allen--Cahn}-type equations",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP830",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35K10; 35K55; 35K67; 60H15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Random-separation-property-for-stochastic-Allen--Cahn-type-equations/10.1214/22-EJP830.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "exponential estimates; Logarithmic potential; random
separation property; stochastic Allen--Cahn equation",
}
@Article{Butelmann:2022:SLS,
author = "Ian Butelmann and Gregorio R. Moreno Flores",
title = "Scaling limit of stationary coupled {Sasamoto--Spohn}
models",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--25",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP819",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60L50",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Scaling-limit-of-stationary-coupled-Sasamoto-Spohn-models/10.1214/22-EJP819.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "coupled Burgers equations; energy solutions;
Interacting diffusions; KPZ equation",
}
@Article{Cai:2022:CUP,
author = "Zhenhao Cai and Eviatar B. Procaccia and Yuan Zhang",
title = "Continuity and uniqueness of percolation critical
parameters in finitary random interlacements",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--46",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP824",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G55; 60D05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Continuity-and-uniqueness-of-percolation-critical-parameters-in-finitary-random/10.1214/22-EJP824.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "critical parameteres; finitary random interlacements;
percolation",
}
@Article{Cygan:2022:CHS,
author = "Wojciech Cygan and Nikola Sandri{\'c} and Stjepan
{\v{S}}ebek",
title = "Convex hulls of stable random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--30",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP826",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60D05; 60F05; 60G52",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Convex-hulls-of-stable-random-walks/10.1214/22-EJP826.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Convex hull; domain of attraction; intrinsic volume;
Random walk; Stable law",
}
@Article{Lou:2022:DAB,
author = "Shuwen Lou",
title = "Discrete approximation to {Brownian} motion with
varying dimension in unbounded domains",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--33",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP829",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J35; 60J65",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Discrete-approximation-to-Brownian-motion-with-varying-dimension-in-unbounded/10.1214/22-EJP829.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian motion; Dirichlet forms; Heat kernel
estimates; Isoperimetric inequality; Nash-type
inequality; Primary 60J27; Random walk; Secondary
31C25; Skorokhod space; Space of varying dimension;
tightness",
}
@Article{Ott:2022:EPC,
author = "S{\'e}bastien Ott",
title = "Existence and properties of connections decay rate for
high temperature percolation models",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP822",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82B43",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Existence-and-properties-of-connections-decay-rate-for-high-temperature/10.1214/22-EJP822.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "asymptotics; convexity; correlation length; decay
rate; high-temperature; Mixing; percolation",
}
@Article{Tough:2022:FVP,
author = "Oliver Tough and James Nolen",
title = "The {Fleming--Viot} process with {McKean--Vlasov}
dynamics",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--72",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP820",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J80; 60H10; 35K55; 35Q84; 82C22",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-Fleming-Viot-process-with-McKean--Vlasov-dynamics/10.1214/22-EJP820.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Fleming-Viot processes; McKean--Vlasov processes;
Quasi-stationary distributions",
}
@Article{Collins:2022:SDS,
author = "Beno{\^\i}t Collins and Jianfeng Yao and Wangjun
Yuan",
title = "On spectral distribution of sample covariance matrices
from large dimensional and large $k$-fold tensor
products",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--18",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP825",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-spectral-distribution-of-sample-covariance-matrices-from-large-dimensional/10.1214/22-EJP825.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "eigenvalue distribution; large k-fold tensors;
Mar{\v{c}}enko-Pastur law; Primary 60B20; quantum
information theory; Secondary 15B52",
}
@Article{Bhamidi:2022:GLM,
author = "Shankar Bhamidi and Souvik Dhara and Remco van der
Hofstad and Sanchayan Sen",
title = "Global lower mass-bound for critical configuration
models in the heavy-tailed regime",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP821",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 05C80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Global-lower-mass-bound-for-critical-configuration-models-in-the/10.1214/22-EJP821.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Critical configuration model; global lower mass-bound;
heavy-tailed degrees",
}
@Article{Bahlali:2022:ADS,
author = "Khaled Bahlali and Brahim Boufoussi and Soufiane
Mouchtabih",
title = "Approximation of a degenerate semilinear {PDE} with a
nonlinear {Neumann} boundary condition",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP823",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H99; 60H30; 35K61",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Approximation-of-a-degenerate-semilinear-PDE-with-a-nonlinear-Neumann/10.1214/22-EJP823.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Backward stochastic differential equations;
penalization method; Reflecting stochastic differential
equation; viscosity solution",
}
@Article{Zhu:2022:DND,
author = "Theodore Zhu",
title = "The distribution of the number of distinct values in a
finite exchangeable sequence",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--25",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP815",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G09; 60C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-distribution-of-the-number-of-distinct-values-in-a/10.1214/22-EJP815.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Ewens-Pitman two-parameter family; exchangeable random
partitions; exchangeable sequences; occupancy problem",
}
@Article{Forien:2022:SPD,
author = "Rapha{\"e}l Forien",
title = "Stochastic partial differential equations describing
neutral genetic diversity under short range and long
range dispersal",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--41",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP827",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60G60; 60J90; 60G52; 92D15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Stochastic-partial-differential-equations-describing-neutral-genetic-diversity-under-short/10.1214/22-EJP827.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; isolation by distance;
Lambda-Fleming-Viot processes; long range dispersal;
Measure-valued processes; neutral markers; Spatial
coalescent",
}
@Article{Bencs:2022:AMM,
author = "Ferenc Bencs and Andr{\'a}s M{\'e}sz{\'a}ros",
title = "Atoms of the matching measure",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--38",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP809",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C31; 05C50; 05C70; 60C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Atoms-of-the-matching-measure/10.1214/22-EJP809.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "matching measure; matching polynomial; Random
operators; unimodular network",
}
@Article{Soloveychik:2022:LDC,
author = "Ilya Soloveychik and Vahid Tarokh",
title = "Large deviations of convex polyominoes",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP835",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05A16; 05B50; 05E10; 60F10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Large-deviations-of-convex-polyominoes/10.1214/22-EJP835.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "convex polyominoes; large deviation principle; pattern
recognition; Young diagrams",
}
@Article{Chatterjee:2022:EAK,
author = "Shirshendu Chatterjee and David Sivakoff and Matthew
Wascher",
title = "The effect of avoiding known infected neighbors on the
persistence of a recurring infection process",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--40",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP836",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-effect-of-avoiding-known-infected-neighbors-on-the-persistence/10.1214/22-EJP836.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "contact process; epidemics on networks; evolving
networks; SIS epidemic",
}
@Article{Durrett:2022:SIE,
author = "Rick Durrett and Dong Yao",
title = "Susceptible--infected epidemics on evolving graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--66",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP828",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J27",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Susceptibleinfected-epidemics-on-evolving-graphs/10.1214/22-EJP828.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "configuration model; phase transition;
susceptible--infected model",
}
@Article{Bhattacharjee:2022:GAS,
author = "Chinmoy Bhattacharjee and Ilya Molchanov",
title = "{Gaussian} approximation for sums of
region-stabilizing scores",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP832",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60D05; 60G55",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Gaussian-approximation-for-sums-of-region-stabilizing-scores/10.1214/22-EJP832.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; minimal points; Poisson
process; stabilization; Stein's method",
}
@Article{Erhard:2022:WUD,
author = "Dirk Erhard and Weijun Xu",
title = "Weak universality of dynamical {$ \Phi_3^4 $}:
polynomial potential and general smoothing mechanism",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP833",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Weak-universality-of-dynamical-%ce%a634--polynomial-potential-and-general/10.1214/22-EJP833.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "dynamical {\textPhi}34; general smoothing mechanism;
Weak universality",
}
@Article{Gall:2022:VMB,
author = "Jean-Fran{\c{c}}ois Le Gall",
title = "The volume measure of the {Brownian} sphere is a
{Hausdorff} measure",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--28",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP837",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60D05; 60G17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-volume-measure-of-the-Brownian-sphere-is-a-Hausdorff/10.1214/22-EJP837.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian sphere; Hausdorff measure; moments of ball
volumes; Volume measure",
}
@Article{Fill:2022:SPS,
author = "James Allen Fill and Svante Janson",
title = "The sum of powers of subtree sizes for conditioned
{Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--77",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP831",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C05; 60F05; 60C05; 30E99",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-sum-of-powers-of-subtree-sizes-for-conditioned-GaltonWatson/10.1214/22-EJP831.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "additive functional; Brownian excursion; conditioned
Galton--Watson tree; generating function; Hadamard
product of sequences; method of moments; polylogarithm;
Random analytic function; simply generated random tree;
Singularity analysis; subtree sizes; tree recurrence",
}
@Article{Bobkov:2022:UBF,
author = "Sergey G. Bobkov",
title = "Upper Bounds for {Fisher} information",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--44",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP834",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Upper-Bounds-for-Fisher-information/10.1214/22-EJP834.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60E; 60FEJP; Fisher information; Sobolev Spaces",
}
@Article{Bonnefont:2022:ODT,
author = "Benjamin Bonnefont",
title = "The overlap distribution at two temperatures for the
branching {Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP841",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J80; 82D30; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-overlap-distribution-at-two-temperatures-for-the-branching-Brownian/10.1214/22-EJP841.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching Brownian motion; Gibbs measure; overlap
distribution; random energy model",
}
@Article{Cipolloni:2022:OMR,
author = "Giorgio Cipolloni and L{\'a}szl{\'o} Erd{\H{o}}s and
Dominik Schr{\"o}der",
title = "Optimal multi-resolvent local laws for {Wigner}
matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--38",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP838",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20; 15B52",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Optimal-multi-resolvent-local-laws-for-Wigner-matrices/10.1214/22-EJP838.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "global law; Local law; random matrices",
}
@Article{Addario-Berry:2022:UHW,
author = "Louigi Addario-Berry and Anna Brandenberger and Jad
Hamdan and C{\'e}line Kerriou",
title = "Universal height and width bounds for random trees",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--24",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP842",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 60J80; 05C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Universal-height-and-width-bounds-for-random-trees/10.1214/22-EJP842.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bienaym{\'e} trees; Galton--Watson trees; Height;
Random trees; Simply generated trees; width",
}
@Article{Bogso:2022:PPU,
author = "Antoine-Marie Bogso and Moustapha Dieye and Olivier
Menoukeu Pamen",
title = "Path-by-path uniqueness of multidimensional {SDE's} on
the plane with nondecreasing coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--26",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP844",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H50; 60H10; 60H15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Path-by-path-uniqueness-of-multidimensional-SDEs-on-the-plane/10.1214/22-EJP844.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian sheet; Path-by-path uniqueness; SDEs on the
plane; stochastic wave equations",
}
@Article{Nualart:2022:QCL,
author = "David Nualart and Panqiu Xia and Guangqu Zheng",
title = "Quantitative central limit theorems for the parabolic
{Anderson} model driven by colored noises",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP847",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60H15; 60H07",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Quantitative-central-limit-theorems-for-the-parabolic-Anderson-model-driven/10.1214/22-EJP847.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Dalang's condition; fractional Brownian motion;
Mallivain calculus; Parabolic Anderson model;
Quantitative Central Limit Theorem; second-order
Poincar{\'e} inequality; Skorohod integral; Stein
method",
}
@Article{Etheridge:2022:GBW,
author = "Alison Etheridge and Sarah Penington",
title = "Genealogies in bistable waves",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--99",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP845",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J90; 92D10; 60J27",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Genealogies-in-bistable-waves/10.1214/22-EJP845.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coalescent process; selection; Travelling wave",
}
@Article{Deya:2022:FDR,
author = "Aur{\'e}lien Deya and Renaud Marty",
title = "A full discretization of the rough fractional linear
heat equation",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--41",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP839",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60G22; 60H35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/A-full-discretization-of-the-rough-fractional-linear-heat-equation/10.1214/22-EJP839.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Fractional noise; space-time discretization procedure;
Stochastic heat equation",
}
@Article{Ho:2022:BMS,
author = "Ching-Wei Ho",
title = "The {Brown} measure of the sum of a self-adjoint
element and an elliptic element",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP840",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "46L54; 60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-Brown-measure-of-the-sum-of-a-self-adjoint/10.1214/22-EJP840.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brown measure; elliptic element; Non-Hermitian random
matrix",
}
@Article{Guillin:2022:CRV,
author = "Arnaud Guillin and Pierre Le Bris and Pierre
Monmarch{\'e}",
title = "Convergence rates for the {Vlasov--Fokker--Planck}
equation and uniform in time propagation of chaos in
non convex cases",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--44",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP853",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 35K58; 82B40",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Convergence-rates-for-the-Vlasov-Fokker--Planck-equation-and-uniform/10.1214/22-EJP853.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Coupling method; long-time convergence; propagation of
chaos; Vlasov-Fokker--Planck equation",
}
@Article{Campbell:2022:SHT,
author = "Andrew Campbell and Sean O'Rourke",
title = "Spectrum of heavy-tailed elliptic random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--56",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP849",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Spectrum-of-heavy-tailed-elliptic-random-matrices/10.1214/22-EJP849.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "elliptic law; ellitpic random matrices; empirical
spectral measure; heavy-tailed entries; Poisson point
process; singular values: least singular value;
{\textalpha}-stable laws",
}
@Article{Lachieze-Rey:2022:DGE,
author = "Rapha{\"e}l Lachi{\`e}ze-Rey",
title = "{Diophantine} {Gaussian} excursions and random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--33",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP854",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G15; 60G50; 11J13; 34L20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Diophantine-Gaussian-excursions-and-random-walks/10.1214/22-EJP854.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "diophantine approximation; Gaussian fields; Gaussian
random waves; hyperuniformity; nodal excursion; Random
walk; variance cancellation",
}
@Article{Bruckerhoff:2022:SMS,
author = "Martin Br{\"u}ckerhoff and Martin Huesmann and Nicolas
Juillet",
title = "Shadow martingales --- a stochastic mass transport
approach to the peacock problem",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--62",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP846",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G07; 60G44; 60E15; 49Q25; 91G20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Shadow-martingales--a-stochastic-mass-transport-approach-to-the/10.1214/22-EJP846.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Choquet representation; Convex ordering; Kellerer's
theorem; Martingale optimal transport; Optimal
transport; PCOC; predictable representation property;
shadows",
}
@Article{Chong:2022:ESH,
author = "Carsten Chong and P{\'e}ter Kevei",
title = "Extremes of the stochastic heat equation with additive
{L{\'e}vy} noise",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--21",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP855",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H15; 60F15; 60G70; 60G17; 60G51",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Extremes-of-the-stochastic-heat-equation-with-additive-L%c3%a9vy-noise/10.1214/22-EJP855.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "almost-sure asymptotics; Integral test; Poisson noise;
regular variation; stable noise; Stochastic pde",
}
@Article{Bisewski:2022:DSF,
author = "Krzysztof Bisewski and Krzysztof D{\c{e}}bicki and
Tomasz Rolski",
title = "Derivatives of sup-functionals of fractional
{Brownian} motion evaluated at {$ H = 1 / 2 $}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP848",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G17; 60G22; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Derivatives-of-sup-functionals-of-fractional-Brownian-motion-evaluated-at/10.1214/22-EJP848.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "expected workload; fractional Brownian motion;
Pickands constant; Piterbarg constant; Wills
functional",
}
@Article{Garino:2022:AED,
author = "Valentin Garino and Ivan Nourdin and Pierre Vallois",
title = "Asymptotic error distribution for the {Riemann}
approximation of integrals driven by fractional
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP852",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H05; 60H07; 60F05; 60G15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Asymptotic-error-distribution-for-the-Riemann-approximation-of-integrals-driven/10.1214/22-EJP852.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fractional Brownian motion; Malliavin-Stein approach;
Riemann sum; Rosenblatt process",
}
@Article{Chiarini:2022:ETE,
author = "Alberto Chiarini and Giovanni Conforti and Giacomo
Greco and Zhenjie Ren",
title = "Entropic turnpike estimates for the kinetic
{Schr{\"o}dinger} problem",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP850",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "93E20; 47D07; 60E15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Entropic-turnpike-estimates-for-the-kinetic-Schr%c3%b6dinger-problem/10.1214/22-EJP850.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Schr{\"o}dinger problem; Langevin dynamics; long-time
behavior of entropic cost; turnpike estimates; Gamma
calculus",
}
@Article{Guo:2022:QHB,
author = "Xiaoqin Guo and Jonathon Peterson and Hung V. Tran",
title = "Quantitative homogenization in a balanced random
environment",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--31",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP851",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35J15; 35J25; 35K10; 35K20; 60G50; 60K37; 74Q20;
76M50",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Quantitative-homogenization-in-a-balanced-random-environment/10.1214/22-EJP851.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Berry--Esseen type estimate; non-divergence form
difference operators; quantitative stochastic
homogenization; Quenched central limit theorem; random
walk in a balanced random environment",
}
@Article{He:2022:MTF,
author = "Jimmy He and Huy Tuan Pham and Max Wenqiang Xu",
title = "Mixing time of fractional random walk on finite
fields",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--15",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP858",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 11T23; 05C81",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Mixing-time-of-fractional-random-walk-on-finite-fields/10.1214/22-EJP858.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "finite field; Mixing times; spectral gap",
}
@Article{Zhang:2022:BEB,
author = "Zhuo-Song Zhang",
title = "{Berry--Esseen} bounds for generalized
{$U$}-statistics",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--36",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP860",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60K35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/BerryEsseen-bounds-for-generalized-U-statistics/10.1214/22-EJP860.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "generalized U-statistics; Stein's method; exchangeable
pair approach; Berry--Esseen bound; graphon-generated
random graph; Erd{\"o}s-R{\'e}nyi model",
}
@Article{Baldasso:2022:LSS,
author = "Rangel Baldasso and Alexandre Stauffer",
title = "Local survival of spread of infection among biased
random walks",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--28",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP861",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60K35; 82C22",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Local-survival-of-spread-of-infection-among-biased-random-walks/10.1214/22-EJP861.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "biased random walks; infection processes; interacting
particle systems",
}
@Article{Tang:2022:RPN,
author = "Pengfei Tang",
title = "Return probabilities on nonunimodular transitive
graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP859",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C81; 60J10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Return-probabilities-on-nonunimodular-transitive-graphs/10.1214/22-EJP859.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "first return probability; nonunimodular transitive
graphs; return probability",
}
@Article{Durhuus:2022:TPL,
author = "Bergfinnur Durhuus and Meltem {\"U}nel",
title = "Trees with power-like height dependent weight",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--24",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP857",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B10; 05C05; 60J80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Trees-with-power-like-height-dependent-weight/10.1214/22-EJP857.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "height coupled trees; local limits of BGW trees;
Random trees",
}
@Article{Englander:2022:CRW,
author = "J{\'a}nos Engl{\"a}nder and Stanislav Volkov",
title = "Conservative random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--29",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP863",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60F05; 60J10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Conservative-random-walk/10.1214/22-EJP863.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "coin-turning; conservative random walk; cooling
dynamics; correlated random walk; heating dynamics;
invariance principle; Newtonian random walk; persistent
random walk; Random walk; recurrence; scaling limits;
time-inhomogeneous Markov-processes; transience",
}
@Article{Ramirez:2022:CCB,
author = "Alejandro F. Ram{\'\i}rez and Rodrigo Ribeiro",
title = "Computable criteria for ballisticity of random walks
in elliptic random environment",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--38",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP856",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Computable-criteria-for-ballisticity-of-random-walks-in-elliptic-random/10.1214/22-EJP856.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Ballisticity; criteria; Primary 60K37; random
environments; Random walks; secondary 82D30",
}
@Article{Rivera-Lopez:2022:LCO,
author = "Kelvin Rivera-Lopez and Douglas Rizzolo",
title = "The leftmost column of ordered {Chinese} restaurant
process up-down chains: intertwining and convergence",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--22",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP843",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60J35; 60C05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-leftmost-column-of-ordered-Chinese-restaurant-process-up-down/10.1214/22-EJP843.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Functional limit theorem; intertwining; ordered
Chinese restaurant process; up-down Markov chains",
}
@Article{Tanaka:2022:GED,
author = "Ryokichi Tanaka and Kenkichi Tsunoda",
title = "{Glauber}-exclusion dynamics: rapid mixing regime",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--26",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP865",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C22; 60J27; 82C20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Glauber-Exclusion-dynamics-rapid-mixing-regime/10.1214/22-EJP865.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Glauber-Exclusion process; Hydrodynamic limit;
interacting particle systems; mixing times for Markov
chains",
}
@Article{Blanca:2022:MMC,
author = "Antonio Blanca and Pietro Caputo and Zongchen Chen and
Daniel Parisi and Daniel {\v{S}}tefankovi{\v{c}} and
Eric Vigoda",
title = "On mixing of {Markov} chains: coupling, spectral
independence, and entropy factorization",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--42",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP867",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J10; 82B20; 68Q87",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-mixing-of-Markov-chains--coupling-spectral-independence-and/10.1214/22-EJP867.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Log-Sobolev; MCMC; mixing time; spectral independence;
Swendsen--Wang",
}
@Article{Couzinie:2022:FEP,
author = "Yannick Couzini{\'e} and Fabio Martinelli",
title = "On a front evolution problem for the multidimensional
{East} model",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--30",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP870",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-a-front-evolution-problem-for-the-multidimensional-East-model/10.1214/22-EJP870.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Cutoff phenomenon; East model; front evolution;
interacting particle systems; Kinetically constrained
models; renormalization",
}
@Article{Li:2022:HCS,
author = "Xinyi Li and Daisuke Shiraishi",
title = "The {H{\"o}lder} continuity of the scaling limit of
three-dimensional loop-erased random walk",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--37",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP869",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82B41; 60G18",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-H%c3%b6lder-continuity-of-the-scaling-limit-of-three-dimensional/10.1214/22-EJP869.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Loop-erased random walk; Scaling limit",
}
@Article{Rath:2022:PTB,
author = "Bal{\'a}zs R{\'a}th and Jan M. Swart and M{\'a}rton
Sz{\H{o}}ke",
title = "A phase transition between endogeny and nonendogeny",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP872",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C27; 60K35; 82C26; 60J80",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/A-phase-transition-between-endogeny-and-nonendogeny/10.1214/22-EJP872.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "endogeny; frozen percolation; recursive distributional
equation; recursive tree process",
}
@Article{Kolb:2022:NEF,
author = "Martin Kolb and Matthias Liesenfeld",
title = "On non-extinction in a {Fleming--Viot}-type particle
model with {Bessel} drift",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--28",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP866",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-non-extinction-in-a-Fleming-Viot-type-particle-model/10.1214/22-EJP866.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "extinction; Fleming-Viot particle system",
}
@Article{Hobson:2022:CLC,
author = "David Hobson and Dominykas Norgilas",
title = "A construction of the left-curtain coupling",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--46",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP868",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G42",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/A-construction-of-the-left-curtain-coupling/10.1214/22-EJP868.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brenier's theorem; Convex order; Martingales; Optimal
transport",
}
@Article{Berger:2022:NDP,
author = "Quentin Berger and Niccol{\`o} Torri and Ran Wei",
title = "Non-directed polymers in heavy-tail random environment
in dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--67",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP873",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82D60; 60K37; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Non-directed-polymers-in-heavy-tail-random-environment-in-dimension/10.1214/22-EJP873.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "heavy-tail distributions; Random polymer; Random walk;
range; sub-diffusivity; Super-diffusivity;
weak-coupling limit",
}
@Article{Lodewijks:2022:JPV,
author = "Bas Lodewijks",
title = "On joint properties of vertices with a given degree or
label in the random recursive tree",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--45",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP877",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 05C05; 05C12",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-joint-properties-of-vertices-with-a-given-degree-or/10.1214/22-EJP877.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "depth; graph distance; high degrees; Kingman
coalescent; label; Random recursive tree",
}
@Article{Fontbona:2022:QMF,
author = "Joaqu{\'\i}n Fontbona and Felipe
Mu{\~n}oz-Hern{\'a}ndez",
title = "Quantitative mean-field limit for interacting
branching diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--32",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP874",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "92D25; 60J85; 60H30; 35Q92",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Quantitative-mean-field-limit-for-interacting-branching-diffusions/10.1214/22-EJP874.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching diffusions; Mean-field limit; Optimal
transport; Population dynamics; rate of convergence",
}
@Article{Peski:2022:TPD,
author = "Roger Van Peski",
title = "$q$-{TASEP} with position-dependent slowing",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP876",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 05E05",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/q-TASEP-with-position-dependent-slowing/10.1214/22-EJP876.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "interacting particle systems; Macdonald processes",
}
@Article{Daw:2022:WMS,
author = "Lara Daw and Laurent Loosveldt",
title = "Wavelet methods to study the pointwise regularity of
the generalized {Rosenblatt} process",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--45",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP878",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G18; 60G22; 26A16; 60G17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Wavelet-methods-to-study-the-pointwise-regularity-of-the-generalized/10.1214/22-EJP878.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "42C40; modulus of continuity; Random series;
Rosenblatt process; slow/ordinary/rapid points; wavelet
series; Wiener Chaos",
}
@Article{Bras:2022:TVD,
author = "Pierre Bras and Gilles Pag{\`e}s and Fabien Panloup",
title = "Total variation distance between two diffusions in
small time with unbounded drift: application to the
{Euler--Maruyama} scheme",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--19",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP881",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "65C30; 60H35",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Total-variation-distance-between-two-diffusions-in-small-time-with/10.1214/22-EJP881.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Aronson's bounds; Euler--Maruyama scheme;
Richardson-Romberg extrapolation; Stochastic
differential equation; Total variation",
}
@Article{Denisov:2022:PAS,
author = "Denis Denisov and G{\"u}nter Hinrichs and Martin Kolb
and Vitali Wachtel",
title = "Persistence of autoregressive sequences with
logarithmic tails",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--43",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP879",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G50; 60G40; 60F17",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Persistence-of-autoregressive-sequences-with-logarithmic-tails/10.1214/22-EJP879.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "conditioned process; Exit time; Harmonic function;
Random walk",
}
@Article{Chleboun:2022:PDA,
author = "Paul Chleboun and Simon Gabriel and Stefan
Grosskinsky",
title = "{Poisson--Dirichlet} asymptotics in condensing
particle systems",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--35",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP882",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C22; 82C26",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Poisson--Dirichlet-asymptotics-in-condensing-particle-systems/10.1214/22-EJP882.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Condensation; equivalence of ensembles; interacting
particle systems; Poisson--Dirichlet distribution;
Random partitions; split-merge dynamics",
}
@Article{Yearwood:2022:TS,
author = "Stephen Yearwood",
title = "The topology of {SLE}",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--14",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP871",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J67",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-topology-of-SLE%ce%ba-is-random-for-%ce%ba4/10.1214/22-EJP871.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "SLE",
}
@Article{Bodo:2022:SIR,
author = "Gergely Bod{\'o} and Markus Riedle",
title = "Stochastic integration with respect to canonical $
\alpha $ _stable cylindrical {L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--23",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP884",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H05; 60G20; 60G52; 28C20",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Stochastic-integration-with-respect-to-canonical-%ce%b1-stable-cylindrical-L%c3%a9vy/10.1214/22-EJP884.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "cylindrical L{\'e}vy process; decoupled tangent
sequence; Stable processes; stochastic integration",
}
@Article{Borga:2022:PLS,
author = "Jacopo Borga",
title = "The permuton limit of strong-{Baxter} and
semi-{Baxter} permutations is the skew {Brownian}
permuton",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--53",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP886",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60C05; 60G50; 05A05; 34K50",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/The-permuton-limit-of-strong-Baxter-and-semi-Baxter-permutations/10.1214/22-EJP886.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "permutations; permutons; scaling limits; skew Brownian
motions; Stochastic differential equations;
two-dimensional random walks in cones",
}
@Article{Journel:2022:CKA,
author = "Lucas Journel and Pierre Monmarch{\'e}",
title = "Convergence of the kinetic annealing for general
potentials",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--37",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP891",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 46N30",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Convergence-of-the-kinetic-annealing-for-general-potentials/10.1214/22-EJP891.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "hypocoercivity; Langevin diffusion; metastability;
simulated annealing; stochastic optimization",
}
@Article{Eisenbaum:2022:ITE,
author = "Nathalie Eisenbaum and Haya Kaspi",
title = "Isomorphism theorems, extended {Markov} processes and
random interlacements",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--27",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP887",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60A10; 60G05; 60G07; 60G15; 60G53; 60G57; 60J25;
60J35; 60J40; 60J45; 60J55",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See addendum \cite{Eisenbaum:2023:AIT}.",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Isomorphism-theorems-extended-Markov-processes-and-random-interlacements/10.1214/22-EJP887.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "excessive measure; Gaussian free fields; isomorphism
theorem; Kuznetsov process; Local time; Markov process;
quasi-process; Random interlacements",
}
@Article{Etheridge:2022:EWO,
author = "Alison M. Etheridge and Mitchel D. Gooding and Ian
Letter",
title = "On the effects of a wide opening in the domain of the
(stochastic) {Allen--Cahn} equation and the motion of
hybrid zones",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--53",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP888",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H30; 60J70; 60J85; 92D15",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-the-effects-of-a-wide-opening-in-the-domain/10.1214/22-EJP888.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Branching Brownian motion; genetic drift; hybrid
zones; Mean curvature flow; Population genetics;
reflecting boundary conditions; spatial
{\textLambda}-Fleming-Viot",
}
@Article{Berger:2022:ODP,
author = "Quentin Berger and Chien-Hao Huang and Niccol{\`o}
Torri and Ran Wei",
title = "One-dimensional polymers in random environments:
stretching vs. folding",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--45",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP862",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82D60; 60K37; 60G70",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/One-dimensional-polymers-in-random-environments-stretching-vs-folding/10.1214/22-EJP862.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "heavy-tail distributions; Random polymer; Random walk;
range; sub-diffusivity; Super-diffusivity;
weak-coupling limit",
}
@Article{deRaynal:2022:MSD,
author = "Paul-{\'E}ric Chaudru de Raynal and St{\'e}phane
Menozzi",
title = "On multidimensional stable-driven stochastic
differential equations with {Besov} drift",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--52",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP864",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 35R11; 60H50; 35B65",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/On-multidimensional-stable-driven-stochastic-differential-equations-with-Besov-drift/10.1214/22-EJP864.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Besov spaces; dynamics; SDEs with singular drifts;
Stable processes",
}
@Article{Halconruy:2022:MCM,
author = "H{\'e}l{\`e}ne Halconruy",
title = "{Malliavin} calculus for marked binomial processes and
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "27",
number = "??",
pages = "1--39",
month = "",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP892",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H07; 60J75; 60G55; 60F05; 91G10",
bibdate = "Thu Mar 23 15:20:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Malliavin-calculus-for-marked-binomial-processes-and-applications/10.1214/22-EJP892.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "chaos expansion; Chen-Stein method; Malliavin
calculus; Optimal hedging; Poisson Limit Theorems;
trinomial market model",
}
@Article{Nakajima:2023:FTD,
author = "Shuta Nakajima and Makoto Nakashima",
title = "Fluctuations of two-dimensional stochastic heat
equation and {KPZ} equation in subcritical regime for
general initial conditions",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--38",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP885",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K37; 60F05; 60G44; 82D60",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Fluctuations-of-two-dimensional-stochastic-heat-equation-and-KPZ-equation/10.1214/22-EJP885.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Edwards-Wilkinson equation; KPZ equation; local limit
theorem for polymers; stochastic calculus; Stochastic
heat equation",
}
@Article{Bertacco:2023:MAG,
author = "Federico Bertacco",
title = "Multifractal analysis of {Gaussian} multiplicative
chaos and applications",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--36",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP893",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G57; 60G60; 28A80; 28A78",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Multifractal-analysis-of-Gaussian-multiplicative-chaos-and-applications/10.1214/22-EJP893.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian multiplicative chaos; Liouville Brownian
motion; Multifractal analysis; multifractal formalism",
}
@Article{Houdre:2023:CLT,
author = "Christian Houdr{\'e} and {\"U}mit I{\c{s}}lak",
title = "A central limit theorem for the length of the longest
common subsequences in random words",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--24",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP894",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05A05; 60C05; 60F05; 60F10",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/A-central-limit-theorem-for-the-length-of-the-longest/10.1214/22-EJP894.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "central limit theorem; edit/Levenshtein distance; Last
passage percolation; longest common subsequences;
optimal alignments; Random permutations; random words;
Stein's method; supersequences; Tracy-Widom
distribution; Ulam's problem",
}
@Article{Lacker:2023:SSL,
author = "Daniel Lacker and Jiacheng Zhang",
title = "Stationary solutions and local equations for
interacting diffusions on regular trees",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--37",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP889",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G10",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Stationary-solutions-and-local-equations-for-interacting-diffusions-on-regular/10.1214/22-EJP889.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gibbs measures; Interacting diffusions; Kesten-McKay
law; local equations; Markov random fields; nonlinear
Markov processes; regular trees; Repulsive Particle
Systems; sparse graphs",
}
@Article{Fill:2023:DFQ,
author = "James Allen Fill and Wei-Chun Hung",
title = "Density functions for {QuickQuant} and {QuickVal}",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--50",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP899",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "68P10; 60E05; 60C05",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Density-functions-for-QuickQuant-and-QuickVal/10.1214/22-EJP899.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "asymptotic bounds; convolutions of distributions;
densities; integral equations; large deviations;
Lipschitz continuity; moment generating functions;
perfect simulation; QuickQuant; QuickSelect; QuickVal;
searching; tails of densities; tails of distributions",
}
@Article{Xu:2023:EPS,
author = "Lu Xu and Linjie Zhao",
title = "Equilibrium perturbations for stochastic interacting
systems",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--30",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP900",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 82C22",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Equilibrium-perturbations-for-stochastic-interacting-systems/10.1214/22-EJP900.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "equilibrium perturbation; Exclusion process;
Hydrodynamic limit; oscillator chain",
}
@Article{Bruned:2023:RVT,
author = "Yvain Bruned and Foivos Katsetsiadis",
title = "Ramification of {Volterra}-type rough paths",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--25",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP890",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60L20; 60L30; 60L70",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Ramification-of-Volterra-type-rough-paths/10.1214/22-EJP890.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Rough paths; Volterra equations",
}
@Article{Coste:2023:SMC,
author = "Simon Coste",
title = "Sparse matrices: convergence of the characteristic
polynomial seen from infinity",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--40",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP875",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Sparse-matrices--convergence-of-the-characteristic-polynomial-seen-from/10.1214/22-EJP875.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Eigenvalues; random directed graphs; random matrices;
Sparse matrices",
}
@Article{Andriopoulos:2023:SLL,
author = "George Andriopoulos and Eleanor Archer",
title = "Scaling limit of linearly edge-reinforced random walks
on critical {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--64",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP901",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60K37; 60K50; 60J60",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Scaling-limit-of-linearly-edge-reinforced-random-walks-on-critical/10.1214/23-EJP901.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Diffusion in random environment; Dirichlet
distribution; Galton--Watson trees; Random walk in
random environment; reinforced random walks; slow
movement",
}
@Article{Huveneers:2023:EPP,
author = "Fran{\c{c}}ois Huveneers and Fran{\c{c}}ois
Simenhaus",
title = "Evolution of a passive particle in a one-dimensional
diffusive environment",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--31",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP896",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60G15; 60G50",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Evolution-of-a-passive-particle-in-a-one-dimensional-diffusive/10.1214/22-EJP896.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "limit theorems; random walks in dynamical random
environment; scaling limits",
}
@Article{Corwin:2023:ETW,
author = "Ivan Corwin and Alan Hammond and Milind Hegde and
Konstantin Matetski",
title = "Exceptional times when the {KPZ} fixed point violates
{Johansson}'s conjecture on maximizer uniqueness",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--81",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP898",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "82C21; 60J25",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Exceptional-times-when-the-KPZ-fixed-point-violates-Johanssons-conjecture/10.1214/22-EJP898.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Airy sheet; Brownian Gibbs property; Exceptional
times; Hausdorff dimension; the KPZ fixed point",
}
@Article{Takeda:2023:LTP,
author = "Shosei Takeda and Kouji Yano",
title = "Local time penalizations with various clocks for
{L{\'e}vy} processes",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--35",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP903",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F05; 60G44; 60G51",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Local-time-penalizations-with-various-clocks-for-L%c3%a9vy-processes/10.1214/23-EJP903.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Conditioning; limit theorem; one-dimensional L{\'e}vy
process; Penalization",
}
@Article{Herzog:2023:GDG,
author = "David P. Herzog and Jonathan C. Mattingly and Hung D.
Nguyen",
title = "{Gibbsian} dynamics and the generalized {Langevin}
equation",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--29",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP904",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Gibbsian-dynamics-and-the-generalized-Langevin-equation/10.1214/23-EJP904.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gibbsian dynamics; Invariant measures; Langevin
equation with memory",
}
@Article{Hutchcroft:2023:TAI,
author = "Tom Hutchcroft",
title = "Transience and anchored isoperimetric dimension of
supercritical percolation clusters",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--15",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP905",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60J99",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Transience-and-anchored-isoperimetric-dimension-of-supercritical-percolation-clusters/10.1214/23-EJP905.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "finite clusters; Isoperimetry; percolation; Random
walk",
}
@Article{Iksanov:2023:LTD,
author = "Alexander Iksanov and Alexander Marynych and Anatolii
Nikitin",
title = "Limit theorems for discounted convergent perpetuities
{II}",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--22",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP907",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F15; 60F17; 60G50; 60G55",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Limit-theorems-for-discounted-convergent-perpetuities-II/10.1214/23-EJP907.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "exponential functional of Brownian motion; functional
central limit theorem; Law of the iterated logarithm;
perpetuity",
}
@Article{Rapenne:2023:IMC,
author = "Valentin Rapenne",
title = "Invariant measures of critical branching random walks
in high dimension",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--38",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP906",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Invariant-measures-of-critical-branching-random-walks-in-high-dimension/10.1214/23-EJP906.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60; branching random walks; Invariant measures; Point
processes",
}
@Article{Yang:2023:HQU,
author = "Kevin Yang",
title = "{Hairer--Quastel} universality in non-stationarity via
energy solution theory",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--26",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP908",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H17",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Hairer-Quastel-universality-in-non-stationarity-via-energy-solution-theory/10.1214/23-EJP908.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "KPZ; Stochastic pde; Universality",
}
@Article{Rosen:2023:TTP,
author = "Jay Rosen",
title = "Tightness for thick points in two dimensions",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--45",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP910",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J65",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Tightness-for-thick-points-in-two-dimensions/10.1214/23-EJP910.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Barrier estimates; Thick points; two dimensional
sphere",
}
@Article{Criens:2023:MPM,
author = "David Criens and Peter Pfaffelhuber and Thorsten
Schmidt",
title = "The martingale problem method revisited",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--46",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP902",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G07; 60F17; 60H15; 60G17",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/The-martingale-problem-method-revisited/10.1214/23-EJP902.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "fixed times of discontinuity; limit theorems; local
uniform topology; Martingale problem; path space;
Semimartingales; Skorokhod topology; stable
convergence; Volterra equations; weak-strong
convergence",
}
@Article{Bass:2023:REM,
author = "Richard F. Bass",
title = "The rate of escape of the most visited site of
{Brownian} motion",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--12",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP916",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J55",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/The-rate-of-escape-of-the-most-visited-site-of/10.1214/23-EJP916.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian motion; favorite point; most visited site;
Rate of escape",
}
@Article{Enger:2023:UFL,
author = "Timo Enger and Peter Pfaffelhuber",
title = "A unified framework for limit results in chemical
reaction networks on multiple time-scales",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--33",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP897",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60F17; 60J35; 60J76; 60K35",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/A-unified-framework-for-limit-results-in-chemical-reaction-networks/10.1214/22-EJP897.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "functional central limit thoerem; Markov jump process;
stochastic averaging",
}
@Article{Champagnat:2023:GCS,
author = "Nicolas Champagnat and Denis Villemonais",
title = "General criteria for the study of quasi-stationarity",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--84",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-EJP880",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "37A25; 60B10; 60F99; 60J05; 60J10; 60J25; 60J27;
60J60; 60J75; 60J80; 93E03",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/General-criteria-for-the-study-of-quasi-stationarity/10.1214/22-EJP880.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "birth and death processes; Diffusion processes;
Galton--Watson processes; Markov processes with
absorption; mixing property; perturbed dynamical
systems; Q-process; quasi-stationary distribution;
reducible processes",
}
@Article{Fill:2023:CSP,
author = "James Allen Fill and Svante Janson",
title = "Corrigendum to: The sum of powers of subtree sizes for
conditioned {Galton--Watson} trees",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--2",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP915",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C05; 60F05; 60C05; 30E99",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Corrigendum-to--The-sum-of-powers-of-subtree-sizes/10.1214/23-EJP915.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "additive functional; Brownian excursion; conditioned
Galton--Watson tree; generating function; Hadamard
product of sequences; method of moments; polylogarithm;
Random analytic function; simply generated random tree;
Singularity analysis; subtree sizes; tree recurrence",
}
@Article{Galeati:2023:SES,
author = "Lucio Galeati and Chengcheng Ling",
title = "Stability estimates for singular {SDEs} and
applications",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--31",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP913",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H10; 60H50; 60F15; 60J60",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Stability-estimates-for-singular-SDEs-and-applications/10.1214/23-EJP913.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "SDEs with singular coefficients; stability;
Krylov--R{\"o}ckner condition; distributional drifts;
McKean--Vlasov equations; strong compactness of
solutions; Wong--Zakai theorem",
}
@Article{Leo:2023:BSN,
author = "Gayral L{\'e}o and Sablik Mathieu",
title = "On the {Besicovitch}-stability of noisy random
tilings",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--38",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP917",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "37B51; 37A50; 60K35; 82B43",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/On-the-Besicovitch-stability-of-noisy-random-tilings/10.1214/23-EJP917.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Besicovitch distance; percolation; Robinson tiling;
stability; Subshift of finite type",
}
@Article{Le:2023:SSB,
author = "Khoa L{\^e}",
title = "Stochastic sewing in {Banach} spaces",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--22",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP918",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H99; 46N30; 60H50",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Stochastic-sewing-in-Banach-spaces/10.1214/23-EJP918.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Local time; martingale type; stochastic
regularization; stochastic sewing",
}
@Article{Gotze:2023:LSS,
author = "F. G{\"o}tze and A. Tikhomirov",
title = "On the largest and the smallest singular value of
sparse rectangular random matrices",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--18",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP919",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B20",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/On-the-largest-and-the-smallest-singular-value-of-sparse/10.1214/23-EJP919.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Marchenko--Pastur law; random matrices; Sample
covariance matrices",
}
@Article{Albenque:2023:RCP,
author = "Marie Albenque and {\'E}ric Fusy and Thomas
Leh{\'e}ricy",
title = "Random cubic planar graphs converge to the {Brownian}
sphere",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--54",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP912",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C10; 05C12; 05C80; 60C05; 60D05; 82B41",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Random-cubic-planar-graphs-converge-to-the-Brownian-sphere/10.1214/23-EJP912.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Brownian sphere; Planar graphs; planar maps; Random
geometry",
}
@Article{Peskir:2023:SFD,
author = "Goran Peskir and David Roodman",
title = "Sticky {Feller} diffusions",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--28",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP909",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J60; 60J65; 60H20; 35C15; 35K20; 35K67",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Sticky-Feller-diffusions/10.1214/23-EJP909.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Bessel process; Brownian motion; Cox--Ingersoll--Ross
model; diffusion local time; Feller branching
diffusion; Gamma function; Green function; Kolmogorov
forward/backward equation; Kummer's confluent
hypergeometric function; Laplace transform;
Mittag-Leffler function; modified Bessel function;
Ornstein--Uhlenbeck process; scale function; slowly
reflecting (sticky) boundary behaviour; Speed measure;
sticky (Feller) boundary condition; Stochastic
differential equation; Time change; transition
probability density function; Tricomi's confluent
hypergeometric function; Vasicek model",
}
@Article{Ang:2023:SLC,
author = "Morris Ang and Nina Holden and Xin Sun",
title = "The {SLE} loop via conformal welding of quantum
disks",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--20",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP914",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J67; 60G60",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/The-SLE-loop-via-conformal-welding-of-quantum-disks/10.1214/23-EJP914.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Liouville quantum gravity; Schramm-Loewner evolution",
}
@Article{Nandan:2023:SPS,
author = "Shubhamoy Nandan",
title = "Spatial populations with seed-banks in random
environment: {III}. {Convergence} towards mono-type
equilibrium",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--36",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP922",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60B12; 60K37; 60K35; 92D10; 92D25",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Spatial-populations-with-seed-banks-in-random-environment--III/10.1214/23-EJP922.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "clustering; Coexistence; Duality; Equilibrium;
fixation probability; Interacting particle system;
migration; Moran model; random environment; Resampling;
seed-bank",
}
@Article{Henry:2023:TRS,
author = "Beno{\^\i}t Henry and Sylvie M{\'e}l{\'e}ard and Viet
Chi Tran",
title = "Time reversal of spinal processes for linear and
non-linear branching processes near stationarity",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--27",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP911",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "92D25; 92D15; 60J80; 60K35; 60F99",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Time-reversal-of-spinal-processes-for-linear-and-non-linear/10.1214/23-EJP911.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "ancestral path; birth-death processes; competition;
genealogy; interaction; jump process; Many-to-One
formula; non-local mutation operator; phylogeny;
stochastic individual-based models",
}
@Article{Dewan:2023:MFB,
author = "Vivek Dewan and Stephen Muirhead",
title = "Mean-field bounds for {Poisson--Boolean} percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--24",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP923",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60G60; 60F99",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Mean-field-bounds-for-Poisson-Boolean-percolation/10.1214/23-EJP923.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuum percolation; Critical exponents; mean-field
bounds; Poisson-Boolean model",
}
@Article{Coulson:2023:LCS,
author = "Matthew Coulson and Guillem Perarnau",
title = "Largest component of subcritical random graphs with
given degree sequence",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--28",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP921",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C80; 05C82; 60C05; 60F05",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Largest-component-of-subcritical-random-graphs-with-given-degree-sequence/10.1214/23-EJP921.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "component structure; configuration model; largest
component; Local limit theorems; random graph with
given degree sequence",
}
@Article{Conchon-Kerjan:2023:AGG,
author = "Guillaume Conchon-Kerjan",
title = "Anatomy of a {Gaussian} giant: supercritical
level-sets of the free field on regular graphs",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--60",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP920",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60G15; 60C05; 05C80",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Anatomy-of-a-Gaussian-giant--supercritical-level-sets-of/10.1214/23-EJP920.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian free field; percolation; Random graphs",
}
@Article{Chen:2023:GFE,
author = "Zhen-Qing Chen and Jie-Ming Wang",
title = "Green function estimates for second order elliptic
operators in non-divergence form with {Dini} continuous
coefficients",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--54",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP925",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "31B25; 35J08; 60J45",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Green-function-estimates-for-second-order-elliptic-operators-in-non/10.1214/23-EJP925.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "boundary Harnack principle; Green function; Harmonic
function; interior Schauder's estimate; Martin integral
representation",
}
@Article{Bethuelsen:2023:LLT,
author = "Stein Andreas Bethuelsen and Matthias Birkner and
Andrej Depperschmidt and Timo Schl{\"u}ter",
title = "Local limit theorems for a directed random walk on the
backbone of a supercritical oriented percolation
cluster",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--54",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP924",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35; 60K37; 60J10; 82B43",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Local-limit-theorems-for-a-directed-random-walk-on-the/10.1214/23-EJP924.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "environment viewed from the particle; Oriented
percolation; quenched local limit theorem in random
environment; random walk in dynamical random
environment; supercritical cluster",
}
@Article{Tang:2023:NSC,
author = "Pengfei Tang",
title = "A note on some critical thresholds of {Bernoulli}
percolation",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--22",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP926",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60K35",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/A-note-on-some-critical-thresholds-of-Bernoulli-percolation/10.1214/23-EJP926.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "60CO5; Bernoulli percolation; critical probability;
cutset; periodic trees",
}
@Article{Yamazaki:2023:TDM,
author = "Kazuo Yamazaki",
title = "Three-dimensional magnetohydrodynamics system forced
by space-time white noise",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--66",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP929",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "35B65; 35Q85; 35R60",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Three-dimensional-magnetohydrodynamics-system-forced-by-space-time-white-noise/10.1214/23-EJP929.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Gaussian hypercontractivity; magnetohydrodynamics
system; Paracontrolled distributions; renormalization;
Wick products",
}
@Article{Aksamit:2023:GBR,
author = "Anna Aksamit and Libo Li and Marek Rutkowski",
title = "Generalized {BSDE} and reflected {BSDE} with random
time horizon",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--41",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP927",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60H30; 60H10; 60G40; 91G40",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Generalized-BSDE-and-reflected-BSDE-with-random-time-horizon/10.1214/23-EJP927.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "BSDE; credit risk; Enlargement of filtration; random
time; Reflected BSDE",
}
@Article{Matsui:2023:SDI,
author = "Muneya Matsui",
title = "Subexponentialiy of densities of infinitely divisible
distributions",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--29",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP928",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60E07; 60G70; 62F12",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Subexponentialiy-of-densities-of-infinitely-divisible-distributions/10.1214/23-EJP928.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "almost decreasing; asymptotic to a non-increasing
function; Infinite divisibility; long-tailedness;
L{\'e}vy measure; subexponential density; tail
equivalence",
}
@Article{Banerjee:2023:DCR,
author = "Sayan Banerjee and Xiangying Huang",
title = "Degree centrality and root finding in growing random
networks",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--39",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP930",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "05C82; 60J85; 60J28",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Degree-centrality-and-root-finding-in-growing-random-networks/10.1214/23-EJP930.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "attachment functions; continuous time branching
processes; degree centrality; network centrality
measures; Persistence; root finding algorithms",
}
@Article{Chitour:2023:GBD,
author = "Yacine Chitour and Guilherme Mazanti and Pierre
Monmarch{\'e} and Mario Sigalotti",
title = "On the gap between deterministic and probabilistic
{Lyapunov} exponents for continuous-time linear
systems",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--39",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP932",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J25; 34A38; 34D08",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/On-the-gap-between-deterministic-and-probabilistic-Lyapunov-exponents-for/10.1214/23-EJP932.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "continuous-time Markov processes; convexified Markov
processes; linear switched systems; Lyapunov exponents;
Piecewise deterministic Markov processes",
}
@Article{Angst:2023:FSZ,
author = "J{\"u}rgen Angst and Guillaume Poly",
title = "Fluctuations in {Salem--Zygmund} almost sure {Central
Limit Theorem}",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--40",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP931",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "26C10; 30C15; 42A05; 60F17; 60G55",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Fluctuations-in-SalemZygmund-almost-sure-Central-Limit-Theorem/10.1214/23-EJP931.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "almost sure CLT; Noise sensitivity; random
trigonometric polynomials; Universality",
}
@Article{Eisenbaum:2023:AIT,
author = "Nathalie Eisenbaum and Haya Kaspi",
title = "Addendum to {``Isomorphism} theorems, extended
{Markov} processes and random interlacements''",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--3",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP935",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60A10; 60G05; 60G07; 60G15; 60G53; 60G57; 60J25;
60J35; 60J40; 60J45; 60J55",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
note = "See \cite{Eisenbaum:2022:ITE}.",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Addendum-to-Isomorphism-theorems-extended-Markov-processes-and-random-interlacements/10.1214/23-EJP935.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "excessive measure; Gaussian free fields; isomorphism
theorem; Kuznetsov process; Local time; Markov process;
quasi-process; Random interlacements",
}
@Article{Fakhry:2023:EMP,
author = "Rami Fakhry and Dapeng Zhan",
title = "Existence of multi-point boundary {Green}'s function
for chordal {Schramm--Loewner} evolution {(SLE)}",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--29",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP936",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "60J67",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Existence-of-multi-point-boundary-Greens-function-for-chordal-Schramm/10.1214/23-EJP936.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Green's function; Schramm-Loewner evolution; SLE",
}
@Article{Pfaffelhuber:2023:DPM,
author = "Peter Pfaffelhuber and Anton Wakolbinger",
title = "A diploid population model for copy number variation
of genetic elements",
journal = j-ELECTRON-J-PROBAB,
volume = "28",
number = "??",
pages = "1--15",
month = "",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-EJP934",
ISSN = "1083-6489",
ISSN-L = "1083-6489",
MRclass = "92D15; 60J80; 60F17; 60G57",
bibdate = "Thu Mar 23 15:20:18 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/ejp.bib",
URL = "https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/A-diploid-population-model-for-copy-number-variation-of-genetic/10.1214/23-EJP934.full",
acknowledgement = ack-nhfb,
ajournal = "Electron. J. Probab.",
fjournal = "Electronic Journal of Probability",
journal-URL = "https://projecteuclid.org/euclid.ejp",
keywords = "Feller branching diffusion; Poisson approximation;
slow-fast system; transposable elements",
}
