diff --git a/docs/examples/notebooks/basic_quantum.ipynb b/docs/examples/notebooks/basic_quantum.ipynb new file mode 100644 index 0000000..078a78e --- /dev/null +++ b/docs/examples/notebooks/basic_quantum.ipynb @@ -0,0 +1 @@ +{"cells":[{"cell_type":"text","text":"
This notebook will analyze a plain text file treating it as a list of\nnewline-separated sentences (e.g. a list of paper titles).
\nIt computes word frequencies (after doing some naive normalization by\nlowercasing and throwing away a few overly common words). It also computes,\nfrom the most common words, a weighted graph of word co-occurrences and\ndisplays it, as well as summarizing the graph structure by ranking its nodes in\ndescending order of eigenvector centrality.
\nThis is meant as an illustration of text processing in Python, using matplotlib\nfor visualization and NetworkX for graph-theoretical manipulation. It should\nnot be considered production-strength code for serious text analysis.
\nAuthor: Fernando Perez
"},{"code":"%run text_analysis.py","cell_type":"code","prompt_number":3},{"code":"default_url = \"http://bibserver.berkeley.edu/tmp/titles.txt\"\nn_words = 15\nn_nodes = 15\nurl = default_url\n ","cell_type":"code","prompt_number":4},{"cell_type":"text","text":"Fetch text and do basic preprocessing."},{"code":"text = get_text_from_url(url).lower()\nlines = text.splitlines()\nwords = text_cleanup(text)","cell_type":"code","prompt_number":5},{"cell_type":"text","text":"Compute frequency histogram."},{"code":"wf = word_freq(words)\nsorted_wf = sort_freqs(wf)","cell_type":"code","prompt_number":6},{"cell_type":"text","text":"Build a graph from the n_nodes most frequent words."},{"code":"popular = sorted_wf[-n_nodes:]\npop_words = [wc[0] for wc in popular]\nco_occur = co_occurrences(lines, pop_words)\nwgraph = co_occurrences_graph(popular, co_occur, cutoff=1)\ncentrality = nx.eigenvector_centrality_numpy(wgraph)\n","cell_type":"code","prompt_number":7},{"cell_type":"text","text":"Print summaries of single-word frequencies and graph structure."},{"code":"summarize_freq_hist(sorted_wf)\nsummarize_centrality(centrality)","cell_type":"code","prompt_number":8},{"cell_type":"text","text":"Plot histogram and graph."},{"code":"plot_word_histogram(sorted_wf, n_words,\"Frequencies for %s most frequent words\" % n_words)","cell_type":"code","prompt_number":9},{"code":"plot_word_histogram(sorted_wf, 1.0, \"Frequencies for entire word list\")\n","cell_type":"code","prompt_number":10},{"code":"plot_graph(wgraph)","cell_type":"code","prompt_number":11},{"code":"%notebook save text_analysis.ipynb","cell_type":"code","prompt_number":10}]} \ No newline at end of file diff --git a/docs/examples/notebooks/text_analysis.py b/docs/examples/notebooks/text_analysis.py new file mode 100644 index 0000000..9b1950c --- /dev/null +++ b/docs/examples/notebooks/text_analysis.py @@ -0,0 +1,373 @@ +#!/usr/bin/env python +"""Simple text analysis: word frequencies and co-occurrence graph. + +Usage: + + text_analysis.py [text_file] + +This script will analize a plain text file treating it as a list of +newline-separated sentences (e.g. a list of paper titles). + +It computes word frequencies (after doing some naive normalization by +lowercasing and throwing away a few overly common words). It also computes, +from the most common words, a weighted graph of word co-occurrences and +displays it, as well as summarizing the graph structure by ranking its nodes in +descending order of eigenvector centrality. + +This is meant as an illustration of text processing in Python, using matplotlib +for visualization and NetworkX for graph-theoretical manipulation. It should +not be considered production-strength code for serious text analysis. + +Author: Fernando Perez= 3 +Survival of near-critical branching Brownian motion +A characterization of non-central Wishart distributions +A nasty filtering problem +Large deviations of the empirical currents for a boundary driven reaction diffusion model +A non-ergodic probabilistic cellular automaton with a unique invariant measure +Species abundance distributions in neutral models with immigration or mutation and general lifetimes +First-Passage Exponents of Multiple Random Walks +Kinetics of First Passage in a Cone +An analytical model for evaluating outage and handover probability of cellular wireless networks +Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices +Large deviations of the extreme eigenvalues of random deformations of matrices +A non-ergodic PCA with a unique invariant measure +Critical Brownian sheet does not have double points +A class of Gaussian processes with fractional spectral measures +Optimal transport for multifractal random measures. Applications +Ergodic approximation of the distribution of a stationary diffusion : rate of convergence +Characterizations of processes with stationary and independent increments under $G$-expectation +Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards +On the von Bahr-Esseen inequality +Discrete Approximation of Symmetric Jump Processes on Metric Measure Spaces +Critical sets of random smooth functions on compact manifolds +Normalization for Implied Volatility +Construction of a short path in high dimensional First Passage Percolation +On the One dimensional Poisson Random Geometric Graph +Random walks on coset spaces with applications to Furstenberg entropy +On a flow of operators associated to virtual permutations +High order recombination and an application to cubature on Wiener space +From interacting particle systems to random matrices +Foundations of Inference +Schr\"odinger equation with linear potential and hitting times +Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths +The Limiting Spectral Measure for the Ensemble of Symmetric Period m--Circulant Matrices +Closure of Random samples +Exploring connectivity of random subgraphs of a graph +The link between segregation and phylogenetic diversity +Intertwining certain fractional derivatives +Large systems of diffusions interacting through their ranks +Optimal transportation, topology and uniqueness +Functional quantization based stratified sampling methods +The genealogy of extremal particles of Branching Brownian Motion +A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers +The self-avoiding walk in a strip +Mass spectrum and L\'evy--Schr\"odinger relativistic equation +To which extent is the membrane potential in a neuron between successive spikes adequately modelled by a (continuous) semimartingale? +I knew I should have taken that left turn at Albuquerque +Rare Transition Events in Nonequilibrium Systems with State-Dependent Noise: Application to Stochastic Current Switching in Semiconductor Superlattices +HISTABRUT: A Maple Package for Symbol-Crunching in Probability theory +Cooperation principle, stability and bifurcation in random complex dynamics +Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices +Analysis of stochastic current switching in semiconductor superlattices using the geometric Minimum Action Method +Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains +On the monotonicity of the expected volume of a random simplex +Expectation of Stratonovich iterated integrals of Wiener processes +Spectral Curve of Periodic Fisher Graphs +Limit theory for some positive, stationary processes +Asymptotic of the largest and typical dimensions of isotypic components of tensor representations of the symmetric group +Classical Signal Model for Quantum Channels +Aging in reversible dynamics of disordered systems. I. Emergence of the arcsine law in Bouchaud's asymmetric trap model on the complete graph +Convergence of clock processes in random environments and ageing in the p-spin SK model +Hydrodynamic limit for particle systems with degenerate rates without exclusive constraints +Aging in reversible dynamics of disordered systems. II. Emergence of the arcsine law in the random hopping time dynamics of the REM +Some remarks on free energy and coarse-graining +Brownian Motions on Metric Graphs: Feller Brownian Motions on Intervals Revisited +Symmetry breaking in quasi-1D Coulomb systems +Asymptotic Analysis of a Drop-Push Model For Percolation +Self-adaptive congestion control for multi-class intermittent connections in a communication network +Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums +Non-asymptotic mixing of the MALA algorithm +An Approximation Scheme for Reflected Stochastic Differential Equations +On quantized stochastic Navier-Stokes equations +Permanental Processes +Partially ordered secretaries +No-arbitrage of second kind in countable markets with proportional transaction costs +Spectral measure and approximation of homogenized coefficients +Pathwise Taylor Expansions for It\^o Random Fields +Generalized Binomial Probability Distributions attached to Landau levels on the Riemann sphere +Exponential inequalities for the distribution tails of canonical U- and V-statistics of $\rho$-mixing observations +Exact Localization and Superresolution with Noisy Data and Random Illumination +On a class of distributions stable under random summation +Laws of large numbers for eigenvectors and eigenvalues associated to random subspaces in a tensor product +Brownian motion in a truncated Weyl chamber +Limit Law of an Additive Functional on Cayley Trees +Ranked Excursion Heights and First Passage Time of Skew Brownian Motion +On L_\u007bp\u007d-estimates of some singular integrals related to jump processes +Complex Brownian Motion Representation of the Dyson Model +Time reversal of Volterra processes driven stochastic differential equation +Weak limits for exploratory plots in the analysis of extremes +The energy density in the planar Ising model +Kalikow-type decomposition for multicolor infinite range particle systems +A CLT for Empirical Processes Involving Time Dependent Data +On the Existence Theory of Hilbert Space valued Diffusion Processes +Bounded Computational Capacity Equilibrium +A Lie systems approach for the first passage-time of piecewise deterministic processes +Epistemic irrelevance in credal nets: the case of imprecise Markov trees +Covariance of Stochastic Integrals with Respect to Fractional Brownian Motion +A contour line of the continuum Gaussian free field +Escape of resources in distributed clustering processes +Coag-Frag duality for a class of stable Poisson-Kingman mixtures +The on-off network traffic model under intermediate scaling +Optimal control with absolutely continuous strategies for spectrally negative Levy processes +Particle Systems arising from an anti-ferromagnetic Ising model +Sibuya copulas +On the Semimartingale Nature of Feller Processes with Killing +A new parametrization of the Gnedin-Fisher species sampling model +Non-existence of Markovian time dynamics for graphical models of correlated default +Random Information Spread in Networks +Fractional Pure Birth Processes +Moment Explosion in the LIBOR Market Model +Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations +Hitting time results for Maker-Breaker games +The large deviation principle for the Erd\H\u007bo\u007ds-R\'enyi random graph +Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow +Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type +Adiabatic times for Markov chains and applications +Busemann functions and the speed of a second class particle in the rarefaction fan +Strong approximation of fractional Brownian motion by moving averages of simple random walks +Partial estimation of covariance matrices +Gaussian Approximations for an Overloaded X Model Via an Averaging Principle +Rough Stochastic PDEs +Tail Properties of Multivariate Archimedean Copulas +An elementary approach to Brownian local time based on simple, symmetric random walks +Optimal strategies for throwing accurately +Moments of an exponential functional of random walks and permutations with given descent sets +Records and sequences of records from random variables with a linear trend +An exponential functional of random walks +An elementary introduction to the Wiener process and stochastic integrals +Strong approximation of continuous local martingales by simple random walks +Pivotal, cluster and interface measures for critical planar percolation +Control Variates for Reversible MCMC Samplers +Seismic pulse propagation with constant Q and stable probability distributions +Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields +Heat flow on Alexandrov spaces +Extremal Index, Hitting Time Statistics and periodicity +Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation +An ODE for an Overloaded X Model Involving a Stochastic Averaging Principle +Calculation of aggregate loss distributions +FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity +Global evolution of random vortex filament equation +The effective potential and transshipment in thermodynamic formalism at temperature zero +A structure theorem for Boolean functions with small total influences +Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes +A stochastic difference equation with stationary noise on groups +Energy Transfer and Joint Diffusion +Modeling total expenditure on warranty claims +Coagulation processes with Gibbsian time evolution +Self-intersection local time of planar Brownian motion based on a strong approximation by random walks +An approximation scheme for SDEs with non-smooth coefficients +Model problem for integro-differential Zakai equation with discontinuous observation processes in H\"older spaces +Percolation and limit theory for the Poisson lilypond model +Phasetype distributions, autoregressive processes and overshoot +Random Young diagrams in a Rectangular Box +A variational approach to the stationary solutions of Burgers equation +On some estimates for bounded submartingales and the shift inequality +Universality of the asymptotics of the one-sided exit problem for integrated processes +On the splitting-up method for rough (partial) differential equations +Asymptotic behavior and moderate deviation principle for the maximum of a Dyck path +On the measuring of independence degree of the two discrete random variables +A Parallel Four Step Domain Decomposition Scheme for Coupled Forward Backward Stochastic Differential Equations +Backward stochastic differential equations with rough drivers +Process convergence of self normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions +On Explicit Probability Densities Associated with Fuss-Catalan Numbers +Noncolliding Squared Bessel Processes +Noncolliding Squared Bessel Processes and Weierstrass Canonical Products for Entire Functions +The exact packing measure of L\'evy trees +White noise based stochastic calculus associated with a class of Gaussian processes +Asymptotics of Random Contractions +Mobile Geometric Graphs: Detection, Coverage and Percolation +Limit theorems for supercritical age-dependent branching processes with neutral immigration +Optimal control of a big financial company with debt liability under bankrupt probability constraints +Optimal control of a large insurance company with debt liability under bankrupt probability constraints +Multiscale analysis: Fisher-Wright diffusions with rare mutations and selection, logistic branching system +Probability of Failure of Safety-Critical Systems Subject to Partial Tests +Two-sided Green function estimates for killed subordinate Brownian motions +Limit theorems for splitting trees with structured immigration and applications to biogeography +Feynman-Kac Formula for the Heat Equation Driven by fractional Noise with Hurst parameter $H<1/2$ +Politiques de Tests Partiels \& Syst\`emes de S\'ecurit\'e +Interpolation percolation +The effect of disorder on the free-energy for the Random Walk Pinning Model: smoothing of the phase transition and low temperature asymptotics +From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDE systems +(Very) short proof of Rayleigh's Theorem (and extensions) +Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks +The rate of decay of the Wiener sausage in local Dirichlet space +The fractional Poisson process and the inverse stable subordinator +Multistable processes and localisability +The multi-state hard core model on a regular tree +On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity +A probabilistic interpretation of the Macdonald polynomials +On the convergence, lock-in probability and sample complexity of stochastic approximation +Stabilization of stochastic approximation by step size adaptation +A moment estimate of the derivative process in rough path theory +Asymptotic estimates of the distribution of Brownian hitting time of a disc +Lorentz Gas at a Positive Temperature +The homogenous tree as an electric network +Polymer dynamics in the depinned phase: metastability with logarithmic barriers +Fixed points of inhomogeneous smoothing transforms +Approximations and asymptotics of upper hedging prices in multinomial models +Strategic Information Exchange +Finite Size Percolation in Regular Trees +Local degree distribution in scale free random graphs +Limit distribution of degrees in random family trees +Queue Length Asymptotics for Generalized Max-Weight Scheduling in the presence of Heavy-Tailed Traffic +Sequential Tests of Statistical Hypotheses with Confidence Limits +Lowest Unique Bid Auctions +Algebra of Reversible Markov Chains +Self-intersection local times of random walks: Exponential moments in subcritical dimensions +Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise +Uniform Approximation and Bracketing Properties of VC classes +An $L^2$-theory on SPDE driven by L\'evy processes +On the scaling property in fluctuation theory for stable L\'evy processes +Large graph limit for an SIR process in random network with heterogeneous connectivity +Quenched limits and fluctuations of the empirical measure for plane rotators in random media +The beta-Hermite and beta-Laguerre processes +Size bias, sampling, the waiting time paradox, and infinite divisibility: when is the increment independent? +Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms +A $W^1_2$-theory of Stochastic Partial Differential Systems of Divergence type on $C^1$ domains +Geometry of Lipschitz percolation +"Zero" temperature stochastic 3D Ising model and dimer covering fluctuations: a first step towards interface mean curvature motion +Stochastic Approximation with Averaging Innovation +Insertion and Deletion Tolerance of Point Processes +On Number of Turns in Reduced Random Lattice Paths +Picard approximation of stochastic differential equations and application to LIBOR models +Adaptation Reduces Variability of the Neuronal Population Code +On barycentric subdivision, with simulations +Strict inequalities of critical values in continuum percolation +Distributions on unbounded moment spaces and random moment sequences +Tempered stable laws as random walk limits +Weak uniform structures on probability distributions +An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes +Macroscopic fluctuations theory of aerogel dynamics +Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process +Shy Couplings, CAT(0) Spaces, and the Lion and Man +Occupation time distributions for the telegraph process +Bounding the Equilibrium Distribution of Markov Population Models +Insensitive, maximum stable allocations converge to proportional fairness +When does the K_4-free process stop? +The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem +Variable length Markov chains and dynamical sources +Representation of It\^o Integrals by Lebesgue/Bochner Integrals +A chain of interacting particles under strain +On the Rate of Convergence of Weak Euler Approximation for Nondegenerate It\^\u007bo\u007d Diffusion and Jump Processes +The Gap Dimension and Uniform Laws of Large Numbers for Ergodic Processes +Karhunen-Loeve expansions of alpha-Wiener bridges +Gaussian measures of dilations of convex rotationally symmetric sets in C^n +Wick Product in The Stochastic Burgers Equation: A Curse or a Cure? +On the rate of convergence of weak Euler approximation for non-degenerate jump and diffusion pocesses +The fractional volatility model: No-arbitrage, leverage and risk measures +Pathwise Solutions of the 2D Stochastic Primitive Equations +Local Martingale and Pathwise Solutions for an Abstract Fluids Model +Large deviations of the current in stochastic collisional dynamics +Mixing of the symmetric exclusion processes in terms of the corresponding single-particle random walk +Random Dirichlet environment viewed from the particle in dimension $d\ge 3$ +Invariance of fluid limits for the Shortest Remaining Processing Time and Shortest Job First policies +Random Dirichlet environment viewed from the particule in dimension $d\ge 3$ +L\'evy area for Gaussian processes: A double Wiener-It\^o integral approach +Nonuniform Sparse Recovery with Gaussian Matrices +A Solvable Mixed Charge Ensemble on the Line: Global Results +Phase Transition for Glauber Dynamics for Independent Sets on Regular Trees +p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities +Potential theory of infinite dimensional L\'evy processes +Lp Solutions of Backward Stochastic Differential Equations with Jumps +Spatial random permutations and Poisson-Dirichlet law of cycle lengths +Normalized causal and well-balanced multivariate fractional Brownian motion +An Overshoot Approach to Recurrence and Transience of Markov Processes +The optimal sink and the best source in a Markov chain +An asymptotically Gaussian bound on the Rademacher tails +On random fractals with infinite branching: definition, measurability, dimensions +Double-dimer pairings and skew Young diagrams +Tree polymers in the infinite volume limit at critical strong disorder +Oded Schramm: From Circle Packing to SLE +Modulation spaces, Wiener amalgam spaces, and Brownian motions +White noise for KdV and mKdV on the circle +Fractional White Noise Perturbations of Parabolic Volterra Equations +Weighted moments of the limit of a branching process in a random environment +Non-explosion criteria for relativistic diffusions +Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian +CDO term structure modelling with Levy processes and the relation to market models +CLT for U-statistics of Ornstein-Uhlenbeck branching particle system with small branching rate +Moments, moderate and large deviations for a branching process in a random environment +Stability of Skorokhod problem is undecidable +Volume doubling property and Poincar\'e inequality on sub-Riemannian manifolds with nonnegative Ricci curvature +A Numerical Algorithm for Zero Counting. III: Randomization and Condition +Invariant weighted Wiener measures and almost sure global well-posedness for the periodic derivative NLS +A Central Limit Theorem For Linear Random Fields +Truncations of Haar distributed matrices, traces and bivariate Brownian bridge +Generalized Green Functions and current correlations in the TASEP +Quasi Invariant Stochastic Flows of SDEs with Non-smooth Drifts on Riemannian Manifolds$^*$ +Detecting local network motifs +Multi-point current fluctuations in the discrete time TASEP on time-like paths +Finiteness in the Card Game of War +Multipoint Schur algorithm, II: generalized moment problems, Gaussian processes and prediction +Asymptotic results and statistical procedures for time-changed L\'evy processes sampled at hitting times +On The Range Of a Random Walk In A Torus +Coupling of Brownian motions and Perelman's L-functional +Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails +On the exit distribution of partially reflected Brownian motion in planar domains +Truncations of Haar unitary matrices, traces and bivariate Brownian bridge +Non-intersecting random walks in the neighborhood of a symmetric tacnode +On the instantaneous frequency of Gaussian stochastic processes +Characterizing Optimal Sampling of Binary Contingency Tables via the Configuration Model +Asymptotic support theorem for planar isotropic Brownian flows +On random times +On Sobolev regularity of mass transport and transportation inequalities +Hitting Time Distributions for Denumerable Birth and Death Processes +On the fragmentation of a torus by random walk +Anomalous dissipation in a stochastic inviscid dyadic model +Random networks with sublinear preferential attachment: the giant component +Supercriticality for Annealed Approximations of Boolean Networks +Sublinearity of the travel-time variance for dependent first passage percolation +Large time behavior in random multiplicative processes +Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space +Stability of the stochastic heat equation in $L^1([0,1])$ +Basic properties of the Multivariate Fractional Brownian Motion +Dynamics of postcritically bounded polynomial semigroups II: fiberwise dynamics and the Julia sets +Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density +What risk measures are time consistent for all filtrations? +Deterministic Equations for Stochastic Spatial Evolutionary Games +Coexistence probability in the last passage percolation model is $6-8\log2$ +A generalization of Talagrand's variance bound in terms of influences +Varadhan estimates for a degenerated convolution semi-group: upper bound +The Expected Time to End the Tug-of-War in a Wedge +Graphical Models as Block-Tree Graphs +The connective constant of the honeycomb lattice equals $\sqrt\u007b2+\sqrt2\u007d$ +Hermite Expansions and Ito formula +Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution +A Note on Generalized Malliavin Calculus +General upper and lower tail estimates using Malliavin calculus and Stein's equations +A Bayesian Review of the Poisson-Dirichlet Process +On probabilities associated with the minimum distance between events of a Poisson process in a finite interval, and Erratum/Addendum to it +Pruning Galton-Watson Trees and Tree-valued Markov Processes +Extremes of the standardized Gaussian noise +Oded Schramm's contributions to Noise Sensitivity +Optimal Execution Strategy in the Presence of Price Impact +Coupling by reflection of diffusion processes via discrete approximation under a backward Ricci flow +Perimeter Variance of Uniform Random Triangles +Exact and explicit probability densities for one-sided Levy stable distributions +Poisson approximation for the number of visits to balls in nonuniformly hyperbolic dynamical systems +Universality in one dimensional Hierarchical Coalescence Processes +Consecutive Minors for Dyson's Brownian Motions +Convergence of the all-time supremum of a L\'evy process in the heavy-traffic regime +Infinite divisibility and a non-commutative Boolean-to-free Bercovici-Pata bijection +Quasi-invariant flow generated by Stratonovich SDE with BV drift coefficients +Tempered Generalized Functions and Hermite Expansions +Spatial Birth-Death-Swap Chains +Extreme value distributions of noncolliding diffusion processes +Equilibrium fluctuations for a nongradient energy conserving stochastic model +A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows +Limiting behavior of the search cost distribution for the move-to-front rule in the stable case +Attractive n-type contact processes +Strong renewal theorems and Lyapunov spectra for $\alpha$--Farey and $\alpha$--L\"uroth systems +A Fluid Limit for an Overloaded X Model Via an Averaging Principle +On customer flows in Jackson queuing networks +Estimation of parameters of regularly varying distributions on convex cones +A renormalized rough path over fractional Brownian motion +Helffer-Sjostrand representation for conservative dynamics +Transition density estimates for jump L\'evy processes +Intrinsic Volumes of the Maximal Polytope Process in Higher Dimensional STIT Tessellations +Intrinsic Volumes of the Maximal Facet Process in Higher Dimensional STIT Tessellations +On the Coupling Property of L\'\u007be\u007dvy Processes +Strong Feller Continuity of Feller Processes and Semigroups +Local behaviour of first passage probabilities +The Tychonoff uniqueness theorem for the G-heat equation +G. Birkhoff's problem in irreversible quantum dynamics +Slow and fast scales for superprocess limits of age-structured populations +Approximation of Vorob'ev expectation for random closed sets +The self-dual point of the two-dimensional random-cluster model is critical for $q\geq 1$ +Reconciling alternate methods for the determination of charge distributions: A probabilistic approach to high-dimensional least-squares approximations +Limiting shapes for a non-abelian sandpile growth model and related cellular automata +SLE curves and natural parametrization +Generalized crested products of Markov chains +Bounds for scaling exponents for a 1+1 dimensional directed polymer in a Brownian environment +Branching random walk in Z^4 with branching at the origin only +Anisotropic Poisson Processes of Cylinders +On Convergence to Stochastic Integrals +Mean-Set Attack: Cryptanalysis of Sibert et al. Authentication Protocol +Infinitely Divisible Central Probability Measures on Compact Lie Groups - Regularity, Semigroups and Transition Kernels +Jump-diffusion unravelling of a non Markovian generalized Lindblad master equation +Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models +Percolation in an ultrametric space +The associated random walk and martingales in random walks with stationary increments +On-the-fly Uniformization of Time-Inhomogeneous Infinite Markov Population Models +Topology of random 2-complexes +Stopping of functionals with discontinuity at the boundary of an open set +The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 +Cut-off and Escape Behaviors for Birth and Death Chains on Trees +Monotonicity of Percolation Probability on $\Z^d$ with Long Range Connections +Central limit theorem for products of toral automorphisms +Variance of the number of Comparisons of Randomized Quicksort +Convergence of a stochastic particle approximation for fractional scalar conservation laws +On the partial connection between random matrices and interacting particle systems +Asymptotic Cram\'er's theorem and analysis on Wiener space +The Bounded Confidence Model Of Opinion Dynamics +Stochastic Schr\"odinger equations and memory +On the concentration of the number of solutions of random satisfiability formulas +Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices +Spectral Properties of the Massless Relativistic Harmonic Oscillator +The Cover Time of Deterministic Random Walks +Approximation Theorems Related to the Coupon Collector's Problem +Local central limit theorems in stochastic geometry +Bounds on Stock Price probability distributions in Local-Stochastic Volatility models +Extreme Value Laws in Dynamical Systems for Non-smooth Observations +Eigenvalue and Entropy Statistics for Products of Conjugate Random Quantum Channels +Sparse approaches for the exact distribution of patterns in long multi-states sequences generated by a Markov source +Large Deviations Principle for a Large Class of One-Dimensional Markov Processes +A simple proof of the generalized strong recurrence for any non-zero parameter +Implicit Renewal Theory and Power Tails on Trees +On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems +The GHS inequality for the Potts Model +The entropy per coordinate of a random vector is highly constrained under convexity conditions +Fractional generalizations of Young and Brunn-Minkowski inequalities +First passage process of a Markov additive process, with applications to reflection problems +The Dyson Brownian minor process +Spectral analysis of random walk operators on euclidian space +Normal forms approach to diffusion near hyperbolic equilibria +Toward the Fourier law for a weakly interacting anharmonic crystal +A stochastic formula for the entropy and applications +Tail Approximations of Integrals of Gaussian Random Fields +Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks +Positive curvature property for some hypoelliptic heat kernels +The Spatial Product of Arveson Systems is Intrinsic +Scaling Limit for the Diffusion Exit Problem in the Levinson Case +Random linear recursions with dependent coefficients +Multivariate linear recursions with Markov-dependent coefficients +On a species survival model +Price as a matter of choice and nonstochastic randomness +Before the Models: Price as Decision and Nonstochastic Randomness +Outperforming the Market Portfolio with a Given Probability +Derivatives Pricing and Nonstochastic Randomness: Pricing as Decision Problem +Asymptotic Equipartition Properties for simple hierarchical and networked structures +Tightness, weak compactness of nonlinear expectations and application to CLT +Measures and Processes on Semilattices +Absolute ruin in the Ornstein-Uhlenbeck type risk model +Small-Time Asymptotics of Option Prices and First Absolute Moments +Conformal Loop Ensembles: The Markovian Characterization +Conformal Loop Ensembles: Construction via Loop-soups +On the stability of linear networks and upstream trees without congestion control mechanisms +Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory +Exact and high order discretization schemes for Wishart processes and their affine extensions +Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains +A conditioning principle for Galton-Watson trees +Measure extensions and generalised stochastic integrals +Functionals of Exponential Brownian Motion and Divided Differences +A percolation process on the square lattice where large finite clusters are frozen +On the excursions of reflected local time processes and stochastic fluid queues +Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations +L\'evy-Schr\"odinger wave packets +Spectrum of non-Hermitian heavy tailed random matrices +The conflict triad dynamical system +Quenched Central Limit Theorems for Sums of Stationary Processes +Spectral asymptotics for stable trees +Dependence of multivariate extremes +On the multivariate upcrossings index +Random interlacements on Galton-Watson Trees +Upper bound on the expected size of intrinsic ball +Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps +A quasimartingale characterization of p stable type Banach spaces +On the comparison theorem for multidimensional SDEs with jumps +Recovery Rates in investment-grade pools of credit assets: A large deviations analysis +Accelerated finite difference schemes for stochastic partial differential equations in the whole space +Bulk scaling limit of the Laguerre ensemble +Copula Processes +Universal distribution of fluctuations at the edge of the rarefaction fan +Random subshifts of finite type +From constructive field theory to fractional stochastic calculus. (I) The L\'evy area of fractional Brownian motion with Hurst index $\alpha\in (1/8,1/4)$ +No Feedback Card Guessing for Top to Random Shuffles +Weak convergence for the minimal position in a branching random walk: a simple proof +$L^\u007bp\u007d$ Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space +Two-state free Brownian motions +A Kneser-type theorem for backward doubly stochastic differential equations +Generalized Laguerre Unitary Ensembles and an interacting particles model with a wall +Nested subclasses of the class of $\alpha$-selfdecomposable distributions +On the functional limits for partial sums under stable law +Fast simulation of large-scale growth models +Localization for (1+1)-dimensional pinning models with $(\nabla + \Delta)$-interaction +Random recursive triangulations of the disk via fragmentation theory +Quantitative estimates for the long time behavior of a PDMP describing the movement of bacteria +On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution +A note on the invariant distribution of a quasi-birth-and-death process +Realization of finite-state mixing Markov chain as a random walk subject to a synchronizing road coloring +Lower bounds for the spectral radii of adjacency operators on Baumslag-Solitar groups +Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration +Integer Sequences from Queueing Theory +On the functional limits for sums of a function of partial sums +Strong laws of large numbers for capacities +Scaling limit of d-inverse of Brownian motion with functional drift +Realization of a finite-state stationary Markov chain as a random walk subject to a synchronizing road coloring +Probability that a chromosome is lost without trace under the neutral Wright-Fisher model with recombination +Asymptotic efficiency of p-mean tests for means in high dimensions +Multiple recurrence and the structure of probability-preserving systems +L\'evy-driven polling systems +On Maximal Ranges of Vector Measures for Subsets and Purification of Transition Probabilities +Spectral analysis of subordinate Brownian motions in half-line +Schur^2-concavity properties of Gaussian measures, with applications to hypotheses testing +Asymptotics for sums of a function of normalized independent sums +Scaling and multiscaling in financial indexes: a simple model +Extremes of multidimensional Gaussian processes +Computational Transition at the Uniqueness Threshold +Noncommutative Independence from Characters of the Infinite Symmetric Group $\mathbb\u007bs\u007d_\infty$ +The Bernoulli sieve: an overview +Limit theorems for 2D invasion percolation +A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes and loop soups +Einstein relation for reversible diffusions in random environment +Ergodicity of self-attracting motion +Selective Sweeps for recessive alleles and for other modes of dominance +Component Evolution in General Random Intersection Graphs +Perfect simulation for stochastic chains of infinite memory: relaxing the continuity assumption +Zero-sum linear quadratic stochastic integral games and BSVIEs +Wait-and-see strategies in polling models +The Stochastic Wave Equation with Multiplicative Fractional Noise: a Malliavin calculus approach +Recursions and tightness for the maximum of the discrete, two dimensional Gaussian Free Field +Exponential moments of first passage times and related quantities for random walks +Dimension results and KPZ formula for two dimensional multiplicative cascade process +Backward doubly stochastic differential equations with weak assumptions on the coefficients +How to Combine Independent Data Sets for the Same Quantity +The dual optimizer for the growth-optimal portfolio under transaction costs +Persistence of invertibility on the Wiener space +Log-concave measures +Gradient Estimate for Ornstein-Uhlenbeck Jump Processes +When Knowing Early Matters: Gossip, Percolation and Nash Equilibria +Limit theorems for a random directed slab graph +A Burgers-KPZ Type Parabolic Equation \par\noindent for the Path-Independence of the Density of the Girsanov Transformation +A note on the Modified Log-Sobolev inequality +Decision making times in mean-field dynamic Ising model +Asymptotic Entropy of Random Walks on Free Products +Wentzel-Freidlin estimates for jump processes in semi-group theory: upper bound +High-Dimensional Lipschitz Functions are Typically Flat +On the distribution of extreme values of zeta and $L$-functions in the strip $1/2<\sigma<1$ +Household epidemic models with varying infection response +Phase transitions for modified Erd\"os-R\'enyi processes +On Malliavin's differentiability of BSDE with time delayed generators driven by Brownian motions and Poisson random measures +Backward stochastic differential equations with time delayed generators - results and counterexamples +Novel Characteristics of Split Trees by use of Renewal Theory +On the local time of random walks associated with Gegenbauer polynomials +Kingman and mathematical population genetics +A Weakly 1-Stable Limiting Distribution for the Number of Random Records and Cuttings in Split Trees +Ising models on power-law random graphs +A note on equilibrium Glauber and Kawasaki dynamics for permanental point processes +Upper tails for triangles +Some Remarks on T-copulas +Approximations to the Stochastic Burgers Equation +The Ground State Energy of The Massless Spin-Boson Model +A Differentiation Theory for It\^o's Calculus +Hitting times for random walks with restarts +A Berry-Esseen bound with applications to counts in the Erd\"os-R\'enyi random graph +Spectral characterization for the quadratic variation of mixed Brownian fractional Brownian motion +Random zeros on complex manifolds: conditional expectations +Pathwise uniqueness for singular SDEs driven by stable processes +A central limit theorem under sublinear expectations +First passage percolation on the Erd\H\u007bo\u007ds-R\'enyi random graph +Correlation functions for random complex zeroes: strong clustering and local universality +On the Inclusion Probabilities in Some Unequal Probability Sampling Plans Without Replacement +A central limit theorem for reversible processes with non-linear growth of variance +Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon +Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations +A refined factorization of the exponential law +Joint cumulants for natural independence +Interpolation of Gibbs measures with White Noise for Hamiltonian PDE +A Recurrent Rotor-Router Configuration in Z^3 +On Schr\"odinger's equation, 3-dimensional Bessel bridges, and passage time problems +Regularity Analysis for Stochastic Partial Differential Equations with Nonlinear Multiplicative Trace Class Noise +Some remarks on weighted logarithmic Sobolev inequality +Clark-Ocone type formula for non-semimartingales with finite quadratic variation +SDDEs limits solutions to sublinear reaction-diffusion SPDEs +Variational characterization of the critical curve for pinning of random polymers +Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look +A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process +Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise I: Existence and finite dimensional asymptotic behavior +Brownian-Time Processes: The PDE Connection II and the Corresponding Feynman-Kac Formula +Brownian-Time Processes: The PDE Connection and the Half-Derivative Generator +SPDEs law equivalence and the compact support property: applications to the Allen-Cahn SPDE +Uniqueness in Law for the Allen-Cahn SPDE via Change of Measure +Random matrix models of stochastic integral type for free infinitely divisible distributions +Some distance bounds of branching processes and their diffusion limits +Supercritical super-Brownian motion with a general branching mechanism and travelling waves +Clark-Ocone type formula for non-semimartingales with non-trivial quadratic variation +Continuous time vertex reinforced jump processes on Galton-Watson trees +Robust maximization of asymptotic growth +Quadratic Reflected BSDEs with Unbounded Obstacles +A Hierarchical Probability Model of Colon Cancer +The homotopical dimension of random 2-complexes +Random subgroups of linear groups are free +Decay of Correlations for Quantum Spin Systems with a Transverse Field: A Dynamic Approach +The Extent of SIR Epidemics on Arbitrary Graphs is Monotonic +Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions +The limiting behavior of some infinitely divisible exponential dispersion models +A class of even walks and divergence of high moments of large Wigner random matrices +Quantitative Breuer-Major Theorems +Hydrodynamic Limit for a type of Exclusion Processes with slow bonds in dimension $\ge 2$ +Distribution of levels in high-dimensional random landscapes +Retrieving information from subordination +The viability property of jump diffusion processes on Riemannian manifolds +Support theorem for stochastic variational inequalities +Absolutely Continuous Compensators +On the computability of conditional probability +Polynomial extensions of the Weyl $C^*$-algebra +Random matrices: Localization of the eigenvalues and the necessity of four moments +Multifractal analysis of L\'evy fields +Total variation and local limit error bounds for geometric approximation +Low Rank Matrix-Valued Chernoff Bounds and Approximate Matrix Multiplication +Low Rank Matrix-Valued Chernoff Bounds and Applications +Spin glass models from the point of view of spin distributions +Random walk on surfaces with hyperbolic cusps +Geometric approximation and the equilibrium distribution coupling +Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function +Persistence in fluctuating environments +Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables +Absolutely minimal Lipschitz extension of tree-valued mappings +Fundamental Flaws in Feller's Classical Derivation of Benford's Law +Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains +Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations +Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations +A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients +The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs +Lagging/Leading Coupled Continuous Time Random Walks, Renewal Times and their Joint Limits +Stochastic dynamical systems with weak contractivity properties (with a chapter featuring results of Martin Benda) +Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2) +Concentration for multidimensional diffusions and their boundary local times +A Classification of Deterministic Hunt Processes with Some Applications +Two stock options at the races: Black-Scholes forecasts +Quantum Diffusion and Delocalization for Band Matrices with General Distribution +Insuring against loss of evidence in game-theoretic probability +Scaling limits for the uniform infinite quadrangulation +Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models +Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations +A note on the length of the longest alternating subsequence +Rough path stability of SPDEs arising in non-linear filtering +Asymptotic Behavior of Aldous' Gossip Process +Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift +Maximal inequality of Stochastic convolution driven by compensated Poisson random measures in Banach spaces +An estimation of the stability and the localisability functions of multistable processes +Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency +Optimization of dividend and reinsurance strategies under ruin probability constraint +Stock loan with Automatic termination clause, cap and margin +Nonlinear optimal stochastic control of large insurance company with insolvency probability constraints +Nonlinear optimal stochastic control of the insurance company under small bankrupt probability constraints +Stock loan model with Automatic termination clause +Optimal dividend and investing control of a insurance company with higher solvency constraints +Optimal dividend policy of a large insurance company with positive transaction cost under higher solvency and security +Variational inequality method in stock loans +Random walk on discrete point processes +Displacement convexity of generalized entropies +Mobile Geometric Graphs, and Detection and Communication Problems in Mobile Wireless Networks +Non-intersecting Brownian motions leaving from and going to several points +Random graphs with a given degree sequence +Two Sample Covariances from a Trivariate Normal Distribution +Stein's method, heat kernel, and traces of powers of elements of compact Lie groups +The affine transform formula for affine jump-diffusions with a general closed convex state space +Asymptotic normality of maximum likelihood estimator for cooperative sequential adsorption +Low-temperature dynamics of the Curie-Weiss Model: Periodic orbits, multiple histories, and loss of Gibbsianness +Random Gaussian Tetrahedra +Convolutions Induced Discrete Probability Distributions and a New Fibonacci Constant +The affine transform formula for affine diffusions with convex state space +Diffusion limits for shortest remaining processing time queues +A monotonicity property for random walk in a partially random environment +First Passage Properties of the Polya Urn Process +Efficient Monte Carlo for High Excursions of Gaussian Random Fields +The contact process on the complete graph with random vertex-dependent infection rates +The Euler-Maruyama approximations for the CEV model +Large deviations and Aubry-Mather measures supported in nonhyperbolic closed geodesics +Empirical processes with bounded \psi_1 diameter +Parallel adaptation: One or many waves of advance of an advantageous allele? +SPDE in Hilbert Space with Locally Monotone Coefficients +First passage percolation and competition models +Noncolliding processes, matrix-valued processes and determinantal processes +Central limit theorems for the excursion sets volumes of weakly dependent random fields +Conditional Sampling for Spectrally Discrete Max-Stable Random Fields +Conditional Sampling for Max-Stable Random Fields +Quenched Exit Estimates and Ballisticity Conditions for Higher-Dimensional Random Walk in Random Environment +On the fractional Black-Scholes market with transaction costs +The distribution of eigenvalues of randomized permutation matrices +Rough paths in idealized financial markets +A note on a result of Liptser-Shiryaev +A large-deviation view on dynamical Gibbs-non-Gibbs transitions +Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values +Martingale-type processes indexed by the real line +Biharmonic functions on groups and limit theorems for quasimorphisms along random walks +Central limit theorems for quasimorphisms +On scale functions of spectrally negative Levy processes with phase-type jumps +Random walk in a finite directed graph subject to a road coloring +Strong solutions of Tsirelson's equation in discrete time taking values in compact spaces with semigroup action +Coverage statistics for sequence census methods +High-Rate Vector Quantization for the Neyman-Pearson Detection of Correlated Processes +Risk measuring under model uncertainty +Limit Theorems for Competitive Density Dependent Population Processes +Perturbation approach to scaled type Markov renewal processes with infinite mean +A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage +Intertwining of birth-and-death processes +Limit theory for planar Gilbert tessellations +Strength in numbers? Not always! +Un processus ponctuel associ\'e aux maxima locaux du mouvement brownien +Will the swine strain crowd out the seasonal influenza strain? +An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs +Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows +Distribution functions of Poisson random integrals: Analysis and computation +Spline approximation of a random process with singularity +The Forgetfulness of Balls and Bins +Positivity and lower bounds for the density of Wiener functionals +The external lengths in Kingman's coalescent +Area distribution and the average shape of a L\'evy bridge +Convenient Multiple Directions of Stratification +Computational efficiency of fractional diffusion using adaptive time step memory +Quasilimiting behavior for one-dimensional diffusions with killing +The external length in Kingman's coalescent +On limiting cluster size distributions for processes of exceedances for stationary sequences +Multitype branching processes with immigration in random environment and polling systems +A note on maximal estimates for stochastic convolutions +Multivariate Measures of Concordance for Copulas and their Marginals +The law of the iterated logarithm for a class of transient random walk in random environment +Optimal Content Placement for Peer-to-Peer Video-on-Demand Systems +Modelling Information Flows in Financial Markets +On the Capacity of Compound State-Dependent Channels with States Known at the Transmitter +Universal A Posteriori Metrics Game +Linearization and local stability of random dynamical systems +On convex hull of Gaussian samples +Existence and Properties of Minimum Action Curves for Degenerate Finsler Metrics +An asymptotic variance of the self-intersections of random walks +Thermalization of random motion in weakly confining potentials +Meromorphic Levy processes and their fluctuation identities +On Convergence to SLE$_6$ I: Conformal Invariance for Certain Models of the Bond-Triangular Type +Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy +A note on fluctuations for internal diffusion limited aggregation +Mittag-Leffler Waiting Time, Power Laws,Rarefaction, Continuous Time Random Walk, Diffusion Limit +Spectral gap and logarithmic Sobolev constant for continuous spin systems +Speed of stability for birth--death processes +On Convergence to SLE$_6$ II: Discrete Approximations and Extraction of Cardy's Formula for General Domains +On parabolicity and area growth of minimal surfaces +Non-tangential, radial and stochastic asymptotic properties of harmonic functions on trees +User-friendly tail bounds for matrix martingales +User-friendly tail bounds for sums of random matrices +Cover times, blanket times, and majorizing measures +On Optimal Harvesting Problems in Random Environments +Homogenization of Fractional Kinetic Systems with Random Initial Data +Diffusive limit for the myopic (or "true") self-avoiding random walk in three and more dimension +Metric on state space of Markov chain +Improved Frechet bounds and model-free pricing of multi-asset options +From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage +Asymptotic behavior of some factorizations of random words +Norm of polynomials in large random and deterministic matrices +An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula +Genealogies of regular exchangeable coalescents with applications to sampling +Tempered fractional Cauchy problems on bounded domains +On bilinear forms based on the resolvent of large random matrices +Semicircle Law for Tyler's M-Estimator +Sums of random Hermitian matrices and an inequality by Rudelson +A new approach to fluctuations of reflected L\'\u007be\u007dvy processes +Consensus over a Random Network Generated by i.i.d. Stochastic Matrices +Extremal doubly stochastic measures and optimal transportation +Large deviations for the local fluctuations of random walks and new insights into the "randomness" of Pi +Compound Poisson Approximation via Information Functionals +Lower Bounds for the Probability of a Union via Chordal Graphs +Concentration inequalities for Gibbs measures +Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point +Emergence of giant cycles and slowdown transition in random transpositions and $k$-cycles +How close is the sample covariance matrix to the actual covariance matrix? +Asymptotic expansions for the Gaussian Unitary Ensemble +An explanation of the distribution of inter-seizure intervals +The Chordal Graph Sieve: Lower Bounds +Reconstruction Threshold for the Hardcore Model +Pathwise uniqueness and continuous dependence for SDEs with nonregular drift +Weighted Nash Inequalities +Fractional smoothness and applications in finance +Sobolev inequalities and Concentration properties in infinite dimensions +Dividend problem with Parisian delay for a spectrally negative L\'evy risk process +Fractional processes as models in stochastic finance +Valuation equations for stochastic volatility models +Dimers and orthogonal polynomials: connections with random matrices +System signatures for dependent lifetimes: Explicit expressions and interpretations +Integration by parts formula with respect to jump times for stochastic differential equations +Growth of Galton-Watson trees: immigration and lifetimes +Wiener Process with Reflection in Non-Smooth Narrow Tubes +A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection +Dimension-independent Harnack inequalities for subordinated semigroups +Strassen's invariance principle for random walk in random environment +Optimal closing of a pair trade with a model containing jumps +Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution +Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps +The Lent Particle Method, Application to Multiple Poisson Integrals +Weak nonmild solutions to some SPDEs +Explicit solutions of fractional diffusion equations via Generalized Gamma Convolution +Large deviations and equilibrium states for smooth maps +Equidistribution results for geodesic flows +Bahadur Representation for U-Quantiles of Dependent Data +Local versus Global Search in Channel Graphs +Crossover to the KPZ equation +Invariance of Poisson measures under random transformations +Mean field for Markov Decision Processes: from Discrete to Continuous Optimization +Derivation of a Stochastic Neutron Transport Equation +Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture +Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes +Merging and stability for time inhomogeneous finite Markov chains +Results on numerics for FBSDE with drivers of quadratic growth +Action functional and quasi-potential for the Burgers equation in a bounded interval +Predicting the Ultimate Supremum of a Stable L\'evy Process with No Negative Jumps +Function-indexed empirical processes based on an infinite source Poisson transmission stream +Current fluctuations for stochastic particle systems with drift in one spatial dimension +Asymptotic analysis for stochastic volatility: Edgeworth expansion +Total variation approximation for quasi-equilibrium distributions +The differentiation of hypoelliptic diffusion semigroups +Multi-dimensional Gaussian fluctuations on the Poisson space +Discretization error of Stochastic Integrals +Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability +A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs +Reversibility of Whole-Plane SLE +Singular vectors under random perturbation +Second-Order Properties and Central Limit Theory for the Vertex Process of Iteration Infinitely Divisible and Iteration Stable Random Tessellations in the Plane +Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse +Langevin process reflected on a partially elastic boundary I +On the Exponential Probability Bounds for the Bernoulli Random Variables +A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance +Multitype Contact Process on $\Z$: Extinction and Interface +Tightness for the Interface of the One-Dimensional Contact Process +A generalized Fernique theorem and applications +Level-crossings of symmetric random walks and their application +Level-crossings of symmetric random walks +Random Ancestor Trees +On the Holonomy or Algebraicity of Generating Functions Counting Lattice Walks in the Quarter-Plane +Tensorizing maximal correlations +Distribution of a particle's position in the ASEP with the \u007balternating\u007d initial condition +Hilbertian decorrelations +Fractional Cauchy problems on bounded domains: survey of recent results +Strict inequalities of critical probabilities on Gilbert's continuum percolation graph +The Aldous-Shields model revisited (with application to cellular ageing) +Ergodic BSDEs under weak dissipative assumptions +On the convex hull of symmetric stable processes +Measures and the Law of the Iterated Logarithm +Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling +A stochastic Taylor-like expansion in the rough path theory +Laplace approximation for rough differential equation driven by fractional Brownian motion +A Stochastic Analysis of some Two-Person Sports +Upper large deviations for Branching Processes in Random Environment with heavy tails +Limit Theorems for Partial Hedging Under Transaction Costs +Error Estimates for Multinomial Approximations of American Options in Merton's Model +Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model +The number of absorbed individuals in branching Brownian motion with a barrier +Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations +On the behaviour of a rumour process with random stifling +Change of variable formulas for non-anticipative functionals on path space +Stable fluctuations for ballistic random walks in random environment on Z +Stochastic maximal $L^p$-regularity +Long-range percolation on the hierarchical lattice +When does fractional Brownian motion not behave as a continuous function with bounded variation? +Optimal Tradeoff Between Exposed and Hidden Nodes in Large Wireless Networks +Spatial fairness in linear wireless multi-access networks +Knudsen gas in a finite random tube: transport diffusion and first passage properties +A random string with reflection in a convex domain +Random continued fractions with beta hypergeometric distribution +Empirical Processes of Multidimensional Systems with Multiple Mixing Properties +When fractional Brownian motion does not behave as a continuous function with bounded variation? +Some Estimates for Martingale Representation under G-Expectation +Universality of Wigner Random Matrices: a Survey of Recent Results +Strategic Random Networks: Why Social Networking Technology Matters +Multiple orthogonal polynomials in random matrix theory +Entropy and Hausdorff Dimension in Random Growing Trees +Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment +Unique Bernoulli g-measures +Asymptotic theory for fractional regression models via Malliavin calculus +Quantiles Equivariance +Affine Diffusions with non-Canonical State Space +Branching Feller diffusion for cell division with parasite infection +Gossip and Distributed Kalman Filtering: Weak Consensus under Weak Detectability +The Axelrod model for the dissemination of culture revisited +Mixing Time of Glauber Dynamics With Parallel Updates and Heterogeneous Fugacities +Infinite-dimensional stochastic differential equations related to random matrices +The probability that a subspace contains a positive vector +Extremal statistics of curved growing interfaces in 1+1 dimensions +Heavy-tailed targets and (ab)normal asymptotics in diffusive motion +Non-Gaussian targets and (ab)normal patterns of relaxation in random motion +Delay-rate tradeoff in ergodic interference alignment +A general framework for perfect simulation of long memory processes +Bounds for mixing time of quantum walks on finite graphs +Bessel processes and hyperbolic Brownian motions stopped at different random times +Stein couplings for normal approximation +Large deviations for self-intersection local times of stable random walks +Wellposedness of Second Order Backward SDEs +Dual Formulation of Second Order Target Problems +A Finite-Volume Version of Aizenman-Higuchi Theorem for the 2d Ising Model +On one-dimensional stochastic differential equations involving the maximum process +The Interacting Branching Process as a Simple Model of Innovation +Multivariate records based on dominance +Unicit\'e trajectorielle des \'equations diff\'erentielles stochastiques avec temps local et temps de s\'ejour au bord +Asymptotic and Exact Pricing of Options on Variance +A structural characterization of numeraires of convex sets of nonnegative random variables +Bootstrap Percolation on Complex Networks +Asymptotics and Exact Pricing of Options on Variance +Strictly positive support points of convex sets in $\mathbb\u007bL\u007d^0_+$ +Self similar solutions in one-dimensional kinetic models: a probabilistic view +Hydrodynamic limit of symmetric exclusion processes in inhomogeneous media +Continuous time Ehrenfest process in term structure modelling +Almost sure convergence for stochastically biased random walks on trees +On time-dependent functionals of diffusions corresponding to divergence form operators +Minimization of divergences on sets of signed measures +Integral representation of Skorokhod reflection +On It\^\u007bo\u007d's formula for symmetric $\alpha $-stable L\'\u007be\u007dvy process of index $1<\alpha\leq 2 $ +Composition of processes and related partial differential equations +Balanced random Toeplitz and Hankel Matrices +On the stability of flow-aware CSMA +n-Kernel Orthogonal Polynomials on the Dirichlet, Dirichlet-Multinomial, Poisson-Dirichlet and Ewens' sampling distributions, and positive-definite sequences +Euler Integration of Gaussian Random Fields and Persistent Homology +Recurrence rates and hitting-time distributions for random walks on the line +Dimension dependent hypercontractivity for Gaussian kernels +Percolation on a product of two trees +Spectral gap for some invariant log-concave probability measures +Sojourn time in $\mathbb\u007bZ\u007d^+$ for the Bernoulli random walk on $\mathbb\u007bZ\u007d$ +Bouchaud walks with variable drift +Critical branching random walk in an IID environment +Limit theorems for a general stochastic rumour model +Explicit solutions for the exit problem for a class of L\'evy processes. Applications to the pricing of double barrier options +New examples for the KLS conjecture +Kingman, category and combinatorics +Strong path convergence from Loewner driving convergence +Diffusion processes and coalescent trees +Dependent particle deposition on a graph: concentration properties of the height profile +Spreading speeds in reducible multitype branching random walk +Free Quadratic Harness +Branching out +Critical strong Feller regularity for Markov solutions to the Navier-Stokes equations +Quasi-sure Stochastic Analysis through Aggregation +Probability Distributions attached to generalised Bergman Spaces on the Poincar\'e Disk +Renormalisation group analysis of weakly self-avoiding walk in dimensions four and higher +Universality of KPZ equation +The output distribution of important LULU-operators +Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles +Maxima of moving maxima of continuous functions +Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions +An Exposition of G\"otze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem +Ruin probability with Parisian delay for a spectrally negative L\'evy risk process +Fluctuations in random complex zeroes: Asymptotic normality revisited +Central limit theorems for random polygons in an arbitrary convex set +Asymptotic normality of randomly truncated stochastic algorithms +Markov-modulated Brownian motion with two reflecting barriers +Random Complex Zeroes and Random Nodal Lines +Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces +The free Meixner class for pairs of measures +A Fourier-analytic Approach to Counting Partial Hadamard Matrices +Homogenization for advection-diffusion in a perforated domain +A General Construction to Stationary Weak Solutions of Parabolic SPDEs +A tight quantitative version of Arrow's impossibility theorem +On the role of Allee effect and mass migration in survival and extinction of a species +Extension to Infinite Dimensions of a Stochastic Second-Order Model associated with the Shape Splines +Lattice embeddings in percolation +A stochastic analysis of greedy routing in a spatially-dependent sensor network +Shape Splines and Stochastic Shape Evolutions: A Second Order Point of View +Universality for generalized Wigner matrices with Bernoulli distribution +Minimizing the Probability of Lifetime Ruin under Stochastic Volatility +Branching structure for an (L-1) random walk in random environment and its applications +Stochastic domination for the Ising and fuzzy Potts models +Curvature Diffusions in General Relativity +Connected Spatial Networks over Random Points and a Route-Length Statistic +Transport Inequalities. A Survey +Branching structure for the transient (1;R)-random walk in random environment and its applications +Escape probabilities for branching Brownian motion among mild obstacles +On the Peirce's "balancing reasons rule" failure in his "large bag of beans" example +Risk Aversion Asymptotics for Power Utility Maximization +Quantile Clocks +Survival, extinction and approximation of discrete-time branching random walks +Scaling limits of Markov branching trees, with applications to Galton-Watson and random unordered trees +Stochastic order and attractiveness for particle systems with multiple births, deaths and jumps +The small world effect on the coalescing time of random walks +Explicit expanders with cutoff phenomena +The missing log in large deviations for subgraph counts +Stability of the bipartite matching model +Asymptotic Approximations for Stationary Distributions of Many-Server Queues with Abandonment +Quenched invariance principle for random walks in balanced random environment +Formulas for Joint Probabilities for the Asymmetric Simple Exclusion Process +Scaling limits for continuous opinion dynamics systems +Soft edge results for longest increasing paths on the planar lattice +Random graph states, maximal flow and Fuss-Catalan distributions +Random walk with barycentric self-interaction +Schramm's proof of Watts' formula +Collisions of Random Walks +TASEP with Discontinuous Jump Rates +Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion +Refining quasi-probability kernels +Non-asymptotic theory of random matrices: extreme singular values +Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function +Fixed points for multi-class queues +Existence of Gibbsian point processes with geometry-dependent interactions +On the monotonicity, log-concavity and tight bounds of the generalized Marcum and Nuttall Q-functions +Efficient Queue-based CSMA with Collisions +Spatially Adaptive Stochastic Multigrid Methods for Fluid-Structure Systems with Thermal Fluctuations +A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary +Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient +Macroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain +Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion +Central Limit Theorem for truncated heavy tailed Banach valued random vectors +A defense of Columbo (and of the use of Bayesian inference in forensics): A multilevel introduction to probabilistic reasoning +Painting a Graph with Competing Random Walks +Right inverses of Levy processes: the excursion measure in the general case +Distribution of Eigenvalues of Highly Palindromic Toeplitz Matrices +Central Limit Theorem and Large Deviations for truncated heavy-tailed random vectors +Ergodicity of Stochastic Curve Shortening Flow in the Plane +On the Rate of Convergence to Stationarity of the M/M/N Queue in the Halfin-Whitt Regime +A Universality Property of Gaussian Analytic Functions +Quantitative relation between noise sensitivity and influences +Evolutionary dynamics of tumor progression with random fitness values +Approximating the coefficients in semilinear stochastic partial differential equations +A Note on Universality of Gaussian Analytic Functions on Symmetric Spaces +Asymptotic optimality of the cross-entropy method for Markov chain problems +On Sampling without replacement and OK-Corral urn models +Limit laws for sums of independent random products: the lattice case +Large deviations for stochastic PDE with Levy noise +Ordering the representations of S_n using the interchange process +Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter H > 1/2 +Analysis on Wiener Space and Applications +Trap models with vanishing drift: Scaling limits and aging regimes +On the Design of Efficient CSMA Algorithms for Wireless Networks +Counting walks in a quadrant : a unified approach via boundary value problems +A variational formula for the free energy of an interacting many-particle system +Stochastic model for cell polarity +A note on the existence of transition probability densities for L\'evy processes +Hitting times, commute distances and the spectral gap for large random geometric graphs +The Shape of Unlabeled Rooted Random Trees +On the critical parameter of interlacement percolation in high dimension +Flexible Sampling of Discrete Scale Invariant Markov Processes: Covariance and Spectrum +Continuous Disintegrations of Gaussian Processes +Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit +Existence of weak solutions for a class of semilinear stochastic wave equations +Free Infinite Divisibility for Q-Gaussians +Random Matrices and complexity of Spin Glasses +Persistent Homology for Random Fields and Complexes +Continuous Disintegrations of Gaussian Measures +Penalized maximum likelihood estimation for generalized linear point processes +The evolution of random reversal graph +Random Growth Models +Asymptotic behavior of stochastic PDEs with random coefficients +Dynamic Random Walks on Motion Groups +Poincar\'e inequality and the Lp convergence of semi-groups +Finite-state Markov Chains obey Benford's Law +Limsup behaviors of multi-dimensional selfsimilar processes with independent increments +Almost sure asymptotics for the maximum local time in Brownian environment +Numerical schemes for the rough heat equation +Distance statistics in large toroidal maps +Sparse Legendre expansions via $\ell_1$ minimization +On the Stochastic Heat Equation with Spatially-Colored Random forcing +The number of graphs and a random graph with a given degree sequence +Dense subgraphs in the H-free process +Probability Distribution of the Free Energy of the Continuum Directed Random Polymer in 1+1 dimensions +A lower bound on the critical parameter of interlacement percolation in high dimension +Brownian motion with variable drift can be space-filling +Opinion dynamics with confidence threshold: an alternative to the Axelrod model +Two-scale multitype contact process: coexistence in spatially explicit metapopulations +A proof of a conjecture in the Cram\'er-Lundberg model with investments +Percolation Hamiltonians +Concentration of Additive Functionals for Markov Processes and Applications to Interacting Particle Systems +On the size of a finite vacant cluster of random interlacements with small intensity +Functional macroscopic behavior of weighted random ball model +Multiplicative strong unimodality for positive stable laws +Neighborhood radius estimation in Variable-neighborhood Random Fields +Cumulants and convolutions via Abel polynomials +On the neighborhood radius estimation in Variable-neighborhood Markov Random Fields +Generically stable and smooth measures in NIP theories +Brownian semistationary processes and conditional full support +Transformations of one-dimensional Gibbs measures with infinite range interaction +Stochastic monotonicity and duality for one-dimensional Markov processes +The martingale approach to disorder irrelevance for pinning models +Asymptotic distribution of singular values of powers of random matrices +Heavy traffic on a controlled motorway +Dynamics of the supermarket model +The largest component in an inhomogeneous random intersection graph with clustering +Nonlinear Expectations and Stochastic Calculus under Uncertainty +Phi-entropy inequalities and Fokker-Planck equations +Weak disorder asymptotics in the stochastic mean-field model of distance +A characterization of freeness by invariance under quantum spreading +Regularity partitions and the topology of graphons +Coupling time distribution asymptotics for some couplings of the Levy stochastic area +Crossing random walks and stretched polymers at weak disorder +Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients +On a new probabilistic representation for the solution of the heat equation +Particle systems with quasi-homogeneous initial states and their occupation time fluctuations +Moments of Gamma type and the Brownian supremum process area +A limit theorem for particle current in the symmetric exclusion process +Almost sure asymptotics for the random binary search tree +Variations on the Berry-Esseen theorem +Large number of queues in tandem: Scaling properties under back-pressure algorithm +A sharper threshold for bootstrap percolation in two dimensions +Psi-series method in random trees and moments of high orders +Parameter estimations for SPDEs with multiplicative fractional noise +Non-equilibrium dynamics of stochastic point processes with refractoriness +Non-equilibrium dynamics of stochastic point processes with dead-time +Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles +Non-equilibrium dynamics of stochastic point processes: a dead-time approach +Scaling Limits for Random Quadrangulations of Positive Genus +Dynamic risk measures +Optimal investment with bounded VaR for power utility functions +Interpolation and $\Phi$-moment inequalities of noncommutative martingales +On the unimodality of inverse positive stable laws +Singular perturbations to semilinear stochastic heat equations +Generalized Polya urns via stochastic approximation +Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of L\'evy processes +First-passage percolation with exponential times on a ladder +Bifractional Brownian motion with parameter $K\in(1,2)$ +Approximation by Log-Concave Distributions with Applications to Regression +Energy efficiency of consecutive fragmentation processes +On monotone convolution and monotone infinite divisivility +Multi-type TASEP in discrete time +Asymptotic risks of Viterbi segmentation +A short proof of Cramer's theorem in R +Double scaling limits of random matrices and minimal (2m,1) models: the merging of two cuts in a degenerate case +Coarse-grained modeling of multiscale diffusions: the p-variation estimates +A discrete time neural network model with spiking neurons II. Dynamics with noise +Information Asymmetry in Pricing of Credit Derivatives +Uniform Large deviations for infinite dimensional stochastic systems with jumps +Subgraphs of dense random graphs with specified degrees +Distribution of Relative Edge Density of the Underlying Graphs Based on a Random Digraph Family +A Sharp Liouville Theorem for Elliptic Operators +Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations +Coupling for Ornstein-Uhlenbeck Processes with Jumps +Some Properties for Ornstein-Uhlenbeck Jump Processes +Competing particle systems evolving by interacting Levy processes +Analysis on Path Spaces over Riemmannian Manifolds with Boundary +On the trace of branching random walks +Characteristic functions of affine processes via calculus of their operator symbols +On the trace of branching random walk +Long Strange Segments, Ruin Probabilities and the Effect of Memory on Moving Average Processes +Random Strict Partitions and Determinantal Point Processes +Distance statistics in quadrangulations with no multiple edges and the geometry of minbus +Optimal consumption and investment with bounded downside risk for power utility functions +Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions +Plaquettes, Spheres, and Entanglement +Functional Ito calculus and stochastic integral representation of martingales +Duality theory for Markov processes: Part 1 +Geometric ergodicity for families of homogeneous Markov chains +Viability, Invariance and Reachability for Controlled Piecewise Deterministic Markov Processes Associated to Gene Networks +The fractional Poisson measure in infinite dimensions +The Ghirlanda-Guerra identities for mixed p-spin model +Applying coupon-collecting theory to computer-aided assessments +Contr\^ole impulsionnel appliqu\'e \`a la gestion de changement de technologie dans une entreprise +Bernstein type's concentration inequalities for symmetric Markov processes +Forward-convex convergence in probability of sequences of nonnegative random variables +How to lose as little as possible +Increasing the chromatic number of a random graph +A local limit theorem for random walks in random scenery and on randomly oriented lattices +Forward-convex convergence of sequences in $\mathbb\u007bL\u007d^0_+$ +Percolation in invariant Poisson graphs with i.i.d. degrees +On isoperimetric sets of radially symmetric measures +On the strict comparison theorem for $G$-expectations +Quantum Diffusion and Eigenfunction Delocalization in a Random Band Matrix Model +Generalized Dirichlet distributions on the ball and moments +Space-time correlations of a Gaussian interface +Hitting densities for spectrally positive stable processes +Stochastic Power Law Fluids:Existence and Uniqueness of Weak Solutions +Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones +Stochastic Power Law Fluids:the Existence and the Uniqueness of the Weak Solution +The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps +Heat Kernel Estimate for $\Delta+\Delta^\u007b\alpha/2\u007d$ in $C^\u007b1,1\u007d$ open sets +Adaptive LASSO-type estimation for ergodic diffusion processes +Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs +Asymptotic behavior of the gyration radius for long-range self-avoiding walk and long-range oriented percolation +Crowding of Brownian spheres +On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients +Fractional L\'evy processes as a result of compact interval integral transformation +Small Time Chung Type LIL for L\'evy Processes +Fractional L\'evy processes by compact interval integral transformation +Metastability in communication networks +Small Time Chung Type LIL for L\'evy Processes at Zero +Applications of the graphs to the Generalized Ornstein-Uhlenbeck process +Fluctuations for the Ginzburg-Landau $\nabla \phi$ Interface Model on a Bounded Domain +On Stochastic generalized functions +Gibbs Random Graphs +Exit times in non-Markovian drifting continuous-time random walk processes +Series representations and asymptotic expansions for the density of the supremum of a stable process +On some Bayesian nonparametric estimators for species richness under two-parameter Poisson-Dirichlet priors +Convergence of an Adaptive Approximation Scheme for the Wiener Process +The maximum of Brownian motion with parabolic drift +BS$\Delta$Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness +Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^\u007b1\u007d_\u007bp\u007d$ spaces without weights +Convergence of U-statistics for interacting particle systems +Ergodicity for infinite particle systems with locally conserved quantities +Left and right convergence of graphs with bounded degree +Wright-Fisher model with negative mutation rates +Non-Equilibrium Statistical Physics of Currents in Queuing Networks +On uniqueness of mild solutions for dissipative stochastic evolution equations +Universality of slow decorrelation in KPZ growth +Scalar curvature and $Q$-curvature of random metrics +Scalar conservation laws with stochastic forcing +Long time behaviour in a model of microtubule growth +Packing and Hausdorff measures of stable trees +The shortest distance in random multi-type intersection graphs +A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus +A Laplace principle for a stochastic wave equation in spatial dimension three +A representation formula for the Freidlin-Wentzell functional on the one dimensional torus +Fluctuations of the occupation times for branching system starting from infinitely divisible point processes +The asymptotic behavior of densities related to the supremum of a stable process +Limit law for some modified ergodic sums +The McShane integral in weakly compactly generated spaces +Hidden Regular Variation: Detection and Estimation +Limit theorems for the number of occupied boxes in the Bernoulli sieve +Stochastic Approximation, Cooperative Dynamics and Supermodular Games +Properties of hitting times for $G$-martingale +On the existence and position of the farthest peaks of a family of stochastic heat and wave equations +A shape theorem and semi-infinite geodesics for the Hammersley model with random weights +Percolation on self-dual polygon configurations +Large deviations for slow-fast stochastic partial differential equations +Formulas for ASEP with Two-Sided Bernoulli Initial Condition +Invariance principle for the random conductance model with unbounded conductances +On Beta-Product Convolutions +Scaling limits of random skew plane partitions with arbitrarily sloped back walls +Optimal tuning of the Hybrid Monte-Carlo Algorithm +On the Vershik-Kerov Conjecture Concerning the Shannon-Macmillan-Breiman Theorem for the Plancherel Family of Measures on the Space of Young Diagrams +On the Zero-Type property and mixing of Bernoulli shifts +Joint distribution of the process and its sojourn time for pseudo-processes governed by high-order heat equation +Emergence of Randomness and Arrow of Time in Quantum Walks +Spanning forests and the vector bundle laplacian +Stochastic evolution equations driven by Liouville fractional Brownian motion +Martingale representation for Poisson processes with applications to minimal variance hedging +Is the minimum value of an option on variance generated by local volatility? +A d dimensional nucleation and growth model +A two-time-scale phenomenon in a fragmentation-coagulation process +Jump-diffusion modeling in emission markets +Stochastic process leading to wave equations in dimensions higher than one +Functional Regression for General Exponential Families +Stochastic firing rate models +An aging phenomenon for a fragmentation-coagulation process +Martingale Representation Theorem for the G-expectation +Limit theorem for randomly indexed sequence of random processes +Stochastic Switching Games and Duopolistic Competition in Emissions Markets +Bulk universality for generalized Wigner matrices +On the inference of large phylogenies with long branches: How long is too long? +A framework for adaptive Monte-Carlo procedures +Dual Representation of Quasiconvex Conditional Maps +Schur dynamics of the Schur processes +Solvability of general backward stochastic Volterra integral equation with non-Lipschitz coefficients +BSVIEs with stochastic Lipschitz coefficients and applications in finance +The measurability of hitting times +Optimal stopping of expected profit and cost yields in an investment under uncertainty +The approach to criticality in sandpiles +Regularly varying time series in Banach spaces +Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? +Chernoff's theorem for backward propagators and applications to diffusions on manifolds +A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion +Infinitely many Brownian globules with Brownian radii +On a forward-backward stochastic system associated to the Burgers equation +Loop-Erasure of Plane Brownian Motion +Reflected Backward Stochastic Difference Equations with Finite State and their applications +On refined volatility smile expansion in the Heston model +Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise +Discrete Time and Finite State Reflected Backward Stochastic Difference Equations +Stochastic differential equations with coefficients in Sobolev spaces +Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme +Square-mean almost automorphic solutions for some stochastic differential equations +Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces +Incremental moments and H\"older exponents of multifractional multistable processes +Exact lower bounds on the exponential moments of Winsorized and truncated random variables +Quantum stochastic differential equations and continuous measurements: unbounded coefficients +Coalescent approximation for structured populations in a stationary random environment +Quenched effective population size +Some properties on $G$-evaluation and its applications to $G$-martingale decomposition +The optimal control related to Riemannian manifolds and the viscosity solutions to H-J-B equations +A Break of the Complexity of the Numerical Approximation of Nonlinear SPDEs with Multiplicative Noise +R-positivity of matrices and Hamiltonians on nearest neighbors trajectories +A Causal Construction of Diffusion Processes +Spiders in random environment +The unscaled paths of branching Brownian motion +Scaling limit of the random walk among random traps on Z^d +Continuity of a queueing integral representation in the $\u007bM\u007d_\u007b\mathbf\u007b1\u007d\u007d$ topology +On physical diffusion and stochastic diffusion +Fluid limit theorems for stochastic hybrid systems with application to neuron models +Branching processes in random environment which extinct at a given moment +Asymptotics of q-Plancherel measures +The genealogy of branching Brownian motion with absorption +Consistency properties of a simulation-based estimator for dynamic processes +Asymptotics of the probability minimizing a "down-side" risk +Convergence of some random functionals of discretized semimartingales +On many-server queues in heavy traffic +Remarks on restricted Nevanlinna transforms +Stochastic equations with boundary noise +On Ergodicity, Infinite Flow and Consensus in Random Models +Random walks - a sequential approach +Improved bounds on metastability thresholds and probabilities for generalized bootstrap percolation +Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models +Weighted Dickey-Fuller Processes for Detecting Stationarity +Quantum stochastic integrals as operators +Fractional order Taylor's series and the neo-classical inequality +Centering problems for probability measures on finite dimensional vector spaces +Another observation about operator compressions +Mixing times for random k-cycles and coalescence-fragmentation chains +Functional Inequalities via Lyapunov conditions +Critical Ising on the square lattice mixes in polynomial time +On a general many-dimensional excited random walk +Relative Complexity of random walks in random sceneries +Limit theorems for weakly subcritical branching processes in random environment +Testability of minimum balanced multiway cut densities +Embeddable Markov Matrices +Phase separation in random cluster models I: uniform upper bounds on local deviation +Phase separation in random cluster models II: the droplet at equilibrium, and local deviation lower bounds +Phase separation in random cluster models III: circuit regularity +Multivariate concentration of measure type results using exchangeable pairs and size biasing +Forward equations for option prices in semimartingale models +A functional limit theorem for partial sums of dependent random variables with infinite variance +Fluctuations of the Longest Common Subsequence for Sequences of Independent Blocks +On some Non Asymptotic Bounds for the Euler Scheme +On Wiener-Hopf factors for stable processes +A simple reduction from a biased measure on the discrete cube to the uniform measure +Directed polymers in random environment with heavy tails +Two-parameter Levy processes along decreasing paths +On extrema of stable processes +Emergence of a Giant Component in Random Site Subgraphs of a d-Dimensional Hamming Torus +Typical Geometry, Second-Order Properties and Central Limit Theory for Iteration Stable Tessellations +Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory +Stochastic integrals for spde's: a comparison +On the so-called Boy or Girl Paradox +Asymptotic properties of random matrices and pseudomatrices +A Berry Esseen Theorem for the Lightbulb Process +The evolution of the cover time +Conditional negative association for competing urns +Maharam extension and spectral representation of stable processes +On the distribution of the Brownian motion process on its way to hitting zero +Intersection local times of independent fractional Brownian motions as generalized white noise functionals +Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management +Existence and Comparisons for BSDEs in general spaces +Entropy of random walk range on uniformly transient and on uniformly recurrent graphs +Numerical simulation of BSDEs with drivers of quadratic growth +Certain Periodically Correlated Multi-component Locally Stationary Processes +Periodically Correlated-Locally Stationary Processes +On the generalized Feynman-Kac transformation for nearly symmetric Markov processes +A Trotter Product Formula for quantum stochastic flows +Bayesian nonparametric analysis for a species sampling model with finitely many types +Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes +Incomplete Lineage Sorting: Consistent Phylogeny Estimation from Multiple Loci +Asymptotic equivalence and contiguity of some random graphs +Critical percolation on random regular graphs +Merging percolation on Zd and classical random graphs: Phase transition +The order of the giant component of random hypergraphs +The second largest component in the supercritical 2D Hamming graph +Effective symbolic dynamics, random points, statistical behavior, complexity and entropy +The Longest Minimum-Weight Path in a Complete Graph +The t-Improper Chromatic Number of Random Graphs +Rumor Spreading on Random Regular Graphs and Expanders +Random sampling of lattice paths with constraints, via transportation +Nonparametric Estimation and On-Line Prediction for General Stationary Ergodic Sources +Stochastic Analysis of Non-slotted Aloha in Wireless Ad-Hoc Networks +A New Phase Transition for Local Delays in MANETs +Erasure entropies and Gibbs measures +Equilibrium solution to the lowest unique positive integer game +Secure Communication in Stochastic Wireless Networks +Tight Bounds for Algebraic Gossip on Graphs +Information Theoretic Bounds for Low-Rank Matrix Completion +Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models +Asymptotic variance of random symmetric digital search trees +Stochastic Monge-Kantorovich Problem and its Duality +Uniformity of the Uncovered Set of Random Walk and Cutoff for Lamplighter Chains +A law of large numbers approximation for Markov population processes with countably many types +Archimedes' principle for Brownian liquid +Functional limit theorems for linear processes in the domain of attraction of stable laws +On multivariate quantiles under partial ordering +Selection models under generalized symmetry settings +Homogenization of a singular random one dimensional parabolic PDE with time varying coefficients +Sensitivity of the asymptotic behaviour of meta distributions +Diffusion Limits of Limited Processor Sharing Queues +Large Deviations for Multi-valued Stochastic Differential Equations +$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations +Diffusive limit for self-repelling Brownian polymers in three and more dimensions +Stochastic velocity motions and processes with random time +Large-time asymptotics of the gyration radius for long-range statistical-mechanical models +Exponential growth of ponds in invasion percolation on regular trees +Buffon's needle landing near Besicovitch irregular self-similar sets +Small deviations for beta ensembles +The Global Cohen-Lenstra Heuristic +The Cohen-Lenstra Heuristic: Methodology and Results +Weak Convergence Results for Multiple Generations of a Branching Process +A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$ +Joint Vertex Degrees in an Inhomogeneous Random Graph Model +Modeling and simulation with operator scaling +Spectral dimension and random walks on the two dimensional uniform spanning tree +Quantum walks and elliptic integrals +A Wiener-Hopf Monte Carlo simulation technique for L\'evy processes +Asymptotic Expansions for the Heat Kernel and the Trace of a Stochastic Geodesic Flow +Invariance principle for Mott variable range hopping and other walks on point processes +Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications +Scaling limits for shortest path lengths along the edges of stationary tessellations - Supplementary material +Excursions and local limit theorems for Bessel-like random walks +The prolific backbone for supercritical superdiffusions +On some strong ratio limit theorems for heat kernels +Brownian limits, local limits, extreme value and variance asymptotics for convex hulls in the ball +Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions +Generalized Gamma Process: some results about composition and subordination +Asymptotic independence for unimodal densities +Connection probabilities and RSW-type bounds for the FK Ising model +The K-level crossings of a random algebraic polynomial with dependent coefficients +Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamics +The Stochastic Wave Equation with Fractional Noise: a random field approach +Geometric Representations of Hypergraphs for Prior Specification and Posterior Sampling +On Prekopa-Leindler inequalities on metric-measure spaces +Optimal Gaussian density estimates for a class of stochastic equations with additive noise +Influence of spatial correlation for directed polymers +Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation +SLE(6) and the geometry of diffusion fronts +A simple proof for monotone CLT +On Asymptotic Power Utility-Based Pricing and Hedging +A characterization of Einstein manifolds +U-statistics and random subgraph counts: Multivariate normal approximation via exchangeable pairs and embedding +On spectral representations of tensor random fields on the sphere +Mod-Gaussian convergence and the value distribution of $\zeta(1/2+it)$ and related quantities +Multiple defaults and contagion risks +Variations and Hurst index estimation for a Rosenblatt process using longer filters +Quasi Ornstein-Uhlenbeck Processes +On subhamonicity for symmetric Markov processes +On the Laplace transform of perpetuities with thin tails +Long time behavior of diffusions with Markov switching +Representation formulae for the fractional Brownian motion +Estimates for moments of supremum of reflected fractional Brownian motion +Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations +Stochastic characterization of harmonic sections and a Liouville theorem +Laplace, Fourier, and stochastic diffusion +Martingale approximation and optimality of some conditions for the central limit theorem +The $G/GI/N$ queue in the Halfin--Whitt regime +An improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums +Characteristic Polynomials of Sample Covariance Matrices: The Non-Square Case +Existence of the stationary regime of a Non-Markovian Stochastic Differential Equation +The Bivariate Normal Copula +Gaussian Covariance faithful Markov Trees +A Pluzhnikov's Theorem, Brownian motions and Martingales in Lie Group with skew-symmetric connections +Sharp Green Function Estimates for $\Delta + \Delta^\u007b\alpha/2\u007d$ in $C^\u007b1,1\u007d$ Open Sets and Their Applications +Improved mixing time bounds for the Thorp shuffle +Painlev\'e Functions in Statistical Physics +Lp solutions of backward stochastic Volterra integral equations +A sufficient condition for bifurcation in random dynamical systems +Distributed-order fractional Cauchy problems on bounded domains +Universality in the bulk of the spectrum for complex sample covariance matrices +Combinatorial approach to the interpolation method and scaling limits in sparse random graphs +Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb\u007bR\u007d)$ +Almost sure central limit theorems on the Wiener space +A $d$-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process +An equivalence between harmonic sections and sections that are harmonic maps +Estimates on the tail behavior of Gaussian polynomials. The discussion of a result of Latala +Reflected BSDEs and continuous solutions of parabolic obstacle problem for semilinear PDEs in divergence form +Malliavin calculus for fractional delay equations +Reflected BSDE with stochastic Lipschitz coefficient +A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods +Approximation of projections of random vectors +Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond +Conditional limit theorems for regulated fractional Brownian motion +The first passage event for sums of dependent L\'evy processes with applications to insurance risk +One-Dimensional Diffusions That Eventually Stop Down-Crossing +Functions of random walks on hyperplane arrangements +Disorder relevance for the random walk pinning model in dimension 3 +Contact processes on random graphs with power law degree distributions have critical value 0 +A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances +Zero Range Condensation at Criticality +Perpetuities with thin tails revisited +Mod-discrete expansions +Nonlinear stochastic wave equations: Blow-up of second moments in $L^2$-norm +Time-Homogeneous Diffusions with a Given Marginal at a Random Time +A remarkable $\sigma$-finite measure associated with last passage times and penalisation problems +Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher +Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays +The Symbol Associated with the Solution of a Stochastic Differential Equation +Stein's method and stochastic orderings +Consistent Minimal Displacement of Branching Random Walks +Conditional Distribution of Heavy Tailed Random Variables on Large Deviations of their Sum +Local time and Tanaka formula for G-Brownian Motion +Transition density estimates for a class of L\'evy and L\'evy-type processes +Combinatorics of the three-parameter PASEP partition function +Random covariance matrices: Universality of local statistics of eigenvalues +A local limit theorem for random walks on the chambers of $\tilde\u007bA\u007d_2$ buildings +Phenotypic diversity and population growth in fluctuating environment: a MBPRE approach +The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential +Hydrodynamic limits for the free Kawasaki dynamics of continuous particle systems +Making and Evaluating Point Forecasts +Gaussian and non-Gaussian processes of zero power variation +On the LSL for random fields +Random Convex Hulls and Extreme Value Statistics +A "bang-bang" principle for predicting the supremum of a random walk or Le'vy process +New estimates of the convergence rate in the Lyapunov theorem +The weak limit of Ising models on locally tree-like graphs +Totally Asymmetric Zero-Range process in the Rarefaction Fan +Ergodicity of a stress release point process seismic model with aftershocks +Explicit expression for the generating function counting Gessel's walks +Explicit expression of the counting generating function for Gessel's walk +Brownian motion and the Dirichlet problem at infinity on two-dimensional Cartan-Hadamard manifolds +Invasion percolation on the Poisson-weighted infinite tree +Markov processes on time-like graphs +Variance Optimal Hedging for continuous time processes with independent increments and applications +Fractal and Smoothness Properties of Space-Time Gaussian Models +Continuous-time quantum walk on integer lattices and homogeneous trees +Some applications of duality for L\'evy processes in a half-line +Random Schrodinger operators on long boxes, noise explosion and the GOE +Deterministic Thinning of Finite Poisson Processes +From U-bounds to isoperimetry with applications to H-type groups +Large deviation principle for one-dimensional random walk in dynamic random environment: attractive spin-flips and simple symmetric exclusion +Asymptotic fluctuations of representations of the unitary groups +Coalescing systems of Brownian particles on the Sierpinski gasket and stable particles on the line or circle +Simple Random Walk on Long Range Percolation Clusters II: Scaling Limits +Wave Propagation in Shallow-Water Acoustic Random Waveguides +Persistence of Activity in Threshold Contact Processes, an "Annealed Approximation" of Random Boolean Networks +Tightness for a stochastic Allen--Cahn equation +Central limit theorem for first-passage percolation time across thin cylinders +The L\'evy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups +Restricted exchangeable partitions and embedding of associated hierarchies in continuum random trees +On the probability that integrated random walks stay positive +Some Darling-Siegert relationships connected with random flights +Asymptotic and spectral properties of exponentially \phi-ergodic Markov processes +A Cluster Limit Theorem for Infinitely Divisible Point Processes +Solutions of semilinear wave equation via stochastic cascades +Minimising the time to a decision +Poisson Thickening +From Stein Identities to Moderate Deviations +Travelling waves and homogeneous fragmentation +Variable-Length Coding of Two-Sided Asymptotically Mean Stationary Measures +The Shape Theorem for Route-lengths in Connected Spatial Networks on Random Points +A note on the recurrence of edge reinforced random walks +The Euler scheme for Feller processes +Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends +Borel type bounds for the self-avoiding walk connective constant +A note on loglog distances in a power law random intersection graph +On $\ell_1$-regularized estimation for nonlinear models that have sparse underlying linear structures +On the Rate of Approximation in Finite-Alphabet Longest Increasing Subsequence Problems +A central limit theorem for two-dimensional random walks in a cone +Exact asymptotic for distribution densities of Levy functionals +The spectrum of random k-lifts of large graphs (with possibly large k) +Weak order for the discretization of the stochastic heat equation driven by impulsive noise +Sampling the Fermi statistics and other conditional product measures +Exchangeability and sets of desirable gambles +Exact asymptotics for a distribution density of certain Levy functionals +Quasi-invariance and integration by parts for determinantal and permanental processes +Regeneration for interacting particle systems with interactions of infinite range +Local resilience and Hamiltonicity Maker-Breaker games in random-regular graphs +Gradient estimates and domain identification for analytic Ornstein-Uhlenbeck operators +$W$-Sobolev spaces: Theory, Homogenization and Applications +Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes) +On penalisation results related with a remarkable class of submartingales +Domain of attraction of Gaussian probability operators in quantum limit theory +A Maximal Inequality for Supermartingales +Dynamical large deviations for a boundary driven stochastic lattice gas model with many conserved quantities +Hydrodynamic limit for a boundary driven stochastic lattice gas model with many conserved quantities +The Ghirlanda-Guerra identities without averaging +Equilibrium fluctuations for gradient exclusion processes with conductances in random environments +A new extrapolation method for weak approximation schemes with applications +Anomalous diffusion of distinguished particles in bead-spring networks +Optimal control of a large dam, taking into account the water costs [New Edition] +Spectra of lifted Ramanujan graphs +Uniqueness of Ground States for Short-Range Spin Glasses in the Half-Plane +Functional limit theorems for sums of independent geometric L\'evy processes +Randomized First Passage Times +On averages of randomized class functions on the symmetric groups and their asymptotics +Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise +On the rate of convergence of loop-erased random walk to SLE(2) +Almost sure multifractal spectrum for the tip of an SLE curve +Bowen Parameter and Hausdorff Dimension for Expanding Rational Semigroups +Probabilistic one-player Ramsey games via deterministic two-player games +Desordre et phenomenes de localisation +Existence and uniqueness of the stationary measure in the continuous Abelian sandpile +Optimal Paths on the Space-Time SINR Random Graph +Visible parts of fractal percolation +Sequential optimizing strategy in multi-dimensional bounded forecasting games +Random walks with occasionally modified transition probabilities +A stochastic maximum principle via Malliavin calculus +$\gamma$-Radonifying operators -- a survey +Strong approximations in a charged-polymer model +Survival probability of the branching random walk killed below a linear boundary +Asymptotic behaviour of a family of one-dimensional time-inhomogeneous diffusions +The cycle structure of compositions of random involutions +Riemannian Median and Its Estimation +Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes +Utility maximization in models with conditionally independent increments +Asymptotic behaviour of a family of time-inhomogeneous diffusions +G-L\'\u007be\u007dvy Processes under Sublinear Expectations +On linear systems and tau functions associated with Lame's equation and Painleve's equation VI +Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information +Lipschitz percolation +Borel Games with Lower-Semi-Continuous Payoffs +Asymptotics of the odometer function for the internal Diffusion Limited Aggregation model +Approximation of the finite dimensional distributions of multiple fractional integrals +Eigenvectors of some large sample covariance matrix ensembles +Contact and voter processes on the infinite percolation cluster as models of host-symbiont interactions +Birth of a strongly connected giant in an inhomogeneous random digraph +The Independent Chip Model and Risk Aversion +Integration by parts formula and applications to equations with jumps +A Hierarchical Bayesian Model for Frame Representation +A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem +Existence and Exponential mixing of infinite white $\alpha$-stable Systems with unbounded interactions +Ergodicity of infinite white $\alpha$-stable Systems with linear and bounded interactions +On affine interest rate models +A note on affine interest rate models +Rate of escape and central limit theorem for the supercritical Lamperti problem +A Stochastic Compartmental Model for Fast Axonal Transport +Maximum GCD Among Pairs of Random Integers +Susceptibility of random graphs with given vertex degrees +On some properties of a universal sigma-finite measure associated with a remarkable class of submartingales +Random Subnetworks of Random Sorting Networks +Riesz transform and integration by parts formulas for random variables +Regularization properties of the 2D homogeneous Boltzmann equation without cutoff +Linear State space theory in the white noise space setting +Exit times of diffusions with incompressible drift +Scaling for a one-dimensional directed polymer with boundary conditions +Critical Branching Random Walks with Small Drift +Law of large numbers for a class of random walks in dynamic random environments +Diffusivity bounds for 1d Brownian polymers +Ergodicity and Gaussianity for Spherical Random Fields +Critically loaded multi-server queues with abandonments, retrials, and time-varying parameters +Time irregularity of generalized Ornstein--Uhlenbeck processes +The critical random barrier for the survival of branching random walk with absorption +The infinite volume limit of Ford's alpha model +Limit Theorems for Beta-Jacobi Ensembles +Central Binomial Tail Bounds +Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models +Limit theorems for Markov processes indexed by continuous time Galton-Watson trees +Closeness to the Diagonal for Longest Common Subsequences +Limits of determinantal processes near a tacnode +Large Deviations for Deterministic Walks in Random Environments +Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds +Harnack Inequalities for Semigroups with Non-Constant Diffusion Coefficients +Quantum Markov fields on graphs +One Dimensional Quantum Walks with Memory +The number of small blocks in exchangeable random partitions +On the critical point of the Random Walk Pinning Model in dimension d=3 +Geometric Influences +Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups +Harnack Inequalities and Applications for SDEs with Non-Additive Noise and Neumann Semigroup on Non-Convex Manifold +Deviation inequalities for sums of weakly dependent time series +Probability Bracket Notation: the Unified Expressions of Conditional Expectation and Conditional Probability in Quantum Modeling +A note on large deviations for the stable marriage of Poisson and Lebesgue with random appetites +Numerical analysis of the rebellious voter model +Law of the absorption time of positive self-similar Markov processes +Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications +On q-Gaussians and Exchangeability +Kernel estimators of asymptotic variance for adaptive Markov Chain Monte Carlo +The graph, range and level set singularity spectra of $b$-adic independent cascade function +Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations +Determinantal point processes +Path Integral over Reparametrizations: Levy Flights versus Random Walks +Bonds with volatilities proportional to forward rates +Viscosity and Principal-Agent Problem +Occupation times of subcritical branching immigration systems with Markov motion, clt and deviations principles +Fleming-Viot Processes in an Environment +Arm exponents in high dimensional percolation +An integral test on time dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure +Tail asymptotics for the total progeny of the critical killed branching random walk +Priors for the Bayesian star paradox +Concentration of the adjacency matrix and of the Laplacian in random graphs with independent edges +The Geometry of Manipulation - a Quantitative Proof of the Gibbard Satterthwaite Theorem +Bene$\check\u007b\bf S\u007d$ condition for discontinuous exponential martingale +Random walks conditioned to stay in Weyl chambers of type C and D +Ergodic Properties of Sum- and Max- Stable Stationary Random Fields via Null and Positive Group Actions +Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound? +Explicit identities for L\'evy processes associated to symmetric stable processes +Non-linear Rough Heat Equations +Poisson boundary of groups acting on real trees +Empires and Percolation: Stochastic Merging of Adjacent Regions +A general comparison theorem for 1-dimensional anticipated BSDEs +$\alpha$-Time Fractional Brownian Motion: PDE Connections and Local Times +Analyticity of the Wiener-Hopf factors and valuation of exotic options in L\'evy models +The simple harmonic urn +Local Times of Multidimensional $\alpha$-time Fractional Brownian Motion +Bounds on the Speed and on Regeneration Times for Certain Processes on Regular Trees +Harmonic maps on amenable groups and a diffusive lower bound for random walks +Conformally invariant scaling limits in planar critical percolation +Approximating the moments of marginals of high dimensional distributions +Non-Linear Evolution Equations Driven by Rough Paths +Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations +Laws of large numbers and nearest neighbor distances +Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences +Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II +Fluctuation limits of the super-Brownian motion with a single point catalyst +A PDE for Nonintersecting Brownian Motions and Applications +Context-free pairs of groups. II - cuts, tree sets, and random walks +The conflict interaction between two complex systems. Cyclic migration +One-dimensional long-range diffusion-limited aggregation III -- The limit aggregate +Levy Approximation of Impulsive Recurrent Process with Markov Switching +On weak convergence for stochastic evolutionary systems in average principle +Asymptotic expansion of semi-Markov random evolutions +Distribution Function of Markovian Random Evolution in Rn +Asymptotic expansion of Markov random evolution +Multidimensional q-Normal and related distributions - Markov case +Free Probability Theory +Multidimensional $q$-Normal and related distributions +Perfect Matchings as IID Factors on Non-Amenable Groups +Correlated fractal percolation and the Palis conjecture +Poisson-type processes governed by fractional and higher-order recursive differential equations +Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps +Large deviations asymptotics for large waiting times +Dual Quantization for random walks with application to credit derivatives +Traveling waves of selective sweeps +Ageing in the parabolic Anderson model +Genus expansion for real Wishart matrices +Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications +Processes of class Sigma, last passage times and drawdowns +Brownian Dynamics of Globules +Equivalence of the random intersection graph and G(n,p) +Inf-convolution of G-expectations +Gibbs Measures and Phase Transitions on Sparse Random Graphs +Estimating Loynes' exponent +Sparse regular random graphs: spectral density and eigenvectors +Stochastic Integration in Banach Spaces using a product structure with partial order +Permutation Matrices and the Moments of their Characteristic Polynomials +Geodesics and flows in a Poissonian city +Permutation Matrices and the Moments of their Characteristic Polynomial +Exponential tail bounds for loop-erased random walk in two dimensions +An inequality for a class of Markov processes +A simple mean field model for social interactions: dynamics, fluctuations, criticality +A Note On The Supremum Of Reflected Fractional Brownian Motion +Flow-level models for multipath routing +Maximal Displacement for Bridges of Random Walks in a Random Environment +Extreme value statistics from the Real Space Renormalization Group: Brownian Motion, Bessel Processes and Continuous Time Random Walks +A new kind of augmentation of filtrations +Martingale representations for diffusion processes and backward stochastic differential equations +Stability of Feynman-Kac formulae with path-dependent potentials +Old and new approaches to LIBOR modeling +Uniqueness for a Stochastic Inviscid Dyadic Model +A Concrete Estimate For The Weak Poincare Inequality On Loop Space +Super Poincar\'e inequalities, Orlicz norms and essential spectrum +Bounds for the relative n-th nilpotency degree in compact groups +Moderate Deviations of the Random Riccati Equation +Joint Probability Generating Function for Degrees of Active/Passive Random Intersection Graphs +Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval +Universality for certain Hermitian Wigner Matrices under weak moment conditions +Stochastic epidemic models: a survey +One-dimensional long-range diffusion-limited aggregation I +Harnack Inequality for Functional SDEs with Bounded Memory +Green functions for killed random walks in the Weyl chamber of Sp(4) +Martin boundary for killed random walks in the Weyl chamber of the dual of Sp(4) +Exponential rate of almost sure convergence of intrinsic martingales in supercritical branching random walks +Necessary and sufficient condition for comparison theorem of multidimensional anticipated backward stochastic differential equations +Scaling limit of the invasion percolation cluster on a regular tree +Diffusive limits on the Penrose tiling +Exact Simulation of Bessel Diffusions +Fundamental solutions of homogeneous fully nonlinear elliptic equations +Metastability of reversible condensed zero range processes on a finite set +Exponential ergodicity and Raleigh-Schroedinger series for infinite dimensional diffusions +A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation +Coexistence for a multitype contact process with seasons +Spatially explicit non-Mendelian diploid model +Hydrodynamic limit for two-species exclusion processes +Mimicking the marginal distributions of a semimartingale +Infinite Rate Mutually Catalytic Branching in Infinitely Many Colonies: The Longtime Behaviour +Tunneling and Metastability of continuous time Markov chains +Admissible Strategies in Semimartingale Portfolio Selection +State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy +Coupling algorithm for calculating sensitivities of Smoluchowski's coagulation equation +Approximations of the Wiener sausage and its curvature measures +On the asymptotics of moments of linear random recurrences +On the silhouette of binary search trees +On Fixation of Activated Random Walks +Stopping Times and Related Ito's Calculus with G-Brownian Motion +Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching +Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation +On the functional central limit theorem via martingale approximation +Central limit theorem for Fourier transforms of stationary processes +On the functional CLT via martingale approximation +No return to convexity +Central limit theorem for Fourier transform of stationary processes +Poisson Approximation of Processes with Locally Independent Increments with Markov Switching +A characterization of the martingale property of exponentially affine processes +A note on spider walks +Large deviations and renormalization for Riesz potentials of stable intersection measures +Nonfixation for Activated Random Walks +Dirichlet Heat Kernel Estimates for $\Delta ^\u007b\alpha /2\u007d+ \Delta ^\u007b\beta /2\u007d$ +Estimation of a discrete monotone distribution +Lectures on Dimers +Activated Random Walkers: Facts, Conjectures and Challenges +Uniqueness in Law for Stochastic Boundary Value Problems +Optimal multiple stopping time problem +Effectively tailoring fluid and diffusion models for non-stationary state-dependent queueing systems +An almost sure limit theorem for Wick powers of Gaussian differences quotients +A stochastic calculus proof of the CLT for the L^\u007b2\u007d modulus of continuity of local time +Continuous Differentiability of Renormalized Intersection Local Times in R^\u007b1\u007d +Pfaffian point process for the Gaussian real generalised eigenvalue problem +$L_0$ regularized estimation for nonlinear models that have sparse underlying linear structures +Random 3-noncrossing partitions +Central limit theorem started at a point for additive functionals of reversible Markov chains +Simulation of infinitely divisible random fields +Zero Krengel Entropy does not kill Poisson Entropy +Choquet expectations and g-expectations with multi-dimensional Brownian motion +Orthogonality and probability: mixing times +Risk Concentration and Diversification: Second-Order Properties +An asymptotic formula for the number of non-negative integer matrices with prescribed row and column sums +The quadratic Fock functor +Quadratic exponential vectors +On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains +Distributed Learning in Multi-Armed Bandit with Multiple Players +BSDEs with random default time and their applications to default risk +The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices +On the Association of Sum- and Max- Stable Processes +Nonsingular Group Actions and Stationary S alpha S Random Fields +Cumulants on the Wiener Space +Expansion of Riemann--Liouville process in a critical case +Universality in the 2D Ising model and conformal invariance of fermionic observables +A Species Sampling Model with Finitely many Types +Finite connections for supercritical Bernoulli bond percolation in 2D +Tableaux combinatorics for the asymmetric exclusion process and Askey-Wilson polynomials +Gaussianization and eigenvalue statistics for Random quantum channels (III) +Geometric Arbitrage Theory and Market Dynamics +Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift +Necessary and sufficient conditions for realizability of point processes +Arctic circles, domino tilings and square Young tableaux +Importance Sampling for rare events and conditioned random walks +Boundary behavior of a constrained Brownian motion between reflecting-repellent walls +Duality on gradient estimates and Wasserstein controls +Non-explosion of diffusion processes on manifolds with time-dependent metric +Random geometric complexes +On strong solutions for positive definite jump-diffusions +On resolving the Savage-Dickey paradox +Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator +Conditionally monotone independence II: Multiplicative convolutions and infinite divisibility +Optimal split of orders across liquidity pools: a stochastic algorithm approach +Differing averaged and quenched large deviations for random walks in random environments in dimensions two and three +Multiplicative conditionally monotone convolutions +Scatter and regularity imply Benford's law... and more +Asymptotic shape for the contact process in random environment +Free infinite divisibility and free multiplicative mixtures of the Wigner distribution +Green functions and Martin compactification for killed random walks related to SU(3) +Discrete low-discrepancy sequences +Martin boundary of a killed random walk in the Weyl chamber of the dual of SU(3) +Markov processes with free Meixner laws +Polling systems and multitype branching processes in random environment counted by random characteristics +Strong solutions for stochastic differential equations with jumps +Performance of Statistical Tests for Single Source Detection using Random Matrix Theory +Nonparametric estimation of an extreme-value copula in arbitrary dimensions +The Index Distribution of Gaussian Random Matrices +Some applications of Rice formulas to waves +Time-Limited and k-Limited Polling Systems: A Matrix Analytic Solution +Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises +On Bootstrap Percolation in Living Neural Networks +Some stochastic inequalities for weighted sums +Degree Distributions in General Random Intersection Graphs +Infinite divisibility for additive conditionally monotone convolutions +A Note on Averages over Random Matrix Ensembles +A general "bang-bang" principle for predicting the maximum of a random walk +Multigraph limits and exchangeability +Limit Theorems for Empirical Processes of Cluster Functionals +A zero-one law for the existence of triangles in random key graphs +Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes +Periodic homogenization with an interface +Hypoellipticity in Infinite Dimensions +Joint Modelling of Gas and Electricity spot prices +The quasi-invariance property for the Gamma kernel determinantal measure +Affine processes on positive semidefinite matrices +Regularity of the laws of shot noise series and of related processes +Directed polymers and the quantum Toda lattice +On the Borel-Cantelli Lemma and its Generalization +The Discrete and Continuum Broken Line Process +Sample-path Large Deviations in Credit Risk +Hydrodynamic limit for an evolutional model of two-dimensional Young diagrams +Theory of minimum spanning trees II: exact graphical methods and perturbation expansion at the percolation threshold +On large deviations of additive functions +Off-critical lattice models and massive SLEs +Percolation for the stable marriage of Poisson and Lebesgue with random appetites +Annealed lower tails for the energy of a polymer +A Three Dimensional Signed Small Ball Inequality +A q-analogue of the four functions theorem +Mixing time for the Ising model: a uniform lower bound for all graphs +Cameron--Martin formula for the $ \sigma $-finite measure unifying Brownian penalisations +Wiener integral for the coordinate process under the $ \sigma $-finite measure unifying Brownian penalisations +Bibliography: Publications of J. L. Doob +Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes +Optimal Stopping for Dynamic Convex Risk Measures +Boundaries from inhomogeneous Bernoulli trials +Global divergence of spatial coalescents +On additive time-changes of Feller processes +Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model +Scaling exponent for the Hopf-Cole solution of KPZ/Stochastic Burgers +Error Analysis of tau-leap simulation methods +Discrete MDL Predicts in Total Variation +The Real Powers of the Convolution of a Gamma Distribution and a Bernoulli Distribution +Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction +Stochastic Ordering of Exponential Family Distributions and Their Mixtures +Upper bound on the disconnection time of discrete cylinders and random interlacements +Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion +Critical percolation in the plane +Critical percolation: the expected number of clusters in a rectangle +A note about critical percolation on finite graphs +More Uses of Exchangeability: Representations of Complex Random Structures +J. L. Doob (27 February 1910--7 June 2004) +Cutoff for the Ising model on the lattice +J. L. Doob: Foundations of stochastic processes and probabilistic potential theory +A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls +On the characteristics of a class of Gaussian processes within the white noise space setting +Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions +Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions +Martin boundary of a killed random walk on $\Z_+^d$ +On the first k moments of the random count of a pattern in a multi-states sequence generated by a Markov source +Random induced subgraphs of Cayley graphs induced by transpositions +Recent progress in coalescent theory +A Brownian Motion on the Group of Diffeomorphisms of the Circle +Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise +A derivation of Benford's Law ... and a vindication of Newcomb +Attractors and Expansion for Brownian Flows +Self-similar scaling limits of non-increasing Markov chains +Asymptotics of supremum distribution of a Gaussian process over a Weibullian time +Stability of some versions of the Pr\'ekopa-Leindler inequality +The Distant-l Chromatic Number of Random Geometric Graphs +Continuous time `true' self-avoiding random walk on Z +Overshoot functionals for almost semi-continuous processes defined on a Markov chain +Stability of the Pr\'ekopa-Leindler inequality +Characterizations of exchangeable partitions and random discrete distributions by deletion properties +Backward Doubly Stochastic Integral Equations of the Volterra Type +A Note on the Diffusive Scaling Limit for a Class of Linear Systems +On the rates of convergence of simulation based optimization algorithms for optimal stopping problems +A Bernstein-type inequality for stochastic processes of quadratic forms of Gaussian variables +A Note on the Central Limit Theorem for a Class of Linear Systems +On the Degree Sequence of Random Geometric Digraphs +Convergence of a kinetic equation to a fractional diffusion equation +Optimal double stopping time +Some stochastic process without birth, linked to the mean curvature flow +Dependent Random Choice +Efficient calculation of risk measures by importance sampling -- the heavy tailed case +On importance sampling with mixtures for random walks with heavy tails +Poisson process Fock space representation, chaos expansion and covariance inequalities +The scaling limit of the Minimal Spanning Tree - a preliminary report +Spatial Clustering Tests Based on Domination Number of a New Random Digraph Family +Laws of Large Numbers of Subgraphs in Directed Random Geometric Networks +The number of cycles of specified normalized length in permutations +Focusing of Maximum Vertex Degrees in Random Faulty Scaled Sector Graphs +Random walk of second class particles in product shock measures +Local time of a diffusion in a stable L\'evy environment +Gaussian Fluctuations of Eigenvalues in Wigner Random Matrices +Double Kernel estimation of sensitivities +Periodic homogenization with an interface: the multi-dimensional case +The Kemeny constant of a Markov chain +SPDE Approximation for Random Trees +On Khintchine inequalities with a weight +On the k-gamma q-distribution +Localization and Perron--Frobenius theory for directed polymers +Generalized Integrands and Bond Portfolios: Pitfalls and Counter Examples +Approximation of Bayesian Inverse Problems for PDEs +Approximate maximizers of intricacy functionals +On the Viterbi process with continuous state space +The single ring theorem +A stochastic model of evolution +A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression +Phase Transitions for Random Walk Asymptotics on Free Products of Groups +Integrability of Seminorms +Weak Approximations for Wiener functionals +Fluid Models of Many-server Queues with Abandonment +Resistance boundaries of infinite networks +Novel scaling limits for critical inhomogeneous random graphs +On the speed of coming down from infinity for $\X$-coalescent processes +Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions +Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain +Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain +The Hole Probability for Gaussian Entire Functions +Probability Bracket Notation and Probability Modeling +Fluctuations of Multi-Dimensional Kingman-L\'Evy Processes +Rearrangements of gaussian fields +Pointwise estimates and exponential laws in metastable systems via coupling methods +Sublinear variance for directed last-passage percolation +A construction of the rough path above fractional Brownian motion using Volterra's representation +On the exit from a finite interval for the risk processes with stochastic premiums +Invariant colorings of random planar maps +Invariant matchings of exponential tail on coin flips in $\Z^d$ +Concave majorant of stochastic processes and Burgers turbulence +A CLT for the $L^\u007b2\u007d$ norm of increments of local times of L\'evy processes as time goes to infinity +Tree and grid factors of general point processes +Efficient search by optimized intermittent random walks +Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities +Azar y Aritmetica +Sharp weak-type inequalities for differentially subordinated martingales +Conformal Deformation from Normal to Hermitian Random Matrix Ensembles +Process-level quenched large deviations for random walk in random environment +Geometric Properties of Poisson Matchings +On the exact asymptotics for the stationary sojourn time distribution in a tandem of queues with light-tailed service times +A Geometric Interpretation of Half-Plane Capacity +Some Open Problems Related to Stability +Extremes of Independent Gaussian Processes +Rectangular R-transform as the limit of rectangular spherical integrals +Properties of Isoperimetric, Functional and Transport-Entropy Inequalities Via Concentration +The expected number of inversions after n adjacent transpositions +Rectangular R-transform at the limit of rectangular spherical integrals +Woodroofe's one-armed bandit problem revisited +Stochastic aspects of easy quantum groups +Bridge Decomposition of Restriction Measures +Tail Probability and Singularity of Laplace-Stieltjes Transform of a Heavy Tailed Random Variable +Hybrid Atlas Models +On the density of systems of non-linear spatially homogeneous SPDEs +Analysis of a Stochastic Predator-Prey Model with Applications to Intrahost HIV Genetic Diversity +Optimal reinsurance/investment problems for general insurance models +Linearly Bounded Liars, Adaptive Covering Codes, and Deterministic Random Walks +Strict positivity of the density for non-linear spatially homogeneous SPDEs +Stability of a spatial polling system with greedy myopic service +Recursive estimation of time-average variance constants +Random recurrence equations and ruin in a Markov-dependent stochastic economic environment +On convergence to stationarity of fractional Brownian storage +Bubbles, convexity and the Black--Scholes equation +Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations +Asymptotic behavior of unstable INAR(p) processes +Time averages, recurrence and transience in the stochastic replicator dynamics +Non-Markov property of certain eigenvalue processes analogous to Dyson's model +Poisson Dirichlet$(\alpha,\theta)$-Bridge Equations and Coagulation-Fragmentation Duality +Limit laws of transient excited random walks on integers +Matrix factorization identity for almost semi-continuous processes on a Markov chain +Stochastic Cahn-Hilliard equation with double singular nonlinearities and two reflections +Stochastic completeness and volume growth +Asymptotic properties of the columns in the products of nonnegative matrices +Extremal shot noises, heavy tails and max-stable random fields +On the inverse first-passage-time problem for a Wiener process +On the extendibility of partially and Markov exchangeable binary sequences +The survival of large dimensional threshold contact processes +Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space +Contact process in a wedge +Hydrodynamic limit of the exclusion process in inhomogeneous media +Utility Optimization in Congested Queueing Networks +Mixing time of near-critical random graphs +Extremal Subgraphs of Random Graphs: an Extended Version +On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes +Asymptotic regimes for the partition into colonies of a branching process with emigration +Can an infinite left-product of nonnegative matrices be expressed in terms of infinite left-products of stochastic ones? +Applications of Weak Convergence for Hedging of Game Options +On the spectral dimension of causal triangulations +Critical random graphs: limiting constructions and distributional properties +Zero-one laws for connectivity in random key graphs +Can an infinite product of nonnegative matrices be expressed in terms of infinite products of stochastic ones? +Limit theorems for projections of random walk on a hypersphere +Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations +Notes on Feige's gumball machines problem +Rank-based attachment leads to power law graphs +Poisson Splitting by Factors +Finite-time blowup and existence of global positive solutions of a semi-linear SPDE +A rule of thumb for riffle shuffling +Limit theorems for random processes with random time substitution +Optimal transportation and monotonic quantities on evolving manifolds +A zero-one law for linear transformations of Levy noise +Reflected Brownian motion in Weyl chambers +The Evolution of a Spatial Stochastic Network +Intermittency on catalysts: voter model +Harnack Inequalities on Manifolds with Boundary and Applications +Filtering problems with exponential criteria for general Gaussian signals +Analysis of error propagation in particle filters with approximation +Large deviations for point processes based on stationary sequences with heavy tails +Robin Heat Semigroup and HWI Inequality on Manifolds with Boundary +Transportation-Cost Inequalities on Path Space Over Manifolds with Boundary +Semigroup Properties for the Second Fundamental Form +Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump +The random conductance model with Cauchy tails +Quantum Trajectories in Random Environment: the Statistical Model for a Heat Bath +Phase Transition for the Mixing Time of the Glauber Dynamics for Coloring Regular Trees +Another approach to some rough and stochastic partial differential equations +Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation +Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case +Stochastic Partial Differential Equations with Unbounded and Degenerate Coefficients +A Backward Particle Interpretation of Feynman-Kac Formulae +Environmental Noise Variability in Population Dynamics Matrix Models +Stochastic integral representation of the $L^\u007b2\u007d$ modulus of Brownian local time and a central limit theorem +Connectivity Bounds for the Vacant Set of Random Interlacements +Threshold graph limits and random threshold graphs +The tree length of an evolving coalescent +Random permutations with cycle weights +Simulation reductions for the Ising model +The Mahonian probability distribution on words is asymptotically normal +Probabilistic model associated with the pressureless gas dynamics +Simple Error Scattering Model for improved Information Reconciliation +A Sharp Estimate for Divisors of Bernoulli Sums +Sharp approximation for density dependent Markov chains +Reconstruction on Trees: Exponential Moment Bounds for Linear Estimators +On the Copula for multivariate Extreme Value distributions +Optimal co-adapted coupling for a random walk on the hyper-complete-grap +Sparse stable configurations of hard discs in a box +A comprehensive connection between the basic results and properties derived from two kinds of topologies for a random locally convex module +An application of disc packing to statistical mechanics +Random matrices: Universality of local eigenvalue statistics up to the edge +High order discretization schemes for stochastic volatility models +Replica Symmetry and Combinatorial Optimization +Stein's method for dependent random variables occurring in Statistical Mechanics +Lack of strong completeness for stochastic flows +A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems +Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients +Perfect simulation of Vervaat perpetuities +The uniqueness of symmetrizing measure and linear diffusions +Static large deviations of boundary driven exclusion processes +Conformal loop ensembles and the stress-energy tensor. II. Construction of the stress-energy tensor +Boundary Harnack principle for $\Delta + \Delta^\u007b\alpha/2\u007d$ +The two-type continuum Richardson model: Non-dependence of the survival of both types on the initial configuration +Sharp Heat Kernel Estimates for Relativistic Stable Processes in Open Sets +Absorbing-State Phase Transition for Stochastic Sandpiles and Activated Random Walks +Cram\'\u007be\u007dr Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series +A sharp analysis of the mixing time for random walk on rooted trees +A Ciesielski-Taylor type identity for positive self-similar Markov processes +Selling a stock at the ultimate maximum +On the uniqueness of classical solutions of Cauchy problems +Asymptotic Behavior of the Finite-Size Magnetization as a Function of the Speed of Approach to Criticality +Gaussian perturbations of circle maps: A spectral approach +A probabilistic study of neural complexity +Total progeny in killed branching random walk +Asymptotic normality of plug-in level set estimates +An operator approach for Markov chain weak approximations with an application to infinite activity L\'\u007be\u007dvy driven SDEs +A continuous analogue of the invariance principle and its almost sure version +Functional limit theorems for Levy processes and their almost-sure versions +Optimal scalings for local Metropolis--Hastings chains on nonproduct targets in high dimensions +Robust mean-variance hedging in the single period model +$L^\u007b2\u007d$-spectral gaps for time discrete reversible Markov chains +$L^\u007b2\u007d$-spectral gaps, weak-reversible and very weak-reversible Markov chains +Asymptotic optimality of isoperimetric constants with respect to $L^\u007b2\u007d(\pi)$-spectral gaps +Recurrence and ergodicity of random walks on linear groups and on homogeneous spaces +Upper and Lower Bounds in Exponential Tauberian Theorems +A general strong law of large numbers for additive arithmetic functions +On the short time asymptotic of the stochastic Allen-Cahn equation +Exact solution of a two-type branching process: Clone size distribution in cell division kinetics +The Statistical Mechanics of Stretched Polymers +Universal Gaussian fluctuations of non-Hermitian matrix ensembles +Optimal Transport and Tessellation +On linear evolution equations with cylindrical L\'evy noise +Layering and wetting transitions for an SOS interface +On the Role of Sparsity in Compressed Sensing and Random Matrix Theory +Scaling limits of anisotropic Hastings-Levitov clusters +Second order accurate distributed eigenvector computation for extremely large matrices +Sampling Conditioned Hypoelliptic Diffusions +A stochastic min-driven coalescence process and its hydrodynamical limit +Loss of memory of random functions of Markov chains and Lyapunov exponents +Conditionally monotone independence I: Independence, additive convolutions and related convolutions +On the Speed of Spread for Fractional Reaction-Diffusion Equations +A strong pair correlation bound implies the CLT for Sinai Billiards +Conditionally monotone independence +Monotonicity properties of the asymptotic relative efficiency between common correlation statistics in the bivariate normal model +Law of large numbers for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation +Lower large deviations for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation +Upper large deviations for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation +Self-interacting diffusions IV: Rate of convergence +Profiles of permutations +Weak KAM Theory topics in the stationary ergodic setting +A metric analysis of critical Hamilton--Jacobi equations in the stationary ergodic setting +A historical law of large numbers for the Marcus Lushnikov process +A Discussion on Mean Excess Plots +Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations +The weak coupling limit of disordered copolymer models +On ASEP with Step Bernoulli Initial Condition +Standard deviation of the longest common subsequence +Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation +An Analogue of the L\'Evy-Cram\'Er Theorem for Multi-Dimensional Rayleigh Distributions +Bayesian estimate of the zero-density frequency of a Cs fountain +On infinitely cohomologous to zero observables +Dirichlet polynomials: some old and recent results, and their interplay in number theory +Invariant Measures and Decay of Correlations for a Class of Ergodic Probabilistic Cellular Automata +The Monotone Cumulants +Stochastic Flows of SDEs with Irregular Coefficients and Stochastic Transport Equations +Limit theorems for vertex-reinforced jump processes on regular trees +Dynamical sensitivity of recurrence and transience of branching random walks +Invariant random fields in vector bundles and application to cosmology +The t-Martin boundary of reflected random walks on a half-space +Standard Spectral Dimension for the Polynomial Lower Tail Random Conductances model +Disjoint Hamilton cycles in the random geometric graph +Bounding relative entropy by the relative entropy of local specifications in product spaces +On Markov chains induced by partitioned transition probability matrices +Return probabilities of random walks among polynomial lower tail random conductances +Upper Bound for Large Deviations of Reversible Diffusion Processes +Large Deviation in Harnack type Dirichlet spaces +Non-normal Approximation by Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model +Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model +Dense packing on uniform lattices +The scaling window for a random graph with a given degree sequence +Notes on Using Control Variates for Estimation with Reversible MCMC Samplers +Hausdorff measure of arcs and Brownian motion on Brownian spatial trees +The rank of diluted random graphs +Time-reversal and elliptic boundary value problems +Scaling limits for critical inhomogeneous random graphs with finite third moments +Localization for a Class of Linear Systems +On the Distribution of a Second Class Particle in the Asymmetric Simple Exclusion Process +An Introduction to Stochastic PDEs +Hard Core entropy: lower bounds +On the One Dimensional Critical "Learning from Neighbours" Model +Wright-Fisher Diffusion in One Dimension +On Hele-Shaw problems arising as scaling limits +High Moments of Large Wigner Random Matrices and Asymptotic Properties of the Spectral Norm +Evolution in predator-prey systems +A Spectral Analysis of the Sequence of Firing Phases in Stochastic Integrate-and-Fire Oscillators +Fractional Normal Inverse Gaussian Process +Systems of one-dimensional random walks in a common random environment +Flow of diffeomorphisms for SDEs with unbounded H\"older continuous drift +Spin Needlets Spectral Estimation +Disorder chaos and multiple valleys in spin glasses +SRB Measures For Certain Markov Processes +Optimal Execution Problem with Market Impact +High level excursion set geometry for non-Gaussian infinitely divisible random fields +q-Exchangeability via quasi-invariance +De Finetti theorems for easy quantum groups +A bijection theorem for domino tiling with diagonal impurities +Scaling limits of random planar maps with large faces +Large deviations for flows of interacting Brownian motions +From a dichotomy for images to Haagerup's inequality +Bootstrap percolation in high dimensions +Weak approximation of fractional SDES: The Donsker setting +Solvable Nonlinear Volatility Diffusion Models with Affine Drift +Sharpness of the percolation transition in the two-dimensional contact process +The geometry of Euclidean convolution inequalities and entropy +Correlation and Brascamp-Lieb inequalities for Markov semigroups +Conditional limit theorems for ordered random walks +Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients +Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion +On limits of Graphs Sphere Packed in Euclidean Space and Applications +Weak convergence for the stochastic heat equation driven by Gaussian white noise +The diversity of a distributed genome in bacterial populations +A CLT for the third integrated moment of Brownian local time increments +Local limit of packable graphs +On the structure of Gaussian random variables +Stochastic Taylor expansions and heat kernel asymptotics +On a zero-one law for the norm process of transient random walk +Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups +3-Connected Cores In Random Planar Graphs +The Maxwell-Boltzmann Distribution is not the Equilibrium on a Hyperboloid +A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature +Spectral Analysis of Multi-dimensional Self-similar Markov Processes +Heat Kernel Upper Bounds on Long Range Percolation Clusters +On divergence form SPDEs with growing coefficients in $W^\u007b1\u007d_\u007b2\u007d$ spaces without weights +Uniform Modulus of Continuity of Random Fields +Stochastic 2D hydrodynamical systems: Wong-Zakai approximation and Support theorem +Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps +Optimal investment on finite horizon with random discrete order flow in illiquid markets +Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme +On the Domination of Random Walk on a Discrete Cylinder by Random Interlacements +Heavy tail phenomenon and convergence to stable laws iterated Lipschitz maps +A Shape Theorem for Riemannian First-Passage Percolation +On the philosophy of Cram\'er-Rao-Bhattacharya Inequalities in Quantum Statistics +A Path Guessing Game with Wagering +Perfect simulation for stochastic chains with unbounded variable length memory +Stochastic 2D hydrodynamical systems: Support theorem +Numerical scheme for backward doubly stochastic differential equations +New rates for exponential approximation and the theorems of R\'enyi and Yaglom +Reflected generalized backward doubly SDEs driven by L\'evy processes and Applications +Homeomorphism of solutions to backward doubly SDEs and applications +L$^\u007bp\u007d$-solution of reflected generalized BSDEs with non-Lipschitz coefficients +On the Optimal Amount of Experimentation in Sequential Decision Problems +Lp-solution of backward doubly stochastic differential equations +The triangle and the open triangle +Hidden Markov processes in the context of symbolic dynamics +Forest fires on $\Z_+$ with ignition only at 0 +Estimates on the speedup and slowdown for a diffusion in a drifted brownian potential +Queueing with neighbours +Fluctuations of the nodal length of random spherical harmonics +Random walks on discrete cylinders with large bases and random interlacements +Limit distributions for large P\'olya urns +Are fractional Brownian motions predictable? +Les Probabilit\'es D\'efaillance comme Indicateurs de Performance des Barri\`eres Techniques de S\'ecurit\'e ? Approche Analytique +Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces +Symmetrization of L\'evy processes and applications +A Remark on Zeros of Brownian Motion +Inhomogeneity and universality: off-critical behavior of interfaces +On the discretization of backward doubly stochastic differential equations +Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains +Almost sure invariance principle for dynamical systems by spectral methods +Convergence to L\'evy stable processes under some weak dependence conditions +Credit Risk Premia and Quadratic Bsdes with a Single Jump +Dynkin's isomorphism theorem and the stochastic heat equation +Convergence to L\'evy stable processes under strong mixing conditions +Differentiability of quadratic BSDEs generated by continuous martingales +Perfect simulation of a coupling achieving the $\bar\u007bd\u007d$-distance between ordered pairs of binary chains of infinite order +Convex Hull of N Planar Brownian Motions: Exact Results and an Application to Ecology +Differentiability of quadratic BSDE generated by continuous martingales and hedging in incomplete markets +Perfect simulation of the $\bar\u007bd\u007d$-minimal coupling between ordered pairs of binary chains of infinite order +On the orthogonal component of BSDEs in a Markovian setting +Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion +Diffusion approximation for the components in critical inhomogeneous random graphs of rank 1 +Duality and Intertwining for discrete Markov kernels: a relation and examples +Poincar\'e inequality and exponential integrability of hitting times for linear diffusions +Boundary Harnack Inequality for alpha-harmonic functions on the Sierpi\'nski triangle +On the preservation of Gibbsianness under symbol amalgamation +An application to credit risk of a hybrid Monte Carlo-Optimal quantization method +Upper large deviations for maximal flows through a tilted cylinder +Branching Random Walks in Space-Time Random Environment: Survival Probability, Global and Local Growth Rates +Moderate deviations for the chemical distance in Bernoulli percolation +D\'eviations mod\'er\'ees de la distance chimique +Central Limit Theorems for Multicolor Urns with Dominated Colors +Uniform estimates for metastable transition times in a coupled bistable system +Reducing the Ising model to matchings +Majority dynamics on trees and the dynamic cavity method +Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation +Interlacement percolation on transient weighted graphs +A min-type stochastic fixed-point equation related to the smoothing transformation +Zeros of a two-parameter random walk +Interacting branching processes and linear file-sharing networks +A functional combinatorial central limit theorem +Brownian and fractional Brownian stochastic currents via Malliavin calculus +The metric theory of p-adic approximation +Coherent frequentism +Self-Intersections of Random Geodesics on Negatively Curved Surfaces +Intermediate convergents and a metric theorem of Khinchin +Sets of finite perimeter and the Hausdorff-Gauss measure on the Wiener space +SDEs driven by a time-changed L\'evy process and their associated time-fractional order pseudo-differential equations +Stability for random measures, point processes and discrete semigroups +A strong log-concavity property for measures on Boolean algebras +Multivariate Log-Concave Distributions as a Nearly Parametric Model +A pure jump Markov process with a random singularity spectrum +On the Continuity of Stochastic Exit Time Control Problems +Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations +Relative Density of the Random r-Factor Proximity Catch Digraph for Testing Spatial Patterns of Segregation and Association (Technical Report) +On Buffon Machines and Numbers +Random $k$-noncrossing RNA Structures +Martingale differences and the metric theory of continued fractions +An Experimental Mathematics Perspective on the Old, and still Open, Question of When To Stop? +Strong Taylor approximation of Stochastic Differential Equations and application to the L\'evy LIBOR model +Poisson boundary of $GL_d(\Q)$ +Orthogonal series and limit theorems for canonical U- and V-statistics of stationary connected observations +Derivation of an eigenvalue probability density function relating to the Poincare disk +Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models +Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations +Geometric Ergodicity and the Spectral Gap of Non-Reversible Markov Chains +Stochastic homogenization of horospheric tree products +Bounds on the constant in the mean central limit theorem +Using Differential Equations to Obtain Joint Moments of First-Passage Times of Increasing Levy Processes +A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes +Studentized Processes of U-statistics +Distance statistics in quadrangulations with a boundary, or with a self-avoiding loop +A Bounded Derivative Method for the Maximum Likelihood Estimation on Weibull Parameters +Survival and coexistence for a multitype contact process +The inclusion process: duality and correlation inequalities +A CLT for the $L^\u007b2\u007d$ moduli of continuity of local times of Levy processes +Excursions of diffusion processes and continued fractions +Sumset and inverse sumset theorems for Shannon entropy +Bulk universality for Wigner hermitian matrices with subexponential decay +Most likely paths to error when estimating the mean of a reflected random walk +Stein's method meets Malliavin calculus: a short survey with new estimates +Covariance function of vector self-similar process +On the time schedule of Brownian Flights +On large deviation regimes for random media models +Tree based functional expansions for Feynman--Kac particle models +Poisson--Voronoi approximation +Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations +Energy measures and indices of Dirichlet forms, with applications to derivatives on some fractals +Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions +A central limit theorem via differential equations +Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise +Improvement of two Hungarian bivariate theorems +The spectral edge of some random band matrices +One-sided Cauchy-Stieltjes Kernel Families +Survival and Growth of a Branching Random Walk in Random Environment +The natural parametrization for the Schramm-Loewner evolution +Concentration of measures via size biased couplings +Markov chains conditioned never to wait too long at the origin +Zeros of Airy Function and Relaxation Process +Sharp threshold for percolation on expanders +On monochromatic arm exponents for 2D critical percolation +Critical homogenization of Levy process driven SDEs in random medium +Central Limit Theorem for Coloured Hard-Dimers +A weak trapezoidal method for a class of stochastic differential equations +Rate of convergence for numerical solutions to SFDEs with jumps +Brownian motion in a ball in the presence of spherical obstacles +Affine processes are regular +Around Tsirelson's equation, or: The evolution process may not explain everything +Spectral properties of the Cauchy process +Estimation for the change point of the volatility in a stochastic differential equation +The Functional Equation of the Smoothing Transform +Fixation for Distributed Clustering Processes +Zero dissipation limit in the Abelian sandpile model +Feynman-Kac formula for heat equation driven by fractional white noise +The Jewett-Krieger Construction for Tilings +A finite difference approach to the infinity Laplace equation and tug-of-war games +Regular sets and counting in free groups +On the density of the sum of two independent Student t-random vectors +A Three-Parameter Binomial Approximation +Stochastic integration and boundaries of infinite networks +Boundaries of infinite resistance networks +Mathematical analysis of stochastic models for tumor-immune systems +A Solvable Model for Homopolymers and the Critical Phenomena +Stable limits for sums of dependent infinite variance random variables +A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications +Characteristic Polynomials of Sample Covariance Matrices +Optimal portfolio liquidation with execution cost and risk +Critically loaded queueing models that are throughput suboptimal +Error bounds for computing the expectation by Markov chain Monte Carlo +Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions +On the Expectations of Maxima of Sets of Independent Random Variables +The asymptotic distribution of a cluster-index for i.i.d. normal random variables +Portfolio choice with jumps: A closed-form solution +No arbitrage without semimartingales +Coexistence in stochastic spatial models +The emergence of rational behavior in the presence of stochastic perturbations +Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems +De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process +Invariant transports of stationary random measures and mass-stationarity +Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution +Variational characterisation of Gibbs measures with Delaunay triangle interaction +The real zeros of a random algebraic polynomial with dependent coefficients +Infinitesimal non-crossing cumulants and free probability of type B +Diameters in supercritical random graphs via first passage percolation +Anatomy of a young giant component in the random graph +The subelliptic heat kernel on SL(2,R): an integral representation and some functional inequalities +The real zeros of a random polynomial with dependent coefficients +Random quantum channels II: Entanglement of random subspaces, Renyi entropy estimates and additivity problems +Vector measures of bounded gamma-variation and stochastic integrals +Riesz exponential families on homogeneous cones +A time inhomogeneous Cox-Ingersoll-Ross diffusion with jumps +A model for coagulation with mating +Unique decompositions, faces, and automorphisms of separable states +Bessel Process and Conformal Quantum Mechanics +On some universal sigma finite measures and some extensions of Doob's optional stopping theorem +Interlacings for random walks on weighted graphs and the interchange process +Clark--Ocone formula and variational representation for Poisson functionals +Weighted Poincar\'\u007be\u007d-type inequalities for Cauchy and other convex measures +Dynamic risk diversification and insurance premium principles +On simultaneous hitting of membranes by two skew Brownian motions +An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps +Infinite paths in random shift graphs +A world record in Atlantic City and the length of the shooter's hand at craps +A L\'evy area by Fourier normal ordering for multidimensional fractional Brownian motion with small Hurst index +Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation +A $q$-analogue of the FKG inequality and some applications +Proof of Aldous' spectral gap conjecture +Global Heat Kernel Estimates for Fractional Laplacians in Unbounded Open Sets +Applications of Stein's method for concentration inequalities +A Symbolic Computational Approach to a Problem Involving Multivariate Poisson Distributions +A note on Wiener-Hopf factorization for Markov Additive processes +On asymptotic efficiency of multivariate version of Spearman's rho +Conformal invariance and universal critical exponents in the two-dimensional percolation model +Bandit problems with Levy payoff processes +Functional integral representations for self-avoiding walk +Directed Polymers on Hierarchical Lattices with site disorder +Correlations for paths in random orientations of G(n,p) and G(n,m) +A Markovian slot machine and Parrondo's paradox +Exponential and Gaussian concentration of 1-Lipschitz maps +On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions +Correlations for paths in random orientations of G(n,p) +Rate of convergence of stochastic processes with values in $\mathbb\u007bR\u007d$-trees and Hadamard manifolds +Random matrices: Universality of local eigenvalue statistics +Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency +Intrinsic volumes of inscribed random polytopes in smooth convex bodies +Computational methods for stochastic relations and Markovian couplings +Branching Brownian motion: Almost sure growth along scaled paths +Approximating a Diffusion by a Hidden Markov Model +A counter-intuitive correlation in a random tournament +Berry-Esseen bounds for general nonlinear statistics, with applications to Pearson's and non-central Student's and Hotelling's +Long and short paths in uniform random recursive dags +Quasi-martingales with a linearly ordered index set +Hamiltonicity of the random geometric graph +Demystification of quantum entanglement +Asymptotics of the visibility function in the Boolean model +Riffle shuffles of a deck with repeated cards +Percolation of words on $\Z^d$ with long range connections +Hamilton Cycles in Random Geometric Graphs +Deducing Vertex Weights from Empirical Occupation Times +Extreme value theory, Poisson-Dirichlet distributions and FPP on random networks +L^p estimates for Feynman-Kac propagators with time-dependent reference measures +Quantum Probability, Renormalization and Infinite-Dimensional *-Lie Algebras +From the Lifshitz tail to the quenched survival asymptotics in the trapping problem +Weak convergence towards two independent Gaussian processes from a unique Poisson process +Large Deviations Application to Billingsley's Example +Omnibus Sequences, Coupon Collection, and Missing Word Counts +Bulk Universality for Wigner Matrices +On The Influences of Variables on Boolean Functions in Product Spaces +Fixed trace $\beta$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density +Boundary behaviour of harmonic functions on hyperbolic groups +On Asymptotic Expansion in the Random Allocation of Particles by Sets +On characterizations based on regression of linear combinations of record values +Ergodic Properties of Max-Infinitely Divisible Processes +Characterization of Discrete Time Scale Invariant Markov Processes +Discrete Time Scale Invariant Markov Processes +Tagged particle processes and their non-explosion criteria +On Quadratic g-Evaluations/Expectations and Related Analysis +Maximum of Dyson Brownian motion and non-colliding systems with a boundary +Reversed Dirichlet environment and directional transience of random walks in Dirichlet random environment +A note on Furstenberg's filtering problem +Limits of randomly grown graph sequences +On the Martingale Property of Certain Local Martingales +On a Processor Sharing Queue That Models Balking +Approximation of quasi-stationary distributions for 1-dimensional killed diffusions with unbounded drifts +Optimal Stopping for Non-linear Expectations +A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control +A phase transition for the heights of a fragmentation tree +Cumulants of a convolution and applications to monotone probability theory +Cumulants of a convolution and applications to monotone probability theory +Globally optimal parameter estimates for nonlinear diffusions +Central limit theorem for the heat kernel measure on the unitary group +Convergence of the structure function of a Multifractal Random Walk in a mixed asymptotic setting +A functional equation whose unknown is P([0,1]) valued +Path regularity of Gaussian processes via small deviations +Cumulants as iterated integrals +On the mixing time of the 2D stochastic Ising model with "plus" boundary conditions at low temperature +Current Fluctuations for TASEP: A Proof of the Pr\"\u007ba\u007dhofer-Spohn Conjecture +A Poincar\'e Inequality on Loop Spaces +Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models +Spectral analysis of 1D nearest-neighbor random walks with applications to subdiffusive random trap and barrier models +A note on correlations in randomly oriented graphs +Cylindrical Levy processes in Banach spaces +Exponential deficiency of convolutions of densities +Stationary Stochastic Viscosity Solutions of SPDEs +A strong law of large numbers for martingale arrays +A Note on a Fenyman-Kac-Type Formula +Heat kernel estimates for the fractional Laplacian with Dirichlet conditions +Stationary map coloring +Using the Schramm-Loewner evolution to explain certain non-local observables in the 2d critical Ising model +Quantum stochastic convolution cocycles III +Random quantum channels I: graphical calculus and the Bell state phenomenon +Product formula for Jacobi polynomials, spherical harmonics and generalized Bessel function of dihedral type +A Scaling Analysis of a Cat and Mouse Markov Chain +Tail asymptotics for exponential functionals of Levy processes: the convolution equivalent case +Global existence for rough differential equations under linear growth conditions +A stochastic model for phylogenetic trees +Passage time from four to two blocks in the voter model +Extending the Support Theorem to Infinite Dimensions +The mean perimeter of some random plane convex sets generated by a Brownian motion +Jucys-Murphy Elements and Unitary Matrix Integrals +Non-markovian limits of additive functionals of Markov processes +Markovian Bridges: weak continuity and pathwise constructions +Amenability of linear-activity automaton groups +A global view of Brownian penalisations +$L_p$-Theory for the Stochastic Heat Equation with Infinite-Dimensional Fractional Noise +Non-extinction of a Fleming-Viot particle model +A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs +Large deviation principle and inviscid shell models +On the first passage time density of a continuous Martingale over a moving boundary +On Schroedinger's equation, 3-dimensional bessel bridges, and passage time problems +Stochastic approximations of set-valued dynamical systems: Convergence with positive probability to an attractor +Locally most powerful sequential tests of a simple hypothesis vs one-sided alternatives +Coercive Inequalities on Metric Measure Spaces +Information Ranking and Power Laws on Trees +On small balls problem for stable measures in a Hilbert space +Total Variation Mixing Time of Kac's Random Walk +On the Dovbysh-Sudakov representation result +Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity +Diamond Aggregation +Estimation of the drift of fractional Brownian motion +$L^p$ bounds for a central limit theorem with involutions +$L^p$ bounds for a combinatorial central limit theorem with involutions +Central Limit Theorems for Gromov Hyperbolic Groups +Strong mixing property for STIT tessellations +Transition phenomena for ladder epochs of random walks with small negative drift +Erratum: Percolation on random Johnson-Mehl tessellations and related models +Upper tails for counting objects in randomly induced subhypergraphs and rooted random graphs +Intermittency and Aging for the Symbiotic Branching Model +On a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process +Path regularity and explicit convergence rate for BSDE with truncated quadratic growth +Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects +Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion +Random walk on the integers with equidistant multiple function barriers +q-Distributions on boxed plane partitions +Counting nondecreasing integer sequences that lie below a barrier +Rigorous derivation of the Landau equation in the weak coupling limit +Large cliques in a power-law random graph +What happens after a default: the conditional density approach +Strong and weak divergence in finite time of Euler's method for SDEs with non-globally Lipschitz continuous coefficients +Mod-Poisson convergence in probability and number theory +Duality in inhomogeneous random graphs, and the cut metric +Non-globally Lipschitz Counterexamples for the stochastic Euler scheme +On ergodic two-armed bandits +Susceptibility in inhomogeneous random graphs +A q-analogue of de Finetti's theorem +Levy's zero-one law in game-theoretic probability +Polygonal web representation for higher order correlation functions of consistent polygonal Markov fields in the plane +The Distribution Route from Ancestors to Descendants +The Speed of Broadcasting in Random Networks: Density Does Not Matter +Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling +VRRW on complete-like graphs: almost sure behavior +Current fluctuations of a system of one-dimensional random walks in random environment +Right Inverses of Levy processes +A Supplement to the Paper Poisson Approximation in a Poisson Limit Theorem Inspired by Coupon Collecting +Remarks on the fractional Brownian motion +Two speed TASEP +Metric properties of discrete time exclusion type processes in continuum +On random topological Markov chains with big images and preimages +On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion +Adaptive sampling for linear state estimation +Rotor Walks and Markov Chains +Continuous-time trading and the emergence of probability +Intrinsic ultracontractivity for Schrodinger operators based on fractional Laplacians +Levy flights in confining potentials +Maximizing the probability of attaining a target prior to extinction +A continuum-tree-valued Markov process +Numerical Computation of First-Passage Times of Increasing Levy Processes +Limiting Distributions for Sums of Independent Random Products +Some asymptotic properties of the spectrum of the Jacobi ensemble +Exact maximum likelihood estimators for drift fractional Brownian motions +On Limit theorems in $JW$- algebras +Large deviations of empirical zero point measures on Riemann surfaces, I: $g = 0$ +A uniqueness theorem for the martingale problem describing a diffusion in media with membranes +Zero bias transformation and asymptotic expansions II : the Poisson case +Metastable behavior for bootstrap percolation on regular trees +The Gapeev-K\"uhn stochastic game driven by a spectrally positive L\'evy process +Matrix measures, random moments and Gaussian ensembles +On Marginal Markov Processes of Quantum Quadratic Stochastic Processes +Remarks on Pickands theorem +Signed Chord Length Distribution. II +On adding a list of numbers (and other one-dependent determinantal processes) +A spatially explicit Markovian individual-based model for terrestrial plant dynamics +Application of the lent particle method to Poisson driven SDE's +Some geometric critical exponents for percolation and the random-cluster model +Levy solutions of a randomly forced Burgers equation +Quasi-stationary distributions for structured birth and death processes with mutations +Regularity of harmonic functions for a class of singular stable-like processes +An excursion approach to maxima of the Brownian Bridge +Gibbs random fields with unbounded spins on unbounded degree graphs +Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity and Multiplicative Noise +On continuity properties for option prices in exponential L\'evy models +Weak Solutions of stochastic recursions: an explicit construction +Computations of Greeks in stochastic volatility models via the Malliavin calculus +Posterior Inference in Curved Exponential Families under Increasing Dimensions +Quasi-stationary distributions and Fleming-Viot processes in finite spaces +Limit Distribution of Eigenvalues for Random Hankel and Toeplitz Band Matrices +Law of the exponential functional of one-sided L\'evy processes and Asian options +Hoeffding spaces and Specht modules +L1-Penalized Quantile Regression in High-Dimensional Sparse Models +Generalized supermartingale deflators under limited information +The Optimal Filtering of Markov Jump Processes in Additive White Noise +Asymptotic Properties of Random Matrices of Long-Range Percolation Model +Asymptotic properties of resolvents of large dilute Wigner matrices +Boundary crossing identities for diffusions having the time inversion property +Symmetric Jump Processes and their Heat Kernel Estimates +Horizontal diffusion in $C^1$ path space +On the It\^o-Wentzell formula for distribution-valued processes and related topics +A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients +Statistical analysis of single-server loss queueing systems +Random surface growth with a wall and Plancherel measures for O(infinity) +Joint Range of R\'enyi Entropies +Random walk versus random line +Taylor expansions of solutions of stochastic partial differential equations +Correction to: Branching-coalescing particle systems +Asymptotics of a Brownian ratchet for Protein Translocation +Supremum of Random Dirichlet Polynomials with Sub-multiplicative Coefficients +Tridiagonal realization of the anti-symmetric Gaussian $\beta$-ensemble +A multiple stochastic integral criterion for almost sure limit theorems +Fonctions de Mittag-Leffler et processus de L\'evy stables sans saut n\'egatif +Uniform bounds for norms of sums of independent random functions +Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations +On the distribution of the integral of the exponential Brownian motion +Market viability via absence of arbitrage of the first kind +Market viability via absence of arbitrages of the first kind +Hitting half-spaces by Bessel-Brownian diffusions +Random Walks on Strict Partitions +The threshold function for vanishing of the top homology group of random $d$-complexes +Central Limit Theorems for the Brownian motion on large unitary groups +First hitting time law for some jump-diffusion processes : existence of a density +On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review +Average and deviation for slow-fast stochastic partial differential equations +On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review with an Invitation to Experimental Mathematics +Multiplicatively interacting point processes and applications to neural modeling +Kingman's coalescent and Brownian motion +Risk-averse asymptotics for reservation prices +The Engel algorithm for absorbing Markov chains +Limit theorems for nonlinear functionals of Volterra processes via white noise analysis +Curvature, concentration, and error estimates for Markov chain Monte Carlo +Asymptotic Normality of Statistics on Permutation Tableaux +Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos +Space-time duality for fractional diffusion +Martingales and Rates of Presence in Homogeneous Fragmentations +Optimal Holder exponent for the SLE path +Strong law of large numbers on graphs and groups +Regularity of Intersection Local Times of Fractional Brownian Motions +Strong law of large numbers on graphs and groups with applications -- I +On the stability of call/put option's prices in incomplete models under statistical estimations +Exact Asymptotics of Bivariate Scale Mixture Distributions +A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns +Comportement asymptotique des polyn\^omes orthogonaux associ\'es \`a un poids ayant un z\'ero d'ordre fractionnaire sur le cercle. Applications aux valeurs propres d'une classe de matrices al\'eatoires unitaires +On the reversal of radial SLE, I: Commutation Relations in Annuli +Optimal Multi-Modes Switching Problem in Infinite Horizon +The affine LIBOR models +Limit conditional distributions for bivariate vectors with polar representation +A new approach to LIBOR modeling +Analysis of the market weights under the Volatility-Stabilized Market models +A limit theorem for trees of alleles in branching processes with rare neutral mutations +A Large Deviation Principle for Martingales over Brownian Filtration +Ces\'aro summation for random fields +Prime chains and Pratt trees +Backward stochastic dynamics on a filtered probability space +Percolation and Connectivity in AB Random Geometric Graphs +A new model for evolution in a spatial continuum +Noise Correlation Bounds for Uniform Low Degree Functions +Self-similarity and random walks +Pointwise ergodic theorems with rate and application to limit theorems for stationary processes +Exact Tail Asymptotics of Dirichlet Distributions +Hot scatterers and tracers for the transfer of heat in collisional dynamics +Dutch Books and Combinatorial Games +Convergence of delay differential equations driven by fractional Brownian motion +Random walks in $(\mathbb\u007bZ\u007d_+)^2$ with non-zero drift absorbed at the axes +Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion +Maximum entropy Gaussian approximation for the number of integer points and volumes of polytopes +First passage percolation on random graphs with finite mean degrees +Analytic and asymptotic properties of multivariate generalized Linnik's probability densities +Exact Non-Parametric Bayesian Inference on Infinite Trees +Unspecified distribution in single disorder problem +Approximation of Stable-dominated Semigroups +Regularity Properties for a System of Interacting Bessel Processes +Convergence to equilibrium of biased plane partitions +Asymptotics of The Hole Probability for Zeros of Random Entire Functions +Lyapunov exponents of Green's functions for random potentials tending to zero +A Probabilistic Characterization of Random Proximity Catch Digraphs and the Associated Tools +Hydrodynamic limit of gradient exclusion processes with conductances on $\bb Z^d$ +Spin chains of Haldane-Shastry type and a generalized central limit theorem +The continuum limit of critical random graphs +On the moments of the meeting time of independent random walks in random environment +Threshold levels in Economics +Recovering a time-homogeneous stock price process from perpetual option prices +The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk +Three problems for the clairvoyant demon +Central limit theorems for eigenvalues of deformations of Wigner matrices +Simple Universal Bounds for Chebyshev-Type Quadratures +Phase Transitions in Gravitational Allocation +Goodness-of-Fit Tests for Perturbed Dynamical Systems +On the Goodness-of-Fit Testing for Ergodic Diffusion Processes +Outlets of 2D invasion percolation and multiple-armed incipient infinite clusters +Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process +Random graph asymptotics on high-dimensional tori. II. Volume, diameter and mixing time +Ballisticity conditions for random walk in random environment +A note on the distribution of the maximum of a set of Poisson random variables +On the Stability and Ergodicity of an Adaptive Scaling Metropolis Algorithm +Dislocation measure of the fragmentation of a general L\'evy tree +Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods +Entropy, Invertibility and Variational Calculus of the Adapted Shifts on Wiener space +Exponential rate of L_p-convergence of intrinsic martingales in supercritical branching random walks +Exit time for anchored expansion +Two-parameter stochastic calculus and Malliavin's integration-by-parts formula on Wiener space +On quenched and annealed critical curves of random pinning model with finite range correlations +Pinning of a polymer on a disordered line with finite range correlations: the annealed critical curve +Num\'eraire-invariant preferences in financial modeling +Mass Transportation Proofs of Free Functional Inequalities, and Free Poincare Inequalities +Invariance principles for local times at the supremum of random walks and L\'evy processes +Some annealed bounds for renewal pinning polymer models with weakly dependent disorder +Spectra of large random trees +Spectrum of large random reversible Markov chains - heavy-tailed weights on the complete graph +Thermophoresis as persistent random walk +On the Structure and Representations of Max--Stable Processes +The heat semigroup and Brownian motion on strip complexes +Adversarial Smoothed Analysis +Maximally Stable Gaussian Partitions with Discrete Applications +Continuity of large closed queueing networks with bottlenecks +Constrained Backward SDEs with Jumps: Application to Optimal Switching +Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise +Exactly Solvable Birth and Death Processes +On normal approximations to $U$-statistics +Entropy of Random Walk Range +Amenability of horocyclic products of percolation trees +Note on the Heat-Kernel Decay for Random Walk among Random Conductances with Heavy Tail +A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees +Exact Thresholds for Ising-Gibbs Samplers on General Graphs +Metastability in the generalized Hopfield model with finitely many patterns +Knights, spies, games and ballot sequences +Scale invariant correlations and the distribution of prime numbers +H\"older-continuous rough paths by Fourier normal ordering +Stationary systems of Gaussian processes +The local time of a random walk on growing hypercubes +Random Walks on Dicyclic Group +Free point processes and free extreme values +A Polynomial Number of Random Points does not Determine the Volume of a Convex Body +A Quantitative Arrow Theorem +On the usefulness of persistent excitation in ARX adaptive tracking +Outliers in INAR(1) models +Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space +Polynomial bounds in the Ergodic Theorem for positive recurrent one-dimensional diffusions and integrability of hitting times +Large deviations for singular and degenerate diffusion models in adaptive evolution +Quantitative estimates of the convergence of the empirical covariance matrix in Log-concave Ensembles +Non uniqueness of stationary measures for self-stabilizing processes +Random Marked Sets +Numerical method for optimal stopping of piecewise deterministic Markov processes +Heat kernel of fractional Laplacian in cones +Invariance principles for linear processes. Application to isotonic regression +$\kappa$-exponential models from the geometrical viewpoint +Laws of Large Numbers for the Occupation Time of an Age-Dependent Critical Binary Branching System +Deducing the Density Hales-Jewett Theorem from an infinitary removal lemma +Discrete approximation of stable white noise - Application to spatial linear filtering +Sharp thresholds for the random-cluster and Ising models +Smoothness of scale functions for spectrally negative Levy processes +Positive definite functions and multidimensional versions of random variables +Stochastic ordering of classical discrete distributions +The Central Limit Theorem for uniformly strong mixing measures +Power law Polya's urn and fractional Brownian motion +On the Traces of symmetric stable processes on Lipschitz domains +Off-Critical SLE(2) and SLE(4): a Field Theory Approach +Strong Convergence on Weakly Logarithmic Combinatorial Assemblies +Convergence, Strong Law of Large Numbers, and Measurement Theory in the Language of Fuzzy Variables +Optimal investment with counterparty risk: a default-density modeling approach +A functional approach for random walks in random sceneries +Transformations des lois multivari\'ees avec queues r\'eguli\`eres +Zero bias transformation and asymptotic expansions +SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients +The Existence of Pair Potential Corresponding to Specified Density and Pair Correlation +Random matrices: The distribution of the smallest singular values +An Inverse Problem for Gibbs Fields with Hard Core Potential +ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz +Crested products of Markov chains +Adaptive independent Metropolis--Hastings +Coupled paraxial wave equations in random media in the white-noise regime +Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process +Macroscopic stability for nonfinite range kernels +Products of random matrices: Dimension and growth in norm +Random Perturbations of 2-dimensional Hamiltonian Flows +Nonlinear Stochastic Perturbations of Dynamical Systems and Quasi-linear Parabolic PDE's with a Small Parameter +Metastability for Non-Linear Random Perturbations of Dynamical Systems +Motion in a Random Force Field +Loss networks +Coupling, Attractiveness and Hydrodynamics for Conservative Particle Systems +Fluid limits for networks with bandwidth sharing and general document size distributions +Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem +The Generalized Road Coloring Problem and periodic digraphs +Equality of averaged and quenched large deviations for random walks in random environments in dimensions four and higher +Modified discrete random walk with absorption +Bridges of quadratic harnesses +Large dimensional random k circulants +Conditioning of quadratic harnesses +Poisson asymptotics for random projections of points on a high-dimensional sphere +Martin boundary of a killed random walk on a quadrant +Integrated functionals of normal and fractional processes +A combinatorial analysis of interacting diffusions +Analytical and easily calculated expressions for continuous commutation functions under Gompertz-Makeham mortality +The calculation of expectations for classes of diffusion processes by Lie symmetry methods +A Berry--Esseen theorem for sample quantiles under weak dependence +Degenerate diffusions arising from gene duplication models +Relative frequencies in multitype branching processes +Asymptotic coupling and a weak form of Harris' theorem with applications to stochastic delay equations +Many-Sources Large Deviations for Max-Weight Scheduling +Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing +Criteria for hitting probabilities with applications to systems of stochastic wave equations +The CRT is the scaling limit of unordered binary trees +Maximal inequality for high-dimensional cubes +Scaling Limit of the Prudent Walk +Load optimization in a planar network +Strong limit theorems for a simple random walk on the 2-dimensional comb +General tax structures and the Levy insurance risk model +A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class +Stationarity, time--reversal and fluctuation theory for a class of piecewise deterministic Markov processes +Antithetic variates in higher dimensions +On regularity properties of Bessel flow +Positive-part moments via the Fourier-Laplace transform +On the Bennett-Hoeffding inequality +Space-time covariance functions with compact support +Asymptotic Independence of the Extreme Eigenvalues of GUE +Thick Points of the Gaussian Free Field +Equilibrium Fluctuations for the Totally Asymmetric Zero Range process +On the re-rooting invariance property of Levy trees +Theory of minimum spanning trees I: Mean-field theory and strongly disordered spin-glass model +Levy flights and Levy -Schroedinger semigroups +Large Deviations and Moments for the Euler Characteristic of a Random Surface +Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials +A (rough) pathwise approach to a class of non-linear stochastic partial differential equations +Anisotropic Young diagrams and infinite-dimensional diffusion processes with the Jack parameter +On the valuation of compositions in L\'evy term structure models +Finitely-additive measures on the asymptotic foliations of a Markov compactum +Periodic homogenization with an interface: the one-dimensional case +Quenched scaling limits of trap models +Effect of Noise on Front Propagation in Reaction-Diffusion equations of KPP type +Backward SDEs with superquadratic growth +Irreducibility and uniqueness of stationary distribution +Fractional multiplicative processes +Bounds on the Location of the Maximum Stirling Numbers of the Second Kind +Continuous Model for Homopolymers +Random repeated quantum interactions and random invariant states +Random Walks in the Quarter Plane Absorbed at the Boundary : Exact and Asymptotic +Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional +Integral Equations and the First Passage Time of Brownian Motions +A presentation of the category of stochastic matrices +The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes +Li-Yau Type Gradient Estimates and Harnack Inequalities by Stochastic Analysis +A Simulation Approach to Optimal Stopping Under Partial Information +Regularity of the Optimal Stopping Problem for Levy Processes with Non-Degenerate Diffusions +Expansions for Gaussian processes and Parseval frames +Heat kernel analysis on semi-infinite Lie groups +Some results on random circulant matrices +Limit theorems for Parrondo's paradox +A note on the Poisson boundary of lamplighter random walks +Distribution-valued heavy-traffic limits for the $G/GI/\infty$ queue +The determinacy of infinite games with eventual perfect monitoring +M/M/1 Queueing System with Non-preemptive Priority +Heavy-traffic analysis of the maximum of an asymptotically stable random walk +A new look at the Heston characteristic function +Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities +Burkholder-Davis-Gundy type Inequalities of the It\^o stochastic integral with respect to Levy noise on Banach spaces +Stochastic approach for the subordination in Bochner sense +A Single Server Retrial Queue with Different Types of Server Interruptions +On the diameter of the set of satisfying assignments in random satisfiable k-CNF formulas +The critical Z-invariant Ising model via dimers: locality property +Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations +Mesoscopic fluctuations of the zeta zeros +A simple construction of Werner measure from chordal SLE$_\u007b8/3\u007d$ +Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix +Bilinear and Quadratic Variants on the Littlewood-Offord Problem +On Azema-Yor processes, their optimal properties and the Bachelier-Drawdown equation +The martingale problem for Markov solutions to the Navier-Stokes equations +An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations +Random Graphons and a Weak Positivstellensatz for Graphs +Uniform bounds for exponential moment of maximum of a Dyck paths +Asymptotic Expansions for the Sojourn Time Distribution in the $M/G/1$-PS Queue +On the spread of supercritical random graphs +On Sojourn Times in the $M/M/1$-PS Model, Conditioned on the Number of Other Users +Multiple orthogonal polynomial ensembles +Transience/Recurrence and the speed of a one-dimensional random walk in a "have your cookie and eat it" environment +Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients +Asymptotic directions in random walks in random environment revisited +Extremes of Levy processes with light tails +Randomized Kaczmarz solver for noisy linear systems +Random Walks on Directed Covers of Graphs +Local limit approximations for Markov population processes +Translated Poisson approximation to equilibrium distributions of Markov population processes +Univariate approximations in the infinite occupancy scheme +About Gaussian filtering problems with general exponential quadratic criteria +Some ideas about quantitative convergence of collision models to their mean field limit +A Finitization of the Bead Process +Isoperimetry for spherically symmetric log-concave probability measures +Some Rigorous Results on Semiflexible Polymers. I. Free and confined polymers +Total Current Fluctuations in ASEP +Correlated Drainage Model +Variance limite d'une marche al\'eatoire r\'eversible en milieu al\'eatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z) +Discretizing the fractional Levy area +Heat Conduction Networks: Disposition of Heat Baths and Invariant Measure +Convergence of multi-class systems of fixed possibly infinite sizes +A L\'\u007be\u007dvy input model with additional state-dependent services +A Bernstein type inequality and moderate deviations for weakly dependent sequences +Random symmetrizations of measurable sets +On Small Perturbations of a Spin Glass System +Carries, shuffling, and symmetric functions +On Stein's method for multivariate normal approximation +Shelf Life of Candidates in the Generalized Secretary Problem +Critical behavior in inhomogeneous random graphs +Variance decay for functionals of the environment viewed by the particle +On a conjectured sharpness principle for probabilistic forecasting with calibration +Poset limits and exchangeable random posets +On Brownian motion on the plane with membranes on rays with a common endpoint +Very large graphs +Cutpoints and resistance of random walk paths +A passage to the Poisson-Dirichlet through the Bessel square processes +On generalized Cauchy-Stieltjes transforms of some Beta distributions +Palm pairs and the general mass-transport principle +Parameter estimation for fractional Ornstein-Uhlenbeck processes +Wick Calculus For Nonlinear Gaussian Functionals +A note on adiabatic theorem for Markov chains and adiabatic quantum computation +The Nagaev-Guivarc'h method via the Keller-Liverani theorem +Weak KAM methods and ergodic optimal problems for countable Markov shifts +Clustering Bounds on N-Point Correlations for Unbounded Spin Systems +Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble +A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering +The Nagaev method via the Keller-Liverani theorem +Ergodicity of multiplicative statistics +A survey on dynamical percolation +Is the critical percolation probability local? +Universality of the Pearcey process +Regeneration in Random Combinatorial Structures +Uniform shrinking and expansion under isotropic Brownian flows +Exact confidence intervals for the Hurst parameter of a fractional Brownian motion +Excited against the tide: A random walk with competing drifts +Discretization-invariant Bayesian inversion and Besov space priors +Mixing time of critical Ising model on trees is polynomial in the height +Note: Random-to-front shuffles on trees +Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part +Affine Diffusion Processes: Theory and Applications +On the Limiting Shape of Random Young Tableaux Associated to Inhomogeneous Words +Limiting behaviors of the Brownian motions on hyperbolic spaces +New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class +Generalized kinetic Maxwell type models of granular gases +Growth Rates and Explosions in Sandpiles +On the global maximum of the solution to a stochastic heat equation with compact-support initial data +A phase diagram for a stochastic reaction diffusion system +On a random number of disorders +Generalized Whittle-Mat$\acute\u007b\text\u007bE\u007d\u007d$rn random field as a model of correlated fluctuations +The mean width of random polytopes circumscribed around a convex body +Normal approximation for isolated balls in an urn allocation model +Expansion of the propagation of chaos for Bird and Nanbu systems +The Asymptotic Shape Theorem for Generalized First Passage Percolation +Excursions of the integral of the Brownian motion +A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory +The mean width of circumscribed random polytopes +Limit theorems for random spatial drainage networks +Zonal polynomials and hypergeometric functions of quaternion matrix argument +The algebraic difference of two random Cantor sets: the Larsson family +Moderate deviations in random graphs and Bernoulli random matrices +From the long jump random walk to the fractional Laplacian +Max-plus Stochastic Control and Risk-sensitivity +On the Convergence of the Ensemble Kalman Filter +Simulation and approximation of Levy-driven stochastic differential equations +A Trotter type approach to infinite rate mutually catalytic branching +Condenser physics applied to Markov chains - A brief introduction to potential theory +A process very similar to multifractional Brownian motion +A martingale approach to continuous time marginal structural models +Trivial intersection of $\sigma$-fields and Gibbs sampling +Depinning of a polymer in a multi-interface medium +Some local approximations of Dawson--Watanabe superprocesses +Weak solutions for forward--backward SDEs--a martingale problem approach +Averaging of Hamiltonian flows with an ergodic component +Optimal approximation rate of certain stochastic integrals +Ornstein-Uhlenbeck Equations with time-dependent coefficients and Levy Noise in finite and infinite dimensions +Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with Levy noise +Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution +Ham Sandwich with Mayo: A Stronger Conclusion to the Classical Ham Sandwich Theorem +Optimal stopping and free boundary characterizations for some Brownian control problems +Synchronization of dissipative dynamical systems driven by non-Gaussian Levy noises +The contact process in a dynamic random environment +The asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization +Central limit theorem for the solution of the Kac equation +Asymptotic optimality of maximum pressure policies in stochastic processing networks +Busemann functions and Equilibrium measures in last passage percolation models +Poisson process approximation for dependent superposition of point processes +A von Neumann theorem for uniformly distributed sequences of partitions +State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains +Pricing and trading credit default swaps in a hazard process model +Rare event simulation for T-cell activation +An Excursion-Theoretic Approach to Stability of Discrete-Time Stochastic Hybrid Systems +Counterexamples in the theory of fair division +H"older index at a given point for density states of super-alpha-stable motion of index 1+beta +On weak approximation of U-statistics +Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise +On the Dybvig-Ingersoll-Ross Theorem +The cut metric, random graphs, and branching processes +Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow +Hankel determinants of Dirichlet series +Some differential systems driven by a fBm with Hurst parameter greater than 1/4 +A finite dimensional filter with exponential conditional density +Distribution of Random Variables on the Symmetric Group +Classification of E_0--Semigroups by Product Systems +Entropic Measure on Multidimensional Spaces +Approximation of target problems in Blackwell spaces +Tails of multivariate Archimedean copulas +Correlation inequalities of GKS type for the Potts model +The Logarithmic Sobolev Inequality on the Heisenberg group for the Infinite Dimensional Gibbs measure +Degree-distribution Stability of Evolving Networks +Perturbing the Logarithmic Sobolev Inequality for Unbounded Spin Systems on the Lattice with non Quadratic Interactions +A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes +The Logarithmic Sobolev Inequality in Infinite dimensions for Unbounded Spin Systems on the Lattice with non Quadratic Interactions +Semi-infinite TASEP with a Complex Boundary Mechanism +Mixture of the Riesz distribution with respect to the multivariate Poisson +Two kinds of conditionings for stable L\'evy processes +Asymptotic behaviour of reversible chemical reaction-diffusion equations +Collisions and Spirals of Loewner Traces +A Better Way to Deal the Cards +Projecting the Fokker-Planck Equation onto a finite dimensional exponential family +Asymptotic behaviour of a general reversible chemical reaction-diffusion equation +A CLT for the L^\u007b2\u007d modulus of continuity of Brownian local time +A new approach to mutual information. II +Phantom Probability +An upper bound for front propagation velocities inside moving populations +New bounds for the free energy of directed polymers in dimension 1+1 and 1+2 +The growth of the infinite long-range percolation cluster +Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence +A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (extended version) +Isomorphism and Symmetries in Random Phylogenetic Trees +General discrete random walk with variable absorbing probabilities +Convolution symmetries of integrable hierarchies, matrix models and $\tau$-functions +Invariant manifolds for random and stochastic partial differential equations +Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent +The phase transition of the quantum Ising model is sharp +Beta Jacobi processes +Order-invariant Measures on Fixed Causal Sets +Representation of gaussian small ball probabilities in $l_2$ +Spatial Epidemics and Local Times for Critical Branching Random Walks in Dimensions 2 and 3 +Order-invariant Measures on Causal Sets +Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds +Current and density fluctuations for interacting particle systems with anomalous diffusive behavior +Adjustment coefficient for risk processes in some dependent contexts +Efficient importance sampling for binary contingency tables +Product-form stationary distributions for deficiency zero chemical reaction networks +A constructive Borel-Cantelli lemma. Constructing orbits with required statistical properties +Shrinkage Effect in Ancestral Maximum Likelihood +Real Zeros and Normal Distribution for Statistics on Stirling Permutations Defined by Gessel and Stanley +Concentration of Random Determinants and Permanent Estimators +Dynamic Programming Optimization over Random Data: The Scaling Exponent for Near-Optimal Solutions +Random dense bipartite graphs and directed graphs with specified degrees +Hamilton cycles in 3-out +Minors in random regular graphs +Clique percolation +On the girth of random Cayley graphs +When almost all sets are difference dominated +Longest convex chains +The onset of dominance in balls-in-bins processes with feedback +Linear lower bounds for deltac(p) for a class of 2D self-destructive percolation models +The simple random walk and max-degree walk on a directed graph +Proof of the local REM conjecture for number partitioning. I: Constant energy scales +A new approach to the giant component problem +A percolating hard sphere model +Avoiding small subgraphs in Achlioptas processes +On upper bounds for the tail distribution of geometric sums of subexponential random variables +Batch queues, reversibility and first-passage percolation +On sojourn times in the finite capacity M/M/1 queue with processor sharing +On a Continuous-Time Game with Incomplete Information +Belief Propagation: An Asymptotically Optimal Algorithm for the Random Assignment Problem +The rotor-router model on regular trees +Explicit error bounds for lazy reversible Markov chain Monte Carlo +On the distribution function of the complexity of finite sequences +Laws of Large Numbers for Continuous Belief Measures on Compact Spaces +Computing expectations with continuous p-boxes: Univariate case +Vertex percolation on expander graphs +On q-functional equations and excursion moments +Step Size in Stein's Method of Exchangeable Pairs +Line-of-Sight Percolation +The Probability That a Random Multigraph is Simple +Majority Bootstrap Percolation on the Hypercube +Decision Trees and Influences of Variables Over Product Probability Spaces +Optimal minimax strategy in a dice game +Balancing Traffic in Networks: Redundancy, Learning and the Effect of Stochastic Fluctuations +Global Alignment of Molecular Sequences via Ancestral State Reconstruction +Computable de Finetti measures +Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures +Correlation Decay in Random Decision Networks +An Invariance Principle for Polytopes +Renewal theory in analysis of tries and strings +Topological Properties of an Exponential Random Geometric Graph Process +Which Connected Spatial Networks on Random Points have Linear Route-Lengths? +On the relation between plausibility logic and the maximum-entropy principle: a numerical study +Asynchronous CDMA Systems with Random Spreading-Part I: Fundamental Limits +Asynchronous CDMA Systems with Random Spreading-Part II: Design Criteria +Continuity of mutual entropy in the large signal-to-noise ratio limit +Entropy sensitivity of languages defined by infinite automata, via Markov chains with forbidden transitions +Kalman Filtering with Intermittent Observations: Weak Convergence and Moderate Deviations +A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains +Performance of Statistical Tests for Source Detection using Random Matrix Theory +Noisy fighter-bomber duel +On the stability of two-chunk file-sharing systems +Sharp Load Thresholds for Cuckoo Hashing +Construction of a Large Class of Deterministic Sensing Matrices that Satisfy a Statistical Isometry Property +A Random Dynamical Systems Approach to Filtering in Large-scale Networks +Geometrical Interpretation of Shannon's Entropy Based on the Born Rule +On an Inequality of Karlin and Rinott Concerning Weighted Sums of i.i.d. Random Variables +Deterministic approximation for the cover time of trees +Finding passwords by random walks: How long does it take? +On the minimal penalty for Markov order estimation +Hydrodynamic limit of move-to-front rules and search cost probabilities +Learning, complexity and information density +Distributed Averaging via Lifted Markov Chains +Randomized Scheduling Algorithm for Queueing Networks +Distributed Random Access Algorithm: Scheduling and Congesion Control +Uniquely Ergodic Minimal Tiling Spaces with Positive Entropy +Rational Behaviour in the Presence of Stochastic Perturbations +Spread of Misinformation in Social Networks +Thinning, Entropy and the Law of Thin Numbers +A criterion for hypothesis testing for stationary processes +Characterizing predictable classes of processes +Breaking through the Thresholds: an Analysis for Iterative Reweighted $\ell_1$ Minimization via the Grassmann Angle Framework +A method for Hedging in continuous time +What does Newcomb's paradox teach us? +Spatial and Temporal Correlation of the Interference in ALOHA Ad Hoc Networks +A statistical mechanical interpretation of algorithmic information theory III: Composite systems and fixed points +Thin Partitions: Isoperimetric Inequalities and Sampling Algorithms for some Nonconvex Families +Time Allocation of a Set of Radars in a Multitarget Environment +A Mean Field Approach for Optimization in Particles Systems and Applications +A Lower Bound on Arbitrary $f$--Divergences in Terms of the Total Variation +How random are a learner's mistakes? +Statistical RIP and Semi-Circle Distribution of Incoherent Dictionaries +Definition of evidence fusion rules on the basis of Referee Functions +Analytical Expression of the Expected Values of Capital at Voting in the Stochastic Environment +Strategies of Voting in Stochastic Environment: Egoism and Collectivism +Connectivity, Percolation, and Information Dissemination in Large-Scale Wireless Networks with Dynamic Links +A mathematical proof of the existence of trends in financial time series +When do nonlinear filters achieve maximal accuracy? +Factorization of Joint Probability Mass Functions into Parity Check Interactions +The compositional construction of Markov processes +A Lower Bound on the Capacity of Wireless Erasure Networks with Random Node Locations +Maximum Entropy on Compact Groups +Entropy and set cardinality inequalities for partition-determined functions, with applications to sumsets +Information Inequalities for Joint Distributions, with Interpretations and Applications +The Height and Range of Watermelons without Wall +Degree-Distribution Stability of Growing Networks +Mixing time for the solid-on-solid model +How long does it take to catch a wild kangaroo? +Randomness on Computable Probability Spaces - A Dynamical Point of View +Cover Time and Broadcast Time +Phylogenies without Branch Bounds: Contracting the Short, Pruning the Deep +Fixed Point Theorems on Partial Randomness +A Better Algorithm for Random k-SAT +Choice-Memory Tradeoff in Allocations +A New Probability Inequality Using Typical Moments and Concentration Results +Smooth Analysis of the Condition Number and the Least Singular Value +p-Adic Spherical Coordinates and Their Applications +Weak Solutions of the Stochastic Landau-Lifshitz-Gilbert Equation +Polynomial processes and their applications to mathematical Finance +Regularity of Ornstein-Uhlenbeck processes driven by a L\u007b\'e\u007dvy white noise +On the Bose-Einstein distribution and Bose condensation +Random Current Representation for Transverse Field Ising Models +Polynomial birth-death distribution approximation in Wasserstein distance +Large deviation principles for non-uniformly hyperbolic rational maps +Convergence of complex multiplicative cascades +Uniform convergence for complex $[\mathbf\u007b0,1\u007d]$-martingales +Random complex dynamics and semigroups of holomorphic maps +Convergence of signed multiplicative cascades +Construction of signed multiplicative cascades +Martingale-Coboundary Representation for a Class of Random Fields +Bounding basic characteristics of spatial epidemics with a new percolation model +A useful relationship between epidemiology and queueing theory +Threshold behaviour and final outcome of an epidemic on a random network with household structure +Non-Equilibrium Dynamics of Dyson's Model with an Infinite Number of Particles +Fluctuations of the empirical quantiles of independent Brownian motions +Note on radial Dunkl processes +Asymptotics of the Norm of Elliptical Random Vectors +Stochastically stable globally coupled maps with bistable thermodynamic limit +On the Supremum of Certain Families of Stochastic Processes +Ising (Conformal) Fields and Cluster Area Measures +Default times, non arbitrage conditions and change of probability measures +Reflected Backward SDEs with General Jumps +Radial Dunkl processes associated with Dihedral systems +A Probablistic Origin for a New Class of Bivariate Polynomials +Immigrated urn models - asymptotic properties and applications +Optimal stopping of a risk process when claims are covered immediately +Multi-color Randomly Reinforced Urn for Adaptive Designs +A New Family of Covariate-Adjusted Response Adaptive Designs and their Asymptotic Properties +The critical Z-invariant Ising model via dimers: the periodic case +The duration problem with multiple exchanges +The Gaussian approximation for multi-color generalized Friedman's urn model +Scaling limits for symmetric Ito-Levy processes in random medium +Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity +Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution +Estimation of the instantaneous volatility +A rank-based selection with cardinal payoffs and a cost of choice +Time management in a Poisson fishing model +Predictability in Spatially Extended Systems with Model Uncertainty +Epidemic modelling: aspects where stochasticity matters +Artificial intelligence for Bidding Hex +Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets +On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications +Ultraspherical type generating functions for orthogonal polynomials +Optimal detection of homogeneous segment of observations in stochastic sequence +On the annealed large deviation rate function for a multi-dimensional random walk in random environment +Upper bounds on Rubinstein distances on configuration spaces and applications +Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling +Intermittency on catalysts: three-dimensional simple symmetric exclusion +Evolution by mean curvature in sub-Riemannian geometries: A stochastic approach +A numerical algorithm for zero counting II: Randomization and Condition +Distances between pairs of vertices and vertical profile in conditioned Galton--Watson trees +Rubinstein distances on configuration spaces +Non-colliding Jacobi processes as limits of Markov chains on Gelfand-Tsetlin graph +Critical Value of the Quantum Ising Model on Star-Like Graphs +Mathematical model for resistance and optimal strategy +Asymptotics for the size of the largest component scaled to "log n" in inhomogeneous random graphs +Normal approximation for coverage models over binomial point processes +Parameter Estimation for Rough Differential Equations +From Schoenberg to Pick--Nevanlinna: Toward a complete picture of the variogram class +Synchronization of discrete-time dynamical networks with time-varying couplings +Sequential multiple hypothesis testing in presence of control variables +From Schoenberg to Pick-Nevanlinna: towards a complete picture of the variogram class +Cone structure of $L^2$-Wasserstein spaces +Universality in Complex Wishart ensembles: The 1 cut case +Commuting birth-and-death processes +An empirical central limit theorem in L^1 for stationary sequences +Mean field frozen percolation +Sparse graphs: metrics and random models +Generalized Hammersley Process and Phase Transition for Activated Random Walk Models +Heat-kernel estimates for random walk among random conductances with heavy tail +Fluctuation theory and exit systems for positive self-similar Markov processes +Copulas for Markovian dependence +The speed of a biased random walk on a percolation cluster at high density +Gibbsianness and non-Gibbsianness in divide and color models +The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case +Liquidity Risk, Price Impacts and the Replication Problem +Spectral norm of products of random and deterministic matrices +Gibbsianness and non-Gibbsianness in divide and colour models +Chaos in a spatial epidemic model +Factorization property of generalized s-selfdecomposable measures and class $L^f$ distributions$^1$ +Harmonic functions for a class of integro-differential operators +A universality result for the smallest eigenvalues of certain sample covariance matrices +Macroscopic reduction for stochastic reaction-diffusion equations +Phylogenetic distances for neighbour dependent substitution processes +A central limit theorem for random walk in random environment on marked Galton-Watson trees +Stochastic Heat Equation with Multiplicative Fractional-Colored Noise +Approximate factor analysis model building via alternating I-divergence minimization +Transport diffusion coefficient for a Knudsen gas in a random tube +Gibbs-non-Gibbs properties for n-vector lattice and mean-field models +Occupation times via Bessel functions +Existence and uniqueness of solutions of stochastic functional differential equations +Polymorphic evolution sequence and evolutionary branching +Completeness of bond market driven by L\'evy process +Palindromic random trigonometric polynomials +Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment +Alternating I-divergence minimization in factor analysis +Brownian motion on the Sierpinski carpet +Large deviations for intersection local times in critical dimension +Orthogonality and probability: beyond nearest neighbor transitions +Supermartingale Deomposition with General Index Set +On vertex, edge, and vertex-edge random graphs +On the largest-eigenvalue process for generalized Wishart random matrices +A simple proof of exponential decay in the two dimensional percolation model +Optimal sequential testing of two simple hypotheses in presence of control variables +Dynamics of the time to the most recent common ancestor in a large branching population +Asymptotics of one-dimensional forest fire processes +Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization +Regularity results for stable-like operators +Sharp error terms for return time statistics under mixing conditions +Distribution and asymptotics under beta random scaling +Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues +Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations +The two uniform infinite quadrangulations of the plane have the same law +Lowering and raising operators for the free Meixner class of orthogonal polynomials +Censored Glauber Dynamics for the mean field Ising Model +Option Pricing Model Based on a Markov-modulated Diffusion with Jumps +Poisson boundary of the discrete quantum group A_u(F)^ +Phi-entropy inequalities for diffusion semigroups +An almost sure limit theorem for super-Brownian motion +Askey-Wilson polynomials, quadratic harnesses and martingales +Spatial random permutations with small cycle weights +On near optimal trajectories for a game associated with the \infty-Laplacian +Annealed upper tails for the energy of a polymer +Fast approximation of solutions of SDE's with oblique reflection on an orthant +Qualitative Properties of Local Random Invariant Manifolds for SPDEs with Quadratic Nonlinearity +Uniform Time Average Consistency of Monte Carlo Particle Filters +Bounds for the annealed return probability on large finite random percolation clusters +Optimal sequential procedures with Bayes decision rules +Multiple intersection exponents +Bounds for the return probability of the delayed random walk on finite percolation clusters in the critical case +Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading +Cutoff phenomena for random walks on random regular graphs +Fixation Probability for Competing Selective Sweeps +Extending the Set of Quadratic Exponential Vectors +Dynamics of postcritically bounded polynomial semigroups III: classification of semi-hyperbolic semigroups and random Julia sets which are Jordan curves but not quasicircles +Convergence rates of posterior distributions for observations without the iid structure +Utility maximization in incomplete markets with default +Some Examples of Dynamics for Gelfand Tsetlin Patterns +The falling appart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation +Coagulation, diffusion and the continuous Smoluchowski equation +Pricing financial derivatives by a minimizing method +Recurrence and transience for long-range reversible random walks on a random point process +Second order Poincar\'e inequalities and CLTs on Wiener space +Convergence to Weighted Fractional Brownian Sheets +The 2D Ising model near criticality: a FK percolation analysis +Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes +Random walks in random Dirichlet environment are transient in dimension $d\ge 3$ +Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes +Linear stochastic systems: a white noise approach +Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon +Brownian motion conditioned to stay in a cone +Rescaled Levy-Loewner hulls and random growth +The regularizing effects of resetting in a particle system for the Burgers' equation +Multivariate utility maximization with proportional transaction costs +The TASEP speed process +Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise +A calculus on L\'evy exponents and selfdecomposability on Banach spaces +Quantile hedging for an insider +A note on a composition of two random integral mappings $\J^\be$ and some examples +Dynamics of postcritically bounded polynomial semigroups I: connected components of the Julia sets +Predictability in Nonlinear Dynamical Systems with Model Uncertainty +Discrete random walk with barriers on a locally infinite graph +On the residual dependence index of elliptical distributions +An extension of a logarithmic form of Cramer's ruin theorem to some FARIMA and related processes +The first digit frequencies of primes and Riemann zeta zeros tend to uniformity following a size-dependent generalized Benford's law +Distribution of Normalized Zero-Sets of Random Entire Functions +Lagrangian structures for the Stokes, Navier-Stokes and Euler equations +Random tree growth by vertex splitting +Exact and asymptotic $n$-tuple laws at first and last passage +The structure of typical clusters in large sparse random configurations +Information Percolation +Information Percolation with Equilibrium Search Dynamics +On Relations Between Urbanik and Mehler Semigroups +Random Complexes and l^2-Betti Numbers +An Upper Bound on the critical density for Activated Random Walks on Euclidean Lattices +The "north pole problem" and random orthogonal matrices +A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter +Particle approximation of some Landau equations +Brunet-Derrida behavior of branching-selection particle systems on the line +Quantitative asymptotics of graphical projection pursuit +Limit Theorems and Coexistence Probabilities for the Curie-Weiss Potts Model with an external field +On Boundary Crossing Probabilities for Diffusion Processes +Shifted small deviations and Chung LIL for symmetric alpha-stable processes +Slow decay of Gibbs measures with heavy tails +Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison +A continuous semigroup of notions of independence between the classical and the free one +Variation and Rough Path Properties of Local Times of L\'evy Processes +Lattice gas model in random medium and open boundaries: hydrodynamic and relaxation to the steady state +On universal estimates for binary renewal processes +A Central Limit Theorem, and related results, for a two-color randomly reinforced urn +Self-organized criticality via stochastic partial differential equations +Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups +A connection between extreme value theory and long time approximation of SDE's +Brownian moving averages have conditional full support +Finite time extinction for solutions to fast diffusion stochastic porous media equations +On the laws of first hitting times of points for one-dimensional symmetric stable L\'evy processes +Aggregation of autoregressive processes and long memory +Measures and dimensions of Julia sets of semi-hyperbolic rational semigroups +Airy processes with wanderers and new universality classes +Equality of critical points for polymer depinning transitions with loop exponent one +Binomial approximations of shortfall risk for game options +Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data +On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative L\'\u007be\u007dvy processes +Stochastic integrals and conditional full support +An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees +Combinatorics of Tripartite Boundary Connections for Trees and Dimers +On $k$-free-like groups +Survival of branching random walks in random environment +Slowdown estimates for ballistic random walk in random environment +Moments, cumulants and diagram formulae for non-linear functionals of random measures +Branching Brownian motion: Almost sure growth along unscaled paths +Measure changes with extinction +The Distribution of Fst and other Genetic Statistics for a Class of Population Structure Models +Dirichlet Forms on Laakso and Barlow-Evans Fractals of Arbitrary Dimension +Spectral measure of heavy tailed band and covariance random matrices +Robust adaptive importance sampling for normal random vectors +Matrix valued Brownian motion and a paper by Polya +A self-regulating and patch subdivided population +Optimal sequential multiple hypothesis tests +Spectrum of large random reversible Markov chains: two examples +Isotropic Ornstein-Uhlenbeck flows +Spectrum of large random reversible Markov chains +Reconstruction of symmetric Potts Models +On percolation and the bunkbed conjecture +A Duality Approach to the Genealogies of Discrete Non-Neutral Wright-Fisher Models +Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble +Distribution of the Brownian motion on its way to hitting zero +Marginal relevance of disorder for pinning models +A Bayesian Framework for Collaborative Multi-Source Signal Detection +Diffusion limit for many particles in a periodic stochastic acceleration field +Probability measures, L\'\u007be\u007dvy measures and analyticity in time +An asymptotic theory for randomly-forced discrete nonlinear heat equations +An elementary approach to extreme values theory +Asymptotics for Kotz Type III Elliptical Distributions +Asymptotic analysis and diffusion limit of the Persistent Turning Walker Model +Confluence of geodesic paths and separating loops in large planar quadrangulations +Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection +Closeness of convolutions of probability measures +Differences of random Cantor sets and lower spectral radii +First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes +On the moments and distribution of discrete Choquet integrals from continuous distributions +Generalized Bessel function of Type D +Large deviations for random walks in random environment on a Galton-Watson tree +Gaussian Correlation Conjecture for Symmetric Convex Sets +Sharp Transitions in Making Squares +Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones +Scale-invariant groups +Competitive or Weak Cooperative Stochastic Lotka-Volterra Systems Conditioned to Non-Extinction +Quenched invariance principle for the Knudsen stochastic billiard in a random tube +Greedy Polyominoes and first-passage times on random Voronoi tilings +Asymptotics for the survival probability in a killed branching random walk +Dispersion of volume under the action of isotropic Brownian flows +A Criterion for the Viability of Stochastic Semilinear Control Systems via the Quasi-Tangency Condition +Jack deformations of Plancherel measures and traceless Gaussian random matrices +A pathwise approach to relativistic diffusions +The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options +Conditional Limits of W_p scale Mixture Distributions +Large gaps between random eigenvalues +The Packing Measure of the Range of Super-Brownian Motion +An example of Brunet-Derrida behavior for a branching-selection particle system on $\Z$ +Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices +How hot can a heat bath get? +A Theory of Truncated Inverse Sampling +A note on Talagrand's transportation inequality and logarithmic Sobolev inequality +Limit Behaviour of Sequential Empirical Measure Processes +Monotonic Convergence in an Information-Theoretic Law of Small Numbers +On weak generalized stability and (c,d)-pseudostable random variables via functional equations +Large deviations for Branching Processes in Random Environment +Semi-static hedging for certain Margrabe type options with barriers +On unique extension of time changed reflecting Brownian motions +Jump-Diffusions in Hilbert Spaces: Existence, Stability and Numerics +Structural properties of semilinear SPDEs driven by cylindrical stable processes +Smooth Homogenization of Heat Equations on Tubular Neighborhoods +L2-Homogenization of Heat Equations on Tubular Neighborhoods +On notions of harmonicity +A sharp threshold for minimum bounded-depth and bounded-diameter spanning trees and Steiner trees in random networks +A general theory of Finite State Backward Stochastic Difference Equations +Image and Reciprocal Image of a Measure. Compatibility Theorem +Limits of bifractional Brownian noises +A Charlier-Parseval approach to Poisson approximation and its applications +Robust Estimation of Mean Values +On nearly radial marginals of high-dimensional probability measures +A Stochastic Representation for Backward Incompressible Navier-Stokes Equations +On ergodicity of some Markov processes +Stochastic flows with reflection +The law of series +Spontaneous clustering in theoretical and some empirical stationary processes +Local times of multifractional Brownian sheets +Central limit theorems for double Poisson integrals +Superdiffusivity for a Brownian polymer in a continuous Gaussian environment +Skewness Premium with L\'evy Processes +Kshirsagar--Tan independence property of beta matrices and related characterizations +Sharp large deviations for the fractional Ornstein-Uhlenbeck process +Facilitated oriented spin models:some non equilibrium results +Chaos, concentration, and multiple valleys +Localization for Linear Stochastic Evolutions +Continuity of the SLE trace in simply connected domains +Symmetry and Time Changed Brownian Motions +Discrete approximation of the free Fock space +Multistage Hypothesis Tests for the Mean of a Normal Distribution +Ball throwing on spheres +Structurally damped plate and wave equations with random point force in arbitrary space dimensions +Difference operators and determinantal point processes +Scaling Limits for Width Two Partially Ordered Sets: The Incomparability Window +Excited Brownian Motions +Central extensions of the Heisenberg algebra +Central Limit Theorems for the Energy Density in the Sherrington-Kirkpatrick Model +The rate of convergence of the Walk on Spheres Algorithm +Optimal Switching of One-Dimensional Reflected BSDEs, and Associated Multi-Dimensional BSDEs with Oblique Reflection +A model for infection on graphs +Occupancy Schemes Associated to Yule Processes +Weak Error for stable driven SDEs: expansion of the densities +Exponential random graphs as models of overlay networks +alpha-Wiener bridges: singularity of induced measures and sample path properties +Self-Similar Markov Processes on Cantor Set +Spectra of winner-take-all stochastic neural networks +On the number of cutpoints of the transient nearest neighbor random walk on the line +Probabilistic characterisation of Besov-Lipschitz spaces on metric measure spaces +Invariance Principle and recurrence for random walks in random environments with zero local drift +On Sums of Indicator Functions in Dynamical Systems +From the Littlewood-Offord problem to the Circular Law: universality of the spectral distribution of random matrices +On the Limiting Shape of Markovian Random Young Tableaux +Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions +Stein's method and stochastic analysis of Rademacher functionals +Tableaux Combinatorics for the Asymmetric Exclusion Process II +Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes +Yet another look at Harris' ergodic theorem for Markov chains +Small probability events for two-layer geophysical flows under uncertainty +Limit Theorems for Individual-Based Models in Economics and Finance +Concentration Inequalities and Laws of Large Numbers under Epistemic Irrelevance +From random walks to rough paths +Multi-variable subordination distributions for free additive convolution +An Indicator Function Limit Theorem in Dynamical Systems +Parabolic Harnack Inequality and Local Limit Theorem for Percolation Clusters +The Geometry of Filtering +Distribution of values of $L$-functions at the edge of the critical strip +Travelling with/against the flow. Deterministic diffusive driven systems +Rare events, escape rates and quasistationarity: some exact formulae +Discrete complex analysis on isoradial graphs +Central Limit Theorem and recurrence for random walks in bistochastic random environments +On Collisions of Brownian Particles +Constant Rate Distributions on Partially Ordered Sets +Upward and Downward Runs on Partially Ordered Sets +Phase transition for the Ising model on the Critical Lorentzian triangulation +Forgetting of the initial distribution for non-ergodic Hidden Markov Chains +Convolutions of long-tailed and subexponential distributions +Hedging of claims with physical delivery under convex transaction costs +Rough Volterra equations 2: convolutional generalized integrals +Strong solutions of a class of SDEs with jumps +Percolation on correlated networks +A strictly stationary, N-tuplewise independent counterexample to the central limit theorem +A non-Markovian model of rill erosion +The rough path associated to the multidimensional analytic fbm with any Hurst parameter +Counting open nodal lines of random waves on planar domains +Duality and hidden symmetries in interacting particle systems +On a Speculated Relation Between Chv\'atal-Sankoff Constants of Several Sequences +A Strong Law of Large Numbers with Applications to Self-Similar Stable Processes +Hedging and production decisions under uncertainty: A survey +Orbit measures, random matrix theory and interlaced determinantal processes +Scaling Limits of Two-Dimensional Percolation: an Overview +The Covariant Measure of SLE on the Boundary +Measuring the "non-stopping timeness" of ends of previsible sets +A connection between the Ghirlanda--Guerra identities and ultrametricity +On the Purity of the free boundary condition Potts measure on random trees +Translated Poisson approximation for Markov chains +Brownian motion and the parabolicity of minimal graphs +From persistent random walks to the telegraph noise +Information inequalities and a dependent Central Limit Theorem +Intersection exponents for biased random walks on discrete cylinders +Passage-time moments and hybrid zones for the exclusion-voter model +Estimating the Parameters of Binomial and Poisson Distributions via Multistage Sampling +Interacting multi-class transmissions in large stochastic networks +Random matrices with external source and KP $\tau$ functions +Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs +Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions +Limiting distributions and large deviations for random walks in random environments +Hydrodynamic limit of zero range processes among random conductances on the supercritical percolation cluster +Concentration inequalities for Markov processes via coupling +Planar aggregation and the coalescing Brownian flow +Estimating Speed and Damping in the Stochastic Wave Equation +Stationary Solutions of SPDEs and Infinite Horizon BDSDEs with Non-Lipschitz Coefficients +CLT Variance Associated with Baxendale's SDE +Solutions of Backward Stochastic Differential Equations on Markov Chains +Stochastic vortex method for forced three dimensional Navier-Stokes equations and pathwise convergence rate +Stochastic solutions of a class of Higher order Cauchy problems in $\rd$ +Square integrable holomorphic functions on infinite-dimensional Heisenberg type groups +A class of optimal stopping problems for Markov processes +A note on random orthogonal polynomials on a compact interval +Concentration of measure and mixing for Markov chains +On contingent claims pricing in incomplete markets: A risk sharing approach +Large deviations for the leaves in some random trees +Multistage Estimation of Bounded-Variable Means +Central limit theorem for linear eigenvalue statistics of random matrices with independent entries +Almost all one-relator groups with at least three generators are residually finite +Brownian couplings, convexity, and shy-ness +Random block matrices and matrix orthogonal polynomials +Sensitivity for Smoluchowski equation +Boundary non-crossings of Brownian pillow +Infinite rate mutually catalytic branching +Rescaled Lotka-Volterra Models Converge to Super Stable Processes +Convergence to stable laws for a class of multidimensional stochastic recursions +Ruin probabilities under general investments and heavy-tailed claims +Small counts in the infinite occupancy scheme +Long-range self-avoiding walk converges to alpha-stable processes +Correction. SDEs with oblique reflections on nonsmooth domains +Law of the Iterated Logarithm for the random walk on the infinite percolation cluster +Heavy-traffic limits for waiting times in many-server queues with abandonment +Approximate zero-one laws and sharpness of the percolation transition in a class of models including two-dimensional Ising percolation +A problem in one-dimensional diffusion-limited aggregation (DLA) and positive recurrence of Markov chains +From Pet to Split +Testing Composite Hypotheses via Convex Duality +Expected Coalescence Time for a Nonuniform Allocation Process +Bounded harmonic functions for the Heckman--Opdam Laplacian +Multilevel Discretized Random Field Models with "Spin" Correlations for the Simulation of Environmental Spatial Data +Clustering of discretely observed diffusion processes +Stochastic and deterministic models for age-structured populations with genetically variable traits +Time Consistent Dynamic Limit Order Books Calibrated on Options +Universality in Complex Wishart ensembles: The 2 cut case +Grassmannian Estimation +Some limit theorems for rescaled Wick powers +Spatial Markov Semigroups Admit Hudson-Parthasarathy Dilations +Optimal L$^1$-bounds for submartingales +Perfect simulation and finitary coding for multicolor systems with interactions of infinite range +Analysis of Fourier transform valuation formulas and applications +Implied volatility explosions: European calls and implied volatilities close to expiry in exponential L\'evy models +Averaged large deviations for random walk in a random environment +Convergence of symmetric trap models in the hypercube +Scaling limit for a drainage network model +A New Framework of Multistage Hypothesis Tests +On the norm of the Beurling-Ahlfors operator in several dimensions +Stochastic analysis of Bernoulli processes +Some Notes on Standard Borel and Related Spaces +Uniqueness of the stationary distribution and stabilizability in Zhang's sandpile model +Thermodynamic Limit for Large Random Trees +Uniform estimates for order statistics and Orlicz functions +Strong Law of Large Numbers for Fragmentation Processes +Poisson Limit for Associated Random Fields +Dynamics of Vertex-Reinforced Random Walks +Proportional fairness and its relationship with multi-class queueing networks +Anomalous behavior of the Kramers rate at bifurcations in classical field theories +Loop-Erased Random Walk and Poisson Kernel on Planar Graphs +Logarithmic Sobolev inequalities: regularizing effect of L\'evy operators and asymptotic convergence in the L\'evy-Fokker-Planck equation +Criteria for strong and weak random attractors +Two new Probability inequalities and Concentration Results +Exponential functionals of Brownian motion and class one Whittaker functions +Infinite paths and cliques in random graphs +On incompleteness of bond markets with infinite number of random factors +Limit law of the local time for Brox's diffusion +Continuous LERW Started from Interior Points +Affine Models +Some remarks on Betti numbers of random polygon spaces +Rough Volterra equations 1: the algebraic integration setting +Local time and the pricing of time-dependent barrier options +The distribution of the zeroes of random trigonometric polynomials +Convergence of the critical finite-range contact process to super-Brownian motion above the upper critical dimension: I. The higher-point functions +On the invariant measure of the random difference equation $X_n=A_n X_\u007bn-1\u007d+ B_n$ in the critical case +A Markov model for the spread of Hepatitis C +Correlated continuous time random walks +Central limit theorem for a class of one-dimensional kinetic equations +Energy diffusion and superdiffusion in oscillators lattice networks +Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials +A New Framework of Multistage Estimation +Graphical models for correlated defaults +Well-posedness of the transport equation by stochastic perturbation +On Resolvent Identities in Gaussian Ensembles at the Edge of the Spectrum +Some notes on trees and paths +General Existence Results for Reflected BSDE and BSDE +Reliability analysis of semicoherent systems through their lattice polynomial descriptions +Strong uniqueness for a class of singular SDEs for catalytic branching diffusions +Large deviations for random walk in a random environment +On adaptive stratification +Number of Edges in Random Intersection Graph on Surface of a Sphere +A Strong threshold for the size of random caps to cover a sphere +Vertex Degree of Random Intersection Graph +Heat Conduction and Entropy Production in Anharmonic Crystals with Self-Consistent Stochastic Reservoirs +A phase transition for non-intersecting Brownian motions, and the Painleve II equation +Measurability of optimal transportation and strong coupling of martingale measures +Sudden extinction of a critical branching process in random environment +A dual characterization of self-generation and exponential forward performances +Small-time expansions for the transition distributions of L\'evy processes +Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces +The notion of convexity and concavity on Wiener space +Refined estimates for some basic random walks on the symmetric and alternating groups +A Remark on the Infinite-Volume Gibbs Measures of Spin Glasses +Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses +Probabilistic solution of the American options +Zero-temperature Glauber dynamics on Z^d +Average Continuous Control of Piecewise Deterministic Markov Processes +An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem +Error calculus and regularity of Poisson functionals : the lent particle method +Esscher transform and the duality principle for multidimensional semimartingales +Replica overlap and covering time for the Wiener sausages among Poissonian obstacles +Limit theorems for additive functionals of a Markov chain +Fluctuations of the quenched mean of a planar random walk in an i.i.d. random environment with forbidden direction +Competing risks within shock models +A necessary and sufficient condition for the invertibility of adapted perturbations of identity on the Wiener space +Pathwise uniqueness for stochastic heat equations with H\"older continuous coefficients: the white noise case +The t-stability number of a random graph +Using Relative Entropy to Find Optimal Approximations: an Application to Simple Fluids +Robust hedging of double touch barrier options +A priori Holder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps +The Center of Mass for Spatial Branching Processes and an Application for Self-Interaction +On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions +Directed polymer in random environment and last passage percolation +Critique du rapport signal \`a bruit en communications num\'eriques -- Questioning the signal to noise ratio in digital communications +Occupation times of subcritical branching immigration system with Markov motions +Survival of contact processes on the hierarchical group +Asymptotics of randomly stopped sums in the presence of heavy tails +Large deviations for infinite dimensional stochastic dynamical systems +Necessary and sufficient conditions for the existence of the q-optimal measure +Martingale approach to stochastic differential games of control and stopping +Reversibility of chordal SLE +Exceptional Times for the Dynamical Discrete Web +Edge percolation on a random regular graph of low degree +K-processes, scaling limit and aging for the trap model in the complete graph +A central limit theorem for the rescaled L\'evy area of two-dimensional fractional Brownian motion with Hurst index $H<1/4$ +Large deviations for a random sign Lindley recursion +Percolation for the Vacant Set of Random Interlacements +On homogenization of space-time dependent and degenerate random flows II +Call option prices based on Bessel processes +Support of Borelian Measures in Separable Banach Spaces +Maximal Inequalities in Bilateral Grand Lebesque Spaces Over Unbounded Measure +Entropy and chaos in the Kac model +Explicit and Almost Explicit Spectral Calculations for Diffusion Operators +Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions +Joint continuity of the local times of fractional Brownian sheets +Limit laws for the energy of a charged polymer +Some properties of multivariate measures of concordance +On mean central limit theorems for stationary sequences +Skew-product representations of multidimensional Dunkl Markov processes +On the concentration and the convergence rate with a moment condition in first passage percolation +On independent sets in purely atomic probability spaces with geometric distribution +On honest times in financial modeling +On the largest component of a random graph with a subpower-law degree sequence in a subcritical phase +Stein's method for discrete Gibbs measures +Central limit theorem for a many-server queue with random service rates +Bayesian nonparametric estimators derived from conditional Gibbs structures +Efficient rare-event simulation for the maximum of heavy-tailed random walks +Edge scaling limits for a family of non-Hermitian random matrix ensembles +Universal Malliavin Calculus in Fock and L\'\u007be\u007dvy-It\^\u007bo\u007d Spaces +A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand +An observation about submatrices +The age incidence of any cancer can be explained by a one-mutation model +Fitting Martingales To Given Marginals +Markov paths, loops and fields +Deducing the multidimensional Szemeredi Theorem from an infinitary removal lemma +On the geometry of a class of invariant measures and a problem of Aldous +Density estimates and concentration inequalities with Malliavin calculus +Erdos-Renyi random graphs + forest fires = self-organized criticality +New coins from old, smoothly +Regular induced subgraphs of a random graph +The number of 2x2 integer matrices having a prescribed integer eigenvalue +Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors +Conflations of Probability Distributions +On the number of allelic types for samples taken from exchangeable coalescents with mutation +On idempotent states on quantum groups +Extremal distributions for tail probabilities of sums of iid random variables on [0,1] +Liouville Quantum Gravity and KPZ +Circular Law Theorem for Random Markov Matrices +Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise +A stochastic differential game for the inhomogeneous $\infty$-Laplace equation +A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs +Linear systems and determinantal random point fields +Heat conductivity from molecular chaos hypothesis in locally confined billiard systems +Microscopic concavity and fluctuation bounds in a class of deposition processes +Optimal control of a stochastic network driven by a fractional Brownian motion input +Relations among conditional probabilities +An intermediate regime for exit phenomena driven by non-Gaussian Levy noises +General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications +Divergences Test Statistics for Discretely Observed Diffusion Processes +Backward stochastic variational inequalities under weak assumptions on the data +Stationary non-equilibrium properties for a heat conduction model +Superdiffusivity of Asymmetric Energy Model in Dimension One and Two +Thermal Conductivity for a Noisy Disordered Harmonic Chain +Global geometry under isotropic Brownian flows +Series Jackson networks and non-crossing probabilities +A modified lookdown construction for the Xi-Fleming-Viot process with mutation and populations with recurrent bottlenecks +Strong laws for balanced triangular urns +The Hausdorff dimension of the double points on the Brownian frontier +Non-standard approximations of the Ito-map +Coexistence of ordered and disordered phases in Potts models in the continuum +Stein's method and normal approximation of Poisson functionals +Decomposition of order statistics of semimartingales using local times +An anticipating It\^o formula for L\'evy processes +Hazard processes and martingale hazard processes +Random matrices: Universality of ESDs and the circular law +FDR control for multiple hypothesis testing on composite nulls +Random networks with sublinear preferential attachment: Degree evolutions +Hierarchical pinning model with site disorder: Disorder is marginally relevant +Mod-Gaussian convergence: new limit theorems in probability and number theory +Rescaled weighted random balls models and stable self-similar random fields +On a conjecture of Laugesen and Morpurgo +A Strong Law of Large Numbers for Strongly Mixing Processes +Bounds for the Transition Density of Time-Homogeneous Diffusion Processes +The $M_t/M_t/K_t+M_t$ queue in heavy traffic +Necessary and sufficient optimality conditions for relaxed and strict control problems of backward systems +Penalising symmetric stable L\'evy paths +The $\Lambda$-coalescent speed of coming down from infinity +Large scale behavior of semiflexible heteropolymers +Aggregation of Risks and Asymptotic independence +Long-time behavior of stochastically perturbed neuronal networks +A short proof and a generalization of the BKR-inequality +Reflection principle and Ocone martingales +On the strong approximation of non-overlapping m-spacings processes +Universality of the Limit Shape of Convex Lattice Polygonal Lines +Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models +Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models +A stochastic SIR model with contact-tracing: large population limits and statistical inference +On the expected diameter of an L2-bounded martingale +On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk +Quantum Homodyne Tomography as an Informationally Complete Positive Operator Valued Measure +Will the announced influenza pandemic really happen? +Limit theorem for random walk in weakly dependent random scenery +On the spectral gap of the Kac walk and other binary collision processes +Visibility to infinity in the hyperbolic plane, despite obstacles +Space-Time Current Process for Independent Random Walks in One Dimension +Convergence of symmetric Markov chains on $\Z^d$ +Reversibility of Some Chordal SLE$(\kappa;\rho)$ Traces +On the localized phase of a copolymer in an emulsion: subcritical percolation regime +The pattern of genetic hitchhiking under recurrent mutation +Cutting Cakes Correctly +Functional inequalities for heavy tails distributions and application to isoperimetry +Stochastic Maximum Principle for a PDEs with noise and control on the boundary +Superhedging in illiquid markets +Learning from Experts: A Survey +Limit theorems for some adaptive MCMC algorithms with subgeometric kernels +Stochastic domination for the last passage percolation model +Annealed vs Quenched Critical Points for a Random Walk Pinning Model +The Degree Sequence of a Scale-Free Random Graph Process with Hard Copying +Phase Transition on The Degree Sequence of a Mixed Random Graph Process +On asymptotics of exchangeable coalescents with multiple collisions +Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'\u007be\u007dvy Process +A decomposition result for the Haar distribution on the orthogonal group +Arbitrage and deflators in illiquid markets +Quenched large deviation principle for words in a letter sequence +Brownian survival and Lifshitz tail in perturbed lattice disorder +Decay of covariances, uniqueness of ergodic component and scaling limit for a class of \nabla\phi systems with non-convex potential +The height of random binary unlabelled trees +Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$ +An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications +Generalized fractional Ornstein-Uhlenbeck processes +Rate of Escape of Random Walks on Regular Languages and Free Products by Amalgamation of Finite Groups +Windings of planar random walks and averaged Dehn function +Reflected Backward Stochastic Differential Equations Driven by L\'\u007be\u007dvy Process +Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers +Sparse random graphs with clustering +Markov Stochastic Operators of Heredity +Energy image density property and the lent particle method for Poisson measures +On the Gaussian q-Distribution +Lp-Solutions for Reected Backward Stochastic Differential Equations +Stochastic 2D hydrodynamical type systems: Well posedness and large deviations +The best constant in a fractional Hardy inequality +Asymptotics in ASEP with Step Initial Condition +Convergence of the law of the Environment Seen by the Particle for Directed Polymers in Random Media in the $L^2$ region +The Eyring-Kramers law for potentials with nonquadratic saddles +Percolation of arbitrary words in one dimension +Sequential cavity method for computing free energy and surface pressure +Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain +Ergodic BSDEs and related PDEs with Neumann boundary conditions +On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps +Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes +Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions +Spatial homogenization in a stochastic network with mobility +Negative volatility for a 2-dimensional square root SDE +Discrete time nonlinear filters with informative observations are stable +KPZ formula for log-infinitely divisible multifractal random measures +Componentwise condition numbers of random sparse matrices +Matrix random products with singular harmonic measure +Gaussian Multiplicative Chaos revisited +Hydrodynamic turbulence and intermittent random fields +On a Lower Bound for the Time Constant of First-Passage Percolation +A noncommutative de Finetti theorem: Invariance under quantum permutations is equivalent to freeness with amalgamation +Localisable moving average stable and multistable processes +Unconstrained Recursive Importance Sampling +Detection of cellular aging in a Galton-Watson process +Representations of SO(3) and angular polyspectra +From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon +Exact distribution of the maximal height of p vicious walkers +A new family of Markov branching trees: the alpha-gamma model +Asymptotic analysis for bifurcating autoregressive processes via a martingale approach +On a surprising relation between rectangular and square free convolutions +Random systems of polynomial equations. The expected number of roots under smooth analysis +La forme asymptotique du processus de contact en environnement al\'eatoire +Counterparty risk valuation for CDS +Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus +Matrix representation of the stationary measure for the multispecies TASEP +Optimal consumption policies in illiquid markets +Fluctuations of eigenvalues of random normal matrices +Discontinuous Superprocesses with Dependent Spatial Motion +Concentration inequalities for $s$-concave measures of dilations of Borel sets and applications +Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations +Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure +Maximum principle for viscosity solutions on Riemannian manifolds +IDLA on the Supercritical Percolation Cluster +On the Degree Sequence and its Critical Phenomenon of an Evolving Random Graph Process +Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts +Bootstrap percolation in three dimensions +Geometric extension of put-call symmetry in the multiasset setting +Probability and Statistics: Essays in Honor of David A. Freedman +Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations +Exit times from cones for non-homogeneous random walk with asymptotically zero drift +Semicircle Law for Random Matrices of Long-Range Percolation Model +Heat kernel estimates for strongly recurrent random walk on random media +Sharp asymptotics for metastability in the random field Curie-Weiss model +Numerical simulation of BSDEs using empirical regression methods: theory and practice +The notion of $\psi$-weak dependence and its applications to bootstrapping time series +An explicit solution for an optimal stopping/optimal control problem which models an asset sale +Ruin models with investment income +On a Non-Standard Stochastic Control Problem +Compound real Wishart and q-Wishart matrices +What does a random contingency table look like? +On localization in Kronecker's diophantine theorem +Harmonic measures versus quasiconformal measures for hyperbolic groups +Special Examples of Diffusions in Random Environment +Time-dependent Schr\"odinger perturbations of transition densities +A noncommutative extended de Finetti theorem +White Noise Calculus and Hamiltonian of a Quantum Stochastic Process +Duality of real and quaternionic random matrices +A matrix interpolation between classical and free max operations: I. The univariate case +Integral representation of renormalized self-intersection local times +Carries, Shuffling and An Amazing Matrix +Stochastic relations of random variables and processes +Heterogeneous credit portfolios and the dynamics of the aggregate losses +Minimal supporting subtrees for the free energy of polymers on disordered trees +Well-posedness of the spatially homogeneous Landau equation for soft potentials +Maximum Likelihood Drift Estimation for Multiscale Diffusions +Directionally Convex Ordering of Random Measures, Shot Noise Fields and Some Applications to Wireless Communications +Laws of the iterated logarithm for a class of iterated processes +Hydrodynamic limit of gradient exclusion processes with conductances +Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in $R^\u007b2\u007d$ with non--zero mean +Renewal series and square-root boundaries for Bessel processes +Non-perturbative approach to random walk in markovian environment +Stochastic control up to a hitting time: optimality and rolling-horizon implementation +The high temperature Ising model on the triangular lattice is a critical percolation model +On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains +A fourth moment inequality for functionals of stationary processes +New Techniques for Empirical Process of Dependent Data +Stationary max-stable fields associated to negative definite functions +Central limit theorem for signal-to-interference ratio of reduced rank linear receiver +A mixed singular/switching control problem for a dividend policy with reversible technology investment +$\u007bL^p\u007d$-variations for multifractal fractional random walks +Conditionally identically distributed species sampling sequences +Palm distributions of wave characteristics in encountering seas +Stochastic Impulse Control of Non-Markovian Processes +Variance bounding Markov chains +Another Correction. Error estimates for Binomial approximations of game options +Optimal investment and consumption in a Black--Scholes market with L\'evy-driven stochastic coefficients +A unified framework for utility maximization problems: An Orlicz space approach +On a class of optimal stopping problems for diffusions with discontinuous coefficients +Quenched law of large numbers for branching Brownian motion in a random medium +Central limit theorems for eigenvalues in a spiked population model +On the Small Deviation Problem for Some Iterated Processes +The quenched invariance principle for random walks in random environments admitting a bounded cycle representation +Homogenization of a singular random one-dimensional PDE +Relations between invasion percolation and critical percolation in two dimensions +Universal structures in some mean field spin glasses, and an application +Tree-valued resampling dynamics: Martingale Problems and applications +Special points of the Brownian net +Strong asymmetric limit of the quasi-potential of the boundary driven weakly asymmetric exclusion process +The oriented swap process +Local Bootstrap Percolation +A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 +Stein's Method and Characters of Compact Lie Groups +A sharp uniform bound for the distribution of a sum of Bernoulli random variables +Switching Games of Backward Stochastic Differential Equations +Stochastic calculus for symmetric Markov processes +The mixing time evolution of Glauber dynamics for the mean-field Ising model +Quasi-stationary Random Overlap Structures and the Continuous Cascades +Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations +Distal actions and shifted convolution property +The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property +On divergence form SPDEs with VMO coefficients in a half space +On divergence form SPDEs with VMO coefficients +It\^o's formula for the $L_\u007bp\u007d$-norm of stochastic $W^\u007b1\u007d_\u007bp\u007d$-valued processes +On the number of matrices and a random matrix with prescribed row and column sums and 0-1 entries +The Alexander-Orbach conjecture holds in high dimensions +Slow decorrelations in KPZ growth +KPZ in one dimensional random geometry of multiplicative cascades +Computing expected transition events in reducible Markov chains +Semigroup inequalities, stochastic domination, Hardy's inequality, and strong ergodicity +Limit theorems for sample eigenvalues in a generalized spiked population model +Monotone loop models and rational resonance +Asymptotics of posteriors for binary branching processes +Negative Entropy, Zero temperature and stationary Markov Chains on the interval +The Fractional Langevin Equation: Brownian Motion Revisited +Survival time of random walk in random environment among soft obstacles +Competition between Discrete Random Variables, with Applications to Occupancy Problems +Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers +The stochastic Hamilton-Jacobi equation +Reflected Solutions of Backward Doubly Stochastic Differential Equations +On randomly placed arcs on the circle +Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures +Continuous Spin Mean-Field models: Limiting kernels and Gibbs Properties of local transforms +On slowdown and speedup of transient random walks in random environment +Fluctuation bounds for the asymmetric simple exclusion process +A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks +Backward Uniqueness and the existence of the spectral limit for some parabolic SPDEs +Subequivalence Relations and Positive-Definite Functions +An integral test for the transience of a Brownian path with limited local time +On Sums of Conditionally Independent Subexponential Random Variables +Conditions for existence and smoothness of the distribution density for an Ornstein-Uhlenbeck process with Levy noise +Stability of the LCD Model +Risk Premium Impact in the Perturbative Black Scholes Model +Perturbative Approach on Financial Markets +From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon +Coarse graining, fractional moments and the critical slope of random copolymers +Susceptibility in subcritical random graphs +Backward Stochastic PDEs related to the utility maximization problem +The growth exponent for planar loop-erased random walk +Density fluctuations for a zero-range process on the percolation cluster +Even Walks and Estimates of High Moments of Large Wigner Random Matrices +Marking (1,2) Points of the Brownian Web and Applications +Differentiability of stochastic flow of reflected Brownian motions +Markov chain-based stability analysis of growing networks +Backward SDEs with constrained jumps and Quasi-Variational Inequalities +Denseness of certain smooth L\'evy functionals in $\DD_\u007b1,2\u007d$ +Numerical Computations for Backward Doubly SDEs and SPDEs +Les deux quadrangulations infinies uniformes ont m\^eme loi +Asymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable +On the first passage time for Brownian motion subordinated by a Levy process +Random Walks on Discrete Cylinders and Random Interlacements +Queueing systems with pre-scheduled random arrivals +Conditioning on an extreme component: Model consistency with regular variation on cones +Conditioning on an Extreme Component: Model consistency and regular variation on cones +On subexponentiality of the L\'evy measure of the diffusion inverse local time; with applications to penalizations +Exact Edgeworth expansion for a L\'\u007be\u007dvy process +Generalized Stirling permutations, families of increasing trees and urn models +On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields +Chains of distributions, hierarchical Bayesian models and Benford's Law +Convergence of Point Processes with Weakly Dependent Points +On the uniqueness of the infinite cluster of the vacant set of random interlacements +Optimal Investment Strategy to Minimize Occupation Time +Optimal local H\"older index for density states of superprocesses with (1 + \beta)-branching mechanism +A set-valued framework for birth-and-growth process +Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part +Generalized Chinese restaurant construction of exchangeable Gibbs partitions and related results +Multiplicative functional for reflected Brownian motion via deterministic ODE +Averages of ratios of characteristic polynomials in circular beta-ensembles and super-Jack polynomials +On the Cluster Size Distribution for Percolation on Some General Graphs +Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model +Bernstein measures on convex polytopes +Vitesse de convergence dans le th\'\u007be\u007dor\`\u007be\u007dme limite central pour des cha\^\u007bi\u007dnes de Markov fortement ergodiques +Singular value decomposition of large random matrices (for two-way classification of microarrays) +Comparison between criteria leading to the weak invariance principle +Estimation in models driven by fractional Brownian motion +Random walks in space time mixing environments +Linear Statistics of Point Processes via Orthogonal Polynomials +The least singular value of a random square matrix is O(n^\u007b-1/2\u007d) +Random paths with bounded local time +Poisson-Dirichlet Distribution with Small Mutation Rate +Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions +Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum +Energy transport in stochastically perturbed lattice dynamics +Generalized BSDE With 2-Reflecting Barriers and Stochastic Quadratic Growth. Application to Dynkin Games +On the distribution of the nodal sets of random spherical harmonics +On almost randomizing channels with a short Kraus decomposition +Generating uniform random vectors in $\QTR\u007bbf\u007d\u007bZ\u007d_\u007bp\u007d^\u007bk\u007d$: the general case +Generalized Backward Stochastic Differential Equation With Two Reflecting Barriers and Stochastic Quadratic Growth +Moderate deviations for stationary sequences of Hilbert valued bounded random variables +Dutch book in simple multivariate normal prediction: Another look +Probability theory and its models +Disjointness of representations arising in harmonic analysis on the infinite-dimensional unitary group +Phase Transitions for the Groeth Rate of Linear Stochastic Evolutions +Overcrowding and hole probabilities for random zeros on complex manifolds +N/V-limit for Langevin dynamics in continuum +Stochastic expansions and Hopf algebras +Probabilistic representation for solutions of an irregular porous media type equation +The dbar steepest descent method for orthogonal polynomials on the real line with varying weights +The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions +Stochastic analysis on Gaussian space applied to drift estimation +Stochastic calculus for convoluted L\'\u007be\u007dvy processes +On a set of transformations of Gaussian random functions +Aggregation of weakly dependent doubly stochastic processes +On the martingale probem associated to the 2D and 3D Stochastic Navier-Stokes equations +Cell contamination and branching process in random environment with immigration +On one property of distances in the infinite random quadrangulation +Log-Level Comparison Principle for Small Ball Probabilities +The covariogram determines three-dimensional convex polytopes +Quenched and Annealed Critical Points in Polymer Pinning Models +On isoperimetric inequalities for log-convex measures +Heat Kernel Analysis on Infinite-Dimensional Heisenberg Groups +The probability of exceeding a piecewise deterministic barrier by the heavy-tailed renewal compound process +Fluctuations of the partition function in the GREM with external field +Conditions for stochastic integrability in UMD Banach spaces +Uniform limit theorems for wavelet density estimators +Adaptive Estimation of a Distribution Function and its Density in Sup-Norm Loss by Wavelet and Spline Projections +A note on the enumeration of directed animals via gas considerations +Degree-distribution stability of scale-free networks +Small deviations of general L\'\u007be\u007dvy processes +Hydrodynamic limit of particle systems with long jumps +The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach +Exactness of martingale approximation and the central limit theorem +On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities +Coalescent processes in subdivided populations subject to recurrent mass extinctions +Behavior near the extinction time in self-similar fragmentations I: the stable case +On the Eigenspaces of Lamplighter Random Walks and Percolation Clusters on Graphs +Concentration of measure via approximated Brunn--Minkowski inequalities +Cut Points and Diffusions in Random Environment +The effect of classical noise on a quantum two-level system +Some New Random Field Tools for Spatial Analysis +Random walk weakly attracted to a wall +Principal eigenvalue for random walk among random traps on Z^d +Levy processes and Schroedinger equation +Risk Aversion and Portfolio Selection in a Continuous-Time Model +A martingale approach to minimal surfaces +Intermittence and nonlinear parabolic stochastic partial differential equations +Limit theorems for additive c-free convolution +Functional moderate deviations for triangular arrays and applications +Spectral gap for the interchange process in a box +The Player's Effect +The mixing advantage is less than 2 +Hydrodynamic limit for a zero-range process in the Sierpinski gasket +Central Limit Theorem for a Class of Linear Systems +A Limit Theorem for Products of Free Unitary Operators +Multifractal analysis in a mixed asymptotic framework +Averaging principle for a class of stochastic reaction-diffusion equations +A Khasminskii type averaging principle for stochastic reaction-diffusion equations +Random walks, arrangements, cell complexes, greedoids, and self-organizing libraries +Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets +Resonances for a diffusion with small noise +A Discrete Construction for Gaussian Markov Processes +Substochastic semigroups and densities of piecewise deterministic Markov processes +Ising models on locally tree-like graphs +The spectrum of the random environment and localization of noise +Hamiltonicity thresholds in Achlioptas processes +Circular Jacobi Ensembles and deformed Verblunsky coefficients +Optimal solution of investment problems via linear parabolic equations generated by Kalman filter +Cordes conditions and some alternatives for parabolic equations and discontinuous diffusion +Existence and regularity of a nonhomogeneous transition matrix under measurability conditions +Fractional Brownian flows +Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic and Stationary Coefficients +Large Deviations for Random Spectral Measures and Sum Rules +Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein--Uhlenbeck processes +Continuity properties and infinite divisibility of stationary distributions of some generalised Ornstein-Uhlenbeck processes +Gaussian limits for generalized spacings +Logarithmic components of the vacant set for random walk on a discrete torus +A family of series representations of the multiparameter fractional Brownian motion +Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions +Maximum Probability and Relative Entropy Maximization. Bayesian Maximum Probability and Empirical Likelihood +Insurance, Reinsurance and Dividend Payment +Limit Theorems for Translation Flows +The M/M/1 queue is Bernoulli +The noisy veto-voter model: a Recursive Distributional Equation on [0,1] +Quantum Gross Laplacian and Applications +On Estimation of Finite Population Proportion +Phase Transition in the 1d Random Field ising model with long range interaction +Arr\^et optimal pour les processus de Markov forts et les fonctions affines +Random Walk in deterministically changing environment +R-boundedness of smooth operator-valued functions +The Anti-Symmetric GUE Minor Process +A proof of the Dalang-Morton-Willinger theorem +Optimal stopping for L\'evy processes and affine functions +Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem +Interlaced processes on the circle +Cram\'\u007be\u007dr asymptotics for finite time first passage probabilities of general L\'\u007be\u007dvy processes +Shuffling algorithm for boxed plane partitions +Anisotropic growth of random surfaces in 2+1 dimensions +Scaling limits of a tagged particle in the exclusion process with variable diffusion coefficient +Refined convergence for the Boolean model +Absolute continuity for some one-dimensional processes +Geodesics in large planar maps and in the Brownian map +A Simple Sample Size Formula for Estimating Means of Poisson Random Variables +A characterization of dimension free concentration in terms of transportation inequalities +Small parts in the Bernoulli sieve +The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints +Hitting Time Statistics and Extreme Value Theory +Uniform observability of hidden Markov models and filter stability for unstable signals +Characterization of Compact Subsets of $\mathcal\u007bA\u007d^p$ with Respect to Weak Topology +Duality, Ancestral and Diffusion Processes in Models with Selection +Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance +On the asymptotic measure of periodic subsystems of finite type in symbolic dynamics +Poisson processes for subsystems of finite type in symbolic dynamics +On the orthogonal polynomials associated with a L\'evy process +The allelic partition for coalescent point processes +Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion +Shape transition under excess self-intersections for transient random walk +Nonstandard limit theorem for infinite variance functionals +On the probabilistic description of a multipartite correlation scenario with arbitrary numbers of settings and outcomes per site +Growth rate for the expected value of a generalized random Fibonacci sequence +Almost-sure Growth Rate of Generalized Random Fibonacci sequences +Strong hydrodynamic limit for attractive particle systems on Z +Bounds for the loss probability in large loss queueing systems +On the permanent of random Bernoulli matrices +Dynamical large deviations for the boundary driven weakly asymmetric exclusion process +Special invited paper. Large deviations +Large deviations for quantum Markov semigroups on the 2 x 2 matrix algebra +Two-dimensional Markovian holonomy fields +Stone-Weierstrass type theorems for large deviations +Surface tension in the dilute Ising model. The Wulff construction +Critical behavior and the limit distribution for long-range oriented percolation. II: Spatial correlation +Stochastic chains with memory of variable length +Stationary distributions for diffusions with inert drift +A stochastic fixed point equation for weighted minima and maxima +Small deviations of stable processes and entropy of the associated random operators +Multivariate normal approximation using Stein's method and Malliavin calculus +Independence of Four Projective Criteria for the Weak Invariance Principle +On Probabilistic Parametric Inference +Collision probabilities in the rarefaction fan of asymmetric exclusion processes +Calibration of transparency risks: a note +Last Passage Percolation in Macroscopically Inhomogeneous Media +Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem +On percolation in random graphs with given vertex degrees +Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process +The Phase Diagram of the Quantum Curie-Weiss Model +Boundedness of Riesz transforms for elliptic operators on abstract Wiener spaces +Suppression of unbounded gradients in a SDE associated with the Burgers equation +Quenched large deviations for multidimensional random walk in random environment: a variational formula +A lower bound for the principal eigenvalue of the Stokes operator in a random domain +Order of current variance and diffusivity in the rate one totally asymmetric zero range process +A Fredholm Determinant Representation in ASEP +On Estimation and Optimization of Probability +Stabilit\'\u007be\u007d du comportement des marches al\'\u007be\u007datoires sur un groupe localement compact +An asymptotic result for Brownian polymers +On an identity of Ky Fan +Weak approximation of stochastic partial differential equations: the non linear case +Chaining Techniques and their Application to Stochastic Flows +The expansion for the overlap function +Multivariate Feller conditions in term structure models: Why do(n't) we care? +A New Estimator for the Number of Species in a Population +The compound Poisson distribution and return times in dynamical systems +Branching processes in random environment die slowly +A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks +A fractional Poisson equation: existence, regularity and approximations +Pruning a L\'evy continuum random tree +Large Deviations Principle for Stochastic Scalar Conservation Laws +Stochastic evolution equations in UMD Banach spaces +Spiked Models in Wishart Ensemble +On Gaussian Brunn-Minkowski inequalities +Surviving particles for subcritical branching processes in random environment +Markov Jump Processes Approximating a Nonsymmetric Generalized Diffusion: numerics explained to probabilists +Complements and signed digit representations: Analysis of a multi-exponentiation-algorithm of Wu, Lou, Lai and Chang +A system of grabbing particles related to Galton-Watson trees +An introduction to L\'\u007be\u007dvy processes with applications in finance +The structure of unicellular maps, and a connection between maps of positive genus and planar labelled trees +On the role of Convexity in Functional and Isoperimetric Inequalities +Convergence Properties of Kemp's q-Binomial Distribution +Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers +Hyperdeterminantal point processes +Existence of an infinite particle limit of stochastic ranking process +Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion +Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation +Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve +Estimating correlation from high, low, opening and closing prices +Convex pricing by a generalized entropy penalty +Quenched large deviations for random walk in a random environment +Basic properties of nonlinear stochastic Schr\"\u007bo\u007ddinger equations driven by Brownian motions +A Theoretical Study of Mafia Games +Characterization of the critical values of branching random walks on weighted graphs through infinite-type branching processes +Renormalization of the two-dimensional Lotka--Volterra model +Phase Transitions in Partially Structured Random Graphs +Pathwise uniqueness of the squared Bessel and CIR process with skew reflection on a deterministic time dependent curve +Weak existence of the squared Bessel process and CIR process with skew reflection on a deterministic time dependent curve +Estimates of tempered stable densities +Real Roots of Random Polynomials and Zero Crossing Properties of Diffusion Equation +Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics +Consistent price systems and face-lifting pricing under transaction costs +Stochastic solution of a nonlinear fractional differential equation +Real and complex zeros of Riemannian random waves +On Sequential Estimation and Prediction for Discrete Time Series +Small Deviations of Smooth Stationary Gaussian Processes +The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices +An approximation algorithm for counting contingency tables +The Reverse of The Law of Large Numbers +Trivial, Critical and Near-critical Scaling Limits of Two-dimensional Percolation +Conditional Haar measures on classical compact groups +The Fourier Spectrum of Critical Percolation +Integration with respect to fractional local times with Hurst index $H$ greater than 1/2 +Transcience/recurrence for normally reflected Brownian motion in unbounded domains +On distributional properties of perpetuities +Numerical Algorithms and Simulations for Reflected Backward Stochastic Differential Equations with two Continuous Barriers +The generality of the zero-one laws +The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient +Escaping the Brownian stalkers +Homogenization of semi-linear PDEs with discontinuous effective coefficients +On convergence of dynamics of hopping particles to a birth-and-death process in continuum +Maxima of Dirichlet and triangular arrays of gamma variables +Integration with respect to local time and Ito's formula for smooth nondegenerate martingales +Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence +A Generalized Backward Equation For One Dimensional Processes +Recurrence and transience of a multi-excited random walk on a regular tree +Branching Process approach for 2-SAT thresholds +On some results of Cufaro Petroni about Student t-processes +A few remarks on the operator norm of random Toeplitz matrices +Symmetric jump processes: localization, heat kernels, and convergence +Diversity and relative arbitrage in equity markets +Regenerative tree growth: Binary self-similar continuum random trees and Poisson--Dirichlet compositions +Repeated quantum interactions Quantum Langevin equation and the low density limit +A Lindblad model for a spin chain coupled to heat baths +A pedestrian's view on interacting particle systems, KPZ universality, and random matrices +Interacting particle systems out of equilibrium +Potts models in the continuum. Uniqueness and exponential decay in the restricted ensembles +Self-repelling random walk with directed edges on Z +On Monge-Kantorovich Problem in the Plane +Typical Dispersion and Generalized Lyapunov Exponents +Poisson and Diffusion Approximation of Stochastic Schrodinger equations with Control +Markov Chains Approximations of jump-Diffusion Quantum Trajectories +A circle of interacting servers; spontaneous collective behavior in case of large fluctuations +A New Central Limit Theorem under Sublinear Expectations +Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure +A Ruelle Operator for continuous time Markov Chains +On the least squares estimator in a nearly unstable sequence of stationary spatial AR models +Discrete stochastic processes, replicator and Fokker-Planck equations of coevolutionary dynamics in finite and infinite populations +On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields +Absolute continuity and convergence in variation for distributions of a functionals of Poisson point measure +Stability of a processor sharing queue with varying throughput +Field theory conjecture for loop-erased random walks +On perpetual American put valuation and first-passage in a regime-switching model with jumps +On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets +Optimal two-value zero-mean disintegration of zero-mean random variables +Partial differential equations driven by rough paths +No-Free-Lunch equivalences for exponential Levy models +Duality of Chordal SLE, II +A decomposition of the bifractional Brownian motion and some applications +On the semimartingale property of discounted asset-price processes +The numeraire portfolio in semimartingale financial models +Diffusion at the random matrix hard edge +Constants of concentration for a simple recurrent random walk on random environment +Monotonicity for excited random walk in high dimensions +Balance, growth and diversity of financial markets +Copolymers at selective interfaces: new bounds on the phase diagram +Strong law of large numbers with concave moments +BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games +Equality of pressures for diffeomorphisms preserving hyperbolic measures +A note on multi-type cookie random walk on integers +On some generalized reinforced random walks on integers +Lyapunov exponents for the one-dimensional parabolic Anderson model with drift +Estimation of Wiener--Ito integrals and polynomials of independent Gaussian random variables +Reversibility of Interacting Fleming-Viot Processes with Mutation, Selection, and Recombination +On some transformations of bilateral birth-and-death processes with applications +Diffraction of stochastic point sets: Explicitly computable examples +Parameter Collapse due to the Zeros in the Inverse Condition +A stochastic-Lagrangian particle system for the Navier-Stokes equations +Plane recursive trees, Stirling permutations and an urn model +Statistical analysis of self-similar conservative fragmentation chains +On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix +On the ruin problem in the renewal risk processes perturbed by diffusion +Time--space harmonic polynomials relative to a L\'\u007be\u007dvy process +On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix +Recurrence of the twisted planar random walk +Polling systems with parameter regeneration, the general case +Superposition rules and stochastic Lie-Scheffers systems +The Theory of Fallible Probability and The Dynamics of Degrees of Belief +A note on optimal probability lower bounds for centered random variables +Local semicircle law and complete delocalization for Wigner random matrices +Stein's method and exact Berry--Esseen asymptotics for functionals of Gaussian fields +The square negative correlation property for generalized Orlicz balls +Rough evolution equations +Individual Risk and Lebesgue Extension without Aggregate Uncertainty +The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball +The conditioned reconstructed process +Positive volatility simulation in the Heston model +Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time +Positive and implicit stochastic volatility simulation +Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue +Limits Laws for Geometric Means of Free Random Variables +Limits laws for geometric means of free positive random variables +A measure-conjugacy invariant for free group actions +Good deal bounds induced by shortfall risk +Orbit measures and interlaced determinantal point processes +Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results +The smallest singular value of a random rectangular matrix +A Link between Binomial Parameters and Means of Bounded Random Variables +Stochastic Tamed 3D Navier-Stokes Equations: Existence, Uniqueness and Ergodicity +Asymptotically optimal quantization schemes for Gaussian processes +Veraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations +Strong solutions for stochastic porous media equations with jumps +Random walk on a discrete torus and random interlacements +On Equilibrium Prices in Continuous Time +On the locality of the Pr\"ufer code +The time constant vanishes only on the percolation cone in directed first passage percolation +Interval Estimation of Bounded Variable Means via Inverse Sampling +Reconstruction of Random Colourings +The waiting time for m mutations +Confidence Interval for the Mean of a Bounded Random Variable and Its Applications in Point Estimation +The Aizenman-Sims-Starr and Guerra's schemes for the SK model with multidimensional spins +A Truncation Approach for Fast Computation of Distribution Functions +On a nonhierarchical version of the Generalized Random Energy Model. II. Ultrametricity +A change of variable formula with It\^o correction term +The subelliptic heat kernel on SU(2): Representations, Asymptotics and Gradient bounds +Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$ +A model of continuous time polymer on the lattice +Moment problems and boundaries of number triangles +Relationship between stochastic flows and connection forms +Scaling limits of $(1+1)$-dimensional pinning models with Laplacian interaction +The Virgin Island Model +Spectral representation of some non stationary alpha-stable processes +Multiple Stratonovich integral and Hu--Meyer formula for L\'evy processes +Random Lie group actions on compact manifolds: A perturbative analysis +Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility +The height of watermelons with wall +On the time to reach maximum for a variety of constrained Brownian motions +Measures and their random reals +Complete moment and integral convergence for sums of negatively associated random variables +On the Shuffling Algorithm for Domino Tilings +Proof(s) of the Lamperti representation of Continuous-State Branching Processes +Separation and coupling cutoffs for tuples of independent Markov processes +Harmonic measure and winding of random conformal paths: A Coulomb gas perspective +Construction of a stationary FIFO queue with impatient customers +Ballot theorems for random walks with finite variance +Markov loops and renormalization +Rational functions associated with the white noise space and related topics +A New Approach of Point Estimation from Truncated or Grouped and Censored Data +Predictive approach to some quantum paradoxes +Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule +Cylindrical Wiener processes +Explicit parametrix and local limit theorems for some degenerate diffusion processes +Meta-stability and condensed zero-range processes on finite sets +Non-homogeneous polygonal Markov fields in the plane: graphical representations and geometry of higher order correlations +Diffeomorphisms of the circle and Brownian motions on an infinite-dimensional symplectic group +On the Kert\'esz line: Some rigorous bounds +Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models +Markovian embeddings of general random strings +On a theorem of V. Bernik in the metrical theory of Diophantine approximation +Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains +Conditions for stability and instability of retrial queueing systems with general retrial times +Levy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing +A transference method in quantum probability +Properties of the density for a three dimensional stochastic wave equation +Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk +Laws of large numbers for epidemic models with countably many types +Asymptotics of the Spectral Gap for the Interchange Process on Large Hypercubes +Large deviations for the Boussinesq Equations under Random Influences +A generalization of Doob's maximal identity +Fractional term structure models: No-arbitrage and consistency +Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes +Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats +Hiding a drift +Limit Theorems for Hybridization Reactions on Oligonucleotide Microarrays +Representation of the penalty term of dynamic concave utilities +Finite size scaling for homogeneous pinning models +Existence of non-trivial harmonic functions on Cartan-Hadamard manifolds of unbounded curvature +Continuous local time of a purely atomic immigration superprocess with dependent spatial motion +Stochastic equations of non-negative processes with jumps +On the Lamperti stable processes +Transient nearest neighbor random walk and Bessel process +On the local time of the asymmetric Bernoulli walk +On the Distribution of the Domination Number of a New Family of Parametrized Random Digraphs +Semi-classical analysis of a random walk on a manifold +On the Asymptotic Normality of the Conditional Maximum Likelihood Estimators for the Truncated Regression Model and the Tobit Model +Fractional Cauchy problems on bounded domains +Stabilization and limit theorems for geometric functionals of Gibbs point processes +Time--space white noise eliminates global solutions in reaction diffusion equations +Large Deviations for the Stochastic Shell Model of Turbulence +Multifractional, multistable, and other processes with prescribed local form +A uniqueness theorem for solution of BSDEs +Jack polynomials and free cumulants +Improved mixing time bounds for the Thorp shuffle and L-reversal chain +Nondifferentiable functions of one-dimensional semimartingales +Absolute continuity and singularity of two probability measures on a filtered space +Jensen's Inequality for g-Convex Function under g-Expectation +Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining) +Harnack Inequality and Applications for Stochastic Evolution Equations with Monotone Drifts +A quadratic regression problem for two-state algebras with application to the Central Limit Theorem +V-Variable Fractals: Fractals with Partial Self Similarity +Occupation time fluctuation limits of infinite variance equilibrium branching systems +Degenerate Stochastic Differential Equations for Catalytic Branching Networks +Central limit theorem for Hotelling's T^2 statistic under large dimension +On the Supremum of Some Random Dirichlet Polynomials +Characterizations and simulations of a class of stochastic processes to model anomalous diffusion +Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market +Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion +The Bernoulli sieve revisited +A general stochastic maximum principle for mixed relaxed-singular control problems +Refracted Levy processes +The strict and relaxed stochastic maximum principle for optimal control problem of backward systems +Convex ordering for random vectors using predictable representation +Stochastic extrema as stationary phases of characteristic functions +Gradient Estimate and Harnack Inequality on Non-Compact Riemannian Manifolds +Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1 +Subordinated discrete semigroups of operators +Canonical moments and random spectral measures +On the birth-and-assassination process, with an application to scotching a rumor in a network +Forecasting volatility with the multifractal random walk model +The stability of conditional Markov processes and Markov chains in random environments +A general stochastic maximum principle for optimal control problems of forward-backward systems +A general necessary and sufficient optimality conditions for singular control problems +A permutation model for free random variables and its classical analogue +Lower bounds for transition probabilities on graphs +Critical percolation of virtually free groups and other tree-like graphs +From combinatorics to large deviations for the invariant measures of some multiclass particle systems +No Arbitrage Conditions For Simple Trading Strategies +First-exit-time probability density tails for a local height of a non-equilibrium Gaussian interface +Carry Propagation in Multiplication by Constants +Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise +An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise +On the infimum convolution inequality +On large intersection and self-intersection local times in dimension five or more +Smooth Solutions of Non-linear Stochastic Partial Differential Equations +Algorithm for solving optimization problems with Interval Valued Probability Measure +Novel Bounds on Marginal Probabilities +Stable laws and products of positive random matrices +A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems +Construction and Uniqueness for reflected BSDE under linear increasing condition +A concentration inequality for interval maps with an indifferent fixed point +Majorizing measures and proportional subsets of bounded orthonormal systems +Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations +Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets +Evolutionarily stable strategies of random games, and the vertices of random polygons +Convexity, translation invariance and subadditivity for $g$-expectations and related risk measures +On the condensed density of the generalized eigenvalues of pencils of Hankel Gaussian random matrices and applications +Quenched convergence of a sequence of superprocesses in R^d among Poissonian obstacles +One-dimensional stepping stone models, sardine genetics and Brownian local time +The lineage process in Galton--Watson trees and globally centered discrete snakes +Occupation densities for certain processes related to fractional Brownian motion +Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets +Poisson suspensions and entropy for infinite transformations +The heavy traffic limit of an unbalanced generalized processor sharing model +Degenerate stochastic differential equations arising from catalytic branching networks +Time discretization and Markovian iteration for coupled FBSDEs +Intensity process and compensator: A new filtration expansion approach and the Jeulin--Yor theorem +Approximate word matches between two random sequences +The expected duration of random sequential adsorption +A note about conditional Ornstein-Uhlenbeck processes +A lower bound for the Chung-Diaconis-Graham random process +Strategic Execution in the Presence of an Uninformed Arbitrageur +Estimation of quadratic variation for two-parameter diffusions +$C^1$-Generic Symplectic Diffeomorphisms: Partial Hyperbolicity and Zero Center Lyapunov Exponents +Asymptotics for the survival probability of a Rouse chain monomer +Malliavin calculus and decoupling inequalities in Banach spaces +On Besov regularity of Brownian motions in infinite dimensions +A new concept of strong controllability via the Schur complement in adaptive tracking +Integrability of exit times and ballisticity for random walks in Dirichlet environment +Total-variation cutoff in birth-and-death chains +Discrete approximation of a stable self-similar stationary increments process +Construction of an Edwards' probability measure on $\mathcal\u007bC\u007d (\mathbb\u007bR\u007d_+, \mathbb\u007bR\u007d)$ +Poincare Inequality on the Path Space of Poisson Point Processes +Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GOE +Thermodynamic Limit for the Invariant Measures in Supercritical Zero Range Processes +Uniformly spread measures and vector fields +The variance of the shock in the HAD process +Stochastic Porous Media Equation and Self-Organized Criticality +Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 +On Wasserstein geometry of the space of Gaussian measures +Recurrence times and large deviations +The Einstein relation for random walks on graphs +Analysis of the stochastic FitzHugh-Nagumo system +Malliavin calculus for difference approximations of multidimensional diffusions: truncated local limit theorem +A functional central limit theorem for regenerative chains +Random walks on graphs with volume and time doubling +Upper bounds for transition probabilities on graphs and isoperimetric inequalities +A study of counts of Bernoulli strings via conditional Poisson processes +q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup +Bounds on the Poincare constant of ultra log-concave random variables +The Local Time of the Classical Risk Process +Geometric Gamma Max-Infinitely Divisible Models +Exponential Bounds in the Law of Iterated Logarithm for Martingales +n-Monotone exact functionals +Convexity and smoothness of scale functions and de Finetti's control problem +The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula +Far field asymptotics of solutions to convection equation with anomalous diffusion +Effective resistance of random trees +Positively and negatively excited random walks on integers, with branching processes +The Lexicographic First Occurrence of a I-II-III pattern +Harmonic measure and SLE +Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations +On exchangeable random variables and the statistics of large graphs and hypergraphs +Random subgraphs of the 2D Hamming graph: the supercritical phase +A geometric preferential attachment model with fitness +Comments on "Reverse auction: the lowest positive integer game" +Estimation of ordinal pattern probabilities in fractional Brownian motion +On maxima of periodograms of stationary processes +Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise +Central and $L^p$-concentration of 1-Lipschitz maps into $\mathbb\u007bR\u007d$-trees +Longest increasing subsequences, Plancherel-type measure and the Hecke insertion algorithm +Random walks on complex trees +Balanced routing of random calls +Exchangeable lower previsions +Optimal co-adapted coupling for the symmetric random walk on the hypercube +Stochastic processes and their spectral representations over non-archimedean fields +Finitely Additive Supermartingales +On the singularity of random matrices with independent entries +Game-theoretic Brownian motion +On the extremal rays of the cone of positive, positive definite functions +Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation +Imprecise Markov chains and their limit behaviour +On the robustness of power-law random graphs in the finite mean, infinite variance region +Law of large numbers for non-additive measures +Moderate deviations for random fields and random complex zeroes +On the Stickiness Property +Fractional Brownian motion in presence of two fixed adsorbing boundaries +Some remarks on tangent martingale difference sequences in $L^1$-spaces +Convergence of multi-dimensional quantized $SDE$'s +Maximum and entropic repulsion for a Gaussian membrane model in the critical dimension +Some examples of absolute continuity of measures in stochastic fluid dynamics +Nonparametric sequential prediction of time series +Properties of Expectations of Functions of Martingale Diffusions +The Littlewood-Offord problem and invertibility of random matrices +Exact finite approximations of average-cost countable Markov decision processes +Stability of Parallel Queueing Systems with Coupled Service Rates +Monte Carlo Greeks for Financial Products via Approximative Transition Densities +Local resilience of graphs +Hitting time of large subsets of the hypercube +Eigenvalues of Euclidean random matrices +The rank of random graphs +Universality in two-dimensional enhancement percolation +The order of the largest complete minor in a random graph +Sharp thresholds for constraint satisfaction problems and homomorphisms +Percolation on dual lattices with k-fold symmetry +On the size of the algebraic difference of two random Cantor sets +The cutoff phenomenon for randomized riffle shuffles +The isoperimetric constant of the random graph process +Continuity theorems for the M / M /1/ n queueing system +Convex comparison of service disciplines in real time queues +Efficient Routing in Heavy Traffic Under Partial Sampling of Service Times +Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs +Fault tolerance in cellular automata at high fault rates +On the number of minima of a random polynomial +t-Wise independence with local dependencies +A Systematic Scan for 7-colourings of the Grid +Unifying practical uncertainty representations. II: Clouds +Unifying practical uncertainty representations - I: Generalized p-boxes +Critical Percolation of Free Product of Groups +The Polynomial Method for Random Matrices +Expansion properties of a random regular graph after random vertex deletions +The distribution of the domination number of class cover catch digraphs for non-uniform one-dimensional data +Where the monotone pattern (mostly) rules +Weighted lattice polynomials of independent random variables +Long-Range Percolation Mixing Time +Enumerating Contingency Tables via Random Permanents +Two-Parameter Poisson-Dirichlet Measures and Reversible Exchangeable Fragmentation-Coalescence Processes +The k-Core and Branching Processes +On the Strong Chromatic Number of Random Graphs +The statistical restricted isometry property and the Wigner semicircle distribution of incoherent dictionaries +On the long time behavior of the TCP window size process +The Relationship between Tsallis Statistics, the Fourier Transform, and Nonlinear Coupling +A maximum entropy approach to OFDM channel estimation +Cognitive OFDM network sensing: a free probability approach +On the dynamics of Social Balance on general networks (with an application to XOR-SAT) +Dynamic Tree Algorithms +An impossibility result for process discrimination +Irreversible Monte Carlo Algorithms for Efficient Sampling +Linear Universal Decoding for Compound Channels: a Local to Global Geometric Approach +Incoherent dictionaries and the statistical restricted isometry property +Intersecting random graphs and networks with multiple adjacency constraints: A simple example +Dynamic Connectivity in ALOHA Ad Hoc Networks +Finding cores of random 2-SAT formulae via Poisson cloning +Front Propagation with Rejuvenation in Flipping Processes +The finite harmonic oscillator and its associated sequences +On the random satisfiable process +Counting the Faces of Randomly-Projected Hypercubes and Orthants, with Applications +Informed Traders +The end of Sleeping Beauty's nightmare +On the entropy and log-concavity of compound Poisson measures +Sparse power-efficient topologies for wireless ad hoc sensor networks +Success Exponent of Wiretapper: A Tradeoff between Secrecy and Reliability +On Tightness of Mutual Dependence Upperbound for Secret-key Capacity of Multiple Terminals +Communication Requirements for Generating Correlated Random Variables +A constructive proof of the existence of Viterbi processes +Cryptanalysis of the Algebraic Eraser and short expressions of permutations as products +Decentralized Search with Random Costs +Bipolarization of posets and natural interpolation +The ergodic decomposition of asymptotically mean stationary random sources +The Secrecy Graph and Some of its Properties +The Symmetric Sugeno Integral +Measure and integral with purely ordinal scales +Asymptotics of Input-Constrained Binary Symmetric Channel Capacity +Toeplitz Block Matrices in Compressed Sensing +Order-Optimal Consensus through Randomized Path Averaging +Convergence of some leader election algorithms +Ascending runs in dependent uniformly distributed random variables: Application to wireless networks +A statistical mechanical interpretation of algorithmic information theory +Imprecise probability trees: Bridging two theories of imprecise probability +Maturity-independent risk measures +The vanishing approach for the average continuous control of piecewise deterministic Markov processes +A cut-off phenomenon in location based random access games with imperfect information +Analysis of discrete and hybrid stochastic systems by nonlinear contraction theory +Percolation on sparse random graphs with given degree sequence +A Stochastic Epidemiological Model and a Deterministic Limit for BitTorrent-Like Peer-to-Peer File-Sharing Networks +Logconcave random graphs +Every minor-closed property of sparse graphs is testable +Many random walks are faster than one +Rapid mixing of Gibbs sampling on graphs that are sparse on average +Deterministic random walks on regular trees +Algorithmic Barriers from Phase Transitions +Sequence Length Requirement of Distance-Based Phylogeny Reconstruction: Breaking the Polynomial Barrier +Mixing Time of Exponential Random Graphs +Adversarial Scheduling Analysis of Game-Theoretic Models of Norm Diffusion +A Birthday Paradox for Markov Chains, with an Optimal Bound for Collision in the Pollard Rho Algorithm for Discrete Logarithm +The Maximal Probability that k-wise Independent Bits are All 1 +Resolvent of Large Random Graphs +Standard representation of multivariate functions on a general probability space +From Power Laws to Fractional Diffusion: the Direct Way +Some recent advances in theory and simulation of fractional diffusion processes +Random turn walk on a half line with creation of particles at the origin +Old and new examples of scale functions for spectrally negative Levy processes +Limit Theorems for Internal Aggregation Models +Convolution type stochastic Volterra equations +Martingale proofs of many-server heavy-traffic limits for Markovian queues +Excursion sets of stable random fields +Edgeworth expansions in operator form +Uniqueness for the martingale problem associated with pure jump processes of variable order +Determinantal identity for multilevel systems and finite determinantal processes +Noisy heteroclinic networks +Stochastic integration based on simple, symmetric random walks +On the convergence to the multiple Wiener-Ito integral +Random and Integrable Models in Mathematics and Physics +Pricing and hedging of derivatives based on non-tradable underlyings +Langevin molecular dynamics derived from Ehrenfest dynamics +Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems +Subcritical regimes in some models of continuum percolation +Cubature on Wiener space in infinite dimension +Tessellations of random maps of arbitrary genus +Convergence Rates for Approximations of Functionals of SDEs +The rate of convergence of spectra of sample covariance matrices +Central limit theorem for sampled sums of dependent random variables +On the sphericity of scaling limits of random planar quadrangulations +On limit theorems for continued fractions +Arbitrage free cointegrated models in gas and oil future markets +On Financial Markets Based on Telegraph Processes +Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process +Predicting the Last Zero of Brownian Motion with Drift +Smart expansion and fast calibration for jump diffusion +Statistical properties of Pauli matrices going through noisy channels +Repeated Quantum Interactions and Unitary Random Walks +Incorporating exchange rate risk into PDs and asset correlations +Negative correlation and log-concavity +Transformations of L\'evy Processes +Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws +Domains of attraction of the random vector $(X,X^2)$ and applications +A polymer in a multi-interface medium +Scaling Limits for Internal Aggregation Models with Multiple Sources +Rapid paths in von Neumann-Gale dynamical systems +Analysis of the optimal exercise boundary of American options for jump diffusions +Special, conjugate and complete scale functions for spectrally negative L\'evy processes +Martingales and first passage times of AR(1) sequences +An analysis of two modifications of the Petersburg game +Large deviations for directed percolation on a thin rectangle +Cumulative record times in a Poisson process +Stochastic Homogenization of Reflected Diffusion Processes +A note on the supremum of a stable process +Priscilla Greenwood: Queen of Probability +Tauberian theorems and large deviations +On the spectrum of lamplighter groups and percolation clusters +Probabilistic analysis of the upwind scheme for transport +Schramm-Loewner Evolution +Log-Sobolev inequalities: Different roles of Ric and Hess +Weakly dependent chains with infinite memory +From Super Poincar\'e to Weighted Log-Sobolev and Entropy-Cost Inequalities +Transportation Cost Inequality on Path Spaces with Uniform Distance +Harnack Inequality and Strong Feller Property for Stochastic Fast-Diffusion Equations +Simulation of a Local Time Fractional Stable Motion +Intrinsic Ultracontractivity on Riemannian Manifolds with Infinite Volume Measures +Dimension and natural parametrization for SLE curves +Identities and Inequalities for Tree Entropy +When Do Random Subsets Decompose a Finite Group? +SLE and the free field: Partition functions and couplings +Stein's method on Wiener chaos +Attractive nearest-neighbor spin systems on the integers in a randomly evolving environment +Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition +The Skorokhod problem in a time-dependent interval +Coverage Processes on Spheres and Condition Numbers for Linear Programming +Random Walks and Levy processes Conditioned not to Overshoot +Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment +Some unbounded functions of intermittent maps for which the central limit theorem holds +The copies of any permutation pattern are asymptotically normal +Graph limits and exchangeable random graphs +Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences +Minima in branching random walks +Cycle time of stochastic max-plus linear systems +Rate of relaxation for a mean-field zero-range process +Convex Entropy Decay via the Bochner-Bakry-Emery approach +Fractional moment bounds and disorder relevance for pinning models +Takacs' asymptotic theorem and its applications: A survey +Limits Of One Dimensional Diffusions +Competing Particle Systems and the Ghirlanda-Guerra Identities +Large Deviations for Riesz Potentials of Additive Processes +Particle Approximation of the Wasserstein Diffusion +Asymptotic distributions and chaos for the supermarket model +Representation theorems for backward doubly stochastic differential equations +Large Deviations for Random Trees +Cycles of random permutations with restricted cycle lengths +Critique du rapport signal \`a bruit en th\'eorie de l'information -- A critical appraisal of the signal to noise ratio in information theory +Continuum limits of random matrices and the Brownian carousel +Facilitated spin models: recent and new results +Poisson Matching +Scaling limit and aging for directed trap models +Proofs of the martingale FCLT +Supercritical general branching processes conditioned on extinction are subcritical +Random graph models of communication network topologies +Random Cluster Tessellations +Local tail bounds for functions of independent random variables +The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions +Spectrum of the product of Toeplitz matrices with application in probability +Continuous-time trading and emergence of volatility +Measures on two-component configuration spaces +How universal are asymptotics of disconnection times in discrete cylinders? +Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights +An Hilbert space approach for a class of arbitrage free implied volatilities models +Lyapunov Exponents of Free Operators +Commutation relations and Markov chains +Equidistribution of Horocyclic Flows on Complete Hyperbolic Surfaces of Finite Area +Continuous-time trading and emergence of randomness +The derivatives of Asian call option prices +Airy kernel with two sets of parameters in directed percolation and random matrix theory +Law of the exponential functional of a new family of one-sided Levy processes via self-similar continuous state branching processes with immigration and the Wright hypergeometric functions +Introduction to (generalized) Gibbs measures +On continuous state branching processes: conditioning and self-similarity +High resolution quantization and entropy coding of jump processes +What is the difference between a square and a triangle? +Ewens measures on compact groups and hypergeometric kernels +System reliability and weighted lattice polynomials +Ergodic Theory, Abelian Groups, and Point Processes Induced by Stable Random Fields +Localization for Branching Random Walks in Random Environment +Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability +Asymptotics for first-passage times of L\'evy processes and random walks +Central Limit Theorem for Branching Random Walks in Random Environment +Reflected Brownian motion in a wedge: sum-of-exponential stationary densities +Stochastic FitzHugh-Nagumo equations on networks with impulsive noise +Sequential Tracking of a Hidden Markov Chain Using Point Process Observations +Some families of increasing planar maps +Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures and identification of stable laws +Large deviations for local time fractional Brownian motion and applications +Glauber dynamics on nonamenable graphs: Boundary conditions and mixing time +Multiple equilibria of nonhomogeneous Markov chains and self-validating web rankings +Large Deviations for Heavy-Tailed Factor Models +Fragmenting random permutations +Filtrations +Non-Markovian diffusion equations and processes: analysis and simulations +Duality of Chordal SLE +Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk +Random graphs with forbidden vertex degrees +On estimating the memory for finitarily Markovian processes +Constrained BSDE and Viscosity Solutions of Variation Inequalities +Rates of convergence for minimal distances in the central limit theorem under projective criteria +Lyapunov conditions for logarithmic Sobolev and Super Poincar\'e inequality +The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions +Generating functions of Cauchy-Stieltjes type for orthogonal polynomials +Coupling times with ambiguities for particle systems and applications to context-dependent DNA substitution models +Large deviations for random walk in a space-time product environment +A random walk on Z with drift driven by its occupation time at zero +Near-critical percolation in two dimensions +Signed Chord Length Distribution. I +Hierarchical pinning models, quadratic maps and quenched disorder +H\"older-differentiability of Gibbs distribution functions +Integrated Harnack inequalities on Lie groups +A quenched limit theorem for the local time of random walks on \Z^2 +Lower limits for distributions of randomly stopped sums +Recurrent extensions of self-similar Markov processes and Cram\'er's condition II +Evolution equations of the probabilistic generalization of the Voigt profile function +Mean density of inhomogeneous Boolean models with lower dimensional typical grain +An inequality for correlated measurable functions +On Three Different Notions of Monotone Subsequences +Modeling snow crystal growth III: three-dimensional snowfakes +Parking on a Random Tree +The Interaction Between Multi-Overlaps in the High Temperature Phase of the Sherrington-Kirkpatrick Spin Glass +Hausdorff dimension of the SLE curve intersected with the real line +A PDE for the multi-time joint probability of the Airy process +Moderate deviations for stationary sequences of bounded random variables +Quenched CLT for random toral automorphism +Forward estimation for ergodic time series +The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations +Hyperfinite graph limits +Free Brownian motion and evolution towards boxplus-infinite divisibility for k-tuples +Reconstruction for Colorings on Trees +The Posterior metric and the Goodness of Gibbsianness for transforms of Gibbs measures +Biased random walks on a Galton-Watson tree with leaves +Strong invariance principles for dependent random variables +Gibbsianness versus Non-Gibbsianness of time-evolved planar rotor models +Stochastic domination for a hidden Markov chain with applications to the contact process in a randomly evolving environment +Boundary proximity of SLE +Positive association in the fractional fuzzy Potts model +Stochastic Integrals and Abelian Processes +Stochastic Mechanics as a Gauge Theory +G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty +The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble +A family of martingales generated by a process with independent increments +Automorphism Groups of Finite p-Groups: Structure and Applications +Pricing Equity Default Swaps under an approximation to the CGMY L\'\u007be\u007d% vy Model +Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means +Free Martingale polynomials for stationary Jacobi processes +The fundamental group of random 2-complexes +A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights +On the Rank of Random Sparse Matrices +A note on random walks in a hypercube +Delay equations driven by rough paths +Poisson approximation for search of rare words in DNA sequences +Ornstein-Uhlenbeck Processes on Lie Groups +Copulas: compatibility and Fr\'echet classes +A two-dimensional ruin problem on the positive quadrant +Constituting Atoms of a $\sigma$ Algebra via Its Generator +A singular stochastic differential equation driven by fractional Brownian motion +Urn-related random walk with drift $\rho x^\u007b\alpha\u007d / t^\u007b\beta\u007d$ +Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations +Mean-field backward stochastic differential equations: A limit approach +A Singular Control Model with Application to the Goodwill Problem +Reflecting Ornstein-Uhlenbeck processes on pinned path spaces +The Aizenman-Sims-Starr scheme for the SK model with multidimensional spins +Uniqueness of a constrained variational problem and large deviations of buffer size +The Key Renewal Theorem for a Transient Markov Chain +Martingale dimensions for fractals +A Local time correspondence for stochastic partial differential equations +Splitting for Rare Event Simulation: A Large Deviation Approach to Design and Analysis +Duality of Schramm-Loewner Evolutions +Number variance of random zeros on complex manifolds, II: smooth statistics +Growth of the Number of Spanning Trees of the Erd\"os-R\'enyi Giant Component +On the asymptotic behaviour of increasing positive self-similar Markov processes +Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function +A Class of Infinite Dimensional Diffusion Processes with Connection to Population Genetics +Renyi information for ergodic diffusion processes +Some short proofs for connectedness of boundaries +A Measurable-Group-Theoretic Solution to von Neumann's Problem +Energy Discriminant Analysis, Quantum Logic, and Fuzzy sets +Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces +Asymptotics of Studentized U-type processes for changepoint problems +On weighted approximations in $D[0, 1]$ with applications to self-normalized partial sum processes +On Weak Tail Domination of Random Vectors +Contributions to Random Energy Models +How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? +From random matrices to random analytic functions +The critical contact process in a randomly evolving environment dies out +Fractional martingales and characterization of the fractional Brownian motion +Local probabilities for random walks conditioned to stay positive +Optimal intertemporal risk allocation applied to insurance pricing +Analysis of continuous strict local martingales via h-transforms +Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition +Obtaining Measure Concentration from Markov Contraction +Projections, Entropy and Sumsets +Approximating Perpetuities +Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime +A conservative evolution of the Brownian excursion +Constructing processes with prescribed mixing coefficients +Infinite Viterbi alignments in the two state hidden Markov models +First exit times for L\'evy-driven diffusions with exponentially light jumps +Weighted power variations of iterated Brownian motion +Correction. Perfect simulation for a class of positive recurrent Markov chains +Confirmation of Matheron's conjecture on the covariogram of a planar convex body +HJB equations for certain singularly controlled diffusions +Differential Equations Driven by Gaussian Signals II +A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics +Survival and complete convergence for a spatial branching system with local regulation +Reflected BSDE with quadratic growth and unbounded terminal value +Skorohod-reflection of Brownian Paths and BES^3 +On the stochastic Burgers equation with some applications to turbulence and astrophysics +Fluctuations for a conservative interface model on a wall +Maximum likelihood estimators and random walks in long memory models +On time dynamics of coagulation-fragmentation processes +A new approach to strong embeddings +Markov processes with product-form stationary distribution +Prediction for discrete time series +Continuum percolation at and above the uniqueness treshold on homogeneous spaces +Period Lengths for Iterated Functions +Nonparametric inference for ergodic, stationary time series +Intermittent estimation of stationary time series +Lineage-through-time plots of birth-death processes +Kernel Convergence Estimates for Diffusions with Continuous Coefficients +Isoperimetry and Rough Path Regularity +Entropic Projections and Dominating Points +The quenched critical point of a diluted disordered polymer model +On a random recursion related to absorption times of death Markov chains +Implementing Quasi-Monte Carlo Simulations with Linear Transformations +On Optimality Properties of the Shiryaev-Roberts Procedure +Exponential inequalities for empirical unbounded context trees +Some aspects of extreme value theory under serial dependence +Lingering random walks in random environment on a strip +Free Bessel laws +On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion +The random case of Conley's theorem: II. The complete Lyapunov function +The random case of Conley's theorem: III. Random semiflow case and Morse decomposition +Central and non-central limit theorems for weighted power variations of fractional Brownian motion +The two-type Richardson model with unbounded initial configurations +Minimal $f^q$-martingale measures for exponential L\'evy processes +Large deviations associated with Poisson--Dirichlet distribution and Ewens sampling formula +Random Walk on a Surface Group: Boundary Behavior of the Green's Function at the Spectral Radius +Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths +Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging +Another Look at AR(1) +Coexistence in locally regulated competing populations and survival of branching annihilating random walk +Stationary distribution for dioecious branching particle systems with rapid stirring +Ergodicity and hydrodynamic limits for an epidemic model +Age-structured Trait Substitution Sequence Process and Canonical Equation +On fractional Ornstein-Uhlenbeck processes +Forecasting for stationary binary time series +From the Pr\'ekopa-Leindler inequality to modified logarithmic Sobolev inequality +Recurrence for branching Markov chains +Markovian perturbation, response and fluctuation dissipation theorem +Kernel estimation of Greek weights by parameter randomization +On the disconnection of a discrete cylinder by a biased random walk +Dynamic importance sampling for queueing networks +Limit theorems for maximum flows on a lattice +Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005) +Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums +Integral means spectrum of random conformal snowflakes +Cash Sub-additive Risk Measures and Interest Rate Ambiguity +The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management +On the capacity achieving covariance matrix for Rician MIMO channels: an asymptotic approach +Area limit laws for symmetry classes of staircase polygons +Message passing for the coloring problem: Gallager meets Alon and Kahale +The fractional stochastic heat equation on the circle: Time regularity and potential theory +Limitations on intermittent forecasting +A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options +Approximating critical parameters of branching random walks +Guessing the output of a stationary binary time series +Coupling a branching process to an infinite dimensional epidemic process +On invariant measures of stochastic recursions in a critical case +Weak convergence of Metropolis algorithms for non-i.i.d. target distributions +Inferring the conditional mean +On classifying processes +Conformal Invariance for Certain Models of the Bond-Triangular Type +Small value probabilities via the branching tree heuristic +Moderate deviations for Poisson--Dirichlet distribution +On an extreme two-point distribution +Distributional Limits for the Symmetric Exclusion Process +$L^1$ bounds in normal approximation +Duality, Vector advection and the Navier-Stokes equations +Transient Random Walks in Random Environment on a Galton-Watson Tree +Differential equation approximations for Markov chains +One more approach to the convergence of the empirical process to the Brownian bridge +Moment Methods for Exotic Volatility Derivatives +On gradient bounds for the heat kernel on the Heisenberg group +Ballistic Phase of Self-Interacting Random Walks +Weak convergence of measure-valued processes and $r$-point functions +An explicit formula for the Skorokhod map on $[0,a]$ +Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices +Dam Rain and Cumulative Gain +Information, Inflation, and Interest +Market completion using options +The fundamental theorem of asset pricing under proportional transaction costs +A Feynman-Kac-type formula for the deterministic and stochastic wave equations +Reduced branching processes with very heavy tails +A note on mean volume and surface densities for a class of birth-and-growth stochastic processes +Multivariate integration of functions depending explicitly on the minimum and the maximum of the variables +Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging +Stochastic Integrals and Evolution Equations with Gaussian Random Fields +Regression estimation from an individual stable sequence +A peculiar two point boundary value problem +Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when penalty is imposed on the ratios of the scale parameters +Random walk delayed on percolation clusters +Exponential stability of non-autonomous stochastic partial differential equations with finite memory +A dual eigenvector condition for strong lumpability of Markov chains +Dynamics of Mandelbrot Cascades +Traveling waves in a one-dimensional random medium +Percolation in the Sherrington-Kirkpatrick Spin Glass +Operator Methods, Abelian Processes and Dynamic Conditioning +Ballistic Transport at Uniform Temperature +Laplace Transforms for Integrals of Markov Processes +Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions +Multicolor urn models with reducible replacement matrices +Strong Approximations of BSDEs in a domain +Asymmetry of near-critical percolation interfaces +A large deviation approach to optimal transport +The accuracy of merging approximation in generalized St. Petersburg games +Exact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions +On the Limiting Empirical Measure of the sum of rank one matrices with log-concave distribution +On freely indecomposable measures +Stabilizability and percolation in the infinite volume sandpile model +Sharp asymptotics for the partition function of some continuous-time directed polymers +The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs +Subadditivity of the entropy and its relation to Brascamp-Lieb type inequalities +Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options +Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion +Differential equations driven by rough paths: an approach via discrete approximation +A new technique for proving uniqueness for martingale problems +Lectures on two-dimensional critical percolation +Steady-state analysis of a multi-server queue in the Halfin-Whitt regime +Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree +Central limits and homogenization in random media +Branching diffusions, superdiffusions and random media +Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups +Applications of integral transforms in fractional diffusion processes +High-order accurate implicit methods for the pricing of barrier options +The Dirichlet Markov Ensemble +A Convex Stochastic Optimization Problem Arising from Portfolio Selection +Noncommutative Brownian motions with Kesten distributions and related Poisson processes +Modulated Branching Processes, Origins of Power Laws and Queueing Duality +Generalized Descents and Normality +Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences +Threshold phenomena on product spaces: BKKKL revisited (once more) +Uniqueness of solutions of stochastic differential equations +Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk +The Circular Law for Random Matrices +Noncentral convergence of multiple integrals +Variations and estimators for the selfsimilarity order through Malliavin calculus +Mass transport and variants of the logarithmic Sobolev inequality +On the path structure of a semimartingale arising from monotone probability theory +Existence, uniqueness and approximation for stochastic Schrodinger equation: the Poisson case +Spherical Model in a Random Field +Random wavelet series based on a tree-indexed Markov chain +Random fractals and tree-indexed Markov chains +Singularity sets of Levy processes +Sure Wins, Separating Probabilities and the Representation of Linear Functionals +Ergodic behaviour of "signed voter models" +A normal distribution for the disturbance term in regression theory +Analysis of equilibrium states of Markov solutions to the 3D Navier-Stokes equations driven by additive noise +Level sets of the stochastic wave equation driven by a symmetric L\'\u007be\u007dvy noise +Line crossing problem for biased monotonic random walks in the plane +Distribution functions of linear combinations of lattice polynomials from the uniform distribution +Infinitely divisible distributions over locally compact non-archimedean fields +Maximal regularity for stochastic convolutions driven by Levy noise +Least squares volatility change point estimation for partially observed diffusion processes +Quasi-maximum likelihood estimation of periodic GARCH processes +Random even graphs +Some extensions of the uncertainty principle +A tail inequality for suprema of unbounded empirical processes with applications to Markov chains +Construction of a stationary queue with impatient customers +On some probabilistic properties of periodic GARCH processes +A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral +The martingale problem for a class of stable-like processes +Behavioral Portfolio Selection in Continuous Time +On the structure of quasi-stationary competing particle systems +How often does the ratchet click? Facts, heuristics, asymptotics +Shape and local growth for multidimensional branching random walks in random environment +Interacting Brownian motions and the Gross-Pitaevskii formula +On the approach to equilibrium for a polymer with adsorption and repulsion +Convex-compactness and its applications +Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations +Regularity of the density for the stochastic heat equation +On homogeneous pinning models and penalizations +A new weak approximation scheme of stochastic differential equations and the Runge-Kutta method +Adjusted Viterbi training for hidden Markov models +On rough isometries of Poisson processes on the line +Pseudo-maximization and self-normalized processes +Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems +The stability of quantum Markov filters +On convergence of generators of equilibrium dynamics of hopping particles to generator of a birth-and-death process in continuum +Queueing for ergodic arrivals and services +Branched Polymers +Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data +Nonparametric estimation for L\'evy processes from low-frequency observations +A probabilistic proof of Wallis's formula for pi +A Clark-Ocone formula in UMD Banach spaces +Mutation-selection balance with recombination: convergence to equilibrium for polynomial selection costs +Chaoticity for multi-class systems and exchangeability within classes +Asymptotics for the Wiener sausage among Poissonian obstacles +Symmetric $\alpha$-stable subordinators and Cauchy problems +On exit times of Levy-driven Ornstein--Uhlenbeck processes +American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions +On the localized phase of a copolymer in an emulsion: supercritical percolation regime +Disordered pinning models and copolymers: beyond annealed bounds +A Haar-like Construction for the Ornstein Uhlenbeck Process +Mean-field conditions for percolation on finite graphs +Existence, uniqueness and approximation of a stochastic Schr\"odinger equation: the diffusive case +On differentiability of the Parisi formula +On the asymptotic of likelihood ratios for self-normalized large deviations +Random walks on quasisymmetric functions +Analysis of stochastic fluid queues driven by local time processes +A note on the component structure in random intersection graphs with tunable clustering +Relative and Discrete Utility Maximising Entropy +Corners and Records of the Poisson Process in Quadrant +Exponential clogging time for a one dimensional DLA +Divergence of a stationary random vector field can be always positive (a Weiss' phenomenon) +Characterizing Heavy-Tailed Distributions Induced by Retransmissions +Critical scaling of stochastic epidemic models +Parameter estimation in diagonalizable bilinear stochastic parabolic equations +Generalized solutions of the Cauchy problem for the Navier-Stokes system and diffusion processes +Self-similar stable processes arising from high-density limits of occupation times of particle systems +Random colourings of aperiodic graphs: Ergodic and spectral properties +Fastest mixing Markov chain on graphs with symmetries +Weak approximation of a fractional SDE +On the ruin time distribution for a Sparre Andersen process with exponential claim sizes +Limit theorems for functionals on the facets of stationary random tessellations +On It\^\u007bo\u007d's formula for elliptic diffusion processes +Poisson-type deviation inequalities for curved continuous-time Markov chains +Asymptotic normality for the counting process of weak records and \delta-records in discrete models +Sample path properties of the local time of multifractional Brownian motion +Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes +Spiral Model: a cellular automaton with a discontinuous glass transition +Approximation via regularization of the local time of semimartingales and Brownian motion +Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion +Hydrodynamic behavior of one dimensional subdiffusive exclusion processes with random conductances +Strong Law of Large Numbers for branching diffusions +Valuations and dynamic convex risk measures +On shape stability for a storage model +On the precision of the spectral profile +Circular law for non-central random matrices +Dynamical sensitivity of the infinite cluster in critical percolation +On hitting times and fastest strong stationary times for skip-free and more general chains +Moments and distribution of the local times of a transient random walk on $\Z^d$ +Large sample asymptotics for the two-parameter Poisson--Dirichlet process +The largest component in a subcritical random graph with a power law degree distribution +The size of a pond in 2D invasion percolation +On martingale approximations +Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands +$L^2$-approximating pricing under restricted information +The Laguerre process and generalized Hartman--Watson law +Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions +A limit result for a system of particles in random environment +Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples +Applications of a finite-dimensional duality principle to some prediction problems +A critical constant for the k nearest neighbour model +Epidemics on random graphs with tunable clustering +Is critical 2D percolation universal? +Acceleration of Lamplighter Random Walks +Rate of Escape on the Lamplighter Tree +Rate of Escape on Free Products +Densities for Rough Differential Equations under Hoermander's Condition +BTP SIEs on $\Rp\times\Rd$: Ultra regular BTRW SIEs limits solutions, the K-martingale approach, and fourth order SPDEs links +Fractional Processes with Long-range Dependence +First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes +A note on the convergence of renewal and regenerative processes to a Brownian bridge +Guerra's interpolation using Derrida-Ruelle cascades +On topological spaces possessing uniformly distributed sequences +Asymptotic behavior of the rate of adaptation +Asymptotic Behaviour of the Rate of Adaptation +Observability and nonlinear filtering +Sharp phase transition and critical behaviour in 2D divide and colour models +Ergodic properties of a class of non-Markovian processes +Asymptotically Optimal Importance Sampling for Jackson Networks with a Tree Topology +Potential confinement property in the Parabolic Anderson Model +Topology of randon linkages +Convergence of random zeros on complex manifolds +Random Matrices: The circular Law +A new metric between distributions of point processes +Maxima of Moving Sums in a Poisson Random Field +Diagrammatic bounds on the lace-expansion coefficients for oriented percolation +Stabilization of an overloaded queueing network using measurement-based admission control +Directed random growth models on the plane +Boundary Harnack Principle for Subordinate Brownian Motions +Pursuit-Evasion Games with Incomplete Information in Discrete Time +Duality and semi-group property for backward parabolic Ito equations +A note on Talagrand's positivity principle +Hoeffding's inequality in game-theoretic probability +The non-viscous Burgers equation associated with random positions in coordinate space: a threshold for blow up behaviour +Some explicit identities associated with positive self-similar Markov processes +Non-intersecting paths and Hahn orthogonal polynomial ensemble +Non-intersecting paths and Hahn orthogonal polynomial ensemble +Unimodality of ordinary multinomials and maximal probabilities of convolution powers of discrete uniform distribution +Stochastic Variational Integrators +Matching with shift for one-dimensional Gibbs measures +Coupling, concentration inequalities and stochastic dynamics +Connection between ordinary multinomials, generalized Fibonacci numbers, partial Bell partition polynomials and convolution powers of discrete uniform distribution +Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time +Models with time-dependent parameters using transform methods: application to Heston's model +Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories +Metrics for sparse graphs +A Two-Parameter Family of Infinite-Dimensional Diffusions in the Kingman Simplex +Tail Asymptotics and Estimation for Elliptical Distributions +Stochastic bounds for two-layer loss systems +Schramm-Loewner Equations Driven by Symmetric Stable Processes +A random walk approximation to fractional Brownian motion +Optimal execution strategies in limit order books with general shape functions +Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group +On asymptotics of eigenvectors of large sample covariance matrix +On the structure of general mean-variance hedging strategies +Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers +Curve crossing for random walks reflected at their maximum +The infinite valley for a recurrent random walk in random environment +Harnack inequality and applications for stochastic generalized porous media equations +Dynamics of Jackson networks: perturbation theory +The marginalization paradox and the formal Bayes' law +Selfdecomposability and selfsimilarity: a concise primer +Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing +On deciding stability of multiclass queueing networks under buffer priority scheduling policies +Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets +Densities for Ornstein-Uhlenbeck processes with jumps +Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures +Fine-tune your smile: Correction to Hagan et al +Law of Large Numbers Limits for Many Server Queues +The effect of memory on functional large deviations of infinite moving average processes +Lamperti-type laws +Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms +Lamperti Type Laws: Positive Linnik, Bessel Bridge Occupation and Mittag-Leffler Functions +New Dirichlet Mean Identities +Quenched Limits for Transient, Ballistic, Sub-Gaussian One-Dimensional Random Walk in Random Environment +Investment and Consumption without Commitment +Second Order Cumulants of products +On representing claims for coherent risk measures +Probabilistic implications of symmetries of q-Hermite and Al-Salam-Chihara polynomials +Edge Flows in the Complete Random-Lengths Network +A new formulation of asset trading games in continuous time with essential forcing of variation exponent +Propagation of Fluctuations in Biochemical Systems, II: Nonlinear Chains +The Central Limit Theorem for the Smoluchovski Coagulation Model +Data-driven goodness-of-fit tests +The alternating marked point process of h-slopes of the drifted Brownian motion +Self-similar branching Markov chains +Conformal invariance in random cluster models. I. Holomorphic fermions in the Ising model +Towards conformal invariance of 2D lattice models +Heavy traffic limit for a processor sharing queue with soft deadlines +Uniform convergence of exact large deviations for renewal reward processes +Probabilistic validation of homology computations for nodal domains +Stationary distributions of a model of sympatric speciation +Good rough path sequences and applications to anticipating stochastic calculus +Structural properties of proportional fairness: stability and insensitivity +On the paper ``Weak convergence of some classes of martingales with jumps'' +Central limit theorem and almost sure central limit theorem for the product of some partial sums +Large deviations for occupation times of Markov processes with $L_\u007b\mathbf\u007b2\u007d\u007d$ semigroups +Backward stochastic differential equations with random stopping time and singular final condition +Exact Hausdorff measure on the boundary of a Galton--Watson tree +A convexity property of expectations under exponential weights +Moderate deviations and laws of the iterated logarithm for the local times of additive L\'\u007be\u007dvy processes and additive random walks +Non-equilibrium scaling limit for a tagged particle in the simple exclusion process with long jumps +Trace Estimates for Stable Processes +Neumann Heat kernel monotonicity +Large time asymptotics of growth models on space-like paths II: PNG and parallel TASEP +Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues +Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces +The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof +Characterizations of probability distributions via bivariate regression of record values +Correlation Inequalities for Generalized Potts Model: General Griffiths' Inequalities +Regularly varying multivariate time series +Asymptotic expansions for functions of the increments of certain Gaussian processes +Multivariate normal approximation in geometric probability +The growth of additive processes +Filtration shrinkage by level-crossings of a diffusion +Cha\^\u007bi\u007dnes de Markov Constructives Index\'\u007be\u007des par Z +Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise +Mixed States Markov Random Fields with Symbolic Labels and Multidimensional Real Values +Maximal Arithmetic Progressions in Random Subsets +The Jancovici - Lebowitz - Manificat law for large fluctuations of random complex zeroes +Occupation Statistics of Critical Branching Random Walks in Two or Higher Dimensions +Exponential inequalities for self-normalized martingales with applications +Ergodic properties of Poissonian ID processes +Scaling limits for random fields with long-range dependence +Effective resistance on random electrical networks +Malliavin calculus and Clark-Ocone formula for functionals of a square-integrable L\'evy process +On the Hausdorff dimension of invariant measures of weakly contracting on average measurable IFS +Singular measures of circle homeomorphisms with two break points +Exchangeable Random Networks +Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions +Limit laws for boolean convolutions +On the irrelevant disorder regime of pinning models +The barnes G function and its relations with sums and products of generalized Gamma convolution variables +Central limit theorems for multiple Skorohod integrals +On a Gibbs characterization of normalized generalized Gamma processes +Gibbs Rapidly Samples Colorings of G(n,d/n) +Measure-valued equations for Kolmogorov operators with unbounded coefficients +Growth-optimal portfolios under transaction costs +Intersection probabilities for a chordal SLE path and a semicircle +Card shuffling and diophantine approximation +Finding Efficient Recursions for Risk Aggregation by Computer Algebra +A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise +The coding complexity of L\'evy processes +Coverage Probability of Random Intervals +Convergence in distribution of some particular self-interacting diffusions: the simulated annealing method +Some particular self-interacting diffusions: ergodic behavior and almost sure convergence +Geography of local configurations +Poincar\'e inequality for non euclidean metrics and transportation cost inequalities on $\mathbb\u007bR\u007d^d$ +Large time asymptotics of growth models on space-like paths I: PushASEP +A Note on the Pfaffian Integration Theorem +Nonlinear SDEs driven by L\'evy processes and related PDEs +Random perturbations of stochastic chains with unbounded variable length memory +A Finite Horizon Optimal Multiple Switching Problem +Iterated logarithm law for anticipating stochastic differential equations +On the linear fractional self-attracting diffusion +Real analyticity of Hausdorff dimension for expanding rational semigroups +The equilibrium states for semigroups of rational maps +Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems +Negative dependence and the geometry of polynomials +Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices +Probability Bracket Notation: Probability Space, Conditional Expectation and Introductory Martingales +From ballistic to diffusive behavior in periodic potentials +Weakly infinitely divisible measures on some locally compact Abelian groups +Exact Computation of Minimum Sample Size for Estimation of Binomial Parameters +Exact Computation of Minimum Sample size for Estimation of Poisson Parameters +Exact Computation of Minimum Sample Size for Estimating Proportion of Finite Population +The spectrum of heavy-tailed random matrices +Representations of homogeneous quantum L\'evy fields +Stochastic integral representations of quantum martingales on multiple Fock space +Malliavin calculus of Bismut type without probability +Nearly optimal embeddings of trees +Approximate zero-one laws and sharpness of the percolation transition in a class of models including 2D Ising percolation +A waiting time problem arising from the study of multi-stage carcinogenesis +Exit problems associated with affine reflection groups +Law of iterated logarithm for NA sequences with non-identical distributions +Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction +Determinantal transition kernels for some interacting particles on the line +Random environment on coloured trees +Statistical properties of a generalized threshold network model +Hausdorrf dimension for level sets and k-multiple times +On a general theorem for additive Levy processes +On a theorem in multi-parameter potential theory +Asymptotic regimes for the occupancy scheme of multiplicative cascades +Exchangeable partitions derived from Markovian coalescents with simultaneous multiple collisions +Continuous first-passage percolation and continuous greedy paths model: linear growth +Non-Uniqueness of Gibbs measures relative to Brownian motion +Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications +Gaussian Approximations of Multiple Integrals +Euler Scheme and Tempered Distributuions +Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations +Sharpness of the phase transition and exponential decay of the subcritical cluster size for percolation on quasi-transitive graphs +On Connected Diagrams and Cumulants of Erdos-Renyi Matrix Models +Tail estimates for the Brownian excursion area and other Brownian areas +The integral of the supremum process of Brownian motion +Explicit Formula for Constructing Binomial Confidence Interval with Guaranteed Coverage Probability +The number of open paths in an oriented $\rho$-percolation model +A New Generalization of Chebyshev Inequality for Random Vectors +Large Deviations Principle for Self-Intersection Local Times for random walk in dimension d>4 +Transient NN random walk on the line +Transformations of infinitely divisible distributions via improper stochastic integrals +Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients +Filtering the Wright-Fisher diffusion +Dyson's non-intersecting Brownian motions with a few outliers +Random Normal Matrices and Polynomial Curves +Radial Dunkl Processes : Existence and uniqueness, Hitting time, Beta Processes and Random Matrices +Large deviations for symmetrised empirical measures +Rubinstein distance on configurations spaces +A statistical theory for the measurement and estimation of Rayleigh fading channel +Stochastic domination for iterated convolutions and catalytic majorization +LAMN property for hidden processes: the case of integrated diffusions +Convex and star-shaped sets associated with stable distributions +Occupation time fluctuations of Poisson and equilibrium branching systems in critical and large dimensions +Maximum Likelihood Estimator for Hidden Markov Models in continuous time +Non-degeneracy of Wiener functionals arising from rough differential equations +Differential Equations Driven by Gaussian Signals I +On Bernoulli Decompositions for Random Variables, Concentration Bounds, and Spectral Localization +On the One-Dimensional Optimal Switching Problem +A multi-dimensional Markov chain and the Meixner ensemble +Asymptotic Expansion of the One-Loop Approximation of the Chern-Simons Integral in an Abstract Wiener Space Setting +Introducing a Probabilistic Structure on Sequential Dynamical Systems, Simulation and Reduction of Probabilistic Sequential Networks +Tightness of voter model interfaces +Multi-dimensional BSDE with Oblique Reflection and Optimal Switching +Quadratic optimal functional quantization of stochastic processes and numerical applications +Subsampling needlet coefficients on the sphere +Adaptive dynamics in logistic branching populations +Transportation-information inequalities for Markov processes +Harmonic analysis of additive Levy processes +Chernoff's theorem for evolution families +An effective criterion and a new example for ballistic diffusions in random environment +Stochastic control problems for systems driven by normal martingales +Stopped diffusion processes: boundary corrections and overshoot +Pruning Processes and a New Characterization of Convex Geometries +Random Sampling of Entire Functions of Exponential Type in Several Variables +On systematic scan for sampling H-colourings of the path +Graphical Representation of some Duality Relations in Stochastic Population Models +No phase transition for Gaussian fields with bounded spins +A phase transition behavior for Brownian motions interacting through their ranks +Translation-invariance of two-dimensional Gibbsian point processes +A Problem in Last-Passage Percolation +On probabilities for separating sets of order statistics +Spin glasses and Stein's method +Stationarity and Self-similarity Characterization of the Set-indexed Fractional Brownian Motion +A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS +Flocking in noisy environments +Solving SPDEs driven by colored noise: a chaos approach +Probabilistic Representations of Solutions of the Forward Equations +Radius and profile of random planar maps with faces of arbitrary degrees +Euler Walk on a Cayley Tree +Tau-function of discrete isomonodromy transformations and probability +Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game +Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions +Extreme values for Benedicks-Carleson quadratic maps +The characteristic polynomial on compact groups with Haar measure : some equalities in law +Quasi-invariance properties of a class of subordinators +Group Representations and High-Resolution Central Limit Theorems for Subordinated Spherical Random Fields +Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent +Scaled entropy of filtrations of $\sigma$-fields +On certain bounds for first-crossing-time probabilities of a jump-diffusion process +Small Deviation Probability via Chaining +An extension of a Bourgain--Lindenstrauss--Milman inequality +On the Number of Nodal Domains of Random Spherical Harmonics +On the genealogy on conditioned stable L\'evy forest +Bounds on the concentration function in terms of Diophantine approximation +Some applications of the Mellin transform to branching processes +Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion +Analysis of the expected number of bit comparisons required by Quickselect +From Random Processes to Generalized Fields: A Unified Approach to Stochastic Integration +Stochastic Parabolic Equations of Full Second Order +Towards the Distribution of the Size of a Largest Planar Matching and Largest Planar Subgraph in Random Bipartite Graphs +Generation interval contraction and epidemic data analysis +The first-passage area for drifted Brownian motion and the moments of the Airy distribution +Universality of the REM for dynamics of mean-field spin glasses +Marcus-Lushnikov processes, Smoluchowski's and Flory's models +The size of the largest component below phase transition in inhomogeneous random graphs +A mathematical model for a copolymer in an emulsion +A transient Markov chain with finitely many cutpoints +Extreme-Value Analysis of Standardized Gaussian Increments +On pathwise uniqueness for reflecting Brownian motion in $C^\u007b1+\gamma\u007d$ domains +Generalized Continuous-Time Random Walks (CTRW), Subordination by Hitting Times and Fractional Dynamics +Survival Probabilities for N-ary Subtrees on a Galton-Watson Family Tree +The Explicit Chaotic Representation of the powers of increments of Levy Processes +Wetting of gradient fields: pathwise estimates +Concentration of the Spectral Measure for Large Random Matrices with Stable Entries +Regularization by free additive convolution, square and rectangular cases +On dynamical bit sequences +The law of the supremum of a stable L\'\u007be\u007dvy process with no negative jumps +Power-free values, repulsion between points, differing beliefs and the existence of error +Rate of Convergence of Space Time Approximations for stochastic evolution equations +Two-sided optimal bounds for Green function of half-spaces for relativistic $\alpha$-stable process +On the threshold for k-regular subgraphs of random graphs +A one dimensional analysis of singularities and turbulence for the stochastic Burgers equation in d-dimensions +Stein's method and Poisson process approximation for a class of Wasserstein metrics +Intermittency on catalysts +Some Uniform Limit Results in Additive Regression Model +Additive Regression Model for Continuous Time Processes +A one dimensional analysis of turbulence and its intermittence for the d-dimensional stochastic Burgers equation +Infinite-dimensional diffusions as limits of random walks on partitions +On Stein factors and the construction of examples with sharp rates in Stein's method +Limit laws for k-coverage of paths by a Markov-Poisson-Boolean model +Janossy densities for Unitary ensembles at the spectral edge +Two multivariate central limit theorems +On the lower bound of the spectral norm of symmetric random matrices with independent entries +Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions +Measure-valued stochastic recurrences and the stability of queues +Maximal probabilities of convolution powers of discrete uniform distributions +An expansion for self-interacting random walks +On the geometry of generalized Gaussian distributions +A characterization of the Riesz distribution +An extension of the inductive approach to the lace expansion +The zero-one law for planar random walks in i.i.d. random environments revisited +Local Limit Theorems and Number of Connected Hypergraphs +Maximizing the Growth Rate under Risk Constraints +Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing +Stability of utility-maximization in incomplete markets +Stability of the utility maximization problem with random endowment in incomplete markets +On the semimartingale property via bounded logarithmic utility +Operator space Lp embedding theory I +Queues with heterogeneous servers and uninformed customers: who works the most? +Ends in Uniform Spanning Forests +Regularity of harmonic functions for anisotropic fractional Laplacian +Renewal convergence rates and correlation decay for homogeneous pinning models +The characteristic polynomial of a random unitary matrix: a probabilistic approach +The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations +Optimal consumption from investment and random endowment in incomplete semimartingale markets +Random spatial growth with paralyzing obstacles +The M-estimator in a multi-phase random nonlinear model +A CLT for Information-theoretic statistics of Gram random matrices with a given variance profile +The largest eigenvalue of finite rank deformation of large Wigner matrices: convergence and non-universality of the fluctuations +A filtered version of the bipolar theorem of Brannath and Schachermayer +Asymptotic results on the length of coalescent trees +A non commutative sewing lemma +On the Small Ball Inequality in All Dimensions +Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields +Explicit bounds for the approximation error in Benford's law +Dynamical Diophantine Approximation +Diameters in preferential attachment models +Entiers al\'eatoires, ensembles de Sidon, densit\'e dans le groupe de Bohr et ensembles d'analyticit\'e +Learning about a Categorical Latent Variable under Prior Near-Ignorance +A preferential attachment model with random initial degrees +The ODE method for some self-interacting diffusions on non-compact spaces +Almost sure functional central limit theorem for ballistic random walk in random environment +Fast computation by block permanents of cumulative distribution functions of order statistics from several populations +Optimal cross hedging for insurance derivatives +On measure solutions of backward stochastic differential equations +Extension of the generalised inductive approach to the lace expansion: Full proof +Circular law, Extreme Singular values and Potential theory +Poisson approximation for large clusters in the supercritical FK model +Spinal partitions and invariance under re-rooting of continuum random trees +Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line +The two-parameter Poisson--Dirichlet point process +Burkholder's submartingales from a stochastic calculus perspective +Pseudoprocesses governed by higher-order fractional differential equations +Large Scale Properties of the IIIC for 2D Percolation +Diffusion constants and martingales for senile random walks +A functional limit theorem for a 2D-random walk with dependent marginals +Invariant measures for a stochastic Kuramoto-Sivashinky equation +Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains +Differentiable perturbations of Ornstein-Uhlenbeck operators +Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations +Elementary Proof for Asymptotics of Large Haar-Distributed Unitary Matrices +A conditional 0-1 law for the symmetric sigma-field +Optimal Stopping with Rank-Dependent Loss +On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions +Statistics of the Number of Zero Crossings : from Random Polynomials to Diffusion Equation +Real Zeros and Partitions without singleton blocks +Molecular Spiders in One Dimension +On Asymptotic Proximity of Distributions +Molecular Spiders with Memory +Noncolliding Brownian Motion and Determinantal Processes +Uniqueness of polynomial canonical representations +A note on the diffusivity of finite-range asymmetric exclusion processes on Z +Cadlag curves of SLE driven by Levy processes +On randomized stopping +Predictability, entropy and information of infinite transformations +On the convergence to equilibrium of Kac's random walk on matrices +Optimal quantization for the pricing of swing options +A tree approach to $p$-variation and to integration +Brownian Motion, "Diverse and Undulating" +Percolation Crossing Formulas and Conformal Field Theory +Noncommutative Burkholder/Rosenthal inequalities II: applications +On level crossings for a general class of piecewise-deterministic Markov processes +Energy of zeros of random sections on Riemann Surface +A criterion for transience of multidimensional branching random walk in random environment +Anticipated backward stochastic differential equations +Revesibility of chordal SLE +Semimartingale Stochastic Approximation Procedures and Recursive Estimation +The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion +A coarse graining for the Fortuin-Kasteleyn measure in random media +Boundary Harnack inequalities for regional fractional Laplacian +Universality results for largest eigenvalues of some sample covariance matrix ensembles +Asymptotic velocity of one dimensional diffusions with periodic drift +On the approximate normality of eigenfunctions of the Laplacian +Slow Convergence in Bootstrap Percolation +Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps +Fluctuations of eigenvalues and second order Poincar\'e inequalities +On regularity of SLE_8 curves +Reflected backward SDEs with two barriers under monotonicity and general increasing conditions +Poisson approximation for non-backtracking random walks +Vicious walkers and random contraction matrices +Ultrametric and tree potential +A Berry-Esseen type inequality for convex bodies with an unconditional basis +Une nouvelle condition d'independance pour le theoreme de la limite centrale +Uniqueness and non-uniqueness of chains on half lines +Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion +Central Limit Theorem for the Excited Random Walk in dimension $d \geq 2$ +Change point estimation for the telegraph process observed at discrete times +Survival of a diffusing particle in an expanding cage +Bringing errors into focus +Space-time percolation +When are Swing options bang-bang and how to use it +Large deviations for multidimensional SDEs with reflection +Merging of opinions in game-theoretic probability +Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin +Brownian subordinators and fractional Cauchy problems +Dynamical percolation on general trees +Packing-Dimension Profiles and Fractional Brownian Motion +Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump +On the number of collisions in $\Lambda$-coalescents +Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations +Large Deviations for Partition Functions of Directed Polymers and Some Other Models in an IID Field +Asymptotics of Tracy-Widom distributions and the total integral of a Painlev\'e II function +Chung's law for homogeneous Brownian functionals +A Class of pairwise-independent Joinings +On the Marginal Distributions of Stationary AR(1) Sequences +How to clean a dirty floor: Probabilistic potential theory and the Dobrushin uniqueness theorem +The contour of splitting trees is a L\'evy process +Gibbs measures on Brownian currents +Multiple pattern matching: A Markov chain approach +Entanglement in the quantum Ising model +Scaling limit for a class of gradient fields with non-convex potentials +Random walks and exclusion processes among random conductances on random infinite clusters: homogenization and hydrodynamic limit +Ladder Sandpiles +Uniqueness thresholds on trees versus graphs +Large components in random induced subgraphs of n-cubes +Classical and quantum randomness and the financial market +The spectral laws of Hermitian block-matrices with large random blocks +Analytic crossing probabilities for certain barriers by Brownian motion +Gaussian conditional independence relations have no finite complete characterization +The Dynamical Discrete Web +The order of the decay of the hole probability for Gaussian random SU(m+1) polynomials +Multidimensional SDE with anticipating initial process and reflection +Integral Formulas for the Asymmetric Simple Exclusion Process +Structural adaptation via $L_p$-norm oracle inequalities +Vacant Set of Random Interlacements and Percolation +Existence and Stability for Fokker-Planck equations with log-concave reference measure +Distributions of Roots of Reduced Cubic Equations with Random Coefficients +Brownian excursion area, Wright's constants in graph enumeration, and other Brownian areas +Existence of graphs with sub exponential transitions probability decay and applications +Local well-posedness of Musiela's SPDE with L\'evy noise +Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control +On the Computational Complexity of MCMC-based Estimators in Large Samples +Hydrodynamic Limit for a Particle System with degenerate rates +Stability in random Boolean cellular automata on the integer lattice +Factor Analysis and Alternating Minimization +Information-Based Asset Pricing +Pure inductive limit state and Kolmogorov's property +Probabilit\'es et fluctuations quantiques (Probabilities and quantum fluctuations) +Jones index of a quantum dynamical semigroup +On a new version of the Ito's formula for the stochastic heat equation +Representation Theorems for Quadratic $\u007b\cal F\u007d$-Consistent Nonlinear Expectations +Quenched Limits for Transient, Zero Speed One-Dimensional Random Walk in Random Environment +Stochastic Heat Equation Driven by Fractional Noise and Local Time +Generalized Smirnov statistics and the distribution of prime factors +On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups +The LIL for $U$-statistics in Hilbert spaces +Large portfolio losses: A dynamic contagion model +Exact retrospective Monte Carlo computation of arithmetic average Asian options +U-max-Statistics +Williams' decomposition of the L\'evy continuous random tree and simultaneous extinction probability for populations with neutral mutations +Sobolev solution for semilinear PDE with obstacle under monotonicity condition +Large deviations of Poisson cluster processes +Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise +Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension +Intersection local time for two independent fractional Brownian motions +Fermionic construction of tau functions and random processes +Almost sure functional central limit theorem for non-nestling random walk in random environment +One-dimensional Brownian particle systems with rank dependent drifts +Gibbs fragmentation trees +Metropolis algorithm and equienergy sampling for two mean field spin systems +Non-monotone convergence in the quadratic Wasserstein distance +Strong Spherical Asymptotics for Rotor-Router Aggregation and the Divisible Sandpile +Weak and Strong Taylor methods for numerical solutions of stochastic differential equations +Entropic Measure and Wasserstein Diffusion +Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives +Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models +Continuous interfaces with disorder: Even strong pinning is too weak in 2 dimensions +Optimal control of stochastic differential equations with dynamical boundary conditions +Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity +Invariance principle for additive functionals of Markov chains +A new approach to mutual information +An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries +Exponential growth rates in a typed branching diffusion +Average optimality for risk-sensitive control with general state space +Approximation of the distribution of a stationary Markov process with application to option pricing +Solutions of fractional reaction-diffusion equations in terms of the H-function +Renewals for exponentially increasing lifetimes, with an application to digital search trees +The small deviations of many-dimensional diffusion processes and rarefaction by boundaries +Pfaffians, hafnians and products of real linear functionals +The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts +Clustering in a stochastic model of one-dimensional gas +Approximation for extinction probability of the contact process based on the Gr\"obner basis +Localization transition in disordered pinning models. Effect of randomness on the critical properties +Betti numbers of random manifolds +Randomly growing braid on three strands and the manta ray +Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities +On Lerch's transcendent and the Gaussian random walk +Parametric estimation for planar random flights observed at discrete times +On bounded solutions of the balanced generalized pantograph equation +Coalescent processes arising in a study of diffusive clustering +Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin +Frustration solitaire +Electric currents in infinite networks +Minimizing the Probability of Lifetime Ruin under Borrowing Constraints +Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis +Optimal Time to Change Premiums +Minimizing the Lifetime Shortfall or Shortfall at Death +Optimizing Venture Capital Investments in a Jump Diffusion Model +The Effects of Implementation Delay on Decision-Making Under Uncertainty +A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays +Queueing Theoretic Approaches to Financial Price Fluctuations +Interacting Agent Feedback Finance Model +An isoperimetric inequality for uniformly log-concave measures and uniformly convex bodies +Geometric Brownian Motion with delay: mean square characterisation +A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions +Correspondence between Lifetime Minimum Wealth and Utility of Consumption +The trap of complacency in predicting the maximum +Comparison of semimartingales and L\'\u007be\u007dvy processes +Quasi-stationary distributions and diffusion models in population dynamics +Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $H>1/2$ +Global flows for stochastic differential equations without global Lipschitz conditions +Un th\'\u007be\u007dor\`\u007be\u007dme limite pour les covariances des spins dans le mod\`\u007be\u007dle de Sherrington--Kirkpatrick avec champ externe +Multivariable approximate Carleman-type theorems for complex measures +Extremal behavior of stochastic integrals driven by regularly varying L\'\u007be\u007dvy processes +Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction +Typical support and Sanov large deviations of correlated states +Impulse control problem on finite horizon with execution delay +Self-Correction of Transmission on Regular Trees +Implications of contrarian and one-sided strategies for the fair-coin game +Poisson limit of an inhomogeneous nearly critical INAR(1) model +On the invariant distribution of a one-dimensional avalanche process +Generalized zig-zag products of regular digraphs and bounds on their spectral expansions +A dynamical characterization of Poisson-Dirichlet distributions +Effective macroscopic dynamics of stochastic partial differential equations in perforated domains +Stochastic calculus for fractional Brownian motion with Hurst exponent $H>1/4$: A rough path method by analytic extension +Schur-Weyl duality and the heat kernel measure on the unitary group +Sampling the Lindel\"of Hypothesis with the Cauchy Random Walk +On the Supremum of Random Dirichlet Polynomials +Divisors of Bernoulli sums +Kolmogorov equations for measures +Infinite Products of Random Matrices and Repeated Interaction Dynamics +Limit laws for transient random walks in random environment on $\z$ +Collision probability for random trajectories in two dimensions +A probabilistic representation of constants in Kesten's renewal theorem +Quotient probabilistic normed spaces and completeness results +Dynamics of postcritically bounded polynomial semigroups +An explicit Skorokhod embedding for spectrally negative Levy processes +The scaling limit of Fomin's identity for two paths in the plane +A quenched CLT for super-Brownian motion with random immigration +Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions +Kakeya Sets and Directional Maximal Operators in the Plane +A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models +On the rate of growth of L\'evy processes with no positive jumps conditioned to stay positive +H\u007b\"o\u007dlder continuity of random processes +Limit theorems for radial random walks on pxq-matrices as p tends to infinity +Properties of centered random walks on locally compact groups and Lie groups +Nonlinear Filtering with Optimal MTLL +Dispersion measure for symmetric, stable probability distributions +On discrete time hedging in d-dimensional option pricing models +On some special directed last-passage percolation models +Solvability of Backward Stochastic Differential Equations with Quadratic Growth +Belief Propagation and Bethe approximation for Traffic Prediction +Critical behavior and the limit distribution for long-range oriented percolation. I +Trends to Equilibrium in Total Variation Distance +Effective non-additive pair potential for lock-and-key interacting particles: the role of the limited valence +Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction +Measurability of optimal transportation and convergence rate for Landau type interacting particle systems +Mean-variance Hedging Under Partial Information +Quadratic BSDEs with convex generators and unbounded terminal conditions +Existence of Strong Solutions for Stochastic Porous Media Equation under General Monotonicity Conditions +Existence and Uniqueness of Nonnegative Solutions to the Stochastic Porous Media Equation +Fertile Three State Hard-Core Models on a Cayley Tree +Random walks and orthogonal polynomials: some challenges +On a model of random cycles +Approximation of quantum Levy processes by quantum random walks +Rate of Converrgence for ergodic continuous Markov processes : Lyapunov versus Poincare +Non-Negative Integer-Valued Semi-Selfsimilar Processes +A Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method +On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution +Does there exist the Lebesgue measure in the infinite-dimensional space? +Separation cutoffs for random walk on irreducible representations +Moderate deviations for log-like functions of stationary Gaussian processes +Is the Universe Noise-Sensitive? +Path integrals on manifolds by finite dimensional approximation +Large deviations for random walks under subexponentiality: the big-jump domain +Rate of growth of a transient cookie random walk +On Stochastic Evolution Equations with non-Lipschitz Coefficients +Tamed 3D Navier-Stokes Equation: Existence, Uniqueness and Regularity +Counting magic squares in quasi-polynomial time +Indeterminacy relations in random dynamics +Central limit theorems for multiple stochastic integrals and Malliavin calculus +Nonequilibrium fluctuations for a tagged particle in mean-zero one-dimensional zero-range processes +Transition between Airy_1 and Airy_2 processes and TASEP fluctuations +The Biham-Middleton-Levine traffic model for a single junction +Front propagation in an exclusion one-dimensional reactive dynamics +Gaussian fluctuations for \beta Ensembles +Integrable Structure of Ginibre's Ensemble of Real Random Matrices and a Pfaffian Integration Theorem +Equilibrium States of Two Stochastic Models in Mathematical Ecology +Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk +On the spectral norm of a random Toeplitz matrix +On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model +The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution +Donsker theorem for the Rosenblatt process and a binary market model +Multidimensional bifractional Brownian motion: Ito and Tanaka formulas +Existence and spatial limit theorems for lattice and continuum particle systems +The upper envelope of positive self-similar Markov processes +On the critical weight statistics of the Random Energy Model and of the Directed Polymer on the Cayley Tree +Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions +Existence of independent random matching +Select sets: Rank and file +Recurrence of edge-reinforced random walk on a two-dimensional graph +The radial spanning tree of a Poisson point process +Tails of random sums of a heavy-tailed number of light-tailed terms +Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing +Poisson limits of sums of point processes and a particle-survivor model +Singularly perturbed Markov chains: Limit results and applications +Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications +Existence and Uniqueness of the Measure of Maximal Entropy for the Teichmueller Flow on the Moduli Space of Abelian Differentials +Use of an Hourglass Model in Neuronal Coding +Retrieving convex bodies from restricted covariogram functions +On the signal-to-interference ratio of CDMA systems in wireless communications +Waiting for regulatory sequences to appear +Toll Based Measures for Dynamical Graphs +On the optimal dividend problem for a spectrally negative L\'\u007be\u007dvy process +Integration by parts formula for locally smooth laws and applications to sensitivity computations +Lower bounds for the density of locally elliptic It\^\u007bo\u007d processes +Percolation on nonunimodular transitive graphs +A Fleming--Viot process and Bayesian nonparametrics +Neighboring clusters in Bernoulli percolation +Price systems for markets with transaction costs and control problems for some finance problems +Asymptotic arbitrage and num\'eraire portfolios in large financial markets +Poisson process approximation: From Palm theory to Stein's method +Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees +Classical dilations \`a la Hudson-Parthasarathy of Markov semigroups +Stochastic Hamiltonian dynamical systems +Further results on some singular linear stochastic differential equations +Orbital approach to microstate free entropy +Asymptotics of the minimum manipulating coalition size for positional voting rules under IC behaviour +On Robust Utility Maximization +A Portfolio Decomposition Formula +On the volume of nodal sets for eigenfunctions of the Laplacian on the torus +Uniform in bandwidth consistency of conditional U-statistics +Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems +Classical dilations \`a la Quantum Probability of Markov evolutions in discrete time +Hitting Probabilities for Systems of Non-Linear Stochastic Heat Equations with Additive Noise +Bilateral Canonical Cascades: Multiplicative Refinement Paths to Wiener's and Variant Fractional Brownian Limits +AR and MA representation of partial autocorrelation functions, with applications +A survey of conformally invariant measures on H^m(\delta) +The Riff-Shuffle Distribution is Unimodal +Well-posedness and invariant measures for HJM models with deterministic volatility and L\'evy noise +Large deviation estimates of the crossing probability for pinned Gaussian processes +An improved method for model selection based on Information Criteria +Variance asymptotics and central limit theorems for generalized growth processes with applications to convex hulls and maximal points +QQ plots, Random sets and data from a heavy tailed distribution +First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial/\partial t = \pm\partial^N/\partial x^N$ +Dynamics for the Brownian web and the erosion flow +Extreme Points of the Convex Set of Joint Probability Distributions with Fixed Marginals +A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number +Scaling limits for gradient systems in random environment +A note on percolation on Z^d: isoperimetric profile via exponential cluster repulsion +Central Limit Theorem for a Class of Relativistic Diffusions +Some applications and methods of large deviations in finance and insurance +Limiting shapes for deterministic centrally seeded growth models +Convexity theory for the term structure equation +The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance +Asymptotic theory for the multidimensional random on-line nearest-neighbour graph +Sensitivity analysis of utility-based prices and risk-tolerance wealth processes +Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains +Separation cut-offs for birth and death chains +Market free lunch and large financial markets +The Choquet-Deny theorem and distal properties of totally disconnected locally compact groups of polynomial growth +Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging +Functional inequalities and uniqueness of the Gibbs measure -- from log-Sobolev to Poincar\'e +Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function +Stationarity and geometric ergodicity of a class of nonlinear ARCH models +Existence of optimal controls for singular control problems with state constraints +Correction. Error estimates for binomial approximations of game options +Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' +Bergman kernels for weighted polynomials and weighted equilibrium measures of C^n +Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations +Stationary flows and uniqueness of invariant measures +Integral Equations in the Theory of Levy Processes +A population model for $\Lambda$-coalescents with neutral mutations +Smooth densities for stochastic differential equations with jumps +On the Circular Law +Network-based analysis of stochastic SIR epidemic models with random and proportionate mixing +Multiplicative free Convolution and Information-Plus-Noise Type Matrices +Measures with zeros in the inverse of their moment matrix +Existence and smoothness of the density for spatially homogeneous SPDEs +Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion +A note on equilibrium Glauber and Kawasaki dynamics for fermion point processes +Tightness conditions for polymer measures +Milstein's type schemes for fractional SDEs +Homogenization of periodic linear degenerate PDEs +A quenched invariance principle for certain ballistic random walks in i.i.d. environments +A simple proof of Kaijser's unique ergodicity result for hidden Markov $\alpha$-chains +Sample path large deviations for multiclass feedforward queueing networks in critical loading +Periodicity in the transient regime of exhaustive polling systems +Continuous-time mean-variance efficiency: the 80% rule +On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data +A randomized Kaczmarz algorithm with exponential convergence +Stochastic Models for Phylogenetic Trees on Higher-order Taxa +On entropy production for controlled Markovian evolution +Rigorous confidence intervals for critical probabilities +Parabolic Harnack inequality and heat kernel estimates for random walks with long range jumps +Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping +Diffusion approximation for equilibrium Kawasaki dynamics in continuum +Difference approximation for local times of multidimensional diffusions +Directed polymer in a random medium of dimension 1+1 and 1+3: weights statistics in the low-temperature phase +Records in a changing world +Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations +Statistical analysis of the Diffie-Hellman key exchange protocol in a finite group +Mellin transform and subordination laws in fractional diffusion processes +Finite-size effects for anisotropic bootstrap percolation: logarithmic corrections +Local Energy Statistics in Directed Polymers +Tail probabilities for infinite series of regularly varying random vectors +Random walk in Markovian environment +Extinction versus unbounded growth; Habilitation Thesis of the University Erlangen-N\"urnberg +A note on ergodic transformations of self-similar Volterra Gaussian processes +Divergence theorems in path space III: hypoelliptic diffusions and beyond +On a non-classical invariance principle +Limit theorems on locally compact Abelian groups +Computing the Loewner driving process of random curves in the half plane +Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition +Large deviations for empirical path measures in cycles of integer partitions +Mixtures in non stable Levy processes +A large deviation principle in H\"older norm for multiple fractional integrals +H\"\u007bo\u007dlder regularity for operator scaling stable random fields +Ancestral processes with selection: Branching and Moran models +Finite size scaling for the core of large random hypergraphs +Graphs with specified degree distributions, simple epidemics and local vaccination strategies +A functional CLT for the occupation time of a state-dependent branching random walk +On Stein's method and perturbations +On the Variance of the Optimal Alignment Score for an Asymmetric Scoring Function +Wigner random matrices with non-symmetrically distributed entries +On a randomized PNG model with a columnar defect +Evaluation of Formal posterior distributions via Markov chain arguments +Asymptotics of non-intersecting Brownian motions and a 4 x 4 Riemann-Hilbert problem +Kernel methods in machine learning +On lower limits and equivalences for distribution tails of randomly stopped sums +Proliferating parasites in dividing cells : Kimmel's branching model revisited +On several two-boundary problems for a particular class of L\'\u007be\u007dvy processes +Differentiating sigma-fields for Gaussian and shifted Gaussian processes +Local limit theorems for ladder epochs +A combinatorial method for calculating the moments of L\'evy area +Exponential control of overlap in the replica method for p-spin Sherrington-Kirkpatrick model +Ricci curvature of Markov chains on metric spaces +Classical and Variational Differentiability of BSDEs with quadratic growth +Measure-preserving transformations of Volterra Gaussian processes and related bridges +Propagation of chaos and Poincar\'e inequalities for a system of particles interacting through their cdf +Record indices and age-ordered frequencies in Gibbs random partitions +Local Gaussian fluctuations in the Airy and discrete PNG processes +Directed polymer in a random medium of dimension 1+3 : multifractal properties at the localization/delocalization transition +On the Fluctuations of Macroscopic Observables in Quantum Nonequilibrium Steady States +M/M/$\infty$ queues in semi-Markovian random environment +Occupation laws for some time-nonhomogeneous Markov chains +BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces +Some upper bounds for the rate of convergence of penalized likelihood context tree estimators +Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition +A note on weak convergence of random step processes +Free diffusions and Matrix models with strictly convex interaction +Learning Trigonometric Polynomials from Random Samples and Exponential Inequalities for Eigenvalues of Random Matrices +Non-equilibrium stochastic dynamics in continuum: The free case +Exponential ergodicity of the solutions to SDE's with a jump noise +Search cost for a nearly optimal path in a binary tree +Distance estimates for dependent thinnings of point processes with densities +Large deviations for voter model occupation times in two dimensions +Parametrized Stochastic Grammars for RNA Secondary Structure Prediction +Shape curvatures and transversal fluctuations in the first passage percolation model +Spatial Epidemics: Critical Behavior in One Dimension +Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws +Critical Age Dependent Branching Markov Processes and Their Scaling Limits +Area distribution and scaling function for punctured polygons +Asymptotic evolution of acyclic random mappings +Diffusive variance for a tagged particle in $d\leq 2$ asymmetric simple exclusion +Splitting pairs and the number of clusters generated by random pair incompatibilities +The lower tail problem for homogeneous functionals of stable processes with no negative jumps +Growth of preferential attachment random graphs via continuous-time branching processes +A limit theorem for diffusions on graphs with variable configuration +Normal form transforms separate slow and fast modes in stochastic dynamical systems +Harmonic analysis of finite lamplighter random walks +Exit asymptotics for small diffusion about an unstable equilibrium +Connected allocation to Poisson points in R^2 +Meinardus' theorem on weighted partitions: extensions and a probabilistic proof +Generating Random Vectors in (Z/pZ)^d Via an Affine Random Process +Harmonic analysis on a finite homogeneous space +Voter models with heterozygosity selection +On singular integral and martingale transforms +Penalizations of the Brownian motion by a functional of its local times +The Evolution of the Mixing Rate +On the hardness of sampling independent sets beyond the tree threshold +The ghosts of the Ecole Normale. Life, death and destiny of Ren\'\u007be\u007d Gateaux +The correlation decay (CD) tree and strong spatial mixing in multi-spin systems +Random conformal snowflakes +On Classical Analogues of Free Entropy Dimension +Multivariate normal approximation using exchangeable pairs +Optimal control of a large dam, taking into account the water costs +A fractional generalization of the Poisson processes +Renewal processes of Mittag-Leffler and Wright type +A phase transition for competition interfaces +A Lower Bound on the Disconnection Time of a Discrete Cylinder +Multivariate regular variation of heavy-tailed Markov chains +Hydrodynamics for a non-conservative Interacting Particle System +The birthday problem and Markov chain Monte Carlo +A mathematical approach to the nonequilibrium work theorem +On uniqueness of maximal coupling for diffusion processes with a reflection +Percolation on dense graph sequences +Efficient estimation of the cardinality of large data sets +A particle system in interaction with a rapidly varying environment: Mean field limits and applications +A graph theoretic interpretation of the mean first passage times +A probabilistic approach to Zhang's sandpile model +Critical random graphs: Diameter and mixing time +Some Theory for the Analysis of Random Fields - With Applications to Geostatistics +Asymptotic normality for traces of polynomials in independent complex Wishart matrices +Random Matrices, the Ulam Problem, Directed Polymers & Growth Models, and Sequence Matching +Sorting using complete subintervals and the maximum number of runs in a randomly evolving sequence +The convergence to equilibrium of neutral genetic models +An improvement of a result on Smolyanov-Weizsaecker surface measures +Fluctuations of Levy processes and scattering theory +Precise logarithmic asymptotics for the right tails of some limit random variables for random trees +Functional CLT for random walk among bounded random conductances +Diffusivity in one-dimensional generalized Mott variable-range hopping models +A MARKOV chain model of a polling system with parameter regeneration +On the constructions of the skew Brownian motion +Diffusion Limited Aggregation on a Cylinder +Continuous time random walk and parametric subordination in fractional diffusion +On a type Sobolev inequality and its applications +A note for extension of almost sure central limit theory +One dimensional nearest neighbor exclusion processes in inhomogeneous and random environments +The law of the iterated logarithm for additive functionals of Markov chains +The Central Limit Theorem for LS Estimator in Simple Linear Ev Regression Models +Short-length routes in low-cost networks via Poisson line patterns +A Law of Large Numbers for an Interacting Particle System with Confining Potential +Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders +Intractability rate of approximation problem for random fields in increasing dimension +Gaussian bounds for noise correlation of functions +Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable +Spread-out percolation in Rd +Random trees and general branching processes +The phase transition in inhomogeneous random graphs +Large-deviations/thermodynamic approach to percolation on the complete graph +The diameter of sparse random graphs +A simple solution to the k-core problem +The Klee-Minty random edge chain moves with linear speed +Rainbow Hamilton cycles in random regular graphs +Distributed algorithms in an ergodic Markovian environment +Stability of join-the-shortest-queue networks +Asymptotic expansions for the conditional sojourn time distribution in the M/M/1-PS queue +A Large Deviation Principle for Join the Shortest Queue +Slow emergence of cooperation for win-stay lose-shift on trees +Free-knot spline approximation of stochastic processes +Simple Monte Carlo and the Metropolis algorithm +Optimal quantizers for Radon random vectors in a Banach space +Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions +A mathematical theory of citing +A note on the Harris-Kesten Theorem +Deterministic random walks on the integers +On the Expansion of the Giant Component in Percolated (n, d, lambda) Graphs +Thresholds and Expectation Thresholds +Cutsets in Infinite Graphs +A Point Process Describing the Component Sizes in the Critical Window of the Random Graph Evolution +Poisson Representation of a Ewens Fragmentation Process +On a Random Graph Related to Quantum Theory +Completing a (k - 1)-Assignment +Judgment +Directed Percolation in Wireless Networks with Interference and Noise +Numerical Sensitivity and Efficiency in the Treatment of Epistemic and Aleatory Uncertainty +Local independence of fractional Brownian motion +On the Information Rates of the Plenoptic Function +Minimization of entropy functionals +Semantic distillation: a method for clustering objects by their contextual specificity +Bayesian sequential change diagnosis +From the entropy to the statistical structure of spike trains +Some information-theoretic computations related to the distribution of prime numbers +Wireless Network Information Flow +A Deterministic Approach to Wireless Relay Networks +Double Clustering and Graph Navigability +Geographic Gossip: Efficient Averaging for Sensor Networks +On Real-Time Communication Systems with Noisy Feedback +Estimating Random Variables from Random Sparse Observations +Nonantagonistic noisy duels of discrete type with an arbitrary number of actions +On Semimeasures Predicting Martin-Loef Random Sequences +Multisource Bayesian sequential change detection +Upper bound of loss probability in an OFDMA system with randomly located users +Multiplication of free random variables and the S-transform: the case of vanishing mean +On the freezing of variables in random constraint satisfaction problems +Connectivity and Equilibrium in Random Games +Reading policies for joins: An asymptotic analysis +Finding long cycles in graphs +Neighbor Selection and Hitting Probability in Small-World Graphs +Matrix norms and rapid mixing for spin systems +Induced Hilbert Space, Markov Chain, Diffusion Map and Fock Space in Thermophysics +Probability Bracket Notation, Probability Vectors, Markov Chains and Stochastic Processes +Deterministic modal Bayesian Logic: derive the Bayesian inference within the modal logic T +Compressed Sensing and Redundant Dictionaries +Permutations Without Long Decreasing Subsequences and Random Matrices +Random Geometric Graph Diameter in the Unit Ball +Determining Factors Behind the PageRank Log-Log Plot +First to market is not everything: an analysis of preferential attachment with fitness +On the submodularity of influence in social networks +Randomly coloring planar graphs with fewer colors than the maximum degree +The condition number of a randomly perturbed matrix +Correlation decay and deterministic FPTAS for counting list-colorings of a graph +Dobrushin Conditions for Systematic Scan with Block Dynamics +Near Optimal Bounds for Collision in Pollard Rho for Discrete Log +Reconstruction for Models on Random Graphs +Random Motion with Gamma-Distributed Alternating Velocities in Biological Modeling +Eigenvectors of Random Graphs: Nodal Domains +Goodness of fit test for ergodic diffusion processes +Expected Number of Slope Crossings of Certain Gaussian Random Polynomials +Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations +Condensation for a fixed number of independent random variables +Adaptive Allocation Theory in Clinical Trials +Asymptotic normality of the $k$-core in random graphs +Uniqueness and non-uniqueness in percolation theory +Large Deviations and Random Energy Models +Empirical graph Laplacian approximation of Laplace--Beltrami operators: Large sample results +Billiards in a general domain with random reflections +High Dimensional Probability +Law of large numbers for superdiffusions: the non-ergodic case +A CLT for regularized sample covariance matrices +Estimation for the discretely observed telegraph process +Stochastic inertial manifolds for damped wave equations +Convex chains in Z^2 +Law of the iterated logarithm for stationary processes +Realizability of point processes +Risk bounds for the non-parametric estimation of L\'\u007be\u007dvy processes +How to Choose a Champion +Option pricing with log-stable L\'\u007be\u007dvy processes +Revisiting two strong approximation results of Dudley and Philipp +Path Integrals on a Compact Manifold with Non-negative Curvature +Homogenenous Multitype Fragmentations +Fractal properties of the random string processes +Fractional Brownian fields, duality, and martingales +Karhunen-Lo\`\u007be\u007dve expansions of mean-centered Wiener processes +On the Bahadur slope of the Lilliefors and the Cram\'\u007be\u007dr--von Mises tests of normality +Invariance principle for stochastic processes with short memory +Empirical and Gaussian processes on Besov classes +Oscillations of empirical distribution functions under dependence +On the excursion theory for linear diffusions +Modified empirical CLT's under only pre-Gaussian conditions +A Generalized Occupation Time Formula For Continuous Semimartingales +Survival probability of a diffusing particle constrained by two moving, absorbing boundaries +Ivy on the ceiling: first-order polymer depinning transitions with quenched disorder +A Call-Put Duality for Perpetual American Options +General Duality for Perpetual American Options +Gaussian processes, kinematic formulae and Poincar\'e's limit +The Length of an SLE - Monte Carlo Studies +Level crossings and other level functionals of stationary Gaussian processes +Linear Ramsey numbers for bounded-degree hypergraphs +The asymptotic behavios of free convolution +Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations +Volume growth and heat kernel estimates for the continuum random tree +A Random Multiple Access Protocol with Spatial Interactions +A contact process with mutations on a tree +On Exponential Ergodicity of Multiclass Queueing Networks +Rank distributions in semiotics +Rank distributions in semiotics +On the hyperplane conjecture for random convex sets +Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and complexity +Localization of favorite points for diffusion in random environment +The area of exponential random walk and partial sums of uniform order statistics +Capital allocation for credit portfolios with kernel estimators +A discrete-time Markov modulated queuing system with batched arrivals +Joint probability for the Pearcey process +Heat kernel and Green function estimates on affine buildings of type $\tilde\u007bA\u007d_r$ +Tightness for a family of recursion equations +Sharp Thresholds for Constraint Satisfaction Problem and Graph Homomorphisms +An L2 theory for differential forms on path spaces I +Dynamical properties and characterization of gradient drift diffusions +On the minimization of operational risks +On a distribution in frequency probability theory corresponding to the Bose-Einstein distribution +Single-crossover dynamics: finite versus infinite populations +Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries +A new REM conjecture +On the Longest Increasing Subsequence for Finite and Countable Alphabets +What is the natural scale for a L\'evy process in modelling term structure of interest rates? +Boundary singularities and boundary conditions for the Fokker-Planck equations +Automorphisms of the type II_1 Arveson system of Warren's noise +Scaling limits of bipartite planar maps are homeomorphic to the 2-sphere +On a model for the storage of files on a hardware II : Evolution of a typical data block +On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda +Anticipating Reflected Stochastic Differential Equations +Limit theorems for free multiplicative convolutions +Parabolic Equations and Markov Processes Over p-adic Fields +The Poisson boundary of triangular matrices in a number field +On Mixing and Ergodicity in Locally Compact Motion Groups +Error structures and parameter estimation +A functional limit theorem for the position of a particle in a Lorentz type model +Large closed queueing networks in semi-Markov environment and its application +A slow transient diffusion in a drifted stable potential +Two-player Knock 'em Down +Sinai's walk: a statistical aspect +Bessel Potentials, Hitting Distributions and Green Functions +Duality and exact correlations for a model of heat conduction +Utility Maximization in a jump market model +An arithmetic model for the total disorder process +The Limiting Spectra of Girko's Block-Matrix +Brownian Super-exponents +Approche intrins\`\u007be\u007dque des fluctuations quantiques en m\'\u007be\u007dcanique stochastique (An intrinsic approach of the quantum fluctuations in stochastic mechanics) +Square summability of variations and convergence of the transfer operator +Markov loops, determinants and Gaussian fields +The random paving property for uniformly bounded matrices +A singular perturbation approach for choosing PageRank damping factor +Hydrodynamics and hydrostatics for a class of asymmetric particle systems with open boundaries +Option Pricing without Price Dynamics: A Probabilistic Approach +Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures +Attraction time for strongly reinforced walks +Computable exponential bounds for screened estimation and simulation +Exponential Martingales and Time integrals of Brownian Motion +One-Factor Term Structure without Forward Rates +Relativistic Diffusion in G\"odel's Universe +Modified logarithmic Sobolev inequalities on R +Sparsity and Incoherence in Compressive Sampling +Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm? +Markov chain approximations for symmetric jump processes +An extension of the Levy characterization to fractional Brownian motion +The limiting move-to-front search-cost in law of large numbers asymptotic regimes +Gravitational allocation to Poisson points +Correlation lengths for random polymer models and for some renewal sequences +Asymptotic homology of the quotient of $PSL_2(\BR)$ by a modular group +How do random Fibonacci sequences grow? +Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition +Numerical Algorithms for 1-d Backward Stochastic Differential Equations: Convergence and Simulations +A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise +Large Deviations for Statistics of Jacobi Process +A law of large numbers for random partitions of the interval and the limiting search-cost of the move-to-front strategy +Laguerre Process and Generalised Hartman-Watson Law +A Generalization and Extension of an Autoregressive Model +Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$ +Conformal boundary loop models +Probing rare physical trajectories with Lyapunov weighted dynamics +Dobrushin states in the \phi^4_1 model +Soft and hard wall in a stochastic reaction diffusion equation +Convolution-type stochastic Volterra equations with additive fractional Brownian motion in Hilbert space +Equilibrium fluctuations for the zero-range process on the Sierpinski gasket +The Cox Theorem: Unknowns And Plausible Value +Parametric estimation for partially hidden diffusion processes sampled at discrete times +Colored loop-erased random walk on the complete graph +A note on Talagrand's convex hull concentration inequality +Stochastic anticipating boundary value problems +Statistical Physics Algorithms for Traffic Reconstruction +Smoothing problem in anticipating scenario +A Random Walk with Collapsing Bonds and Its Scaling Limit +One Brownian Stochastic Flow +One version of the Clark representation theorem for Arratia flow +An analogue of the Kubilius main theorem for quasi-logarithmic structures +Freezing transition of the random bond RNA model: statistical properties of the pairing weights +Ecological equilibrium for restrained branching random walks +Self-Intersection Local Time of $(\alpha,d,\beta)$-superprocess +A lattice gas model for the incompressible Navier-Stokes equation +One-dimensional random field Kac's model: weak large deviations principle +Borel theorems for random matrices from the classical compact symmetric spaces +Conformal radii for conformal loop ensembles +Group invariant inferred distributions via noncommutative probability +Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters +Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths +Random walk on a polygon +Metastability in Interacting Nonlinear Stochastic Differential Equations II: Large-N Behaviour +Prophet inequalities for i.i.d. random variables with random arrival times +Metastability in Interacting Nonlinear Stochastic Differential Equations I: From Weak Coupling to Synchronisation +Linear and quadratic functionals of random hazard rates: an asymptotic analysis +On a stochastic version of Prouse model in fluid dynamics +Poincar\'\u007be\u007d and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition +Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups +An Extension to Gaussian Semigroup and Some Applications +The norm of products of free random variables +Bourgain's Entropy Estimates Revisited +On laws of large numbers for random walks +Quenched invariance principles for random walks with random conductances +On homogenization of space-time dependent and degenerate random flows +Random sampling in chirp space +High Dimensional Statistical Inference and Random Matrices +Conductance and canonical paths for directed non-lazy walks +Power-law estimates for the central limit theorem for convex sets +On the Estimates of the Density of Feynman-Kac Semigroups of $\alpha$-Stable-like Processes +Estimation of Parameters of Stable Distributions +On the speed of a cookie random walk +On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $\alpha$-Stable-like Processes +Shape of the ground state energy density of Hill's equation with nice Gaussian potential +Joint density for the local times of continuous-time Markov chains +Multiscale Analysis for SPDEs with Quadratic Nonlinearities +Random walk on a building of type $\tilde\u007bA\u007d_r$ and Brownian motion of the Weyl chamber +Coherent random permutations with record statistics +A note on insensitivity in stochastic networks +On the equivalence of some eternal additive coalescents +Quantum stochastic convolution cocycles II +Cycles of free words in several independent random permutations with restricted cycle lengths +Central Limit Theorem for a Tagged Particle in Asymmetric Simple Exclusion +Random Graph-Homomorphisms and Logarithmic Degree +How often is the coordinate of a harmonic oscillator positive? +On a model for the storage of files on a hardware I : Statistics at a fixed time and asymptotics +On Penrose's square-root law and beyond +Subcritical regimes in the Poisson Boolean model of continuum percolation +On the existence of some ARCH($\infty$) processes +Trees and asymptotic developments for fractional stochastic differential equations +Random Discrete Matrices +A near neighbour continuum percolation model +Consistent families of Brownian motions and stochastic flows of kernels +Quasi-arithmetic means of covariance functions with potential applications to space-time data +Completely positive quantum stochastic convolution cocycles and their dilations +Approximating genealogies for partially linked neutral loci under a selective sweep +A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces +A new method of normal approximation +Elementary potential theory on the hypercube +Height process for super-critical continuous state branching process +Phase transitions for the long-time behavior of interacting diffusions +Mutation, selection, and ancestry in branching models: a variational approach +Probability distribution of distances between local extrema of random number series +Nonexistence of random gradient Gibbs measures in continuous interface models in $d=2$ +KdV Preserves White Noise +Counting planar random walk holes +Loop-erased random walk on finite graphs and the Rayleigh process +Some Estimates for Planar Random Walk and Brownian Motion +Discrete approximations to reflected Brownian motion +SLE(6) and CLE(6) from Critical Percolation +On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation +On implicit and explicit discretization schemes for parabolic SPDEs in any dimension +Computation of the invariant measure for a L\'\u007be\u007dvy driven SDE: Rate of convergence +On discretization schemes for stochastic evolution equations +Wigner formula of rotation matrices and quantum walks +A new formulation of the spine approach to branching diffusions +Spine proofs for Lp-convergence of branching-diffusion martingales +A note on the exchangeability condition in Stein's method +Simulation Studies of Some Voronoi Point Processes +Markovianity and ergodicity for a surface growth PDE +Ergodic properties of geometrical crystallization processes, I +Second look at the spread of epidemics on networks +Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model +Stochastic Models for Speciation Events in Phylogenetic trees +How to determine the law of the noise driving a SPDE +CLT for L^\u007bp\u007d moduli of continuity of Gaussian processes +Estimating the relative order of speciation or coalescence events on a given phylogeny +Talagrand Inequality for the Semicircular Law and Energy of the Eigenvalues of Beta Ensembles +Inverse problems for random walks on trees: network tomography +John Michael Hammersley (1920-2004) +Ordered random walks +General Tridiagonal Random Matrix Models, Limiting Distributions and Fluctuations +L-Divergence Consistency for a Discrete Prior +Giant Component and Vacant Set for Random Walk on a Discrete Torus +Large deviations for random matrix ensembles in mesoscopic physics +Invariance principles for spatial multitype Galton-Watson trees +An application of Jacobi's elliptic functions to asymptotic probabilities for conformal restriction measures +Graph Measures +Stochastic flows approach to Dupire's formula +A Paradox for Admission Control of Multiclass Queueing Network with Differentiated Service +A practical guide to measuring the Hurst parameter +Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise +Analytical Lower Bounds on the Critical Density in Continuum Percolation +Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density +Global Fluctuations in General Beta Dyson Brownian Motion +Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem +It\^\u007bo\u007d's formula for linear fractional PDEs +On Traversable Length inside Semi-Cylinder in 2D supercritical Bond Percolation +A simple proof of a recurrence theorem for random walks in $\Z^\u007b2\u007d$ +A finite difference method for Piecewise Deterministic Processes with memory +A Linear Programming Inequality with Applications to Concentration of Measure +The Shift, properties and recommendations for practical use +Percolation on random Johnson-Mehl tessellations and related models +A Nonmeasurable Set from Coin Flips +The hole probability for Gaussian random SU(2) polynomials +Critical exponents of planar gradient percolation +Monte Carlo simulations with a generalized detailed balance using the quantum-classical isomorphism +On the Lyapunov Exponent of a Multidimensional Stochastic Flow +The renormalization transformation for two-type branching models +Revisiting Offspring Maxima in Branching Processes +Identifying the covariation between the diffusion parts and the co-jumps given discrete observations +Construction of a Gibbs measure associated to the periodic Benjamin-Ono equation +The Brownian net +Stochastic integration in UMD Banach spaces +The surface tension near criticality of the 2d-Ising model +Critical curves in conformally invariant statistical systems +On spatial thinning-replacement processes based on Voronoi cells +On Permanental Processes +Hoeffding decompositions and two-colour urn sequences +Uniqueness of the critical probability for percolation in the two dimensional Sierpinski carpet lattice +Non-backtracking random walks mix faster +Invariance principle, multifractional Gaussian processes and long-range dependence +Dynkin's isomorphism without symmetry +Penalizations of Walsh Brownian motion +On numerical integration by the shift and application to Wiener space +Asymptotic Properties of Covariate-Adjusted Adaptive Designs +Maximal inequalities and a law of the iterated logarithm for negatively associated random fields +Precise rates in the law of the iterated logarithm +Asymptotic behavior of branching populations before extinction +A note on the invariance principle of the product of sums of random variables +An extension to the Wiener space of the arbitrary functions principle +Viscoelasticity and L\'\u007be\u007dvy processes +On the rates of the other law of the logarithm +Precise Asymptotics in Chung's law of the iterated logarithm +Calcul d'erreur complet lipschitzien et formes de Dirichlet +Error calculus and path sensitivity in financial models +Dirichlet forms in simulation +Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image +Dirichlet forms methods, an application to the propagation of the error due to the Euler scheme +Component sizes of the random graph outside the scaling window +The mixing time of the giant component of a random graph +The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels +Sharp probability estimates for random walks with barriers +A second order SDE for the Langevin process reflected at a completely inelastic boundary +Non-exponential stability and decay rates in nonlinear stochastic difference equation with unbounded noises +Metric and Mixing Sufficient Conditions for Concentration of Measure +Some thoughts upon axiomatized languages with estension tools, a focus on probability theory and error calculus with Dirichlet forms +When and how an error yields a Dirichlet form +A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundaries +Submean variance bound for effective resistance of random electric networks +Th\'\u007be\u007dor\`\u007be\u007dme de Donsker et formes de Dirichlet +The Curie-Weiss model with dynamical external field +Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks +Reflection positivity and phase transitions in lattice spin models +Correction. Brownian models of open processing networks: canonical representation of workload +The Ornstein Uhlenbeck Bridge and Applications to Markov Semigroups +On some errors related to the graduation of measuring instruments +Nonmonotonicity of phase transitions in a loss network with controls +Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms +On the ergodicity properties of some adaptive MCMC algorithms +Translation-Equivariant Matchings of Coin-Flips on Z^d +A heteropolymer in a medium with random droplets +Upper limits of Sinai's walk in random scenery +On the value of optimal stopping games +On the variational distance of two trees +A Tight Bound for the Lamplighter Problem +The scaling limits of planar LERW in finitely connected domains +Spectral gap for stable process on convex planar double symmetric domains +A Complete Renormalization Group Trajectory Between Two Fixed Points +Tail asymptotics for the maximum of perturbed random walk +Representations of Lie groups and random matrices +Random rewards, fractional Brownian local times and stable self-similar processes +The Palm measure and the Voronoi tessellation for the Ginibre process +Martin boundary of a reflected random walk on a half-space +Asymptotics of Plancherel-type random partitions +On stochastic fractional Volterra equations in Hilbert space +Stochastic Volterra equations driven by cylindrical Wiener process +A spatially explicit model for competition among specialists and generalists in a heterogeneous environment +On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets +Gamma Tilting Calculus for GGC and Dirichlet means with applications to Linnik processes and Occupation Time Laws for Randomly Skewed Bessel Processes and Bridges +The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models +Central limit theorems for Gaussian polytopes +The number of unbounded components in the Poisson Boolean model in hyperbolic space +Local alignment of Markov chains +Parallel and interacting Markov chains Monte Carlo method +Multitype randomized Reed--Frost epidemics and epidemics upon random graphs +A new coexistence result for competing contact processes +A duality approach for the weak approximation of stochastic differential equations +Stability and genericity for SPDEs driven by spatially correlated noise +Positive recurrence of processes associated to crystal growth models +Points on Hemispheres +Limit Correlation Functions for Fixed Trace Random Matrix Ensembles +$L^p$ properties for Gaussian random series +Fluctuation theory of connectivities for subcritical random cluster models +Kinetically constrained spin models +Reflected diffusions defined via the extended Skorokhod map +Better Bell inequalities (passion at a distance) +On quasi successful couplings of Markov processes +On the zero mass limit of tagged particle diffusion in the 1-d Rayleigh-gas +Moment bounds for the Smoluchowski equation and their consequences +Geodesics and almost geodesic cycles in random regular graphs +Partially Reflected Brownian Motion: A Stochastic Approach to Transport Phenomena +A survey of random processes with reinforcement +Berry-Esseen for Free Random Variables +One dimensional diffusion in an asymmetric random environment +A note on recurrent random walks +On superconvergence of sums of free random variables +Quasipotential and logarithmic asymptotics of the Green's measures +The principle of the large sieve +The Effect of Disorder on Polymer Depinning Transitions +Rough solutions for the periodic Korteweg-de Vries equation +Some relations between mutual information and estimation error in Wiener space +Non-local Dirichlet Forms and Symmetric Jump Processes +Concentration inequalities for dependent Random variables via the martingale method +The work of Andrei Okounkov +Convergence in distribution of random metric measure spaces: (Lambda-coalescent measure trees) +Copolymer at selective interfaces and pinning potentials: weak coupling limits +Meixner polynomials and random partitions +Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection +Probability of hitting a distant point for the voter model started with a single one +Random patterns generated by random permutations of natural numbers +A central limit theorem for a localized version of the SK model +Large Deviations and Phase Transition for Random Walks in Random Nonnegative Potentials +On the strong law of large numbers for L-statistics with dependent data +A mutation-selection model for general genotypes with recombination +Vitesse de Convergence dans le Th\'eor\`eme Limite Central pour Cha\^ines de Markov de Probabilit\'e de Transition Quasi-Compacte +Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles +Correction note. Typical configuration for one-dimensional random field Kac model +Exponential concentration for First Passage Percolation through modified Poincare inequalities +Intermittent random walks for an optimal search strategy: One-dimensional case +Quelques approximations du temps local brownien +A note about Khoshnevisan--Xiao conjecture +On the second moment of the number of crossings by a stationary Gaussian process +On Gibbsianness of Random Fields +A chaotic representation property of the multidimensional Dunkl processes +Stochastic Preconditioning for Iterative Linear Equation Solvers +Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance +Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process +Levy Processes on a First Order Model +Euler hydrodynamics of one-dimensional attractive particle systems +Merging percolation and classical random graphs: Phase transition in dimension 1 +The diameter of a random Cayley graph of Z_q +An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains +Mixing times via super-fast coupling +Near-Minimal Spanning Trees: a Scaling Exponent in Probability Models +Limiting dynamics for spherical models of spin glasses at high temperature +A Positivstellensatz which Preserves the Coupling Pattern of Variables +Mafia: A theoretical study of players and coalitions in a partial information environment +Loop models and their critical points +Random Sorting Networks +Changing the branching mechanism of a continuous state branching process using immigration +On the variance of the number of occupied boxes +Distributions of linear functionals of two parameter Poisson--Dirichlet random measures +Euclidean Gibbs states of interacting quantum anharmonic oscillators +Asymptotic Optimality in Bayesian Change-Point Detection Problems Under Global False Alarm Probability Constraint +Escape of mass in zero-range processes with random rates +Large deviations for a scalar diffusion in random environment +L\'evy processes and Fourier multipliers +Convexity of the median in the gamma distribution +On utility-based super-replication prices of contingent claims with unbounded payoffs +Geometry of polar wedges and super-replication prices in incomplete financial markets +On random measures, unordered sums and discontinuities of the first kind +A functional limit theorem for the profile of search trees +On the dynamic programming approach for the 3D Navier-Stokes equations +Stochastic nonlinear Schrodinger equations driven by a fractional noise - Well posedness, large deviations and support +Rates of convergence of means of Euclidean functionals +Small noise asymptotic of the timing jitter in soliton transmission +Information Geometry of Random Matrix Models +Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation +Pathwise stationary solutions of stochastic Burgers equations with $L^2[0,1]$-noise and stochastic Burgers integral equations on infinite horizon +The size of random fragmentation trees +A law of large numbers for finite-range dependent random matrices +Classes of Skorokhod Embeddings for the Simple Symmetric Random Walk +Interpolation of Random Hyperplanes +Asymptotics for rooted planar maps and scaling limits of two-type spatial trees +Statistical aspects of the fractional stochastic calculus +Occupation time limits of inhomogeneous Poisson systems of independent particles +Existence of martingale and stationary suitable weak solutions for a stochastic Navier-Stokes system +Regularity of transition semigroups associated to a 3D stochastic Navier-Stokes equation +On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE +On the Markov property of strong solutions to SDE with generalized coefficients +A special set of exceptional times for dynamical random walk on $\Z^2$ +Renormalization and convergence in law for the derivative of intersection local time in R^2 +Chaotic temperature dependence at zero temperature +Sharp probability estimates for generalized Smirnov statistics +The Exact Value for European Options on a Stock Paying a Discrete Dividend +Lower bounds for tails of sums of independent symmetric random variables +A formula of total probability with interference term and the Hilbert space representation of the contextual Kolmogorovian model +Vertex Degree of Random Geometric Graph on Exponentially Distributed Points +On random Cameo graphs with independent edges Part I: path connectivity and essential diameter +A Markov chain on permutations which projects to the PASEP +Estimating heavy-tail exponents through max self-similarity +Adaptive Weak Approximation of Diffusions with Jumps +Analysis of top-swap shuffling for genome rearrangements +Exploration trees and conformal loop ensembles +Asymptotic density in quasi-logarithmic additive number systems +Approximation by the Dickman distribution and quasi-logarithmic combinatorial structures +The small-time behaviour of diffusion and time-changed diffusion processes on the line +A Tanaka formula for the derivative of intersection local time in $\reals^1$ +The emergence of the deterministic Hodgkin--Huxley equations as a limit from the underlying stochastic ion-channel mechanism +The Choquet-Deny equation in a Banach space +Conley index for random dynamical systems +On Uniformly Subelliptic Operators and Stochastic Area +Stochastic Lagrangian Transport and Generalized Relative Entropies +Counting Knight's Tours through the Randomized Warnsdorff Rule +Complex determinantal processes and H1 noise +The Burkholder-Davis-Gundy Inequality for Enhanced Martingales +Quantum stochastic convolution cocycles +Number variance of random zeros on complex manifolds +Moments of characteristic polynomials for compact symmetric spaces and Jack polynomials +Tail estimates for sums of variables sampled from a random walk +Limiting Laws of Linear Eigenvalue Statistics for Unitary Invariant Matrix Models +Entropy method for the left tail +Logarithmic speeds for one-dimensional perturbed random walk in random environment +Modified log-Sobolev inequalities and isoperimetry +Random walk in random environment with asymptotically zero perturbation +Tightness for the interfaces of one-dimensional voter models +Characterization of LIL behavior in Banach space +Capacitive flows on a 2D random net +First-passage competition with different speeds: positive density for both species is impossible +Fluctuation properties of the TASEP with periodic initial configuration +Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models +The Problem of Small Unilateral Deviations: the Existence of Decay Exponents +Central Limit Theorems for Non-Invertible Measure Preserving Maps +Smile Asymptotics II: Models with Known Moment Generating Function +Loop statistics in the toroidal honeycomb dimer model +Sub-Gaussian short time asymptotics for measure metric Dirichlet spaces +Random walk on graphs with regular resistance and volume growth +Constrained exchangeable partitions +Conformal Random Geometry +Propagation Time in Stochastic Communication Networks +Complete localisation in the parabolic Anderson model with Pareto-distributed potential +Growth and roughness of the interface for ballistic deposition +Time change approach to generalized excursion measures, and its application to limit theorems +Measure Concentration of Markov Tree Processes +An intrinsic metric for power spectral density functions +Asymptotic behavior of a generalized TCP congestion avoidance algorithm +On Products of Random Matrices and certain Hecke Algebras associated with Groups of $2\times 2$ Matrices +Exact connections between current fluctuations and the second class particle in a class of deposition models +Boundary Partitions in Trees and Dimers +Localized large sums of random variables +Mixed powers of generating functions +Incubation periods under various anti-retroviral therapies in homogeneous mixing and age-structured dynamical models: A theoretical approach +Variational inequalities in Hilbert spaces with measures and optimal stopping problems +Order of current variance and diffusivity in the asymmetric simple exclusion process +A note of spaces of test and generalized functions of Poisson white noise +Functional spaces and operators connected with some L\'evy noises +Levy Processes, Generators +Mott law as upper bound for a random walk in a random environment +Analysis and geometry on $R_+$-marked configuration spaces +On a spectral representation for correlation measures in configuration space analysis +Analysis and geometry on marked configuration spaces +Operators of Gamma white noise analysis +On the correlation measure of a family of commuting Hermitian operators with applications to particle densities of the quasi-free representations of the CAR and CCR +Coincidence of Lyapunov exponents for random walks in weak random potentials +Image of the spectral measure of a Jacobi field and the corresponding operators +Multiagent models in time-varying and random environment +De Rham cohomology of configuration spaces with Poisson measure +Laplace operators and diffusions in tangent bundles over Poisson spaces +Laplace operators on differential forms over configuration spaces +Equivalence of ensembles for two-species zero-range invariant measures +Upcrossing inequalities for stationary sequences and applications +On processes which cannot be distinguished by finitary observation +Dynamics & Stochastics: Festschrift in honor of M. S. Keane +Coverage of space in Boolean models +Decompositions of the free additive convolution +Branching random walk with exponentially decreasing steps, and stochastically self-similar measures +A functional central limit theorem for the M/GI/$\infty$ queue +Heavy tail properties of stationary solutions of multidimensional stochastic recursions +Markovianity in space and time +Strong invariance principle for dependent random fields +Inverting Random Functions III: Discrete MLE Revisited +Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line +On random walks in random scenery +Recurrence of cocycles and stationary random walks +Weak stability and generalized weak convolution for random vectors and stochastic processes +Linearly edge-reinforced random walks +Random walk in random scenery: A survey of some recent results +Proof of a conjecture of N. Konno for the 1D contact process +Invariance principles for fractionally integrated nonlinear processes +A note on percolation in cocycle measures +On the asymptotic behaviour of random recursive trees in random environment +Chen series and Atiyah-Singer index theorem +Asymptotics of unitary and othogonal matrix integrals +High order expansion of matrix models and enumeration of maps +Random Dynamical Systems +Random walk on the incipient infinite cluster for oriented percolation in high dimensions +Stationary and Nonequilibrium Fluctuations in Boundary Driven Exclusion Processes +Evolution of the interfaces in a two dimensional Potts model +Symmetric and centered binomial approximation of sums of locally dependent random variables +An impact of stochastic dynamic boundary conditions on the evolution of the Cahn-Hilliard system +Invasion percolation on regular trees +On two biased graph processes +Damage segregation at fissioning may increase growth rates: A superprocess model +On the absence of ferromagnetism in typical 2D ferromagnets +Equilibrium Glauber dynamics of continuous particle systems as a scaling limit of Kawasaki dynamics +Measure Concentration of Hidden Markov Processes +Slow movement of random walk in random environment on a regular tree +A note on the Menchov-Rademacher Inequality +Eigenvalue Statistics for CMV Matrices: From Poisson to Clock via Circular Beta Ensembles +Isoperimetric inequalities and mixing time for a random walk on a random point process +The ODE method for stability of skip-free Markov chains with applications to MCMC +Stochastic Stokes' drift of a flexible dumbbell +Translated Poisson approximation using exchangeable pair couplings +Mean-variance Hedging in the Discontinuous Case +Large deviations bound for semiflows over a non-uniformly expanding base +Tug of war with noise: a game theoretic view of the p-Laplacian +Asymptotic behavior of random determinants in the Laguerre, Gram and Jacobi ensembles +Some thoughts on multiparameter stochastic processes +Inequalities related to the error function +Stochastic Stokes' drift with inertia +Some Properties of Annulus SLE +$L^p$ moduli of continuity of Gaussian processes and local times of symmetric L\'\u007be\u007dvy processes +The Modulo 1 Central Limit Theorem and Benford's Law for Products +Asymptotic results for empirical measures of weighted sums of independent random variables +On the large scale behavior of super-Brownian motion in three dimensions with a single point source +Parametric estimation for the standard and geometric telegraph process observed at discrete times +Central limit theorem for random partitions under the Plancherel measure +Frequent points for random walks in two dimensions +On characterisation of Markov processes via martingale problems +Computing strategies for achieving acceptability +Characterization of the optimal plans for the Monge-Kantorovich transport problem +Stationary Symmetric alpha-Stable Discrete Parameter Random Fields +Simple Systems with Anomalous Dissipation and Energy Cascade +The topological structure of scaling limits of large planar maps +Estimates and structure of $\alpha$-harmonic functions +A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths +Large deviation principles for empirical measures of colored random graphs +Stochastic geometry of critical curves, Schramm-Loewner evolutions, and conformal field theory +Fluctuations of the front in a one dimensional model of X+Y-->2X +Large deviation principles for empirical measures of coloured random graphs +Zeros of Random Analytic Functions +Nonequilibrium density fluctuations for the zero range process with colour +The moment problem with bounded density +Asymptotic entropy and green speed for random walks on countable groups +Coalescent tree based functional representations for some Feynman-Kac particle models +Feedback stabilization for Oseen fluid equations:A stochastic approach +Law of Large Numbers for products of random matrices with coefficients in the max-plus semi-ring +Infinitely Many Stochastically Stable Attractors +Attractors and Time Averages for Random Maps +Mirror couplings and Neumann eigenfunctions +Convergence rates of random walk on irreducible representations of finite groups +Probing the tails of the ground state energy distribution for the directed polymer in a random medium of dimension $d=1,2,3$ via a Monte-Carlo procedure in the disorder +The Probability of Choosing Primitive Sets +Non parametric threshold estimation for models with stochastic diffusion coefficients and jumps +An isoperimetric inequality on the $\ell_p$ balls +Invariant manifold reduction for stochastic dynamical systems +Counting faces of randomly-projected polytopes when the projection radically lowers dimension +Predictability of the Burgers dynamics under model uncertainty +On the (ab)use of statistics in the legal case against the nurse Lucia de B +Beta ensembles, stochastic Airy spectrum, and a diffusion +Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha-stable processes +Nonintersecting Brownian excursions +Probability density for a hyperbolic SPDE with time dependent coefficients +Examples of Condition (T) for Diffusions in a Random Environment +Monotonicity and non-monotonicity of domains of stochastic integral operators +Moment estimates for L\'\u007be\u007dvy Processes +The spectral dimension of generic trees +Upper large deviations for the maximal flow in first passage percolation +On the small maximal flows in first passage percolation +Weighted uniform consistency of kernel density estimators with general bandwidth sequences +Shape of territories in some competing growth models +On the Spectral Gap for Convex Domains +Stochastic parameterization for large eddy simulation of geophysical flows +The axiomatic melting pot. Teaching probability theory in Prague during the 1930's +Time Consistent Dynamic Risk Processes, Cadlag Modification +On twin primes associated with the Hawkins random sieve +Dualities for Multi-State Probabilistic Cellular Automata +Multiscale analysis of exit distributions for random walks in random environments +The bead model and limit behaviors of dimer models +The bead model & limit behaviors of dimer models +Annealing diffusions in a slowly growing potential +Biased random-to-top shuffling +Complete corrected diffusion approximations for the maximum of a random walk +Error estimates for binomial approximations of game options +Central limit theorems for Poisson hyperplane tessellations +Width and mode of the profile for some random trees of logarithmic height +Variance-optimal hedging for processes with stationary independent increments +A theoretical framework for the pricing of contingent claims in the presence of model uncertainty +Continuous-time GARCH processes +Percolation in a hierarchical random graph +Average optimality for continuous-time Markov decision processes in polish spaces +Asymptotics of solutions to semilinear stochastic wave equations +Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate +On the domain of attraction for the lower tail in Wicksell's corpuscle problem +Tail estimates for homogenization theorems in random media +Transportation Distance and the Central Limit Theorem +Accuracy of state space collapse for earliest-deadline-first Queues +Optimal scaling for partially updating MCMC algorithms +High-frequency asymptotics for subordinated isotropic fields on an Abelian compact group +A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail +Concentration for norms of infinitely divisible vectors with independent components +Median, Concentration and Fluctuation for L\'evy Processes +Random Trees in Electrical Networks +Concentration inequalities and asymptotic results for ratio type empirical processes +Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes +Traces of symmetric Markov processes and their characterizations +On the absolute continuity of L\'\u007be\u007dvy processes with drift +Logarithmic Sobolev inequality for the inhomogeneous zero range process +Eigenvalues of GUE Minors +On the transience of processes defined on Galton--Watson trees +Some properties for superprocess under a stochastic flow +Average volume, curvatures, and Euler characteristic of random real algebraic varieties +Sample Path Properties of Bifractional Brownian Motion +Concentration for Infinitely Divisible Vectors with Independent Components +Ends in free minimal spanning forests +Asymptotic expansions for sums of block-variables under weak dependence +Boundary Behavior of Harmonic Functions for Truncated Stable Processes +Scaling limit for trap models on $\mathbb\u007bZ\u007d^d$ +Some characterizations of the spherical harmonics coefficients for isotropic random fields +SLE and alpha-SLE driven by Levy processes +Intrinsic Ultracontractivity for Non-symmetric Levy Processes +A central limit theorem for stochastic recursive sequences of topical operators +The noise in the circular law and the Gaussian free field +Quasi-compactness and absolutely continuous kernels, applications to Markov chains +Periodic attractors of random truncator maps +Isotropic random walks on affine buildings +Modeling financial assets without semimartingales +Intrinsic Ultracontractivity for Levy processes +A Central Limit Theorem for biased random walks on Galton-Watson trees +Superprocesses with Dependent Spatial Motion and General Branching Densities +Expectation, Conditional Expectation and Martingales in Local Fields +Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion +Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits +Non-differentiable Skew Convolution Semigroups and Related Ornstein-Uhlenbeck Processes +Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration +Skew Convolution Semigroups and Related Immigration Processes +Construction of Immigration Superprocesses with Dependent Spatial Motion from One-Dimensional Excursions +Non-local Branching Superprocesses and Some Related Models +Branching processes with immigration and related topics +Representation of functionals of Ito processes and their first exit times +Approximation of stationary processes by Hidden Markov Models +Functionals of Brownian bridges arising in the current mismatch in D/A-converters +Operator space embedding of Lq into Lp +0--1 laws for regular conditional distributions +Analysis of the Rosenblatt process +Representation of functionals of Ito processes in bounded domains via parabolic Ito equations +A limit theorem of discrete Galton-Watson branching processes with immigration +Backward parabolic Ito equations and second fundamental inequality +Comment on "Sequential Monte Carlo for Bayesian Computation" (P. Del Moral, A. Doucet, A. Jasra) +Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials +Construction of some Quantum Stochastic Operator Cocycles by the Semigroup Method +Multivariate risks and depth-trimmed regions +A Vector-Valued Almost Sure Invariance Principle for Hyperbolic Dynamical Systems +Rate of Convergence of Implicit Approximations for stochastic evolution equations +Spectral gap estimate for fractional Laplacian +Random walks on hypergroup of conics in finite fields +On the number of clusters for planar graphs +Rates of convergence of a transient diffusion in a spectrally negative L\'\u007be\u007dvy potential +Martin boundary of a killed random walk on a half-space +Weak Convergence of Laws on R^\u007bK\u007d with Common Marginals +Second Order Freeness and Fluctuations of Random Matrices, III. Higher order freeness and free cumulants +Stochastic calculus of variations for general L\'evy processes and its applications to jump-type SDE's with non-degenerated drift +Dimension estimates for invariant measures of contracting-on-average iterated function systems +Multivariable Christoffel-Darboux Kernels and Characteristic Polynomials of Random Hermitian Matrices +Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process +A weakness in strong localization for Sinai's walk +Quasi-invariant measures on the path space of a diffusion +Globally centered discrete snakes +Genealogy of catalytic branching models +Dynamical models for circle covering: Brownian motion and Poisson updating +A Discrete It\^o Calculus Approach to He's Framework for Multi-Factor Discrete Markets +On the free energy of a directed polymer in a Brownian environment +Significant edges in the case of a non-stationary Gaussian noise +Free Jacobi Process +Flow properties of differential equations driven by fractional Brownian motion +Truels, or the survival of the weakest +Identification d'un processus autor\'\u007be\u007dgressif gaussien stable par la m\'\u007be\u007dthode de moyennisation logarithmique +Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor +Stable semigroups on homogeneous trees and hyperbolic spaces +Student's t-test without symmetry conditions +Sharp edge, vertex, and mixed Cheeger type inequalities for finite Markov kernels +Numerical study of the directed polymer in a 1+3 dimensional random medium +Parameter-based Fisher's information of orthogonal polynomials +A discrete invitation to quantum filtering and feedback control +Some properties of exponential integrals of L\'evy processes and examples +Projection formulas for orthogonal polynomials +Hitting times for Gaussian processes +Gaussian marginals of convex bodies with symmetries +The Poisson boundary of lamplighter random walks on trees +Recurrence and Transience for Branching Random Walks in an iid Random Environment +Wiener integrals, Malliavin calculus and covariance measure structure +The knee-jerk mapping +Symmetric $(q,\alpha)$-Stable Distributions. Part II: Second Representation +Symmetric $(q,\alpha)$-Stable Distributions. Part I: First Representation +Shuffling cards for blackjack, bridge, and other card games +Sieving and the Erd\u007b\H o\u007ds-Kac theorem +Long-time behavior of stochastic model with multi-particle synchronization +Optimal control for rough differential equations +Simple Transient Random Walks in One-dimensional Random Environment: the Central Limit Theorem +Singular probability distributions and fractal properties of sets of real numbers defined by the asymptotic frequencies of their s-adic digits +The Ostrogradsky series and related probability measures +Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials +Zeros of random polynomials on C^m +Digital search trees and chaos game representation +Asymptotic behaviour of the simple random walk on the 2-comb +On the Brownian meander and excursion conditioned to have a fixed time average +On the Average Number of Sharp Crossings of Certain Gaussian Random Polynomials +Quasi stationary distributions and Fleming-Viot processes in countable spaces +A version of H\"ormander's theorem for the fractional Brownian motion +Intermittency on catalysts: symmetric exclusion +Monotonicity, asymptotic normality and vertex degrees in random graphs +On the maximum queue length in the supermarket model +Dynamical stability of percolation for some interacting particle systems and $\epsilon$-movability +The size of components in continuum nearest-neighbor graphs +Optimal Data-Based Binning for Histograms +Modelling Derivatives Pricing Mechanisms with Their Generating Functions +Spatial birth and death processes as solutions of stochastic equations +Large deviations for sums defined on a Galton-Watson process +The largest eigenvalue of rank one deformation of large Wigner matrices +Partition function of periodic isoradial dimer models +On dual processes of non-symmetric diffusions with measure-valued drifts +Estimates on Green functions and Schrodinger-type equations for non-symmetric diffusions with measure-valued drifts +On Taylor dispersion in oscillatory channel flows +Exponential Approximation by Stein's Method and Spectral Graph Theory +Random polymers and delocalization transitions +Phase transitions in a piecewise expanding coupled map lattice with linear nearest neighbour coupling +On classes of non-Gaussian asymptotic minimizers in entropic uncertainty principles +Potential Theory of Truncated Stable Processes +Zero-one laws for binary random fields +On Stable Pareto Laws in a Hierarchical Model of Economy +An algebraic approach to Polya processes +Random real trees +Large deviations for weighted empirical mean with outliers +Stability of processor sharing networks with simultaneous resource requirements +On the Likelihood of Comparability in Bruhat Order +On the occupation measure of super-Brownian motion +About the proof of the so called exact classical confidence intervals. Where is the trick? +Generalized 3G theorem and application to relativistic stable process on non-smooth open sets +Universality for the distance in finite variance random graphs: Extended version +Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of L\'evy processes +Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space +Imbalance attractors for a strategic model of market microstructure +Small Deviations of Gaussian Random Fields in $L_q$--Spaces +Resampling from the past to improve on MCMC algorithms +Hybrid dynamics for currency modeling +Decay Properties of the Connectivity for Mixed Long Range Percolation Models on $\Z^d$ +Poisson limits for empirical point processes +An explicit bound on the Logarithmic Sobolev constant of weakly dependent random variables +Poisson approximations for the Ising model +Estimates of Green Function for some perturbations of fractional Laplacian +Weak approximation of stochastic differential equations and application to derivative pricing +The Freidlin-Wentzell LDP with rapidly growing coefficients +Contour lines of the two-dimensional discrete Gaussian free field +Toward the best constant factor for the Rademacher-Gaussian tail comparison +How T-cells use large deviations to recognize foreign antigens +A limit theorem for the maximal interpoint distance of a random sample in the unit ball +Multiserver queueing systems with retrials and losses +$t^\u007b1/3\u007d$ Superdiffusivity of Finite-Range Asymmetric Exclusion Processes on $\mathbb Z$ +The Multiparameter Fractional Brownian Motion +On the behavior of random walk around heavy points +Behavior of a second class particle in Hammersley's process +Random matrix central limit theorems for nonintersecting random walks +The configurational measure on mutually avoiding SLE paths +Loop-free Markov chains as determinantal point processes +Anchored Critical Percolation Clusters and 2-D Electrostatics +Expected Number of Local Maxima of Some Gaussian Random Polynomials +Ito maps and analysis on path spaces +Compressing redundant information in Markov chains +Coherent measurement of factor risks +Sur le nombre de points visit\'\u007be\u007ds par une marche al\'\u007be\u007datoire sur un amas infini de percolation +Optimal stopping of Hunt and L\'evy processes +Large deviations and a Kramers' type law for self-stabilizing diffusions +Equilibrium with coherent risk +On the range of the simple random walk bridge on groups +Pricing with coherent risk +CAPM, rewards, and empirical asset pricing with coherent risk +Pricing and hedging in incomplete markets with coherent risk +Two-Dimensional Critical Percolation: The Full Scaling Limit +The Heckman-Opdam Markov processes +A Central Limit Theorem for Convex Sets +Operators associated with the soft and hard spectral edges of unitary ensembles +Generalization of the Borel-Cantelli Lemma +Tug-of-war and the infinity Laplacian +A Delayed Black and Scholes Formula II +Estimation in spin glasses: A first step +A Delayed Black and Scholes Formula I +On Gaussian Marginals of Uniformly Convex Bodies +Criticality of the Exponential Rate of Decay for the Largest Nearest Neighbor Link in Random Geometric Graph +Epidemic branching processes with and without vaccination +An Implicit Euler Scheme with Non-uniform Time Discretization for Heat Equations with Multiplicative Noise +On the topological Properties of the One Dimensional Exponential Random Geometric Graph +A Strong Law for the Largest Nearest-Neighbor Link on Normally Distributed Points +On Continuity Properties of the Law of Integrals of L\'\u007be\u007dvy Processes +Proliferation Model Dependence in Fluctuation Analysis: The Neutral Case +Limit theorems for random point measures generated by cooperative sequential adsorption +Stable convergence of multiple Wiener-It\^\u007bo\u007d integrals +Stable convergence of generalized stochastic integrals and the principle of conditioning: L^2 theory +Ranked Fragmentations +Wrapping Brownian motion and heat kernels on compact Lie groups +Portmanteau theorem for unbounded measures +Moments of minors of Wishart matrices +Critical Percolation Exploration Path and SLE(6): a Proof of Convergence +On the rate of convergence of a regular martingale related to the branching random walk +Regular variation in the branching random walk +Asymptotic properties of realized power variations and related functionals of semimartingales +The geometry of Brownian surfaces +A Short Note on Stationary Distributions of Unichain Markov Decision Processes +Critical properties and finite--size estimates for the depinning transition of directed random polymers +Infinite volume limits of polymer chains with periodic charges +Numerical Homogenization of the Acoustic Wave Equations with a Continuum of Scales +Local limit theorems for finite and infinite urn models +Asymptotic expansions for distributions of compound sums of light subexponential random variables +Local Time in Parisian Walkways +Some results for poisoning in a catalytic model +Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments +Network Delay Inference from Additive Metrics +Eigenvalues of non-reversible Markov chains: their connection to mixing times +Two-Dimensional Scaling Limits via Marked Nonsimple Loops +Stein's method for concentration inequalities +Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models +A local limit theorem with speed of convergence for Euclidean algorithms and diophantine costs +Verification Theorems for Stochastic Optimal Control Problems via a Time Dependent Fukushima - Dirichlet Decomposition +Weak Dirichlet processes with a stochastic control perspective +Duals and thinnings of some relatives of the contact process +A mean-field analysis of community structure in social and kin networks +The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance +Stochastic derivatives for fractional diffusions +Time-Changed Bessel Processes and Credit Risk +Localizing Volatilities +Getting real with real options +Model robustness of finite state nonlinear filtering over the infinite time horizon +Moderate deviations for random walk in random scenery +Spatial Neutral to the Right Species Sampling Mixture Models +The 1-d stochastic wave equation driven by a fractional Brownian motion +R-local Delaunay inhibition model +The LIL for canonical $U$-statistics +On the connectivity of the Poisson process on fractals +The moment problem on the Wiener space +Processor Sharing Queues with Impatience +Attracting edge and strongly edge reinforced walks +Heuristics for The Whitehead Minimization Problem +Two non-regular extensions of large deviation bound +Non-equilibrium theory of the allele frequency spectrum +The effective bandwidth problem revisited +Heavy tails in last-passage percolation +Limiting behavior of the distance of a random walk +Semi-Selfdecomposable Laws in the Minimum Scheme +A Family of non-Gaussian Martingales with Gaussian Marginals +Stochastic equations with time-dependent drift driven by Levy processes +Maximum principle for SPDEs and its applications +Laws and Likelihoods for Ornstein Uhlenbeck-Gamma and other BNS OU Stochastic Volatilty models with extensions +The coding of compact real trees by real valued functions +On the future infimum of positive self-similar Markov processes +On the overlap in the multiple spherical SK models +When the law of large numbers fails for increasing subsequences of random permutations +A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2 +Cavity method in the spherical Sherrington-Kirkpatrick model +The maximum of the local time of a diffusion process in a drifted Brownian potential +Invasion and adaptive evolution for individual-based spatially structured populations +Behavior of the Euler scheme with decreasing step in a degenerate situation +Processes with inert drift +Exchangeable partitions derived from Markovian coalescents +Large deviations for many Brownian bridges with symmetrised initial-terminal condition +The zeros of Gaussian random holomorphic functions on $\C^n$, and hole probability +On the asymptotic distribution of certain bivariate reinsurance treaties +Stationarity of pure delay systems and queues with impatient customers via stochastic recursions +Correction. Connect The Dots: How Many Random Points Can A Regular Curve Pass Through? +Ergodic theory for SDEs with extrinsic memory +Quenched nonequilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder +The Metastability Threshold for Modified Bootstrap Percolation in d Dimensions +Lifetime asymptotics of iterated Brownian motion in R^\u007bn\u007d +Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE and LUE +Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter less than 1/2 +Log-concavity and the maximum entropy property of the Poisson distribution +Conditioned stable L\'\u007be\u007dvy processes and Lamperti representation +Scattering length for stable processes +Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games +On the number of circuits in random graphs +On Raw Coding of Chaotic Dynamics +A Geometrical Structure for an Infinite Oriented Cluster and its Uniqueness +Ultrametric random field +Limit theory for the random on-line nearest-neighbour graph +Explicit laws of large numbers for random nearest-neighbour type graphs +A generalization of the central limit theorem consistent with nonextensive statistical mechanics +A new random mapping model +Probabilistic approach for granular media equations in the non uniformly convex case +Hedging discontinuous stochastic volatility models +Application of Random Matrix Theory to Multivariate Statistics +A shorter proof of Kanter's Bessel function concentration bound +Theorems Limit With Weight For The Vectorial Martingales To Continuous Time +Convergence of approximations of monotone gradient systems +Statistical properties of topological Collet-Eckmann maps +On the Inference of Spatial Continuity using Spartan Random Field Models +Convex geometry of max-stable distributions +Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators +Superdiffusive behavior for a Brownian polymer in a Gaussian medium +Transient random walks on a strip in a random environment +Process level moderate deviations for stabilizing functionals +Weak disorder for low dimensional polymers: The model of stable laws +Weak survival for branching random walks on graphs +Large Deviations for Past-Dependent Recursions +Testing statistical hypothesis on random trees and applications to the protein classification problem +A subdiffusive behaviour of recurrent random walk in random environment on a regular tree +On the collision between two PNG droplets +Some strong limit theorems for the largest entries of sample correlation matrices +Individual versus cluster recoveries within a spatially structured population +Large deviation asymptotics and control variates for simulating large functions +Mean field convergence of a model of multiple TCP connections through a buffer implementing RED +Right-Permutative Cellular Automata on Topological Markov Chains +Second class particles and cube root asymptotics for Hammersley's process +Stochastic spatial models of host-pathogen and host-mutualist interactions I +On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions +Asymptotic theorems of sequential estimation-adjusted urn models +State Dependent Utility +Dynamics of trap models +The arcsine law as a universal aging scheme for trap models +A zero-one law for first-order logic on random images +Pattern densities in fluid dimer models +Discrete It\^o Formulas and Their Applications to Stochastic Numerics +Universality for mathematical and physical systems +Probabilistic Gene Regulatory Networks, isomorphisms of Markov Chains +Special homomorphisms between Probabilistic Gene Regulatory Networks +On finite-dimensional projections of distributions for solutions of randomly forced PDE's +Cube root fluctuations for the corner growth model associated to the exclusion process +Induced gelation in a two-site spatial coagulation model +Simulation of Discrete Systems using Probabilistic Sequential Systems +Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time +Passage of L\'evy Processes across Power Law Boundaries at Small Times +Convergence rates for density estimators of weakly dependent time series +A forward--backward stochastic algorithm for quasi-linear PDEs +An invariance principle for weakly dependent stationary general models +On the Critical Behavior at the Lower Phase Transition of the Contact Process +Continuity for self-destructive percolation in the plane +Stochastic Dynamics of Discrete Curves and Exclusion Processes. Part 1: Hydrodynamic Limit of the ASEP System +Overshoots and undershoots of L\'\u007be\u007dvy processes +Analysis of top to bottom-$k$ shuffles +The maximum of a random walk reflected at a general barrier +A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients +Strong localization and macroscopic atoms for directed polymers +Elements of Stochastic Calculus via Regularisation +On a nonhierarchical version of the generalized random energy model +Self-similarity and fractional Brownian motions on Lie groups +K-processes, scaling limit and aging for the REM-like trap model +Fragmentation at height associated to L\'\u007be\u007dvy processes +Asymptotics for the small fragments of the fragmentation at nodes +Game-theoretic versions of strong law of large numbers for unbounded variables +On the 2D Ising Wulff crystal near criticality +Joint Singular Value Distribution of Two Correlated Rectangular Gaussian Matrices and Its Application +Large deviations and laws of the iterated logarithm for the local times of additive stable processes +2-fold and 3-fold mixing: why 3-dot-type counterexamples are impossible in one dimension +A diluted version of the perceptron model +Weak Disorder in Fibonacci Sequences +Translation-invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom +Regular Variation and Smile Asymptotics +Threshold $theta geq 2$ contact processes on homogeneous trees +Stochastic equation on compact groups in discrete negative time +The Lebesgue decomposition of the free additive convolution of two probability distributions +Freezing transition of the directed polymer in a $1+d$ random medium : location of the critical temperature and unusual critical properties +Multicritical continuous random trees +Design Flaws in the Implementation of the Ziggurat and Monty Python methods (and some remarks on Matlab randn) +Processes on Unimodular Random Networks +Recurrence of random walk traces +The time evolution of permutations under random stirring +On decomposing risk in a financial-intermediate market and reserving +Rigorous Inequalities between Length and Time Scales in Glassy Systems +Bessel convolutions on matrix cones: Algebraic properties and random walks +On inequalities for sums of bounded random variables +Moderate deviations for some point measures in geometric probability +Deviation bounds for additive functionals of Markov process +Correction. Improper regular conditional distributions +Correction. Central limit theorems for additive functionals of the simple exclusion process +Large n limit of Gaussian random matrices with external source, Part III: Double scaling limit +Estimation of anisotropic Gaussian fields through Radon transform +Finitely additive beliefs and universal type spaces +Large deviation for diffusions and Hamilton--Jacobi equation in Hilbert spaces +Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space +Operator Scaling Stable Random Fields +Exponential Random Energy Model +Random Energy Model with Compact Distributions +On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control +Markov selections for the 3D stochastic Navier-Stokes equations +Gaussian estimates for spatially inhomogeneous random walks on $\u007b\mathbf\u007bZ\u007d\u007d^d$ +The boundary of the Eulerian number triangle +Martingale selection problem and asset pricing in finite discrete time +On the density of properly maximal claims in financial markets with transaction costs +Martingale selection theorem for a stochastic sequence with relatively open convex values +A Max-AR(1) Model with Max-Semistable Marginals +Sparse reconstruction by convex relaxation: Fourier and Gaussian measurements +Exact inequalities for sums of asymmetric random variables, with applications +A Gaussian kinematic formula +On random almost periodic trigonometric polynomials and applications to ergodic theory +Large deviation approach to non equilibrium processes in stochastic lattice gases +Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups +Notes on the two-dimensional fractional Brownian motion +Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing +Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic +Genealogical particle analysis of rare events +Atlas models of equity markets +The loop-erased random walk and the uniform spanning tree on the four-dimensional discrete torus +A theory of stochastic integration for bond markets +Exact simulation of diffusions +Rates for branching particle approximations of continuous-discrete filters +Workload reduction of a generalized Brownian network +Error expansion for the discretization of Backward Stochastic Differential Equations +Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard +A modified Poincare inequality and its application to First Passage Percolation +Spectral gaps in Wasserstein distances and the 2D stochastic Navier--Stokes equations +Maturity randomization for stochastic control problems +Functional large deviations for multivariate regularly varying random walks +Small time path behavior of double stochastic integrals and applications to stochastic control +Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns +The expected number of zeros of a random system of $p$-adic polynomials +Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales +Two connections between random systems and non-Gibbsian measures +Accuracy of Diffusion Approximations for High Frequency Markov Data +Small time asymptotics in local limit theorems for Markov chains converging to diffusions +The ratio set of the harmonic measure of a random walk on a hyperbolic group +A frequentist framework of inductive reasoning +Discretisation of stochastic control problems for continuous time dynamics with delay +Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes +Optimally coupling the Kolmogorov diffusion, and related optimal control problems +Restricting SLE(8/3) to an annulus +Distortion mismatch in the quantization of probability measures +Stochastic Generalized Porous Media and Fast Diffusion Equations +Euler Estimates of Rough Differential Equations +On the connection between Molchan-Golosov and Mandelbrot-Van Ness representations of fractional Brownian motion +Complex analysis methods in noncommutative probability +Dual Representation as Stochastic Differential Games of Backward Stochastic Differential Equations and Dynamic Evaluations +Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations +On permanental polynomials of certain random matrices +A Parrondo Paradox in Reliability Theory +Invariance principles for random walks conditioned to stay positive +An Autoregressive Model with Semi-stable Marginals +A Sub-Gaussian Berry-Esseen Theorem for the Hypergeometric Distribution +Recognising the Last Record of a Sequence +Critical Branching Regenerative Processes with Migration +Quantum stochatic integrals and Doob-Meyer decomposition +Limit Theorems in Free Probability Theory I +Random series of functions and applications +No-arbitrage and closure results for trading cones with transaction costs +Isoperimetric-type inequalities for iterated Brownian motion in R^n +Statistics of low energy excitations for the directed polymer in a $1+d$ random medium ($d=1,2,3$) +Conformally invariant scaling limits (an overview and a collection of problems) +Tableaux combinatorics for the asymmetric exclusion process +Beta-coalescents and continuous stable random trees +Wasserstein distance on configuration space +Sample path large deviations for queueing networks with Bernoulli routing +Exclusion processes in higher dimensions: Stationary measures and convergence +Moments of convex distribution functions and completely alternating sequences +Large deviations estimates for self-intersection local times for simple random walk in $\Z^3$ +Multifractal spectra and precise rates of decay in homogeneous fragmentation +A correspondence principle between (hyper)graph theory and probability theory, and the (hyper)graph removal lemma +Stationary Solutions of SPDEs and Infinite Horizon BDSDEs +On the speed of the one-dimensional excited random walk in the transient regime +Rough Path Analysis Via Fractional Calculus +Exact conditions for countable inclusion-exclusion identity and extensions +A data-reconstructed fractional volatility model +The Brownian Frame Process as a Rough Path +Variational Bounds for the Generalized Random Energy Model +Perpetual integral functionals of diffusions and their numerical computations +Functional quantization rate and mean regularity of processes with an application to L\'evy processes +Metastable Behaviour of Small Noise Levy-Driven Diffusions +Moderate deviations for the range of planar random walks +Propagation of Memory Parameter from Durations to Counts +An introduction to quantum filtering +Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation +Hadamard functions of inverse M-Matrices +Strong disorder implies strong localization for directed polymers in a random environment +Brownian local minima, random dense countable sets and random equivalence classes +Evolution of discrete populations and the canonical diffusion of adaptive dynamics +The maximum entropy ansatz in the absence of a time arrow: fractional pole models +Limiting velocity of high-dimensional random walk in random environment +Symmetrization of Bernoulli +Reflecting a Langevin Process at an Absorbing Boundary +Configurations of balls in Euclidean space that Brownian motion cannot avoid +Structure Theorem for (d,g,h)-Maps +Capital Requirement for Achieving Acceptability +Coagulation Fragmentation Laws Induced By General Coagulations of Two-Parameter Poisson-Dirichlet Processes +The hypergroup property and representation of Markov kernels +A generalization of Strassen's functional LIL +Differential equations driven by H\"\u007bo\u007dlder continuous functions of order greater than 1/2 +Thermal Conductivity for a Momentum Conserving Model +Number of Complete N-ary Subtrees on Galton-Watson Family Trees +Correcting Newton--C\^\u007bo\u007dtes integrals by L\'\u007be\u007dvy areas +Uniform in bandwidth consistency of local polynomial regression function estimators +Convexity preserving jump-diffusion models for option pricing +On the Skorokhod Representation Theorem +Pathwise uniqueness for a degenerate stochastic differential equation +Annealed tail estimates for a Brownian motion in a drifted Brownian potential +Error bounds and convergence for American put option pricing based on translation-invariant Markov chains +Isoperimetry between exponential and Gaussian +Large deviations for non-uniformly expanding maps +How many entries of a typical orthogonal matrix can be approximated by independent normals? +Horocyclic products of trees +Reversals of chance in paradoxical games +Random walks and polymers in the presence of quenched disorder +On almost-sure versions of classical limit theorems for dynamical systems +IFSM representation of Brownian motion with applications to simulation +Integral Criteria for Transportation-Cost Inequalities +Order Statistics and Benford's Law +Conservative stochastic Cahn--Hilliard equation with reflection +Critical Galton-Watson processes: The maximum of total progenies within a large window +Recent advances in invariance principles for stationary sequences +Heat Kernel Measure on Central Extension of Current Groups in any Dimension +Correlated Equilibria in Competitive Staff Selection Problem +Stochastic networks with multiple stable points +The Feynman graph representation of convolution semigroups and its applications to L\'\u007be\u007dvy statistics +Free Exponential Families as Kernel Families +On some transformations between positive self--similar Markov processes +Infinite-Dimensional Quadrature and Quantization +Recurrence and transience of excited random walks on $\Z^d$ and strips +A log-Sobolev type inequality for free entropy of two projections +Perfect simulation for a class of positive recurrent Markov chains +Ergodicity and Mixing Properties of the Northeast Model +CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators +The lower envelope of positive self-similar Markov processes +On Sample Functions Behavior of Stable Processes +Random sets of isomorphism of linear operators on Hilbert space +Bulk diffusion in a system with site disorder +Navigation on a Poisson point process +Arbitrary threshold widths for monotone symmetric properties +Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control +Analysis of SPDEs arising in path sampling part II: The nonlinear case +Transient random walks on 2d-oriented lattices +Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case +Crystallization of random trigonometric polynomials +Bulk diffusion of 1D exclusion process with bond disorder +Conditioning by rare sources +Second order asymptotics for matrix models +G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito's type +Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains +Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion +An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability +Analysis of disk scheduling, increasing subsequences and space-time geometry +Small-time behavior of beta coalescents +The submartingale problem for a class of degenerate elliptic operators +Conditioned Galton\u2013Watson trees do not grow +Systematic scan for sampling colorings +Random symmetric matrices are almost surely nonsingular +On the Chung-Diaconis-Graham random process +Duality and evolving set bounds on mixing times +Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution +Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints +No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure +On a fast, robust estimator of the mode: Comparisons to other robust estimators with applications +On Filtering of Markov Chains in Strong Noise +Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies? +A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood Is Hard +Uniform Formulae for Coefficients of Meromorphic Functions in Two Variables. Part I +The Linking Probability of Deep Spider-Web Networks +Sharp thresholds and percolation in the plane +Asymptotics in Knuth's parking problem for caravans +Some conditional correlation inequalities for percolation and related processes +A large-deviations analysis of the GI/GI/1 SRPT queue +Limiting search cost distribution for the move-to-front rule with random request probabilities +Static arbitrage bounds on basket option prices +A Limit Theorem for Financial Markets with Inert Investors +A hybrid search algorithm for the Whitehead Minimization problem +The stationary measure of a 2-type totally asymmetric exclusion process +Counting connected graphs asymptotically +An umbral setting for cumulants and factorial moments +Bootstrap Percolation on Infinite Trees and Non-Amenable Groups +Waiting for a Bat to Fly By (in Polynomial Time) +Simulating a Random Walk with Constant Error +Increments of Random Partitions +Stationary Algorithmic Probability +In-Degree and PageRank of Web pages: Why do they follow similar power laws? +Bayesian Regression of Piecewise Constant Functions +Entropy And Vision +On Learning Thresholds of Parities and Unions of Rectangles in Random Walk Models +Generalized Entropy Power Inequalities and Monotonicity Properties of Information +On the reduction of a random basis +Derivatives of Entropy Rate in Special Families of Hidden Markov Chains +Analyse non standard du bruit +MDL Convergence Speed for Bernoulli Sequences +Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition +Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks +On Performance of Event-to-Sink Transport in Transmit-Only Sensor Networks +A simple stability condition for RED using TCP mean-field modeling +Adaptive Poisson disorder problem +Gaussian limits for multidimensional random sequential packing at saturation (extended version) +Anomalous heat-kernel decay for random walk among bounded random conductances +Directed animals in the gas +Highly robust error correction by convex programming +A New Approach for Capacity Analysis of Large Dimensional Multi-Antenna Channels +Generalized Cauchy identities, trees and multidimensional Brownian motions. Part I: bijective proof of generalized Cauchy identities +Random Subgraphs Of Finite Graphs: III. The Phase Transition For The n-Cube +Destruction of Very Simple Trees +The Average Size of Giant Components between the Double-Jump +Thresholds for virus spread on networks +Tail asymptotics for discrete event systems +Conditional hardness for approximate coloring +Counting without sampling: new algorithms for enumeration problems using statistical physics +Deterministic Random Walks on the Two-Dimensional Grid +The Kesten-Stigum Reconstruction Bound Is Tight for Roughly Symmetric Binary Channels +Creation and Growth of Components in a Random Hypergraph Process +Complete Convergence of Message Passing Algorithms for Some Satisfiability Problems +Variations of the solution to a stochastic heat equation +Number variance of random zeros +Fluid limit of a heavily loaded EDF queue with impatient customers +On the continuity of local times of Borel right Markov processes +Characterizations of the Extended Geometric, Harris, Negative Binomial and Gamma Distributions +Bifurcations of stationary measures of random diffeomorphisms +A two-species competition model on Z^d +H\"lder-Sobolev regularity of the solution to the stochastic wave equation in dimension 3 +Shape fluctuations are different in different directions +On weakly bounded empirical processes +On Stochastic Schroedinger Equation as a Dirac Boundary-value Problem, and an Inductive Stochastic Limit +Random graph asymptotics on high-dimensional tori +Strong solutions to stochastic Volterra equations +Freezing transitions in non-Fellerian particle systems +Random-cluster representation of the Blume-Capel model +Quasi-Regular Topologies for L^p-Resolvents and Semi-Dirichlet Forms +Excited random walk in two dimensions has linear speed +Homogenization of parabolic equations with a continuum of space and time scales +Semicircularity, Gaussianity and Monotonicity of Entropy +A nonadapted stochastic calculus and non stationary evolution in Fock scale +Phase coexistence of gradient Gibbs states +On the General Form of Quantum Stochastic Evolution Equation +A-priori Estimates and Existence for Quantum Gibbs States +N/V-limit for Stochastic Dynamics in Continuous Particle Systems +On Seneta's constants for the supercritical Bellman-Harris process with $E(Z_+ \log Z_+) = \infty$ +Large Deviations for Stochastic Generalized Porous Media Equations +Closed-Form Bayesian Inferences for the Logit Model via Polynomial Expansions +Birkhoff's theorem for a family of probability spaces +On Maximum Increase and Decrease of Brownian Motion +Generalized probabilities taking values in non-Archimedean fields and topological groups +Reconstruction theorem for quantum stochastic processes +Quantum Probabilities and Paradoxes of the Quantum Century +Occupation time fluctuations of Poisson and equilibrium finite variance branching systems +Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions +Quantum Stochastic Operator Cocycles via Associated Semigroups +Markov measures on Young tableaux and induced representations on the infinite symmetric group +Conformal invariance of isoradial dimer models & the case of triangular quadri-tilings +Large deviations of the empirical current in interacting particle systems +A universal dilation of discrete Markov evolutions +Relative entropy and waiting times for continuous-time Markov processes +Appendix to the paper "Randomly Growing Braid on Three Strands and the Manta Ray" +Asymptotic direction for random walks in random environments +The monotonicity condition for BSDE on manifolds +A quantitative investigation into the accumulation of rounding errors in the numerical solution of ODEs +Gibbs distributions for random partitions generated by a fragmentation process +Normal domination of (super)martingales +Quantum Stochastic Calculus and Quantum Nonlinear Filtering +Quantum Stochastic Semigroups and Their Generators +Localization transition for a copolymer in an emulsion +Large systems of path-repellent Brownian motions in a trap at positive temperature +Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above +Coupling all the L\'\u007be\u007dvy stochastic areas of multidimensional Brownian motion +Local structure of random quadrangulations +Poisson kernel and Green function of the ball in real hyperbolic spaces +A functional central limit theorem for a class of urn models +Chaotic States and Stochastic Integration in Quantum Systems +Infinite Dimensional Ito Algebras of Quantum White Noise +Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures +On Stochastic Generators of Positive Definite Exponents +Positive Definite Germs of Quantum Stochastic Processes +Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness and Ergodicity +Explicit formulas for the moments of the sojourn time in the M/G/1 processor sharing queue with permanent jobs +Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case +Tail behaviour of multiple random integrals and U-statistics +Critical Scaling for the Simple SIS Stochastic Epidemic +Feller Processes on non-locally compact spaces +Large Deviation Principle for Enhanced Gaussian Processes +Strictly stable distributions on convex cones +Statistical mechanical systems on complete graphs, infinite exchangeability, finite extensions and a discrete finite moment problem +The critical random graph, with martingales +Feller property and infinitesimal generator of the exploration process +On time-inhomogeneous controlled diffusion processes in domains +Multi-Scaling of the $n$-point density function for coalescing Brownian motions +The fair and random maximal division of "pizza" +Distribution of Eigenvalues of Real Symmetric Palindromic Toeplitz Matrices and Circulant Matrices +Backward Stochatic Differential Equations II +Optimal control of a large dam +Quasi-product forms for Levy-driven fluid networks +Asympyotic expansions for infinite weighted convolutions of light subexponential distributions +Functional Inequalities for Particle Systems on Polish Spaces +Rectangular random matrices, related free entropy and free Fisher's information +Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation +A microscopic interpretation for adaptive dynamics trait substitution sequence models +Limit velocity and zero--one laws for diffusions in random environment +Increasing and Decreasing Subsequences of Permutations and Their Variants +Colouring complete bipartite graphs from random lists +Spatial and non-spatial stochastic models for immune response +Rosenthal type inequalities for free chaos +The process of most recent common ancestors in an evolving coalescent +A long range dependence stable process and an infinite variance branching system +Asymptotic behavior of edge-reinforced random walks +Occupation time fluctuations of an infinite variance branching system in large dimensions +Quantitative concentration inequalities on sample path space for mean field interaction +Kolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations +Fragmentation associated to Levy processes using snake +Optimal flow through the disordered lattice +The Probability of a Run +Threshold for monotone symmetric properties through a logarithmic Sobolev inequality +The conformally invariant measure on self-avoiding loops +Random walk models and probabilistic techniques for inhomogeneous polymer chains +On constrained annealed bounds for pinning and wetting models +The realization of positive random variables via absolutely continuous transformations of measure on Wiener space +The spatial $\Lambda$-coalescent +Giant Components in Biased Graph Processes +Random trees and applications +On the Limiting Distribution for the Longest Alternating Sequence in a Random Permutation +An Oriented Competition model on Z_\u007b+\u007d^2 +A Variation Embedding Theorem and Applications +Exponential functionals of Brownian motion, II: Some related diffusion processes +Berry Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing +Exponential functionals of Brownian motion, I: Probability laws at fixed time +Stochastic Integral with respect to Cylindrical Wiener Process +A permutation test for matching and its asymptotic distribution +Combinatorics and distributions of partial injections +A Coupling, and the Darling-Erdos Conjectures +No multiple collisions for mutually repelling Brownian particles +Theory of Amalgamated Lp Spaces in Noncommutative Probability +An invariance principle for Az\'\u007be\u007dma martingales +Asymptotics of counts of small components in random structures and models of coagulation-fragmentation +Nontangential and probabilistic boundary behavior of pluriharmonic functions +Fragmentation of compositions and intervals +Remarks on some linear fractional stochastic equations +Sharp asymptotic behavior for wetting models in (1+1)-dimension +Random regular graphs of non-constant degree: Concentration of the chromatic number +Sequential and asynchronous processes driven by stochastic or quantum grammars and their application to genomics: a survey +A note on a.s. finiteness of perpetual integral functionals of diffusions +Introduction to determinantal point processes from a quantum probability viewpoint +Directed percolation in two dimensions: An exact solution +Existence of the zero range process and a deposition model with superlinear growth rates +Probability & incompressible Navier-Stokes equations: An overview of some recent developments +Weak logarithmic Sobolev inequalities and entropic convergence +Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process +Computable Convergence Rates for Subgeometrically Ergodic Markov Chains +On the ergodic principle for Markov and quadratic Stochastic Processes and its relations +Some recent aspects of random conformally invariant systems +Exponential functionals of Levy processes +Nonlinearity, correlation and the valuation of employee stock options +Probabilities on cladograms: introduction to the alpha model +Asymptotic expansion for inverse moments of binomial and Poisson distributions +Inverse Littlewood-Offord theorems and the condition number of random discrete matrices +A Necessary and Sufficient Condition for the Tail-Triviality of a Recursive Tree Process +High-resolution product quantization for Gaussian processes under sup-norm distortion +Percolation for the stable marriage of Poisson and Lebesgue +Joint density for the local times of continuous-time Markov chains: Extended version +Regenerative real trees +Density of paths of iterated Levy transforms of Brownian motion +On the separation principle of quantum control +Continuity corrections for certain perpetual American and Bermudan options on multiple assets +Asymptotic analysis of ruin in CEV model +Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III +Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures +A stochastic Lagrangian representation of the 3-dimensional incompressible Navier-Stokes equations +Controlled diffusion processes +Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions +Random homeomorphisms and Fourier expansions - the pointwise behavior +Logarithmic asymptotics for the number of periodic orbits of the Teichmueller flow on Veech's space of zippered rectangles +Harmonic continuous-time branching moments +Asymptotic properties of power variations of L\'\u007be\u007dvy processes +Joint asymptotic behavior of local and occupation times +Almost sure asymptotics for a diffusion process in a drifted Brownian potential +A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one +Fluctuations of the front in a stochastic combustion model +The Full Brownian Web as Scaling Limit of Stochastic Flows +A modified version of frozen percolation on the binary tree +Fourier transform of a Gaussian measure on the Heisenberg group +Random dense countable sets: characterization by independence +Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games +Approximate McKean-Vlasov Representations for a class of SPDEs +Avoiding defeat in a balls-in-bins process with feedback +Transportation to random zeroes by the gradient flow +Plongement stochastique des syst\`\u007be\u007dmes lagrangiens +Lemme de coherence et th\'\u007be\u007dor\`\u007be\u007dme de Noether stochastique +Harris Processes +Lace expansion for the Ising model +Balls-in-bins with feedback and Brownian Motion +Propagation of Fluctuations in Biochemical Systems, I: Linear SSC Networks +Stein's method and the zero bias transformation with application to simple random sampling +The Scaling Limit Geometry of Near-Critical 2D Percolation +Multivariate normal approximations by Stein's method and size bias couplings +Monte Carlo comparisons of the self-avoiding walk and SLE as parameterized curves +Overcrowding estimates for zeroes of Planar and Hyperbolic Gaussian analytic functions +An unexpected connection between branching processes and optimal stopping +A large deviation approach to some transportation cost inequalities +Asymptotics for first-passage times on Delaunay triangulations +The critical Branching Markov Chain is transient +A trace theorem for Dirichlet forms on fractals +Limiting laws associated with Brownian motion perturbated by normalized exponential weights I +Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II +Winning rate in the full-information best choice problem +Majorizing multiplicative cascades for directed polymers in random media +Transition asymptotics for reaction-diffusion in random media +Options on Hedge Funds under the High Water Mark Rule +Another approach to Brownian motion +On Solutions of First Order Stochastic Partial Differential Equations +Slices of Brownian Sheet: New Results, and Open Problems +A stochastic-variational model for soft Mumford-Shah segmentation +Binomial-Poisson entropic inequalities and the M/M/$\infty$ queue +Individual-based probabilistic models of adaptive evolution and various scaling approximations +Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains +Estimates for the density of a nonlinear Landau process +An error bound in the Sudakov-Fernique inequality +A Model for the Bus System in Cuernevaca (Mexico) +A theorem on majorizing measures +Ballistic Random Walk in a Random Environment with a Forbidden Direction +A penalized bandit algorithm +Organized versus self-organized criticality in the abelian sandpile model +How fast is the bandit? +What does a generic Markov operator look like +Recursive partition structures +Lower limits and equivalences for convolution tails +Two choice optimal stopping +Distributional transformations, orthogonal polynomials, and Stein characterizations +Deviations bounds and conditional principles for thin sets +Hypercontractivity for perturbed diffusion semigroups +Large deviations for the zero set of an analytic function with diffusing coefficients +The bi-Poisson process: a quadratic harness +Markov chains in a Dirichlet Environment and hypergeometric integrals +From Gumbel to Tracy-Widom +Random matrices and determinantal processes +Entropic repulsion for a class of Gaussian interface models in high dimensions +q-Gaussian distributions. Simplifications and simulations +Tail asymptotics for monotone-separable networks +On a stochastic partial differential equation with non-local diffusion +A Free Analogue of Shannon's Problem on Monotonicity of Entropy +Quantum Diffusion, Measurement and Filtering +On invariance of domains with smooth boundaries with respect to stochastic differential equations +The localized phase of disordered copolymers with adsorption +Harmonic moments of non homogeneous branching processes +Maximal generalization of Baum-Katz theorem and optimality of sequential tests +On two duality properties of random walks in random environment on the integer line +Asymptotics of iterated branching processes +Invariance principle for the coverage rate of genomic physical mappings +Solvable models of neighbor-dependent nucleotide substitution processes +Large deviations for two scaled diffusions +Limit theorems on large deviations for semimartingales +Self-averaging property of queuing systems +Counting the Chain Records: The Product Case +A Random Point Field related to Bose-Einstein Condensation +Non-negativity preserving numerical algorithms for stochastic differential equations +Stochastic embedding of dynamical systems +On some recent aspects of stochastic control and their applications +Self-Intersection Times for Random Walk, and Random Walk in Random Scenery in dimensions d>4 +Recursive computation of the invariant measure of a stochastic differential equation driven by a L\'evy process +Dyson's Brownian motions, intertwining and interlacing +Localization and delocalization of random interfaces +The Hausdorff measure of stable trees +Central limit theorem for stationary linear processes +A numerical approach to copolymers at selective interfaces +A momentum conserving model with anomalous thermal conductivity in low dimension +The spectrum of the averaging operator on a network (metric graph) +Limit laws for distorted return time processes for infinite measure preserving transformations +Ergodic behavior of locally regulated branching populations +The principle of a single big jump: discrete and continuous time modulated random walks with heavy-tailed increments +Limit theorems for number of diffusion processes which did not absorb by boundaries +Limit raring proceses with apllication +Nonlinear stochastic models of 1/f noise and power-law distributions +Evolutionary Trees and the Ising Model on the Bethe Lattice: a Proof of Steel's Conjecture +Random Trees, Levy Processes and Spatial Branching Processes +Diffusions in random environment and ballistic behavior +An explicit Skorokhod embedding for functionals of Markovian excursions +Decompositions of stochastic processes based on irreductible group representations +Continuum tree limit for the range of random walks on regular trees +A limit theorem for the contour process of conditioned Galton-Watson trees +Continuum random trees and branching processes with immigration +Growth of Levy trees +A filtering approach to tracking volatility from prices observed at random times +Path decompositions for real Levy processes +Operators associated with stochastic differential equations driven by fractional Brownian motions +Congruence properties of depths in some random trees +Percolating paths through random points : +Excited random walk against a wall +Multiclass processes, dual points and M/M/1 queues +Zero biasing and a discrete central limit theorem +Linear functions on the classical matrix groups +On a class of stochastic semilinear PDE's +Shy couplings +Distribution of pseudo-critical temperatures and lack of self-averaging in disordered Poland-Scheraga models with different loop exponents +Two-parameter $p, q$-variation Paths and Integrations of Local Times +A functional central limit theorem for interacting particle systems on transitive graphs +Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test +A Central Limit Theorem and Higher Order Results for the Angular Bispectrum +Euclidean Gibbs Measures of Quantum Anharmonic Crystals +Probabilistic Extensions of the Erd\H os-Ko-Rado Property +Spectral analysis of Sinai's walk for small eigenvalues +Game theoretic derivation of discrete distributions and discrete pricing formulas +Nonexistence of solutions in $(0,1)$ for K-P-P-type equations for all $d\ge 1$ +Stepping-stone model with circular Brownian migration +Approximation of rough paths of fractional Brownian motion +Norm discontinuity and spectral properties of Ornstein-Uhlenbeck semigroups +Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes +The density of the ISE and local limit laws for embedded trees +Stationary processes whose filtrations are standard +Disaggregation of Long Memory Processes on C^\u007b\infty\u007d Class +Second order backward stochastic differential equations and fully non-linear parabolic PDEs +Solutions of max-plus linear equations and large deviations +Brownian motion on disconnected sets, basic hypergeometric functions, and some continued fractions of Ramanujan +Carne--Varopoulos bounds for centered random walks +Percolation, Perimetry, Planarity +Error analysis of coarse-grained kinetic Monte Carlo method +Conditioned square functions for noncommutative martingales +Random walks on free products of cyclic groups +Appendix to the paper "Random walks on free products of cyclic groups" +Benford's law for the $3x+1$ function +Current large deviations for Asymmetric Exclusion Processes with open boundaries +Stationary Solutions of Stochastic Differential Equation with Memory and Stochastic Partial Differential Equations +Dynamic State Tameness +Fundamental Markov systems +Flows and ferromagnets +Countable state shifts and uniqueness of g-measures +Absolutely continuous, invariant measures for dissipative, ergodic transformations +Random Walk in Dynamic Markovian Random Environment +PDE's for the Gaussian ensemble with external source and the Pearcey distribution +Further examples of explicit Krein representations of certain subordinators +Splitting of liftings in products of probability spaces +Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance +Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric +Pathwise asymptotic behavior of random determinants in the uniform Gram and Wishart ensembles +Rounding of continuous random variables and oscillatory asymptotics +Stochastic Volterra equations of nonscalar type in Hilbert space +Fragmentation processes with an initial mass converging to infinity +Symmetric Markov chains on $\Bbb Z^d$ with unbounded range +Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks +Large deviations for renormalized self-intersection local times of stable processes +Krein's Theory applied to fluctuations of L\'\u007be\u007dvy processes +Numerical solutions to integrodifferential equations which interpolate heat and wave equations +Random-Turn Hex and other selection games +Valleys and the maximum local time for random walk in random environment +Branching Brownian motion with "mild" Poissonian obstacles +Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes +On the Convergence to a Statistical Equilibrium in the Crystal Coupled to a Scalar Field +A large deviation inequality for vector functions on finite reversible Markov Chains +A generalization of the Lindeberg principle +Concentration of Haar measures, with an application to random matrices +Towards the definition of metric hyperbolicity +Analysis of phase transitions in the mean-field Blume-Emery-Griffiths model +Numerical solution of conservative finite-dimensional stochastic Schrodinger equations +Dynamic exponential utility indifference valuation +Explosion phenomena in stochastic coagulation-fragmentation models +Some remarks on first passage of Levy processes, the American put and pasting principles +Spectral characterization of aging: the rem-like trap model +A regression-based Monte Carlo method to solve backward stochastic differential equations +A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic +The sizes of the pioneering, lowest crossing and pivotal sites in critical percolation on the triangular lattice +Representation of solutions to BSDEs associated with a degenerate FSDE +On the power of two choices: Balls and bins in continuous time +Utility maximization in incomplete markets +Weak type estimates associated to Burkholder's martingale inequality +Convergence of random measures in geometric probability +Equilibrium for fragmentation with immigration +The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk +The coalescent effective size of age-structured populations +Hypoellipticity in infinite dimensions and an application in interest rate theory +Equivalent and absolutely continuous measure changes for jump-diffusion processes +On a Two-Temperature Problem for Wave Equation +On Convergence to Equilibrium Distribution, I. The Klein - Gordon Equation with Mixing +Hypoelliptic heat kernel inequalities on Lie groups +Ramdom walks on hypergroup of circles in finite fields +Malliavin calculus for Lie group-valued Wiener functions +Routing in Poisson small-world networks +Brownian local minima and other random dense countable sets +Classical bi-Poisson process: an invertible quadratic harness +On Convergence to Equilibrium Distribution, II. The Wave Equation in Odd Dimensions, with Mixing +Almost Sure Convergence of Solutions to Non-Homogeneous Stochastic Difference Equation +Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst +Random orderings of the integers and card shuffling +Rank Statistics in Biological Evolution +A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$ +The scaling limit of loop-erased random walk in three dimensions +Continuity of the Mixing Operator +Laws of the iterated logarithm for \alpha-time Brownian motion +Higher order PDE's and iterated Processes +Almost Sure Recurrence of the Simple Random Walk Path +The Arithmetic of Distributions in Free Probability Theory +Normal approximations for descents and inversions of permutations of multisets +A simple invariance theorem +On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game +Bounds for avalanche critical values of the Bak-Sneppen model +Logical Structure of Physical Probability Assertions +Coherent permutations with descent statistic and the boundary problem for the graph of zigzag diagrams +A Refinement of the Eulerian Numbers, and the Joint Distribution of $\pi(1)$ and Des($\pi$) in $S_n$ +Geodesics in First Passage Percolation +Position play in carom billiards as a Markov process +A necessary condition for the uniqueness of the stationary state of a Markov system +Quantum filtering: a reference probability approach +Asymptotic analysis of multiscale approximations to reaction networks +A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution +Explicit invariant measures for products of random matrices +Coagulation--fragmentation duality, Poisson--Dirichlet distributions and random recursive trees +Geometric characterization of intermittency in the parabolic Anderson model +Internal Diffusion Limited Aggregation on discrete groups having exponential growth +The distribution of the minimum height among pivotal sites in critical two-dimensional percolation +On complete characterization of coefficients of a.e. converging orthogonal series +Inter-arrival time distribution for the non-homogeneous Poisson process +The contact process seen from a typical infected site +Estimates of potential kernel and Harnack's inequality for anisotropic fractional Laplacian +Concentration inequalities with exchangeable pairs (Ph.D. thesis) +A Generalization of Stationary AR(1) Schemes +Weak Convergence of the Scaled Median of Independent Brownian Motions +The kinetic limit of a system of coagulating planar Brownian particles +On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients +Estimates for moments of random matrices with Gaussian elements +Corner percolation on $\mathbb\u007bZ\u007d^2$ and the square root of 17 +Limit theorems for the typical Poisson-Voronoi cell and the Crofton cell with a large inradius +Some results on two-sided LIL behavior +Barycenters of measures transported by stochastic flows +Admissible Dirichlet Series +Distances between the winning numbers in Lottery +Stochastic Equivariant Cohomologies and Cyclic Cohomology +Validity of the expected Euler characteristic heuristic +Donsker theorems for diffusions: Necessary and sufficient conditions +Statistical duality of the Laplace distribution +The multifractal spectrum of Brownian intersection local times +Recurrence for persistent random walks in two dimensions +Conditional Association and Spin Systems +Some results concerning maximum Renyi entropy distributions +Tail Bounds for the Stable Marriage of Poisson and Lebesgue +Queueing systems with many servers: Null controllability in heavy traffic +Limit shapes of multiplicative measures associated with coagulation-fragmentation processes and random combinatorial structures +Rectangular random matrices. Related convolution +Generalized stationary random fields with linear regressions - an operator approach +$q-$Wiener ($\alpha,q)-$ Ornstein-Uhlenbeck processes. A generalization of known processes +Bryc's random fields: the existence and distributions analysis +Stationarity of Switching VAR and Other Related Models +The Fermat cubic, elliptic functions, continued fractions, and a combinatorial excursion +Euler integrals for commuting SLEs +Likely path to extinction for simple branching model (Large Deviations approach) +Cramer's theorem for nonnegative multivariate point processes with independent increments +Brownian sheet and reflectionless potentials +Earthquake recurrence as a record breaking process +The random average process and random walk in a space-time random environment in one dimension +Completeness with respect to the probabilistic Pompeiu-Hausdorff metric +Percolation theory +Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour +Deterministic equivalents for certain functionals of large random matrices +A renewal theory approach to periodic copolymers with adsorption +Likelihood inference for incompletely observed stochastic processes: ignorability conditions +Linear stochatic differential-algebraic equations with constant coefficients +Polymer pinning in a random medium as influence percolation +Competition between growths governed by Bernoulli Percolation +On multidimensional branching random walks in random environment +On the strong consistency of asymptotic M-estimators +Central limit theorems for a class of irreducible multicolor urn models +Fast Computation Of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model +Gradient Bounds for Solutions of Elliptic and Parabolic Equations +Random walk attracted by percolation clusters +Limit theorems for weighted samples with applications to Sequential Monte Carlo Methods +Harmonicity of Gibbs measures +Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations +Limit shapes and the complex burgers equation +Linear Latent Structure Analysis: Mixture Distribution Models with Linear Constraints +A New Efficient Algorithm for Construction of LLS Models +Optimal long term investment model with memory +Hammersley's process with sources and sinks +Choquet expectation and Peng's g-expectation +Renormalized self-intersection local time for fractional Brownian motion +A strong law of large numbers for capacities +On the Poisson equation and diffusion approximation 3 +Blow-up for the stochastic nonlinear Schrodinger equation with multiplicative noise +Rescaled Lotka-Volterra models converge to super-Brownian motion +Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev\'e Representations II +Concentration around the mean for maxima of empirical processes +An essay on the general theory of stochastic processes +Inference Under Convex Cone Alternatives for Correlated Data +On coding with Feller contractive Markov systems +Examples of quasi-hyperbolic dynamical systems with slow decay of correlations +Damped random walks and the characteristic polynomial of the weighted Laplacian on a graph +Linearization coefficients of Bessel polynomials +Smoothing effect of quenched disorder on polymer depinning transitions +Spectral asymptotics of the Laplacian on supercritical bond-percolation graphs +Measure Concentration for Compound Poisson Distributions +Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks +Oriented percolation in one-dimensional beta / \u007cx-y\u007c^2 random cluster model at beta > 1 +Fast Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model: Using Hermite Expansions for Higher Accuracy +Multiplicative decompositions and frequency of vanishing of nonnegative submartingales +On the scaling limit of simple random walk excursion measure in the plane +P\'\u007be\u007dnalisations of Walsh's Brownian motion +Renormalization analysis of catalytic Wright-Fisher diffusions +Harmonic coordinates on fractals with finitely ramified cell structure +Statistics of Extreme Spacings in Determinantal Random Point Processes +Percolation, boundary, noise: an experiment +Reconstruction and subgaussian operators +Bounds on Non-Symmetric Divergence Measures in Terms of Symmetric Divergence Measures +Singularity points for first passage percolation +Harris Family of Discrete Distributions +Infinite systems of non-colliding generalized meanders and Riemann-Liouville differintegrals +Random conformal dynamical systems +A Variational Principle in the Dual Pair of Reproducing Kernel Hilbert Spaces and an Application +Non-colliding system of Brownian particles as Pfaffian process +A Central Limit Theorem for non-overlapping return times +Precise Asymptotics for a Random Walker's Maximum +Continuous and Tractable models for the Variation of Evolutionary Rates +Rate of Escape of the Mixer Chain +A Note on the Ruin Problem with Risky Investments +Stochastic flows associated to coalescent processes III: Limit theorems +Two new Markov order estimators +Study on optimal timing of mark-to-market for contingent credit risk control +Diffusing polygons and SLE($\kappa,\rho$) +Losses in M/GI/m/n Queues +Free-differentiability conditions on the free-energy function implying large deviations +A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings +Dynamics and Endogeny for recursive processes on trees +Moment inequalities for U-statistics +Towards a characterization of Markov processes enjoying the time-inversion property +A stable marriage of Poisson and Lebesgue +Closed and exact functions in the context of Ginzburg-Landau models +Self-similar and Markov composition structures +Hydrodynamic scaling limit of continuum solid-on-solid model +Rank Independence and Rearrangements of Random Variables +Mixing Time Bounds via the Spectral Profile +Delay differential equations driven by Levy processes: stationarity and Feller properties +Lower deviation probabilities for supercritical Galton-Watson processes +Rigorous results on the threshold network model +Quenched invariance principles for random walks on percolation clusters +Poisson overlapping microballs: self-similarity and X-ray images +On the periodic properties of self-decimated generators of pseudorandom numbers +The stochastic acceleration problem in two dimensions +New scaling of Itzykson-Zuber integrals +Equilibrium Fluctuations for a One-Dimensional Interface in the Solid on Solid Approximation +On the spatial mean of the Poincare cycle +Enlargements of filtrations and path decompositions at non-stopping times +Long range action in networks of chaotic elements +The central limit problem for random vectors with symmetries +A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs +On random measures on the space of trajectories and strong and weak solutions of stochastic equations +De Bruijn Covering Codes for Rooted Hypergraphs +Jacobians and rank 1 perturbations relating to unitary Hessenberg matrices +Stochastic Differential Equations Driven by Purely Spatial Noise +Concentration inequalities on product spaces with applications to Markov processes +Spectral gap estimates for interacting particle systems via a Bochner-type identity +Perfectly random sampling of truncated multinormal distributions +Sinai's condition for real valued L\'\u007be\u007dvy processes +A class of remarkable submartingales +Concentration for independent random variables with heavy tails +Translation-invariant generalized topologies induced by probabilistic norms +How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times? +Positive Processes +Skew convolution semigroups and affine Markov processes +A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees +The Ghirlanda-Guerra Identities +A necklace of Wulff shapes +Some random times and martingales associated with $BES_\u007b0\u007d(\delta)$ processes $(0<\delta<2)$ +A resolution of quantum dynamical semigroups +SLE coordinate changes +Determinantal point processes and fermionic Fock space +Limiting behavior of a diffusion in an asymptotically stable environment +The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument +Non Stopping Times and Stopping Theorems +Estimates of moments and tails of Gaussian chaoses +On the best constants in some non-commutative martingale inequalities +A note on multitype branching processes with immigration in a random environment +The branching process with logistic growth +Accelerating diffusions +Asymptotic results on the moments of the ratio of the random sum of squares to the square of the random sum +The oscillatory distribution of distances in random tries +On the convergence from discrete to continuous time in an optimal stopping problem +Asymptotic behavior of a metapopulation model +Subgeometric ergodicity of strong Markov processes +Summation test for gap penalties and strong law of the local alignment score +Cramer's estimate for a reflected Levy process +On utility maximization in discrete-time financial market models +Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences +A Capture Problem in Brownian Motion and Eigenvalues of Spherical Domains +Metric based up-scaling +Drift rate control of a Brownian processing system +Sample-path large deviations for tandem and priority queues with Gaussian inputs +Relative Divergence Measures and Information Inequalities +Bootstrap Central Limit Theorem for Chains of Infinite Order via Markov Approximations +The motion of a second class particle for the tasep starting from a decreasing shock profile +Classical solutions to reaction-diffusion systems for hedging problems with interacting Ito and point processes +A Generalized It$\hat \u007b\rm o\u007d$'s Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals +Generalized Ito Formulae and Space-Time Lebesgue-Stieltjes Integrals of Local Times +Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses +Regenerative Compositions in the Case of Slow Variation +Computable infinite dimensional filters with applications to discretized diffusion processes +Asymptotic Analysis of Losses in the $GI/M/m/n$ Queueing System as $n$ Increases to Infinity +A microscopic model for Stefan's melting and freezing problem +Superdiffusivity of two dimensional lattice gas models +Nonequilibrium Central Limit Theorem for a Tagged Particle in Symmetric Simple Exclusion +Gaussian estimates for symmetric simple exclusion processes +A determinantal formula for the GOE Tracy-Widom distribution +On a problem of K. Mahler: Diophantine approximation and Cantor sets +A stochastic perturbation of inviscid flows +Stochastic inequalities for single-server loss queueing systems +Forbidden gap argument for phase transitions proved by means of chessboard estimates +On convergence of importance sampling and other properly weighted samples to the target distribution +Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case +The stability of join-the-shortest-queue models with general input and output processes +Influence and sharp-threshold theorems for monotonic measures +Random growth models with polygonal shapes +Iterated Brownian motion in bounded domains in R^n +Exchangeable, Gibbs and equilibrium measures for Markov subshifts +Quantitative noise sensitivity and exceptional times for percolation +Painleve formulas of the limiting distributions for non-null complex sample covariance matrices +Schoenberg's Theorem via the law of large numbers +Fokker-Planck-Kolmogorov equation for stochastic differential equations with boundary hitting resets +Stochastic Differential Equations: A Wiener Chaos Approach +Stochastic 2-microlocal analysis +Wiener chaos solutions of linear stochastic evolution equations +Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble +Stochastic domination: the contact process, Ising models and FKG measures +Refinements of stochastic domination +An interlacing technique for spectra of random walks and its application to finite percolation clusters +The expected area of the filled planar Brownian loop is Pi/5 +High-resolution quantization and entropy coding for fractional Brownian motion +Some properties of the Lerch family of discrete distributions +On the action of Lipschitz functions on vector-valued random sums +Polymer pinning at an interface +A complete characterization of local martingales which are functions of Brownian motion and its maximum +Large deviations for functions of two random projection matrices +The empirical process in Mallows distance, with application to goodness-of-fit tests +Strong asymptotic freeness for Wigner and Wishart matrices +On processes which are infinitely divisible with respect to time +The compact support property for measure-valued processes +Law of Large Numbers for a Class of Superdiffusions +On Davies' conjecture and strong ratio limit properties for the heat kernel +Stability of solutions of BSDEs with random terminal time +Convergence of values in optimal stopping and convergence of optimal stopping times +On the Robin problem in fractal domains +Uniqueness and multiplicity of infinite clusters +Scaling Limit for the Space-Time Covariance of the Stationary Totally Asymmetric Simple Exclusion Process +Anticipating integrals and martingales on the Poisson space +Improved bounds for perfect simulation of a continuous one-dimensional loss network +Coding map for a contractive Markov system +Heavy points of a d-dimensional simple random walk +Minimum spanning trees and random resistor networks in d dimensions +A superprocess involving both branching and coalescing +Generalization of the Critical Volume NTCP Model in the Radiobiology +Quadratic Harnesses, q-commutations, and orthogonal martingale polynomials +A characterization of the infinitely divisible squared Gaussian processes +Invariance principles for random bipartite planar maps +The universality classes in the parabolic Anderson model +How likely is an i.i.d. degree sequence to be graphical? +On a role of predictor in the filtering stability +Minimax and adaptive estimation of the Wigner function in quantum homodyne tomography with noisy data +The Full Scaling Limit of Two-Dimensional Critical Percolation +The heat equation with multiplicative stable L\'evy noise +BSDE with quadratic growth and unbounded terminal value +Metric stability for random walks (with applications in renormalization theory) +The Jammed Phase of the Biham-Middleton-Levine Traffic Model +Mixed Poisson approximation of node depth distributions in random binary search trees +On Layered Stable Processes +On Fractional Tempered Stable Motion +Limit theorems for bipower variation in financial econometrics +Random walks in a Dirichlet environment +Confidence intervals for nonhomogeneous branching processes and polymerase chain reactions +Moment inequalities for functions of independent random variables +A strong invariance principle for associated random fields +Criticality for branching processes in random environment +A probabilistic approach to the geometry of the \ell_p^n-ball +Sectorial convergence of U-statistics +Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion +Asymptotics for hitting times +One-dependent trigonometric determinantal processes are two-block-factors +Closures of exponential families +On the stochastic calculus method for spins systems +Limit theorems for iterated random topical operators +Contractive Markov systems II +Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks +Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables +Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime +Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion +Global L_2-solutions of stochastic Navier-Stokes equations +Uniqueness for diffusions degenerating at the boundary of a smooth bounded set +Lenses in Skew Brownian Flow +Modified logarithmic Sobolev inequalities in null curvature +The right time to sell a stock whose price is driven by Markovian noise +Generalized stochastic differential utility and preference for information +Quenched invariance principle for simple random walk on percolation clusters +Extremes on Trees +Multiplicative monotone convolutions +Central limit theorems for sequences of multiple stochastic integrals +A Local limit theorem for directed polymers in random media: the continuous and the discrete case +Regularity of solutions to stochastic Volterra equations with infinite delay +Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm +Moderate deviations for diffusions with Brownian potentials +Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations +Time changes of symmetric diffusions and Feller measures +Weak Poincare inequalities on domains defined by Brownian rough paths +Asymptotic genealogy of a critical branching process +On the speed of random walks on a percolation cluster of trees +Concentration of normalized sums and a central limit theorem for noncorrelated random variables +Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process +On the super replication price of unbounded claims +Number of paths versus number of basis functions in American option pricing +Limit laws of estimators for critical multi-type Galton-Watson processes +Normal approximation for hierarchical structures +Stability and the Lyapounov exponent of threshold AR-ARCH Models +A microscopic probabilistic description of a locally regulated population and macroscopic approximations +Continuum percolation with steps in an annulus +Interplay between dividend rate and business constraints for a financial corporation +Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes +Elementary bounds on Poincare and log-Sobolev constants for decomposable Markov chains +Exponential penalty function control of loss networks +Quantitative bounds on convergence of time-inhomogeneous Markov chains +Optimal pointwise approximation of SDEs based on brownian motion at discrete points +Mass extinctions: an alternative to the Allee effect +Periodic copolymers at selective interfaces: A Large Deviations approach +A Berry-Esseen theorem for Feynman-Kac and interacting particle models +Asymptotics in randomized urn models +Near-integrated GARCH sequences +Exact and approximate results for deposition and annihilation processes on graphs +A diffusion model of scheduling control in queueing systems with many servers +Reconstructing a two-color scenery by observing it along a simple random walk path +Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment +Renewal theory and computable convergence rates for geometrically ergodic Markov chains +The stepping stone model. II: Genealogies and the infinite sites model +Stochastic Characterization of Harmonic maps on Riemannian polyhedra +On Sampling of stationary increment processes +Limit theorems for mixed max-sum processes with renewal stopping +Stability in Distribution of Randomly Perturbed Quadratic Maps as Markov Processes +Extending Chacon-Walsh: minimality and generalised starting distributions +On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment +The long-run behavior of the stochastic replicator dynamics +Tail of a linear diffusion with Markov switching +Central limit theorems for random polytopes in a smooth convex set +Bridges and networks: Exact asymptotics +An approximate sampling formula under genetic hitchhiking +Upper bounds for spatial point process approximations +Large deviations of a modified Jackson network: stability and rough asymptotics +Concentration inequalities for random fields via coupling +Subexponential asymptotics of hybrid fluid and ruin models +The disorder problem for compound Poisson processes with exponential jumps +Large deviations of the empirical volume fraction for stationary Poisson grain models +On the distribution of the maximum of a gaussian field with d parameters +Characterization of arbitrage-free markets +Logarithmic Sobolev inequality for log-concave measure from Prekopa-Leindler inequality +A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains +Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies +Gaussian limits for random measures in geometric probability +Diffusion maps, spectral clustering and reaction coordinates of dynamical systems +Distribution of the Size of a Largest Planar Matching and Largest Planar Subgraph in Random Bipartite Graphs +Large deviations for template matching between point processes +Learning mixtures of separated nonspherical Gaussians +The exit problem for diffusions with time-periodic drift and stochastic resonance +Dynamic importance sampling for uniformly recurrent markov chains +Trading Strategy Adipted Optimization of European Call Option +A stochastic approximation algorithm with multiplicative step size adaptation +A polyhedral Markov field - pushing the Arak-Surgailis construction into three dimensions +Renewal of singularity sets of statistically self-similar measures +Inside singularity sets of random Gibbs measures +The reversible nearest particle systgems on a finite interval +The Basic Representation of the Current Group O(n,1)^X in the L^2 space over the generalized Lebesgue Measure +Baysian inference via classes of normalized random measures +An annihilating--branching particle model for the heat equation with average temperature zero +Doob's maximal identity, multiplicative decompositions and enlargements of filtrations +Poisson kernels of half-spaces in real hyperbolic spaces +A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics +The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds +The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations I: The Stochastic Semiflow +Boundary Harnack Principle for fractional powers of Laplacian on the Sierpinski carpet +An invariance principle for conditioned trees +Spherical Asymptotics for the Rotor-Router Model in Z^d +Some explicit Krein representations of certain subordinators, including the Gamma process +Riffle shuffles of decks with repeated cards +Approximate Bermudan option pricing based on the r\'eduite or cubature: soundness and characterisation of perpetual prices as fixed points +A brief note on the soundness of Bermudan option pricing via cubature +Max-Semi-Selfdecomposable Laws and Related Processes +An Inductive Proof of the Berry-Esseen Theorem for Character Ratios +Entropy-driven phase transition in a polydisperse hard-rods lattice system +A set-indexed fractional Brownian motion +Examples of Groups that are Measure Equivalent to the Free Group +On Chordal and Bilateral SLE in multiply connected domains +From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions +How large a disc is covered by a random walk in n steps? +The critical Ising model on trees, concave recursions and nonlinear capacity +Orthogonal Polynomials and Fluctuations of Random Matrices +Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type +Tracy--Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices +Quantitative concentration inequalities for empirical measures on non-compact spaces +Random walk on the incipient infinite cluster on trees +Determinantal Processes and Independence +A random walk proof of the Erdos-Taylor conjecture +Measure free martingales +Random walks in a random environment +Examples of moderate deviation principle for diffusion processes +Moderate deviation principle for ergodic Markov chain. Lipschitz summands +On tail distributions of supremum and quadratic variation of local martingales +Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics +A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models +Hitting distributions of geometric Brownian motion +Recurrence of Simple Random Walk on $Z^2$ is Dynamically Sensitive +Combinatorial aspects of matrix models +Equilibrium Kawasaki dynamics of continuous particle systems +The Shannon information of filtrations and the additional logarithmic utility of insiders +The Single Server Queue and the Storage Model: Large Deviations and Fixed Points +On approximate pattern matching for a class of Gibbs random fields +Discrete interpolation between monotone probability and free probability +Random graphs with arbitrary i.i.d. degrees +Distances in random graphs with finite mean and infinite variance degrees +Lifshitz tails for spectra of Erd\H\u007bo\u007ds--R\'\u007be\u007dnyi random graphs +Preservation of log-concavity on summation +The empirical eigenvalue distribution of a Gram matrix: From independence to stationarity +Universal finitary codes with exponential tails +High-resolution asymptotics for the angular bispectrum of spherical random fields +Concerning life annuities +A repertoire for additive functionals of uniformly distributed m-ary search trees +Strong disorder RG approach of random systems +Gaussian fluctuations for non-Hermitian random matrix ensembles +Kolmogorov-Sinai entropy of a generalized Markov shift +Functional quantization and metric entropy for Riemann-Liouville processes +Limit laws for random vectors with an extreme component +Estimates on path delocalization for copolymers at selective interfaces +An adaptive scheme for the approximation of dissipative systems +Some properties of the rate function of quenched large deviations for random walk in random environment +Cost-volume relationships for flows through a disordered network +Random recursive trees and the Bolthausen-Sznitman coalescent +Subtree prune and regraft: a reversible real tree-valued Markov process +Martingale structure of Skorohod integral processes +On nonexistence of non-constant volatility in the Black-Scholes formula +Absolute continuity for random iterated function systems with overlaps +On maxima and ladder processes for a dense class of Levy processes +On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs +A two armed bandit type problem revisited +Two-dimensional wetting with binary disorder: a numerical study of the loop statistics +Properties of the wealth process in a market microstructure model +Invariance principles for standard-normalized and self-normalized random fields +Different Aspects of a Model for Random Fragmentation Processes +Taking Bigger Metropolis Steps by Dragging Fast Variables +Nonparametric regression estimation for random fields in a fixed-design +On large deviations in the averaging principle for SDE's with a ``full dependence'', correction +A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion +On L\'\u007be\u007dvy processes conditioned to stay positive +Shortest spanning trees and a counterexample for random walks in random environments +Critical percolation on certain non-unimodular graphs +The mean square of weighted multiplicities function +Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections +Mean-field driven first-order phase transitions in systems with long-range interactions +Goldbug Variations +Two Phase Transitions for the Contact Process on Small Worlds +Synchronous couplings of reflected Brownian motions in smooth domains +Alternative proof for the localization of Sinai's walk +On the concentration of Sinai's walk +Min-Max Variational Principle and Front Speeds in Random Shear Flows +An equivalent representation of the Jacobi field of a L\'evy process +Positive harmonic functions for semi-isotropic random walks on trees, lamplighter groups, and DL-graphs +Almost sure estimates for the concentration neighborhood of Sinai's walk +The overhand shuffle mixes in $\Theta(n^2\log n)$ steps +Dynamically Consistent Nonlinear Evaluations and Expectations +A free analogue of the transportation cost inequality on the circle +Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension +A Reversion of the Chernoff Bound +Generalised sifting in black-box groups +The Gaussian primes contain arbitrarily shaped constellations +Percolation-like Scaling Exponents for Minimal Paths and Trees in the Stochastic Mean Field Model +Stationary distributions of multi-type totally asymmetric exclusion processes +Poisson--Dirichlet distribution for random Belyi surfaces +Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects +Free extreme values +Small ball probability estimates in terms of width +Backward Stochastic Differential Equations on Manifolds +Recent approaches to multidimensional Bermudan option pricing and the extrapolation to American option prices +Free transportation cost inequalities for non-commutative multi-variables +Properties of a renewal process approximation for a spin market model +Statistical properties of the phase transitions in a spin model for market microstructure +Nonintersecting Paths, Noncolliding Diffusion Processes and Representation Theory +Random dynamics and thermodynamic limits for polygonal Markov fields in the plane +Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus +On the increments of the principal value of Brownian local time +Estimates of random walk exit probabilities and application to loop-erased random walk +Partly divisible probability measures on locally compact Abelian groups +Tanaka formula for symmetric L\'\u007be\u007dvy processes +Partly Divisible Probability Distributions +The Ising-Sherrington-Kirpatrick model in a magnetic field at high temperature +Alternatives to the neoBayesian Theorem, avoiding several of its inconsistencies: The rMPE-Method +Percolation with Multiple Giant Clusters +Convergence of Coalescing Nonsimple Random Walks to the Brownian Web +Edge-reinforced random walk on a ladder +Pinning by a sparse potential +Transition from the annealed to the quenched asymptotics for a random walk on random obstacles +The divergence of fluctuations for the shape on first passage percolation +Probabilistic and fractal aspects of Levy trees +Discrete and continuous Yang-Mills measure for non-trivial bundles over compact surfaces +Ruelle's probability cascades seen as a fragmentation process +Conditioned Brownian trees +A note on random walk in random scenery +Pinning of polymers and interfaces by random potentials +On the operator space UMD property for noncommutative Lp-spaces +Singular control with state constraints on unbounded domain +On Positive Recurrence of Constrained Diffusion Processes +Stability Properties of Constrained Jump-Diffusion Processes +Scaling of Percolation on Infinite Planar Maps, I +Connectivity Transitions in Networks with Super-Linear Preferential Attachment +On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel +The average amount of information lost in multiplication +Order estimation of Markov chains +Entropy and the law of small numbers +Positional games on random graphs +Vertex and edge expansion properties for rapid mixing +Random Bulgarian solitaire +Coin flipping from a cosmic source: On error correction of truly random bits +Distances in random graphs with finite variance degrees +Transfer theorems and asymptotic distributional results for m-ary search trees +Random subgraphs of finite graphs: I. The scaling window under the triangle condition +Steady state analysis of balanced-allocation routing +Algebraic geometry of Bayesian networks +Image Denoising by Statistical Area Thresholding +An arctic circle theorem for Groves +Random combinatorial structures: the convergent case +A probabilistic model for the degree of the cancellation polynomial in Gosper's algorithm +Z-measures on partitions and their scaling limits +Metric Construction, Stopping Times and Path Coupling +Random Weighting, Asymptotic Counting, and Inverse Isoperimetry +Path Coupling Using Stopping Times and Counting Independent Sets and Colourings in Hypergraphs +Lamplighters, Diestel-Leader Graphs, Random Walks, and Harmonic Functions +Asymptotic Enumeration of Spanning Trees +A Predictive Theory of Games +Analysis of loss networks with routing +Mismatched codebooks and the role of entropy-coding in lossy data compression +Phase Transition in the Aldous-Shields Model of Growing Trees +Partial fillup and search time in LC tries +Deterministic modal Bayesian Logic: derive the Bayesian within the modal logic T +On the cascade rollback synchronization +Combinations and Mixtures of Optimal Policies in Unichain Markov Decision Processes are Optimal +Every decision tree has an influential variable +Analyticity of Entropy Rate of Hidden Markov Chains +Noise stability of functions with low influences: invariance and optimality +On Generalized Computable Universal Priors and their Convergence +Strong Asymptotic Assertions for Discrete MDL in Regression and Classification +Individual displacements in hashing with coalesced chains +The maximum entropy state +Degree Distribution of Competition-Induced Preferential Attachment Graphs +On the asymptotic behavior of some Algorithms +New Coins From Old: Computing With Unknown Bias +A Resistance Bound Via An Isoperimetric Inequality +On random pm 1 matrices: singularity and determinant +Learning nonsingular phylogenies and hidden Markov models +The mixing time of the Thorp shuffle +Balanced boolean functions that can be evaluated so that every input bit is unlikely to be read +On the bias of traceroute sampling: or, power-law degree distributions in regular graphs +Coupling with the stationary distribution and improved sampling for colorings and independent sets +Routing complexity of faulty networks +Diffusion Maps, Spectral Clustering and Eigenfunctions of Fokker-Planck Operators +A general lower bound for mixing of single-site dynamics on graphs +A Continuous-Discontinuous Second-Order Transition in the Satisfiability of Random Horn-SAT Formulas +A Random Matrix Approach to the Lack of Projections in C*_red(F_2) +Semi-Selfdecomposable Laws and Related Processes +Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications +Maximal type inequalities for linear stochastic Volterra equations +Function-valued stochastic convolutions arising in integrodifferential equations +Exchangeable Gibbs partitions and Stirling triangles +Self-Organized Forest-Fires near the Critical Time +Phase ordering after a deep quench: the stochastic Ising and hard core gas models on a tree +Relaxation time of $L$-reversal chains and other chromosome shuffles +A question about Parisi functional +Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices +Null flows, positive flows and the structure of stationary symmetric stable processes +A quantum version of Sanov's theorem +Excited Random Walk in One Dimension +The Escape model on a homogeneous tree +On the invariant measure of a positive recurrent diffusion in R +Noise Stability of Weighted Majority +Longest common subsequences and the Bernoulli matching model: numerical work and analyses of the r-reach simplification +Improving on bold play when the gambler is restricted +A GUE Central Limit Theorem and Universality of Directed First and Last Passage Site Percolation +Nonparametric estimation for Levy processes with a view towards mathematical finance +Q-Markov random probability measures and their posterior distributions +Improved Lower Bounds for the Critical Probability of Oriented-Bond Percolation in Two Dimensions +Dimension free and infinite variance tail estimates on Poisson space +Construction of the Thermodynamic Jamming Limit for the Parking Process and Other Exclusion Schemes on Z^d +Stein Estimation for Infinitely Divisible Laws +A Markov property for set-indexed processes +Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise +On finite range stable type concentration +Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions +An Urn Model of Diaconis +Narrow Escape, Part III: Riemann surfaces and non-smooth domains +Narrow Escape, Part II: The circular disk +Narrow Escape, Part I +Optimal mass transportation and Mather theory +Stationary Transformation of Integrated Brownian Motion +M-estimation of linear models with dependent errors +Empirical processes of dependent random variables +Minimal spanning forests +The compact support property for measure-valued diffusions +Explicit characterization of the super-replication strategy in financial markets with partial transaction costs +Roughening and inclination of competition interfaces +Explicit formulas for a continuous stochastic maturation model. Application to anticancer drug pharmacokinetics/pharmacodynamics +Large deviations for rough paths of the fractional Brownian motion +On local martingale and its supremum: harmonic functions and beyond +A probabilistic analysis of some tree algorithms +The Foregound-Background Processor-Sharing Queue: a survey +Statistical Consequences of Devroye Inequality for Processes. Applications to a Class of Non-Uniformly Hyperbolic Dynamical Systems +Devroye Inequality for a Class of Non-Uniformly Hyperbolic Dynamical Systems +Random Partitioning Problems Involving Poisson Point Processes On The Interval +Analytical probabilistic approach to the ground state of lattice quantum systems: exact results in terms of a cumulant expansion +On Skorohod spaces as universal sample path spaces +Nonnegative Matrix Factorization and I-Divergence Alternating Minimization +Convergence of Markov processes near saddle fixed points +On radial stochastic Loewner evolution in multiply connected domains +Umbral nature of the Poisson random variables +A CLT for a band matrix model +The Pearcey Process +A probabilistic representation of solutions of the incompressible Navier-Stokes equations in R3 +Frequently visited sets for random walks +Large deviations for trapped interacting Brownian particles and paths +Benford's Law, Values of L-functions and the 3x+1 Problem +Long-range exclusion processes, generator and invariant measures +Deterministic Bayesian Logic +Exact Constants in the Rosenthal Moment Inequalities for Sums of independent centered Random Variables +Exponential Bounds for Random Sums +An almost sure invariance principle for random walks in a space-time random environment +An Almost Sure Invariance Principle for Additive Functionals of Markov Chains +The quantization complexity of diffusion processes +Stability of the nonlinear filter for slowly switching Markov chains +Noncommutative continuous Bernoulli shifts +A multi-type shape theorem for FPP models +The time constant and critical probabilities in percolation models +Fluctuation of planar Brownian loop capturing large area +The Effect of Finite Memory Cutoff on Loop Erased Walk in Z^3 +The initial drift of a 2D droplet at zero temperature +Exact variations for stochastic heat equations driven by space--time white noise +Fast Non-Parametric Bayesian Inference on Infinite Trees +Exchangeable pairs and Poisson approximation +The largest eigenvalue of small rank perturbations of Hermitian random matrices +Statistically dual distributions and estimation of the parameters +Greedy lattice animals: geometry and criticality (with an Appendix) +Quantum Hele-Shaw flow +Fisher's Information for Discretely Sampled Levy Processes +Dobrushin-Kotecky-Shlosman theorem for polygonal Markov fields in the plane +Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev\'e Representations +Polynuclear growth model, GOE$^2$ and random matrix with deterministic source +Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach +Cosine products, Fourier transforms, and random sums +An Extreme-Value Analysis of the LIL for Brownian Motion +Deviations of a random walk in a random scenery with stretched exponential tails +The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile +Almost Global Stochastic Stability +Gundy's decomposition for non-commutative martingales and applications +Alpha-Pfaffian, pfaffian point process and shifted Schur measure +Commutation relations for SLE +On a multivariate version of Bernstein's inequality +A multivariate generalization of Hoeffding's inequality +On the spectrum of Markov semigroups via sample path large deviations +Directed Polymers in Random Environment are Diffusive at Weak Disorder +Infinite dimensional entangled Markov chains +Stochastic Volterra convolution with L\'evy process +A coalescent model for the effect of advantageous mutations on the genealogy of a population +Random partitions approximating the coalescence of lineages during a selective sweep +On automorphisms of type II Arveson systems (probabilistic approach) +The hyperbolic geometry of random transpositions +A sharp isoperimetric bound for convex bodies +On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space +Stein's Method and Minimum Parsimony Distance after Shuffles +On a class of free Levy laws related to a regression problem +Random Multiplication Approaches Uniform Measure in Finite Groups +Non-interactive correlation distillation, inhomogeneous Markov chains, and the reverse Bonami-Beckner inequality +The fairest price of an asset in an environment of temporary arbitrage +Random tree growth with general weight function +On measures of unfairness and an optimal currency transaction tax +Colored Coalescent Theory +Properties of convolutions arising in stochastic Volterra equations +Relativistic Diffusions and Schwarzschild Geometry +Scaling Limit and Critical Exponents for Two-Dimensional Bootstrap Percolation +Taylor expansions of R-transforms, application to supports and moments +Dynamic monetary risk measures for bounded discrete-time processes +A Note on Edwards' Hypothesis for Zero-Temperature Ising Dynamics +Large deviations for Wishart processes +Ergodicity for the weakly damped stochastic non-linear Schr\"\u007bo\u007ddinger equations +Coupling for some partial differential equations driven by white noise +On the Symmetry of the Diffusion Coefficient in Asymmetric Simple Exclusion +Direct pivotal predictive inference +Markov chains in smooth Banach spaces and Gromov hyperbolic metric spaces +Hitting properties of parabolic s.p.d.e.'s with reflection +Maxwell's daemon, the Turing machine, and Jaynes' robot +Scaling limits of the uniform spanning tree and loop-erased random walk on finite graphs +Hitting and return times in ergodic dynamical systems +Fluctuations of the Longest Common Subsequence in the Asymmetric Case of 2- and 3-Letter Alphabets +A critical branching process model for biodiversity +A phase transition in a model for the spread of an infection +Convergence rates for pointwise curve estimation with a degenerate design +A short proof of the Harris-Kesten Theorem +The critical probability for random Voronoi percolation in the plane is 1/2 +Zeroes of Gaussian analytic functions +Markov chain comparison +Branching Processes, and Random-Cluster Measures on Trees +Connecting Yule Process, Bisection and Binary Search Tree via Martingales +First Passage Properties of the Erdos-Renyi Random Graph +Continuous Time Markov Processes on Graphs +On the smooth-fit property for one-dimensional optimal switching problem +Characterization of invariant measures at the leading edge for competing particle systems +Improved Vapnik Cervonenkis bounds +Time fractional Schrodinger equation +Capacities in Wiener Space, Quasi-Sure Lower Functions, and Kolmogorov's Epsilon-Entropy +Timescales of population rarity and commonness in random environments +Spatial birth-and-death processes in random environment +Martingales and Profile of Binary Search Trees +Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces +Large deviation asymptotics for occupancy problems +Stein's method, Palm theory and Poisson process approximation +On Hoeffding's inequalities +Exact convergence rate and leading term in central limit theorem for student's t statistic +On the contraction method with degenerate limit equation +Large Deviations for Random Power Moment Problem +Vertex-reinforced random walk on Z eventually gets stuck on five points +Weighted uniform consistency of kernel density estimators +Measure concentration for Euclidean distance in the case of dependent random variables +Strong memoryless times and rare events in Markov renewal point processes +Relative entropy and variational properties of generalized Gibbsian measures +Martingale approximations for sums of stationary processes +Algebraic methods toward higher-order probability inequalities, II +Means of a Dirichlet process and multiple hypergeometric functions +Zero temperature limit for interacting Brownian particles. II. Coagulation in one dimension +Zero temperature limit for interacting Brownian particles. I. Motion of a single body +Superdiffusivity of occupation-time variance in 2-dimensional asymmetric processes with density 1/2 +On diffusivity of a tagged particle in asymmetric zero-range dynamics +Two-player nonZero-sum stopping games in discrete time +Transportation cost-information inequalities and applications to random dynamical systems and diffusions +Characterization of the cubic exponential families by orthogonality of polynomials +A stochastic log-Laplace equation +Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients +Uniqueness of solutions of the stochastic Navier-Stokes equation with invariant measure given by the enstrophy +On weighted U-statistics for stationary processes +Stochastic bounds for Levy processes +Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes +A uniform functional law of the logarithm for the local empirical process +Path decompositions for Markov chains +Moderate deviation probabilities for open convex sets: nonlogarithmic behavior +Sharp asymptotics of the functional quantization problem for Gaussian processes +Levy processes and Fourier analysis on compact Lie groups +On the concentration of measure phenomenon for stable and related random vectors +The Euler scheme for Levy driven stochastic differential equations: limit theorems +Limit theorems for a class of identically distributed random variables +Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws +Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations +Convergence of functionals of sums of r.v.s to local times of fractional stable motions +Stable stationary processes related to cyclic flows +Potential theory for hyperbolic SPDEs +p-variation of strong Markov processes +Central limit theorems for iterated random Lipschitz mappings +The shattering dimension of sets of linear functionals +Utility maximizing entropy and the second law of thermodynamics +Trimmed trees and embedded particle systems +Absolute continuity of symmetric Markov processes +Normal approximation under local dependence +Conditioning and initial enlargement of filtration on a Riemannian manifold +Calculating the Greeks by Cubature formulas +A general nonconvex large deviation result II +Validity of heavy traffic steady-state approximations in generalized Jackson Networks +Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables +A universality property for last-passage percolation paths close to the axis +Multivariate spatial central limit theorems with applications to percolation and spatial graphs +Reflected Brownian motion in generic triangles and wedges +Geometric Ergodicity and Perfect Simulation +A rate of convergence result for the largest eigenvalue of complex white Wishart matrices +Small ball probability and Dvoretzky theorem +Symmetric random walks on certain amalgamated free product groups +Markov processes on partitions +Expectations of hook products on large partitions +Discretization methods for homogeneous fragmentations +Asymptotical behaviour of the presence probability in branching random walks and fragmentations +Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices +Construction of a specification from its singleton part +Large time asymptotics for the density of a branching Wiener process +Polymorphisms, Markov processes, random perturbations of K-automorphisms +Images of the Brownian Sheet +Exceptional Times and Invariance for Dynamical Random Walks +The Clark-Ocone formula for vector valued random variables in abstract Wiener space +Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces +Point processes and stochastic displacement fields +Regularity of the sample paths of a class of second order spde's +Bounding Fastest Mixing +The Rotor-Router Model +Large deviations for processes with discontinuous statistics +Eynard-Mehta theorem, Schur process, and their pfaffian analogs +Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature +Representation theory and random point processes +One-dimensional linear recursions with Markov-dependent coefficients +Large deviations for the chemical distance in supercritical Bernoulli percolation +Harness Processes and Non-Homogeneous Crystals +Large deviations and stochastic calculus for large random matrices +Long time behavior of the solutions to non-linear Kraichnan equations +Random walk loop soup +Cugliandolo-Kurchan equations for dynamics of Spin-Glasses +Some remarks about the positivity of random variables on a Gaussian probability space +Exactness of Rokhlin endomorphisms and weak mixing of Poisson boundaries +Counting Lattice Paths By Gessel Pairs +First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components +An LIL for cover times of disks by planar random walk and Wiener sausage +On Long Range Percolation with Heavy Tails +On the total length of the random minimal directed spanning tree +On Recent Progress for the Stochastic Navier Stokes Equations +Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds +On the Brownian directed polymer in a Gaussian random environment +On the Markov chain central limit theorem +Stochastic-like behaviour in nonuniformly expanding maps +Normal Approximation in Geometric Probability +Uncertainty relations in models of market microstructure +Translation invariant Gibbs states for the Ising model +Winning quick and dirty: the greedy random walk +Gibbs Measures For SOS Models On a Cayley Tree +Malliavin calculus and ergodic properties of highly degenerate 2D stochastic Navier--Stokes equation +An Analysis of Ising Type Models On Cayley Tree by a Contour Argument +Why There Are No Gaps In The Support Of Non-Negative Integer-Valued Infinitely Divisible Laws? +On numerical solutions to stochastic Volterra equations +Non-intersecting, simple, symmetric random walks and the extended Hahn kernel +A lower bound for the chemical distance in sparse long-range percolation models +The Small Scales of the Stochastic Navier Stokes Equations under Rough Forcing +The kinetic limit of a system of coagulating Brownian particles +Asymptotic analysis of a particle system with mean-field interaction +On some exponential integral functionals of BM($\mu$) and BES(3) +Harmonicity of quasiconformal measures and Poisson boundaries of hyperbolic spaces +Special moments +Annealed deviations of random walk in random scenery +A Markov jump process approximation of the stochastic Burgers equation +Normability of Probabilistic Normed Spaces +Monte Carlo Algorithms for Optimal Stopping and Statistical Learning +Eigenvalue gaps for the Cauchy process and a Poincar\'e inequality +Statistical Mechanics of Self-Avoiding Manifolds (Part II) +Quantum Separation of Variables and Multi-component Dyson Brownian Motion +On the mixing coefficients of piecewise monotonic maps +Universality of residence-time distributions in non-adiabatic stochastic resonance +On occupation times of stationary excursions +Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models +Stochastic Loewner evolution in multiply connected domains +SPDEs with coloured noise: Analytic and stochastic approaches +Dual random fragmentation and coagulation and an application to the genealogy of Yule processes +The spectrum of a random geometric graph is concentrated +Binary market models with memory +Infinite volume limit of the Abelian sandpile model in dimensions d >= 3 +Regenerative partition structures +On the shape of the ground state eigenvalue density of a random Hill's equation +A log-scale limit theorem for one-dimensional random walks in random environments +A Sharp analog of Young's Inequality on $S^N$ and Related Entropy Inequalities +Exact Monte Carlo time dynamics in many-body lattice quantum systems +Ground state of many-body lattice systems: an analytical probabilistic approach +Existence of weak solutions to stochastic evolution inclusions +The Theory of Quantum Levy Processes +Linear filtering of systems with memory +An extension which is relatively twofold mixing but not threefold mixing +Limit theorems for rarefaction of set of diffusion processes by boundaries +L\'evy processes and Jacobi fields +Spectral properties of the Laplacian on bond-percolation graphs +Law of large numbers for increasing subsequences of random permutations and an approximation result for the uniform measure +The semigroup of the Glauber dynamics of a continuous system of free particles +Asymptotic enumeration and logical limit laws for expansive multisets and selections +\alpha-Continuity Properties of Stable Processes +Colligative properties of solutions: II. Vanishing concentrations +Colligative properties of solutions: I. Fixed concentrations +Brownian motion with killing and reflection and the "hot--spots" problem +Young integrals and SPDEs +Asymptotic Behavior of Random Heaps +Restoring Topology from Shifts +Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better +The exit distribution for iterated Brownian motion in cones +On the shape of the ground state eigenfunction for stable processes +Symmetric stable processes in parabola--shaped regions +Saturating Constructions for Normed Spaces II +Saturating Constructions for Normed Spaces +Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry +Malliavin Calculus for the Stochastic 2D Navier Stokes Equation +Two-dimensional Gibbsian point processes with continuous spin-symmetries +Low-temperature properties of some disordered systems from the statistical properties of nearly degenerate two-level excitations +Bivariate Uniqueness and Endogeny for Recursive Distributional Equations : Two Examples +The evolution of a random vortex filament +Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks +Iterated Brownian motion in an open set +Earliest-deadline-first service in heavy-traffic acyclic networks +Stochastic partial differential equations driven by Levy space-time white noise +Generalized Urn Models of Evolutionary Processes +When can the two-armed bandit algorithm be trusted? +On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals +A mixture representation of \pi with applications in Markov chain Monte Carlo and perfect sampling +Random oriented Trees: a Model of drainage networks +An almost sure invariance principle for renormalized intersection local times +Concentration of permanent estimators for certain large matrices +Optimal Scaling of Mala for Nonlinear Regression +Ruin probabilities and decompositions for general perturbed risk processes +Practical drift conditions for subgeometric rates of convergence +A Characterization of Hedging Portfolios for Interest Rate Contingent Claims +Correction Bounds on measures satisfying moment conditions +Analytic urns +Distances in random graphs with infinite mean degrees +Solution of Monge-Amp\`ere Equation on Wiener Space for log-concave measures: General case +Conditional Equi-concentration of Types +Statistics of a vortex filament model +Modeling Credit Risk with Partial Information +Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic +Local limit theory and large deviations for supercritical Branching processes +Fluid model for a network operating under a fair bandwidth-sharing policy +On maximum likelihood estimation of the extreme value index +A probabilistic approach to $q$-polynomial coefficients, Euler and Stirling numbers +Limit law of the standard right factor of a random Lyndon word +Exclusion Processes with Multiple Interactions +Multi-particle processes with reinforcements +Density of eigenvalues of random normal matrices +Extremes of the discrete two-dimensional Gaussian free field +Convergence of the empirical process in Mallows distance, with an application to bootstrap performance +A new maximal inequality and invariance principle for stationary sequences +Exchangeable measures for subshifts +Product of random projections, Jacobi ensembles and universality problems arising from free probability +Brownian Sheet and Quasi-Sure Analysis +Harnesses, Levy bridges and Monsieur Jourdain +Uniqueness of maximal entropy measure on essential spanning forests +Exponential Orlicz Spaces: New Norms and Applications +Universal Adaptive Estimations and Confidence Intervals in the Nonparametric Statistics +Bide - Side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales +A Law of Large Numbers for Weighted Majority +Robust reconstruction on trees is determined by the second eigenvalue +Multiplicative Monotone Convolution +Recurrent graphs where two independent random walks collide finitely often +A definition and some characteristic properties of pseudo-stopping times +Survey: Information flow on trees +Levy processes: Capacity and Hausdorff dimension +Level Crossing Probabilities II: Polygonal Recurrence of Multidimensional Random Walks +Diffusion local time storage +Fourier tranform in exponential rearrangement invariant spaces +Level Crossing Probabilities I: One-dimensional Random Walks and Symmetrization +Large deviations and support results for nonlinear Schrodinger equations with additive noise and applications +The zeros of random polynomials cluster uniformly near the unit circle +Graph diameter in long-range percolation +A Thinning Analogue of de Finetti's Theorem +Balls-in-boxes duality for coalescing random walks and coalescing Brownian motions +Competition interfaces and second class particles +Ma-Dasgupta renormalization studies of various disordered systems +Intermittency in a catalytic random medium +Large deviations for the Yang-Mills measure on a compact surface +Limit theorems for sequences of random trees +Adjusted Viterbi training +Power laws for family sizes in a duplication model +Central Limit Theorem and convergence to stable laws in Mallows distance +Slab Percolation and Phase Transitions for the Ising Model +A Local Limit Theorem for random walks conditioned to stay positive +Coalescence in a random background +The asymptotic distributions of the largest entries of sample correlation matrices +Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes +Large deviations problems for star networks: the min policy +Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows +Symmetric measures via moments +Random Oxford Graphs +An asymptotic log-Fourier interpretation of the R-transform +Poisson Hypothesis for Information Networks (A study in non-linear Markov processes) I. Domain of Validity +Bayes Theorem and the cMPE-Method: Differences, Complementarities and the Importance of Discerning between Weight-bearing and Extensional Evidence +Some Remarks on the Optimal Level of Randomization in Global Optimization +A probabilistic approach to second order variational inequalities with bilateral constraints +Ergodicity of the 2D Navier-Stokes Equations with Degenerate Stochastic Forcing +Classical and free infinitely divisible distributions and random matrices +Self-Similar Corrections to the Ergodic Theorem for the Pascal-Adic Transformation +Failure of the Raikov theorem for free random variables +Large deviations for empirical entropies of Gibbsian sources +On a class of one-sided Markov shifts +Quasistationary distributions for one-dimensional diffusions with killing +Short-term equity dynamics and endogenous market fluctuations +Fluctuations of the one-dimensional polynuclear growth model with external sources +Weak convergence of positive self-similar Markov processes and overshoots of L\'\u007be\u007dvy processes +Random walks with $k$-wise independent increments +Moderate deviations for non-linear functionals and empirical spectral density of moving average processes +Modified logarithmic Sobolev inequalities and transportation inequalities +Ergodicity for the stochastic Complex Ginzburg-Landau equations +Convergence of values in optimal stopping +The "hot spots" problem in planar domains with one hole +Invariant Percolation and Harmonic Dirichlet Functions +Memory loss property for products of random matrices in the $(\max,+)$ algebra +Entropy dissipation estimates in a Zero-Range dynamics +Asymptotics of a two-dimensional sticky random walk +Asymptotic laws for regenerative compositions: gamma subordinators and the like +Perte d'information dans les transformations du jeu de pile ou face +Reductions of Hidden Information Sources +Strong approximations of three-dimensional Wiener sausages +Height fluctuations in the honeycomb dimer model +Some remarks on transportation cost and related inequalities +Coexistence for Richardson type competing spatial growth models +Complexities of convex combinations and bounding the generalization error in classification +Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins +Free energy in the generalized Sherrington-Kirkpatrick mean field model +A note on the free energy of the coupled system in the Sherrington-Kirkpatrick model +Bounds for diluted mean-fields spin glass models +Deviation inequality for monotonic Boolean functions with application to a number of k-cycles in a random graph +Free energy in the Sherrington-Kirkpatrick model with constrained magnetization +A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model +A note on Talagrand's concentration inequality for empirical processes +Infinite canonical super-Brownian motion and scaling limits +Probabilistic Analysis for Randomized Game Tree Evaluation +Rademacher processes and bounding the risk of function learning +Moments and tails in monotone-separable stochastic networks +Diffusion approximation for a processor sharing queue in heavy traffic +On the minimal travel time needed to collect n items on a circle +Spanning tree size in Random Binary Search Trees +On overload in a storage model, with a self-similar and infinitely divisible input +A homing problem for diffusion processes with control-dependent variance +Perfect Sampling Using Bounding Chains +The tail of the stationary distribution of a random coefficient AR(q) model +Optimal Hoeffding bounds for discrete reversible Markov chains +Optimal investment with random endowments in incomplete markets +Dual formulation of the utility maximization problem: the case of nonsmooth utility +Invariant states and rates of Convergence for a critical fluid model of a processor sharing queue +Convergence rate of linear two-time-scale stochastic approximation +A representation of Gibbs measure for the random energy model +Second Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices +Deformations of convolution semigroups on commutative hypergroups +The maximality principle revisited: on certain optimal stopping problems +Matrix Kernels for the Gaussian Orthogonal and Symplectic Ensembles +Spectral characterisation of ageing: the REM-like trap model +Non-Archimedean valued quasi-invariant descending at infinity measures +Spectral computations on lamplighter groups and Diestel-Leader graphs +Second Order Freeness and Fluctuations of Random Matrices: I. Gaussian and Wishart matrices and Cyclic Fock spaces +Limit shapes for random square Young tableaux and plane partitions +Repulsion of an evolving surface on walls with random heights +Strong approximation for the supermarket model +A converse Lyapunov theorem for almost sure stabilizability +The mixing time for simple exclusion +Self-similar fragmentations derived from the stable tree II: splitting at nodes +Self-similar fragmentations derived from the stable tree I: splitting at heights +Spectral gap for the zero range process with constant rate +A stochastic flow arising in the study of local times +Moderate deviation principle for exponentially ergodic Markov chain +The space requirement of m-ary search trees: distributional asymptotics for m >= 27 +Identification of periodic and cyclic fractional stable motions +Excursion decompositions for $\SLE$ and Watts' crossing formula +Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails +Integral representations of periodic and cyclic fractional stable motions +Explicit representation of finite predictor coefficients and its applications +Semi-additive functionals and cocycles in the context of self-similarity +The Critical Value of the Contact Process with Added and Removed Edges +Functional Limit Theorems for Multiparameter Fractional Brownian Motion +The Covariance of Topological Indices that Depend on the Degree of a Vertex +Coarsening, Nucleation, and the Marked Brownian Web +An ergodic theorem for filtering with applications to stability +Iterated Brownian Motion in Parabola-Shaped Domains +Integration by parts on the law of the reflecting Brownian motion +Logarithmic Sobolev Inequality for Zero-Range Dynamics: independence of the number of particles +Indifference pricing and hedging in stochastic volatility models +Compositions of random transpositions +Ranking patterns of the unfolding model and arrangements +Combinatorial aspects of Connes's embedding conjecture and asymptotic distribution of traces of products of unitaries +How non-Gibbsianness helps a metastable Morita minimizer to provide a stable free energy +Tracking of Historical Volatility +"Chaotic" kinetics, macroscopic fluctuations and long-term stability of the catalytic systems +Irreducible compositions and the first return to the origin of a random walk +Bi-Poisson process +Large deviations for a class of nonhomogeneous Markov chains +A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains +Growth of the Brownian forest +Combinatorics of random processes and sections of convex bodies +Random processes via the combinatorial dimension: introductory notes +Finite and countable infinite products of Probabilistic Normed Spaces +Determinantal processes with number variance saturation +On Spectral Norm of Large Band Random Matrices +Time to absorption in discounted reinforcement models +What is the probability of intersecting the set of Brownian double points? +A phase transition in random coin tossing +Where did the Brownian particle go? +Towards a theory of negative dependence +Robust Phase Transitions for Heisenberg and Other Models on General Trees +Diffusion limited aggregation on a tree +The trace of spatial Brownian motion is capacity-equivalent to the unit square +Network formation by reinforcement learning: the long and medium run +Uniform random spanning trees +Non-amenable products are not treeable +Moment conditions for a sequence with negative drift to be uniformly bounded in L^r +Sharpness of second moment criteria for branching and tree-indexed processes +Conceptual Proofs of L log L Criteria +Cycles in random k-ary maps and the poor performance of random random number generation +On which graphs are all random walks in random environments transient? +Random Walks in Varying Dimensions +Tree-indexed processes +Maximum Variation of Total Risk +Sojourn times for Brownian sheet +Covariance matrices of self-affine measures +An almost sure invariance principle for the range of planar random walks +Planar first-passage percolation times are not tight +Local Characteristics, Entropy and Limit Theorems for Spanning Trees and Domino Tilings via Transfer-Impedances +Galton-Watson Trees with the Same Mean Have the Same Polar Sets +The Contact Process on Trees +Domination Between Trees and Application to an Explosion Problem +Critical RWRE on trees and tree-indexed random walks +Vertex-Reinforced Random Walk +General state space Markov chains and MCMC algorithms +A Transposition Rule Analysis Based on a Particle Process +Martin Capacity for Markov Chains +On Path Integrals for the High-Dimensional Brownian Bridge +Random Walk in a Random Environment and First-Passage Percolation on Trees +Choosing a Spanning Tree for the Integer Lattice Uniformly +Critical Random Walk in Random Environment on Trees of Exponential Growth +Functional central limit theorems for a large network in which customers join the shortest of several queues +PDEs for the joint distributions of the Dyson, Airy and Sine processes +Solution of the Monge-Ampere Equation on Wiener Space for log-concave measures +Relativistic Diffusions +The Structure of Strongly Stationary Systems +Natural decomposition of processes and weak Dirichlet processes +Asymptotic laws for compositions derived from transformed subordinators +On the Largest Singular Values of Random Matrices with Independent Cauchy Entries +Strong disorder for a certain class of directed polymers in a random environment +Non-backtracking random walks and cogrowth of graphs +Limit of normalized quadrangulations: The Brownian map +On the rate of convergence in the central limit theorem for martingale difference sequences +Exact convergence rates in the central limit theorem for a class of martingales +Surface area and other measures of ellipsoids +Hitting times for independent random walks on $\mathbb\u007bZ\u007d^d$ +Universality In Sherrington-Kirkpatrick's Spin Glass Model +Quadri-tilings of the plane +The effect of service time variability on maximum queue lengths in M^X/G/1 queues +The Beurling estimate for a class of random walks +A Pickands type estimator of the extreme value index +Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel-Leader graphs +Boundaries and harmonic functions for random walks with random transition probabilities +Boolean convolution of probability measures on the unit circle +Free analog of pressure and its Legendre transform +Experimental test of the probability density function of true value of Poisson distribution parameter by single observation of number of events +The Poisson boundary of random rational affinities +Poisson boundary for finitely generated groups of rational affinities +The traveling salesman problem, conformal invariance, and dense polymers +Measure convolution semigroups and non-infinitely divisible probability distributions +Littelmann paths and brownian paths +Exchangeable Fragmentation-Coalescence processes and their equilibrium measures +The exploration process of inhomogeneous continuum random trees, and an extension of Jeulin's local time identity +On symmetric random walks with random conductances on $\Z^d$ +On First-Passage-Time Densities for Certain Symmetric Markov Chains +A Note on the Notion of Geometric Rough Paths +Random Geometric Series +Janossy densities, multimatrix spacing distributions and Fredholm resolvents +Orthogonal polynomial ensembles in probability theory +The parabolic Anderson model +Deriving laws from ordering relations +Perpetual integral functionals as hitting and occupation times +Brownian motion in riemannian admissible complex +Curved Wiener Space Analysis +Multi-excited random walks on integers +On Method of Statistical Differentials +A generalized model of mutation-selection balance with applications to aging +Phase transition of the largest eigenvalue for non-null complex sample covariance matrices +Heterogeneity, and the secret of the sea +Conditional moments of q-Meixner processes +On the central and local limit theorem for martingale difference sequences +Integration with respect to the Haar measure on unitary, orthogonal and symplectic group +Nonclassical stochastic flows and continuous products +Two recursive decompositions of Brownian bridge +Martingales and character ratios +Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems +Dynamics of exponential linear map in functional space +A Novel Approach to Non-Hermitian Random Matrix Models +Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues +Rayleigh processes, real trees, and root growth with re-grafting +Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's +A note on compact Markov operators +Random Metric Spaces and Universality +Theory of resistor networks: The two-point resistance +Approximate Nonnegative Matrix Factorization via Alternating Minimization +Asymptotic laws for nonconservative self-similar fragmentations +Probabilities of randomly centered small balls and quantization in Banach spaces +Averaging versus Chaos in Turbulent Transport? +Stochastic processes in random graphs +One-dimensional random field Kac's model: localization of the phases +Maximal clusters in non-critical percolation and related models +Criticality in unbounded-types branching processes +Change point models and conditionally pure birth processes; an inequality on the stochastic intensity +Perfect simulation for unilateral fields +Numerical cubature using error-correcting codes +Gaussian scaling for the critical spread-out contact process above the upper critical dimension +From n+1-level atom chains to n-dimensional noises +Critical points for spread-out self-avoiding walk, percolation and the contact process above the upper critical dimensions +Percolation and lattice animals: exponent relations, and conditions for $\theta(p_c)=0$ +A lattice animal approach to percolation +Hydrodynamic limit for perturbation of a hyperbolic equilibrium point in two-component systems +Some Processes Associated with Fractional Bessel Processes +Size of Outbreaks Near the Epidemic Threshold +Degrees of transience and recurrence and hierarchical random walks +A survey of max-type recursive distributional equations +Conditional Intensity and Gibbsianness of Determinantal Point Processes +Markov property of monotone L\'evy processes +Bivariate Uniqueness and Endogeny for the Logistic Recursive Distributional Equation +The square of white noise as a Jacobi field +A General Divergence Measure for Monotonic Functions and Applications in Information Theory +Multitype Contact Process with Frozen states +Relative Fatou's Theorem for $(-\Delta)^\u007b\alpha/2\u007d$-harmonic Functions in Bounded $\kappa$-fat Open Set +Logarithmic Sobolev inequality for zero-range Dynamics +Character expansion method for the first order asymptotics of a matrix integral +Maximal local time of a d-dimensional simple random walk on subsets +Critical random hypergraphs: The emergence of a giant set of identifiable vertices +A Survey of Results on Random Random Walks on Finite Groups +Random strategies with memory for the Robin Hood game +Stochastic Processes with Short Memory +SLE, CFT and zig-zag probabilities +The Skorokhod embedding problem and its offspring +Weak convergence of random p-mappings and the exploration process of inhomogeneous continuum random trees +Gaussian fluctuations of eigenvalues in the GUE +Expansion in $n^\u007b-1\u007d$ for percolation critical values on the $n$-cube and $Z^n$: the first three terms +Random subgraphs of finite graphs: II. The lace expansion and the triangle condition +Asymptotic expansions in $n^\u007b-1\u007d$ for percolation critical values on the $n$-cube and $\mathbb\u007bZ\u007d^n$ +Moderate deviations for particle filtering +3D crystal: how flat its flat facets are? +Multiple shocks in bricklayers' model +On Vervaat and Vervaat-error type processes for partial sums and renewals +The genealogy of self-similar fragmentations with negative index as a continuum random tree +Extreme exchangeable random order processes by positive definite functions on semigroups +Mixing times for random walks on finite lamplighter groups +Kolmogorov's structure functions and model selection +A Conditional Entropy Power Inequality for Dependent Variables +Limiting distributions for additive functionals on Catalan trees +Asymptotic Behavior of the Number of Lost Messages +Random walks on the torus with several generators +Simply generated trees, B-series and Wigner processes +Identifying several biased coins encountered by a hidden random walk +Negative association in uniform forests and connected graphs +Essential edges in Poisson random hypergraphs +Reversible coagulation-fragmentation processes and random combinatorial structures: Asymptotics for the number of groups +Continuous and discontinuous phase transitions in hypergraph processes +Explicit Solution for a Network Control Problem in the Large Deviation Regime +A Large Closed Queueing Network Containing Two Types of Node and Multiple Customer Classes: One Bottleneck Station +Dimers, tilings and trees +Stein's method, Jack measure, and the Metropolis algorithm +The interlace polynomial of a graph +Colouring powers of cycles from random lists +Three Sampling Formulas +Quicksort with Unreliable Comparisons: A Probabilistic Analysis +Merging costs for the additive Marcus-Lushnikov process, and Union-Find algorithms +Generating Functions For Kernels of Digraphs (Enumeration & Asymptotics for Nim Games) +Why Delannoy numbers? +Spontaneous Dynamics of Asymmetric Random Recurrent Spiking Neural Networks +Poisson convergence in the restricted k-partioning problem +Unicyclic Components in Random Graphs +A Card Shuffling Analysis of Deformations of the Plancherel Measure of the Symmetric Group +The two possible values of the chromatic number of a random graph +Expected Length of the Longest Common Subsequence for Large Alphabets +Low-Dimensional Faces of Random 0/1-Polytopes +On The Multiresolution Structure of Internet Traffic Traces +Shuffling by Semi-Random Transpositions +Maximum Weight Independent Sets and Matchings in Sparse Random Graphs. Exact Results Using the Local Weak Convergence Method +The Chromatic Number of Random Regular Graphs +On the Convergence Speed of MDL Predictions for Bernoulli Sequences +Universal Convergence of Semimeasures on Individual Random Sequences +A shape theorem for the spread of an infection +Extremes of geometric variables with applications to branching processes +The spread of a rumor or infection in a moving population +Low regularity solutions to a gently stochastic nonlinear wave equation in nonequilibrium statistical mechanics +The structure of finite clusters in high intensity Poisson Boolean stick process +General framework for the probabilistic description of experiments +The divergence of Banach space valued random variables on Wiener space +Sojourn times in the M/G/1 FB queue with light-tailed service times +A Guide to Stochastic Loewner Evolution and its Applications +Harness processes and harmonic crystals +Correlation functions of the shifted Schur measure +Piecewise Deterministic Quantum Dynamics and Quantum Fractals on the Poincare Disk +Coexistence in two-type first-passage percolation models +Some Jump Processes in Quantum Field Theory +Nonuniqueness for specifications in $\ell^\u007b2+\epsilon\u007d$ +On the approximation of one Markov chain by another +Out of equilibrium functional central limit theorems for a large network where customers join the shortest of several queues +A functional central limit theorem in equilibrium for a large network in which customers join the shortest of several queues +V-variable fractals and superfractals +Global Existence of Bell's Time-Inhomogeneous Jump Process for Lattice Quantum Field Theory +Perturbation of singular equilibria of hyperbolic two-component systems: a universal hydrodynamic limit +Random complex zeroes, III. Decay of the hole probability +Random walk generated by random permutations of \u007b1,2,3, ..., n+1\u007d +On Quantum Iterated Function Systems +Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices +A Fractal Valued Random Iteration Algorithm and Fractal Hierarchy +Approximation of integrals over asymptotic sets with applications to probability and statistics +Gaussian free fields for mathematicians +A criterion for Talagrand's quadratic transportation cost inequality +Stochastic evolutions in superspace and superconformal field theory +The dead leaves model : general results and limits at small scales +Occurrence, repetition and matching of patterns in the low-temperature Ising model +Deviations from the Circular Law +Sharp Integrability for Brownian Motion in Parabola-shaped Regions +Relativistic Brownian Motion in 3+1 Dimensions +Local limit of labeled trees and expected volume growth in a random quadrangulation +The automorphism group of the Gaussian measure cannot act pointwise +Infinite interacting diffusion particles I: Equilibrium process and its scaling limit +Stability of Random Sums +Some Classes Of Distributions On The Non-Negative Lattice +Bessel processes, the integral of geometric Brownian motion, and Asian options +Instability in Stochastic and Fluid Queueing Networks +Nonstationary queues:Estimation of the rates of convergence +A model of the term structure of interest rates based on L\'evy fields +Uniform infinite planar triangulation and related time-reversed critical branching process +Renewal Theory and Geometric Infinite Divisibility +On the Location of the 1-particle Branch of the Spectrum of the Disordered Stochastic Ising Model +Neighbourhoods of independence for random processes +From repeated to continuous quantum interactions +A Phase Transition and Stochastic Domination in Pippenger's Probabilistic Failure Model for Boolean Networks with Unreliable Gates +Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values +Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation +Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation +Limit theorems and absorption problems for one-dimensional correlated random walks +The noisy voter-exclusion process +Gibbs properties of the fuzzy Potts model on trees and in mean field +Information geometric neighbourhoods of randomness and geometry of the McKay bivariate gamma 3-manifold +Inequalities related to free entropy derived from random matrix approximation +Anomalous Diffusion with Periodical Initial Conditions on Interval with Reflecting Edges +Skorokhod embeddings, minimality and non-centred target distributions +Unilateral Small Deviations for the Integral of Fractional Brownian Motion +Exponential distribution for the occurrence of rare patterns in Gibbsian random fields +Stochastic Loewner evolution in doubly connected domains +On asymptotics of large Haar distributed unitary matrices +Limiting distribution of last passage percolation models +An estimate on the maximum of a nice class of stochastic integrals +An estimate about multiple stochastic integrals with respect to a normalized empirical measure +Diffusion in random environment and the renewal theorem +Excited random walk in three dimensions has positive speed +Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process +Thick points for the Cauchy process +CFTs of SLEs: the radial case +Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles +Instability of set recurrence and Green's function on groups with the Liouville property +Probabilistic representations of solutions to the heat equation +Linear speed large deviations for percolation clusters +Elementary fixed points of the BRW smoothing transforms with infinite number of summands +Monotone properties of random geometric graphs have sharp thresholds +Universality of Critical Behaviour in a Class of Recurrent Random Walks +Hierarchical equilibria of branching populations +Central limit theorems for the large-spin asymptotics of quantum spins +The harmonic explorer and its convergence to SLE(4) +The Satisfiability Threshold of Random 3-SAT Is at Least 3.52 +An alternative inference tool to total probability formula and its applications +Exact Sampling from Perfect Matchings of Dense Nearly Regular Bipartite Graphs +Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks +Order by disorder, without order, in a two-dimensional spin system with O(2) symmetry +Functionals of Dirichlet processes, the Markov Krein Identity and Beta-Gamma processes +Orbital order in classical models of transition-metal compounds +Orbital ordering in transition-metal compounds: I. The 120-degree model +Exact Solution of Discrete Hedging Equation for European Option +Random complex zeroes, II. Perturbed lattice +Asymptotic analysis via Mellin transforms for small deviations in $L^2$-norm of integrated Brownian sheets +SU(d)--biinvariant random walks on SL(d,C) and their Euclidean counterparts +Self-Interacting Diffusions : Symmetric Interactions +Weak limits for quantum random walks +Stochastic differential equations with boundary conditions driven by a Poisson noise +Slab percolation for the Ising model +The center of mass of the ISE and the Wiener index of trees +Catastrophe Management and Inter-Reserve Distance for Marine Reserve Networks +Stochastic differential equations with jumps +Perturbations of the Symmetric Exclusion Process +"Local Realism", Bell's Theorem and Quantum "Locally Realistic" Inequalities +Extremal Reversible Measures for the Exclusion Process +Fast simulation of new coins from old +Virasoro action on Schur function expansions, skew Young tableaux and random walks +Hitting times for special patterns in the symmetric exclusion process on Z^d +On the Dirichlet problem for asymmetric zero-range process on increasing domains +A new test for the multivariate two-sample problem based on the concept of minimum energy +q-Levy processes +An invariant of finitary codes with finite expected square root coding length +Janossy Densities of Coupled Random Matrices +Convergence of symmetric diffusions on Wiener spaces +The probability of making a correct decision in hypotheses testing as estimator of quality of planned experiments +Differential Equations for Dyson Processes +Discrete Green's functions for products of regular graphs +Probabilistic Events and Physical Reality: A Complete Algebra of Probability +k-workers in a Circular Warehouse -- A random walk on a circle, without passing +Some remarks on the elliptic Harnack inequality +A Scaling Limit for t-Schur Measures +Random probability measures via Polya sequences: revisiting the Blackwell-MacQueen urn scheme +Correlation inequalities for noninteracting Bose gases +Loop-erased random walk on a torus in dimensions 4 and above +More rigorous results on the Kauffman-Levin model of evolution +Constrained Brownian motion: Fluctuations away from circular and parabolic barriers +Independence and Product Systems +Approximations of the Brownian Rough Path with Applications to Stochastic Analysis +Commutants of von Neumann Modules, Representations of B^a(E) and Other Topics Related to Product Systems of Hilbert Modules +Fluctuations of the Empirical Entropies of a Chain of Infinite Order +Asymptotic hitting time for a simple evolutionary model of protein folding +Central limit theorems in Random cluster and Potts Models +Non-commutative Polynomials of Independent Gaussian Random Matrices. The Real and Symplectic Cases +A central limit theorem for Gibbs measures relative to Brownian motion +SLEs as boundaries of clusters of Brownian loops +On the noise-induced passage through an unstable periodic orbit I: Two-level model +On Asymptotics for the Airy Process +Limit theorems for one-dimensional transient random walks in Markov environments +Brownian intersection local times: Exponential moments and law of large masses +The Percolation Transition in the Zero-Temperature Domany Model +Continuum Nonsimple Loops and 2D Critical Percolation +A Particular Bit of Universality: Scaling Limits of Some Dependent Percolation Models +A non constructive proof of the existence of a maximal irreducibility measure +The maximum queue length for heavy tailed service times +Image measures of infinite product measures and generalized Bernoulli convolutions +On the rate of convergence to equilibrium for countable ergodic Markov chains +$\widetilde\u007bQ\u007d$-representation of real numbers and fractal probability distributions +Asymptotic estimation of shift parameter of a quantum state +The chaotic chameleon +A proof of a conjecture of Buck, Chan and Robbins on the random assignment problem +Conformal restriction and related questions +On Quantum Statistical Inference, II +On an Argument of David Deutsch +Spectral measure of large random Hankel, Markov and Toeplitz matrices +On Dynamical Gaussian Random Walks +Glauber dynamics on trees:Boundary conditions and mixing time +Boundary Trace of Reflecting Brownian Motions +Regenerative Composition Structures +On Spectra of Noises associated with Harris flows +Approximation probabilities, the law of quasistable markets, and phase transitions from the "condensed" state +Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field +Fock Space Decomposition of Levy Processes +On the first-visit-time problem for birth and death processes with catastrophes +Asymptotic behaviour of watermelons +Wiener Chaos and the Cox-Ingersoll-Ross model +Convergence to equilibrium for finite Markov processes, with application to the Random Energy Model +An Anisotropic Ballistic Deposition Model with Links to the Ulam Problem and the Tracy-Widom Distribution +Products of Beta matrices and sticky flows +Entropic repulsion of an interface in an external field +Asymptotic analysis by the saddle point method of the Anick-Mitra-Sondhi model +Fluctuations of a one-dimensional polynuclear growth model in a half space +Controlling Rough Paths +Extra heads and invariant allocations +Surface Area of Ellipsoids +Noncolliding Brownian motions and Harish-Chandra formula +Seiberg-Witten Theory and Random Partitions +Random Sets and Invariants for (Type II) Continuous Tensor Product Systems of Hilbert Spaces +A Phase Transition for the Metric Distortion of Percolation on the Hypercube +Chernoff's bound forms +The Monge-Kantorovitch Problem and Monge-Ampere Equation on Wiener Space +Remarks on the geometry of coordinate projections in R^n +Stopping games in continuous time +Geometrical Optics Approach to Markov-Modulated Fluid Models +On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models +Glauber dynamics of continuous particle systems +The inverse of the cumulative standard normal probability function +Perturbed Markov Chains +A Stochastic Heisenberg Inequality +Non-linear Response of the trap model in the aging regime : Exact results in the strong disorder limit +An Extended Variational Principle for the SK Spin-Glass Model +An Ergodic Theorem for the Quantum Relative Entropy +Singularity analysis, Hadamard products, and tree recurrences +The arctic circle boundary and the Airy process +Chordal Loewner families and univalent Cauchy transforms +Ecological Succession Model +A probabilistic representation for the vorticity of a 3D viscous fluid and for general systems of parabolic equations +Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles +Critical percolation in annuli and $SLE_6$ +A large-deviation theorem for tree-indexed Markov chains +Quenched large deviations for one dimensional nonlinear filtering +Small deviations in p-variation for stable processes +Small deviations in p-variation norm for multidimensional Levy processes +On the speed of a planar random walk avoiding its past convex hull +Self-Averaged Scaling Limits for Random Parabolic Waves +Conformal transformations and the SLE partition function martingale +Towards the Modeling of Neuronal Firing by Gaussian Processes +Stein's Method and Plancherel Measure of the Symmetric Group +Volumes of symmetric random polytopes +On symmetric versions of Sylvester's problem +Hydrodynamic limit of asymmetric exclusion processes under diffusive scaling in $d\ge 3$ +On a non-linear Fluctuation Theorem for the aging dynamics of disordered trap models +Evolving sets, mixing and heat kernel bounds +The Poisson-Dirichlet law is the unique invariant distribution for uniform split-merge transformations +General Probabilistic Framework of Randomness +State Tameness: A New Approach for Credit Constrains +Amenability via random walks +Spheres and Minima +On the asymptotic behavior of first passage time densities for stationary Gaussian processes +On entropy and Hausdorff dimension of measures defined through a non-homogeneous Markov process +On the uniqueness of the branching parameter for a random cascade measure +Law of large numbers for the asymmetric simple exclusion process +Brownian beads +An explanation of infrared catastrophe of 1/f power spectra +A Supplement To The Bose-Dasgupta-Rubin (2002) Review Of Infinitely Divisible Laws And Processes +1/f spectral trend and frequency power law of lossy media +Towards Dead Time Inclusion in Neuronal Modeling +Small deviations for fractional stable processes +On the Stability of Geometric Extremes +A Note on Maximum and Minimum Stability of Certain Distributions +Glauber Dynamics On The Cycle Is Monotone +Poisson calculus for spatial neutral to the right processes +Infinite Divisibility and Max-Infinite Divisibility with Random Sample Size +Markov Chain Sampling for Non-linear State Space Models Using Embedded Hidden Markov Models +Chains with complete connections: General theory, uniqueness, loss of memory and mixing properties +Chains with complete connections and one-dimensional Gibbs measures +Measuring and hedging financial risks in dynamical world +Aspects of Randomization in Infinitely Divisible and Max-Infinitely Divisible Laws +A numeraire-free and original probability based framework for financial markets +A Tractable Complex Network Model based on the Stochastic Mean-field Model of Distance +Another Look at Random Infinite Divisibility +Phase transitions in Phylogeny +Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm +Derivation of the Leroux system as the hydrodynamic limit of a two-component lattice gas +Rapid mixing in Markov chains +MDP for integral functionals of fast and slow processes with averaging +On the scaling of the chemical distance in long-range percolation models +The Brownian loop soup +Additive functionals on random search trees +Renormalization, large deviations and phase separation in Ising and percolation models +Brownian intersections, cover times and thick points via trees +Ergodic convergence rates of Markov processes--eigenvalues, inequalities and ergodic theory +Localization-delocalization phenomena for random interfaces +Estimates for the strong approximation in multidimensional central limit theorem +Conformal invariance, universality, and the dimension of the Brownian frontier +Aging and spin-glass dynamics +Random walks in random environments +Some aspects of additive coalescents +Toeplitz determinants, random growth and determinantal processes +Random path representation and sharp correlations asymptotics at high-temperatures +Rigorous Non-Perturbative Ornstein-Zernike Theory for Ising Ferromagnets +On some inequalities for Gaussian measures +Fock factorizations, and decompositions of the $L^2$ spaces over general Levy processes +Two-dimensional Poisson Trees converge to the Brownian web +On the p-Logarithmic and Alpha-Power Divergence Measures in Information Theory +Wigner-Yanase information on quantum state space:the geometric approach +Asymptotic shape for the chemical distance and first-passage percolation in random environment +Ergodicity of Stochastic Differential Equations Driven by Fractional Brownian Motion +Random Walk with Shrinking Steps +On the distribution of lattice points in thin annuli +The Brownian Web: Characterization and Convergence +A rigorous derivation of Smoluchowski's equation in the moderate limit +Random walks in random environment: What a single trajectory tells +Stability of nonlinear filters in nonmixing case +Random Surfaces +A geometric proof of the Kochen-Specker no-go theorem +Kerov's central limit theorem for the Plancherel measure on Young diagrams +Explicit formulas for hook walks on continual Young diagrams +Random planar curves and Schramm-Loewner evolutions +Random polynomials of high degree and Levy concentration of measure +Anchored expansion, percolation and speed +Behavior dominated by slow particles in a disordered asymmetric exclusion process +Annular non-crossing permutations and partitions, and second-order asymptotics for random matrices +Renewal theory on the oriented tree +On $L_1$-distance between first exit times from two regions +A Proof of Parisi's Conjecture on the Random Assignment Problem +Physical interpretation of fractional diffusion-wave equation via lossy media obeying frequency power law +Anomalous diffusion, Localization, Aging and Sub-aging effects in trap models at very low temperature +Conformal Fractal Geometry and Boundary Quantum Gravity +Dynamics of Majority Rule +Comparison inequality and two block estimate for inhomogeneous Bernoulli measures +SLE(\kappa,\rho) martingales and duality +Discrete Loewner evolution +Surface order large deviations for 2d FK-percolation and Potts models +Late points for random walks in two dimensions +Statistical mechanics of anharmonic lattices +Bernoulli Sieve +Random walks on FKG-horizontally oriented lattices +On the characterisation of paired monotone metrics +Poisson Hypothesis for information networks (A study in non-linear Markov processes) +Comparison results and steady states for the Fujita equation with fractional Laplacian +Stochastic Resonance in Two-State Markov Chains +A PDE for the joint distributions of the Airy Process +Excited Random Walk +Reflected planar Brownian motions, intertwining relations and crossing probabilities +Juggling probabilities +Integrals, Partitions, and Cellular Automata +A proof of the Gibbs-Thomson formula in the droplet formation regime +Hydrodynamic limit of a disordered lattice gas +Girsanov's transformation for SLE(kappa,rho) processes, intersection exponents and hiding exponents +Ballistic random walks in random environment at low disorder +Supercritical multitype branching processes: the ancestral types of typical individuals +Stochastic Integration with respect to Volterra processes +Girsanov Theorem for Filtered Poisson Processes +A System of Differential Equations for the Airy Process +A noisy system with a flattened Hamiltonian and multiple time scales +Random walks on supercritical percolation clusters +Rotations and Tangent Processes on Wiener Space +Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results +Special orthogonal splittings of $L_1^\u007b2k\u007d$ +Smoothing Before Estimating Uncertainty, Scaling, and Intermittency: Application to Short Heart Rate Signals +Couplings of Uniform Spanniing Forests +Physical measures for partially hyperbolic surface endomorphisms +Symmetrized Chebyshev Polynomials +Scaling Limit, Noise, Stability +Conditions implying regularity of the three dimensional Navier-Stokes equation +Isoperimetry and heat kernel decay on percolation clusters +Asymptotics for random walks in alcoves of affine Weyl groups +Sharp phase transition theorems for hyperbolicity of random groups +A power law for the free energy in two dimensional percolation +Time, Finite Statistics, and Bell's Fifth Position +Infinite systems of non-colliding Brownian particles +Conformal restriction, highest-weight representations and SLE +SLE martingales and the Virasoro algebra +Limiting shape for directed percolation models +Normed convergence property for hypergroups admitting an invariant measure +Janossy Densities II. Pfaffian Ensembles +Markov chain intersections and the loop-erased walk +Symmetrization approach to concentration inequalities for empirical processes +Deviation bounds for wavelet shrinkage +On smallest triangles +Speeding up the FMMR perfect sampling algorithm: A case study revisited +An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games +Multiplicative Measures on Free Groups +Bernoulli Numbers and the Probability of a Birthday Surprise +The Largest Eigenvalue Of Sparse Random Graphs +Partiality in physics +Shortest paths in the Tower of Hanoi graph and finite automata +Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet +Convergence and Loss Bounds for Bayesian Sequence Prediction +Extremal Properties of Random Structures +Random k-SAT: Two Moments Suffice to Cross a Sharp Threshold +Phase Diagram for the Constrained Integer Partitioning Problem +The threshold for random k-SAT is 2k (ln 2 - O(k)) +Random MAX SAT, random MAX CUT, and their phase transitions +On the Graph-Density of Random 0/1-Polytopes +Bayesian Treatment of Incomplete Discrete Data Applied to Mutual Information and Feature Selection +Robust Estimators under the Imprecise Dirichlet Model +Convex Imprecise Previsions: Basic Issues and Applications +On the Maximum Satisfiability of Random Formulas +The volume and time comparison principle and transition probability estimates for random walks +Bindweeds or random walks in random environments on multiplexed trees and their asympotics +Reconstruction Thresholds on Regular Trees +A phase transition in the random transposition random walk +Optimal Nonlinear Prediction of Random Fields on Networks +Unimprovable Solution to Systems of Empirical Linear Algebraic Equations +Disintegration of cylindrical measures +Scaling limit of loop erased random walk - a naive approach +Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces +Critical region for droplet formation in the two-dimensional Ising model +Janossy Densities I. Determinantal Ensembles +Krengel-Lin decomposition for probability measures on hypergroups +Lower order terms in Szego type limit theorems on Zoll manifolds +Lower Order Terms in Szego Theorems on Zoll Manifolds +A new application of Random Matrices: Ext(C*_\u007bred\u007d(F_2)) is not a group +Small values of the maximum for the integral of fractional Brownian motion +Absolute continuity of autophage measures on finite-dimensional vector spaces +The noise of a Brownian sticky flow is black +The Mean Distance to the n-th Neighbour in a Uniform Distribution of Random Points: An Application of Probability Theory +The Jacobi field of a L\'evy process +The p-spin interaction model with external field +Dimension and randomness in groups acting on rooted trees +Asymptotics of almost holomorphic sections of ample line bundles on symplectic manifolds: an addendum +Asymptotics of almost holomorphic sections on symplectic manifolds +An Optimal Skorokhod Embedding for Diffusions +An asymptotic expansion for the discrete harmonic potential +Localization properties of the anomalous diffusion phase $x \u007e t^\u007b\mu\u007d$ in the directed trap model and in the Sinai diffusion with bias +Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results +Entropic Geometry from Logic +Two non-regular extensions of the large deviation bound +Limiting behavior of relative R\'enyi entropy in a non-regular location shift family +On the Red-Green-Blue Model +Quasicrystals and almost periodicity +Error-rate and decision-theoretic methods of multiple testing: Which genes have high objective probabilities of differential expression? +Asymptotic flux across hypersurfaces for diffusion processes +Randomness as an Equilibrium. Potential and Probability Density +Ergodicity and mixing for stochastic partial differential equations +SLE and triangles +Bounds for covariances and variances of truncated random variables +Some highlights of percolation +Projection of Markov measures may be Gibbsian +On a relation between stochastic integration and geometric measure theory +Trees and matchings from point processes +Higher order expansions for the overlap of the SK model +Super-Brownian motion with extra birth at one point +Cramer's estimate for the exponential functional of a Levy process +Random polynomials with prescribed Newton polytope +Geometry of contours and Peierls estimates in d=1 Ising models +Sticky flows on the circle +A Monte Carlo method for exponential hedging of contingent claims +Martin Boundary Theory of some Quantum Random Walks +The heat semigroup on configuration spaces +Scaling limit of stochastic dynamics in classical continuous systems +The dimension of the SLE curves +The speed of biased random walk on percolation clusters +Variational principle for generalized Gibbsian measures +Concentration of norms and eigenvalues of random matrices +On two-temperature problem for harmonic crystals +Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique +Dynamical Windings of Random Walks and Exclusion Models. Part I: Thermodynamic Limit +First order asymptotics of matrix integrals ; a rigorous approach towards the understanding of matrix models +Glauber versus Kawasaki for spectral gap and logarithmic Sobolev inequalities of some unbounded conservative spin systems +Entropies, convexity, and functional inequalities +A growth model in multiple dimensions and the height of a random partial order +Hard rods: statistics of parking configurations +Linear Phase Transition in Random Linear Constraint Satisfaction Problem +Non-Isomorphic Product Systems +Mixing Time of the Rudvalis Shuffle +Bouchaud's model exhibits two different aging regimes in dimension one +Onsager relations and Eulerian hydrodynamics for systems with several conservation laws +Poisson-Kingman partitions +On the convergence to statistical equilibrium for harmonic crystals +Estimates for Norms of Random Polynomials +Random linear combinations of functions from $L_1$ +Almost Sure Central Limit Theorems and the Erdos-Renyi law for Expanding Maps of the Interval +A Limit Theorem for Shifted Schur Measures +A simple construction of the Fractional Brownian motion +Linear cellular automata, asymptotic randomization, and entropy +Asymptotic behaviour of measures with long range correlations under the action of cellular automata +The serial harness interacting with a wall +Limit Theorem for Sums of Random Products +High temperature Sherrington-Kirkpatrick model for general spins +Formule d'Ito pour des diffusions uniformement elliptiques et processus de Dirichlet +Fluid Limits of Pure Jump Markov Processes: a Practical Guide +Random complex zeroes, I. Asymptotic normality +Ergodicity of the finite dimensional approximation of the 3D Navier-Stokes equations forced by a degenerate noise +Nonlinear Filtering of Diffusion Processes in Correlated Noise: Analysis by Separation of Variables +A remark on unified error exponents: Hypothesis testing, data compression and measure concentration +Conformal Field Theories of Stochastic Loewner Evolutions +Asymptotic Stability of the optimal filter for non-ergodic signals +Lower bounds for boundary roughness for droplets in Bernoulli percolation +Separated-occurrence inequalities for dependent percolation and Ising models +Poisson trees, succession lines and coalescing random walks +The Partial Averaging method +Conformal fields, restriction properties, degenerate representations and SLE +Upper bound of a volume exponent for directed polymers in a random environment +Conformal restriction: the chordal case +Vicious Walkers and Hook Young Tableaux +Sampling from a couple of negatively correlated gamma variates +The Martin boundary of a discrete quantum group +The ODE Method and Spectral Theory of Markov Operators +The optimal order for the p-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates +Spectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes +On the Largest Eigenvalue of a Random Subgraph of the Hypercube +Large deviations for Brownian motion in a random scenery +Crossing Probabilities and Modular Forms +Random walks that avoid their past convex hull +Product structure of heat phase space and branching Brownian motion +Sampling from a couple of positively correlated beta variates +Best Choice from the Planar Poisson Process +On fixed points of Poisson shot noise transforms +On perpetuities related to the size-biased distributions +Loewner's equation in noncommutative probability +Good Local Bounds for Simple Random Walks +Growth and Percolation on the Uniform Infinite Planar Triangulation +Crossing Formulae for Critical Percolation in an Annulus +Quantum Causality, Stochastics, Trajectories and Information +Diffraction and Palm measure of point processes +Growth and Structure of Stochastic Sequences +Comparison of different goodness-of-fit tests +Clustering in coagulation -fragmentation processes, random combinatorial structures and additive number systems: Asymptotic formulae and limiting laws +Scattering into Cones and Flux across Surfaces in Quantum Mechanics: a Pathwise Probabilistic Approach +Four Lectures on Noncommutative Dynamics +Iterating random functions on a finite set +Maximin setting for investment problems and fixed income management with observable but non-predictable parameters +Optimal portfolio selection and compression in an incomplete market +Rigorous analysis of discontinuous phase transitions via mean-field bounds +Conformal Invariance and Stochastic Loewner Evolution Predictions for the 2D Self-Avoiding Walk - Monte Carlo Tests +Asymptotic formula for a partition function of reversible coagulation -fragmentation processes +The simplest nearest-neighbor spin system on regular graphs:Time dynamics of the mean coverage function +Mixing times of the biased card shuffling and the asymmetric exclusion process +Default Logic in a Coherent Setting +Uniform Infinite Planar Triangulations +Percolation on finite graphs and isoperimetric inequalities +Minimum aberration designs of resolution III +On the formation/dissolution of equilibrium droplets +Signal Significance in the Presence of Systematic and Statistical Uncertainties +Some non-linear s.p.d.e.'s that are second order in time +A simple proof of a result of A. Novikov +$\mathbb Z_n$--graded Independence +Mock-Gaussian Behaviour for Linear Statistics of Classical Compact Groups +Swendsen-Wang dynamics on Z^d for disordered non ferromagnetic systems +Large time behavior of the heat kernel +Matrix Models for Beta Ensembles +Phase transition and critical behavior in a model of organized criticality +Convergence of the Poincare Constant +Discrete polynuclear growth and determinantal processes +Ergodic properties of a simple deterministic traffic flow model re(al)visited +SLE_k growth processes and conformal field theories +Equilibrium distribution of zeros of random polynomials +The Point of View of the Particle on the Law of Large Numbers for Random Walks in a Mixing Random Environment +On Random Walks and Diffusions Related to Parrondo's Games +On Parrondo's paradox: how to construct unfair games by composing fair games +Asymptotics for the almost sure Lyapunov Exponent for the solution of the parabolic Anderson problem +Sharp Metastability Threshold for Two-Dimensional Bootstrap Percolation +Transience of percolation clusters on wedges +Duality of Orthogonal and Symplectic Matrix Integrals and Quaternionic Feynman Graphs +Inference by Conversion +What is Stochastic Independence? +A new factorization property of the selfdecomposable probability measures +Symmetric Ornstein-Uhlenbeck Semigroups and their Generators +A law of large numbers for random walks in random mixing environments +The Random-Cluster Model +Random Planar Lattices and Integrated SuperBrownian Excursion +First-order transitions for n-vector models in two and more dimensions; rigorous proof +Asymptotic stability of the Wonham filter for ergodic and nonergodic signals +Green's Function for a Hierarchical Self-Avoiding Walk in Four Dimensions +End-to-end Distance from the Green's Function for a Hierarchical Self-Avoiding Walk in Four Dimensions +Towards a practical, theoretically sound algorithm for random generation in finite groups +A local limit theorem for a family of non-reversible Markov chains +An upper bound on the fluctuations of a second class particle +A Bayesian approach to source separation +Pricing rule based on non-arbitrage arguments for random volatility and volatility smile +Dirichlet Spectrum and Heat Content +Diffusions on Graphs, Poisson Problems and Spectral Geometry +Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics +Brownian Bridge and Self-Avoiding Random Walk +Random and universal metric spaces +Moments and Cumulants of Polynomial random variables on unitary groups, the Itzykson-Zuber integral and free probability +On the integral of geometric Brownian motion +Painlev\'e expressions for LOE, LSE and interpolating ensembles +A limit shape theorem for periodic stochastic dispersion +Hausdorff dimension in stochastic dispersion +Coassociativity breaking and oriented graphs +On Markovian Cocycle Perturbations in Classical and Quantum Probability +Stationary Determinantal Processes: Phase Multiplicity, Bernoullicity, Entropy, and Domination +Determinantal probability measures +On the universality of the probability distribution of the product $B^\u007b-1\u007dX$ of random matrices +Occupation densities for SPDE's with reflection +A note on edge oriented reinforced random walks and RWRE +On diffusion approximation with discontinuous coefficients +On the scaling limit of planar self-avoiding walk +On exponential stability of Wonham filter +Explicit Construction of the Brownian Self-Transport Operator +Revision of upper estimate of percolation threshold on square lattice +Hausdorff dimensions for SLE_6 +Gibbs measures and semiclassical approximations to action minimizing measures +An asymptotic link between LUE and GUE and its spectral interpretation +A Singular Parabolic Anderson Model +Orthogonal decompositions for L\'evy processes with an application to the gamma, Pacsal, and Meixner processes +On the upper limit of percolation threshold in square lattice +A general Hsu-Robbins-Erdos type estimate of tail probabilities of sums of independent identically distributed random variables +Geometric singular perturbation theory for stochastic differential equations +Functional central limit theorems for vicious walkers +First Passage Percolation Has Sublinear Distance Variance +Scaled Boolean Algebras +Free L\'evy Processes on Dual Groups +Convergence in Energy-Lowering (Disordered) Stochastic Spin Systems +Flows, coalescence and noise +Large deviations for the one-dimensional Edwards model +Weak-interaction limits for one-dimensional random polymers +The Brownian Web +A path-transformation for random walks and the Robinson-Schensted correspondence +Random matrices, non-colliding processes and queues +Large deviations of empirical measures under symmetric interaction +Random polynomials with prescribed Newton polytope, I +Measures of maximal relative entropy +Asymptotic of the Heat Kernel in General Benedicks Domains +Linear stochastic differential equations with functional boundary conditions +Polynomials of Meixner's type in infinite dimensions-Jacobi fields and orthogonality measures +On nodal lines of Neumann eigenfunctions +Distance matrices, random metrics and Urysohn space +Analytical ramifications of derivatives valuation: Asian options and special functions +A General Class of Estimators of Population Median Using Two Auxiliary Variables in Double Sampling +Existence of quasi-stationary measures for asymmetric attractive particle systems on $\ZZ^d$ +Brownian excursions an Parisian barrier options: a note +Quenched large deviations for diffusions in a random Gaussian shear flow drift +A self-avoiding walk with attractive interactions +A tracial quantum central limit theorem +Stationary quantum stochastic processes from the cohomological point of view +Green functions on self-similar graphs and bounds for the spectrum of the Laplacian +Analysis and Probability over Infinite Extensions of a Local Field, II: A Multiplicative Theory +Interruptible exact sampling in the passive case +Determining the Genus of a Map by Local Observation of a Simple Random Process +Selfsimilar random fractal measure using contraction method in probabilistic metric spaces +Some New Results on the Kinetic Ising Model in a Pure Phase +Gaussian fields and random packing +New explicit examples of fixed points of Poisson shot noise transforms +Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models +Uniform Poincare inequalities for unbounded conservative spin systems: The non-interacting case +Analytical kinetics of clustering processes with cooperative action of aggregation and fragmentation +Superdiffusivity of asymmetric exclusion process in dimensions one and two +Mark correlations: relating physical properties to spatial distributions +Recursion relations for Unitary integrals, Combinatorics and the Toeplitz Lattice +Stability of the Bose-Einstein condensate under polynomial perturbations +Entropy and a generalisation of `Poincare's Observation' +Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory +On Finite-dimensional Term Structure models +On the physical relevance of random walks: an example of random walks on a randomly oriented lattice +Statistical Analysis of a Semilinear Hyperbolic System Advected by a White in Time Random Velocity Field +Quadratic replica coupling in the Sherrington-Kirkpatrick mean field spin glass model +Central limit theorem for fluctuations in the high temperature region of the Sherrington-Kirkpatrick spin glass model +Approximation of the effective conductivity of ergodic media by periodization +On a conjecture of Dyson +Correlations between zeros of a random polynomial +The lowest crossing in 2D critical percolation +Between equilibrium fluctuations and Eulerian scaling: Perturbation of equilibrium for a class of deposition models +Measuring Sets in Infinite Groups +Empirical margin distributions and bounding the generalization error of combined classifiers +Some extensions of an inequality of Vapnik and Chervonenkis +On choosing and bounding probability metrics +Asymptotic Analysis of the GI/M/1/n Loss System as n Increases to Infinity +Source coding, large deviations, and approximate pattern matching +Computing stationary probability distributions and large deviation rates for constrained random walks.: the undecidability results +On the critical exponents of random k-SAT +Phase transition for Parking blocks, Brownian excursion and coalescence +On the expected value of the minimum assignment +Random Walk in an Alcove of an Affine Weyl Group, and Non-colliding Random Walks on an Interval +Quicksort asymptotics +Required sample size for learning sparse Bayesian networks with many variables +Permutation graphs, fast forward permutations, and sampling the cycle structure of a permutation +Exact Solution of a Drop-push Model for Percolation +Phase Transition in a Random Fragmentation Problem with Applications to Computer Science +Generating a Random Sink-free Orientation in Quadratic Time +Almost Sure Convergence of the Minimum Bipartite Matching Functional in Euclidean Space +Clairvoyant scheduling of random walks +The diameter of a long range percolation graph +Meaningful Information +Self-Optimizing and Pareto-Optimal Policies in General Environments Based on Bayes-Mixtures +Some Local Measures of Complexity of Convex Hulls and Generalization Bounds +Sharpening Occam's Razor +Operator-valued distributions: I. Characterizations of freeness +Hitting properties of a random string +Quantum Finance: The Finite Dimensional Case +A Non-commutative Version of the Fundamental Theorem of Asset Pricing +Statistically self-similar fractal sets +Brownian Bridge Asymptotics for the Subcritical Bernoulli Bond Percolation +Monte Carlo Tests of SLE Predictions for the 2D Self-Avoiding Walk +Spreading maps (polymorphisms), symmetries of Poisson processes and matching summation +Enhanced interface repulsion from quenched hard-wall randomness +Conformal invariance of planar loop-erased random walks and uniform spanning trees +A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall +Free martingale polynomials +Non-Conservative Minimal Quantum Dynamical Semigroups +The mutual affinity of random measures +Optimal tail estimates for directed last passage site percolation with geometric random variables +On the Expansion of Graphs of 0/1-Polytopes +Growth fluctuations in a class of deposition models +Random walks in random environment on trees and multiplicative chaos +Stochastic spatial models of plant diseases +Laplace operators in deRham complexes associated with measures on configuration spaces +Discrete Spacings +Fermion and boson random point processes as particle distributions of infinite free Fermi and Bose gases of finite density +Noncommutative extensions of the Fourier transform and its logarithm +Random walks on randomly oriented lattices +Ornstein-Zernike Theory for the finite range Ising models above T_c +Logarithmic fluctuations for the Internal Diffusion Limited Aggregation +The gambler's ruin problem in path representation form +Critical resonance in the non-intersecting lattice path model +Bogolyubov Measure in Quantum Equilibrium Statistical Mechanics +Cardy's Formula for some Dependent Percolation Models +Approach to Fixation for Zero-Temperature Stochastic Ising Models on the Hexagonal Lattice +Uniform exponential ergodicity of stochastic dissipative systems +Bayesian Estimation of Time Series Lags and Structure +Shot noise distributions and selfdecomposability +Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights +Fisher Information inequalities and the Central Limit Theorem +Fluctuations in the composite regime of a disordered growth model +Approximate Distribution of Hitting Probabilities for a Regular Surface with Compact Support in 2D +Sample path properties of the stochastic flows +Two-dimensional gauge theories of the symmetric group S_n in the large-n limit +Transience, Recurrence and Critical Behavior for Long-Range Percolation +Integrals over Grassmannians and Random permutations +The shape theorem for the frog model with random initial configuration +Accardi contra Bell (cum mundi): The Impossible Coupling +Centralisers of Involutions in Black Box Groups +Orthogonal and Symplectic Black Box Groups, Revisited +Exponential Convergence to Non-Equilibrium Stationary States in Classical Statistical Mechanics +Fluctuations of the Entropy Production in Anharmonic Chains +Finite volume approximation of the effective diffusion matrix: The case of independent bond disorder +Tangent Processes on Wiener Space +Some Ergodic Theorems for Random Rotations on Wiener Space +Strong and weak mean value properties on trees +The Kruskal Count +2D models of statistical physics with continuous symmetry: the case of singular interactions +The Generalized Spike Process, Sparsity, and Statistical Independence +Segal-Bargmann Transforms of One-mode Interacting Fock Spaces Associated with Gaussian and Poisson Measures +The Asymmetric One-Dimensional Constrained Ising Model +A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations +Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications +Harmonic analysis on the infinite-dimensional unitary group and determinantal point processes +The problem of harmonic analysis on the infinite-dimensional unitary group +Regularity of quasi-stationary measures for simple exclusion in dimension d >= 5 +An information-theoretic Central Limit Theorem for finitely susceptible FKG systems +Critical exponents for two-dimensional percolation +Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling +Rigidity of the interface for percolation and random-cluster models +Stochastic models which separate fractal dimension and Hurst effect +GL(n,q) and Increasing Subsequences in Nonuniform Random Permutations +Anisotropic Contact Process on Homogeneous Trees +Universal bounds on the selfaveraging of random diffraction measures +Structure of large random hypergraphs +One-arm exponent for critical 2D percolation +Linear Boltzmann equation as the long time dynamics of an electron weakly coupled to a phonon field +Diffusive fluctuations for one-dimensional totally asymmetric interacting random dynamics +Transience of second-class particles and diffusive bounds for additive functionals in one-dimensional asymmetric exclusion processes +Chaotic size dependence in the Ising model with random boundary conditions +Formula for the Mean Square Displacement Exponent of the Self-Avoiding Walk in 3, 4 and All Dimensions +Quantum Information in Space and Time +Shuffles on Coxeter groups +Quadratic variation, p-variation and integration with applications to stock price modelling +Dynamics of the Thermohaline Circulation under Wind forcing +Enstrophy Dynamics of Stochastically Forced Large-Scale Geophysical Flows +Building a Stationary Stochastic Process From a Finite-dimensional Marginal +Proof of the Conjecture that the Planar Self-Avoiding Walk has Root Mean Square Displacement Exponent 3/4 +Directed percolation and random walk +On Convergence of Moments for Random Young Tableaux and a Random Growth Model +On the largest eigenvalue of a sparse random subgraph of the hypercube +The effect of additive noise on dynamical hysteresis +Cover Times for Brownian Motion and Random Walks in Two Dimensions +On multifractality and fractional derivatives +Existence of Gibbs measures relative to Brownian motion +Hausdorff Measure for a Stable-Like Process over an Infinite Extension of a Local Field +Weak Laws in Geometric Probability +On hidden Markov chains and finite stochastic systems +Geometry of the Uniform Spanning Forest: Transitions in Dimensions 4, 8, 12 +Filtrations of random processes in the light of classification theory. I. A topological zero-one law +An Extension to the Tangent Sequence Martingale Inequality +A percolation formula +Variational principle and almost quasilocality for some renormalized measures +Random Electrical Networks on Complete Graphs II: Proofs +Riemann-Hilbert problems for last passage percolation +Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram +Infrared regular representation of the three dimensional massless Nelson model +Information flow on trees +Asymmetric diffusion and the energy gap above the 111 ground state of the quantum XXZ model +The Entropy Rate of Thermal Diffusion +Finite dimensional Realizations of Stochastic Equations +A counterexample to the smoothness of the solution to an equation arising in fluid mechanics +Rearrangement Invariant Norms of Symmetric Sequence Norms of Independent Sequences of Random Variables +Limit theorems for monolayer ballistic deposition in the continuum +Mathematics of random growing interfaces +A duality method in prediction theory of multivariate stationary sequences +Tails of probability density for sums of random independent variables +Basic properties of SLE +percolation on finite graphs +On the simplest split-merge operator on the infinite-dimensional simplex +Extension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract) +Multi-scale homogenization with bounded ratios and Anomalous Slow Diffusion +Scale Invariance of the PNG Droplet and the Airy Process +Aging properties of Sinai's model of random walk in random environment +Super-diffusivity in a shear flow model from perpetual homogenization +On conformally invariant subsets of the planar Brownian curve +Anomalous Slow Diffusion from Perpetual Homogenization +First passage time problem for biased continuous-time random walks +Anomalous diffusion and the first passage time problem +First Passage Time Distribution for Anomalous Diffusion +Asymptotics of certain coagulation-fragmentation processes and invariant Poisson-Dirichlet measures +Thick points for intersections of planar sample paths +Random regularization of Brown spectral measure +Possible loss and recovery of Gibbsianness during the stochastic evolution of Gibbs measures +Classification on the average of random walks +Conditional Expectation as Quantile Derivative +Coupling and Bernoullicity in random-cluster and Potts models +Probabilistic Dynamics of Two-Layer Geophysical Flows +General characterization theorems and intrinsic topologies in white noise analysis +Roles of Log-concavity, log-convexity, and growth order in white noise analysis +Ergodicity of Stochastically Forced Large Scale Geophysical Flows +Characterization of Hida Measures in white noise analysis +Characterization of test functions in CKS-space +Walks on the slit plane: other approaches +Characterization of Product Measures by Integrability Condition +A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices +Products of random matrices and q-Catalan numbers +Asymptotic behavior of a stationary silo with absorbing walls +Phase transition for the frog model +Spectral densities describing off-white noises +Applications of Symmetric Functions to Cycle and Increasing Subsequence Structure after Shuffles (Part 2) +Flux fluctuations in the one dimensional nearest neighbors symmetric simple exclusion process +A Central Limit Theorem for Convolution Equations and Weakly Self-Avoiding Walks +Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise +SU(1,1) Random Polynomials +A paradox of diffusion market model related with existence of winning combinations of options +Detection of spatial pattern through independence of thinned processes +On some properties of transitions operators +A dynamic one-dimensional interface interacting with a wall +Clusters and Recurrence in the Two-Dimensional Zero-Temperature Stochastic Ising Model +Stochastic version of the Erdos-Renyi limit theorem +Limit theorems for the painting of graphs by clusters +Moderate deviations for the volume of the Wiener sausage +Change Intolerance in Spanning Forests +Gaussian maximum of entropy and reversed log-Sobolev inequality +Random walks with badly approximable numbers +Discrepancy convergence for the drunkard's walk on the sphere +Mixing times of lozenge tiling and card shuffling Markov chains +Fast graphs for the random walker +Anchored expansion and random walk +Applications of Symmetric Functions to Cycle and Subsequence Structure after Shuffles +The shape theorem for the frog model +On first exit times for homogeneous diffusion processes +On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited +Constructing, characterizing, and simulating Gaussian and higher-order point distributions +Ito formula for free stochastic integrals +Free stochastic measures via noncrossing partitions II +Eigenvalues, inequalities and ergodic theory +Sharp estimates for Brownian non-intersection probabilities +Yang-Mills measure on compact surfaces +Explicit criteria for several types of ergodicity +Flip dynamics in octagonal rhombus tiling sets +Winterbottom Construction for Finite Range Ferromagnetic Models: An L_1 Approach +Non-Gibbsianness of the invariant measures of non-reversible cellular automata with totally asymmetric noise +Microscopic shape of shocks in a domain growth model +Duality of orthogonal polynomials on a finite set +Current fluctuations for the totally asymmetric simple exclusion process +Drift and entropy growth for random walks on groups +The Abelian Sandpile Model on an Infinite Tree +On the asymptotics of drift +R-cyclic families of matrices in free probability +How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling +Critical behavior in lossy source coding +Approximating the limiting Quicksort distribution +The diameter of long-range percolation clusters on finite cycles +The scaling window of the 2-SAT transition +The zeta(2) limit in the random assignment problem +Intrinsic Volumes of the Brownian Motion Body +Randomness +Harmonic mean, random polynomials and stochastic matrices +Mathematics of learning +Yet another zeta function and learning +The Minimum Expectation Selection Problem +The Generalized Universal Law of Generalization +Diagonal Sums of Boxed Plane Partitions +Compatible sequences and a slow Winkler percolation +Glauber Dynamics on Trees and Hyperbolic Graphs +Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences +The 3D Quasigeostrophic Fluid Dynamics under Random Forcing on Boundary +A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential +Equilibrium Fluctuations for Lattice Gases +Walks on the slit plane +Stochastic differential equations for trace-class operators and quantum continual measurements +A signal-recovery system: asymptotic properties and construction of an infinite volume limit +Hydrodynamic equation for a deposition model +Asymptotic behaviour for critical slowing-down random walks +Moments of inertia associated with the lozenge tilings of a hexagon +A Fredholm Determinant Identity and the Convergence of Moments for Random Young Tableaux +States of quantum systems and their liftings +The Large Deviation Principle for Coarse-Grained Processes +Estimating the p-variation index of a sample function: An application to financial data set +On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals +Large Deviation Principles and Complete Equivalence and Nonequivalence Results for Pure and Mixed Ensembles +A generalised inductive approach to the lace expansion +Non-intersecting Paths, Random Tilings and Random Matrices +Coordinate restrictions of linear operators in $l_2^n$ +The infrared behaviour in Nelson's model of a quantum particle coupled to a massless scalar field +The asymptotic determinant of the discrete Laplacian +Enumeration of simple random walks and tridiagonal matrices +A Distribution Function Arising in Computational Biology +A growth model in a random environment +Some Comparisons for Gaussian Processes +On the mixing time of simple random walk on the super critical percolation cluster +A new property of absorbed diffusions +Hamilton Variational Principle for Statistical Ensemble of Deterministic Systems and its Application for Ensemble of Stochastic Systems +Correlations between zeros and supersymmetry +Statistical analysis of the inhomogeneous telegrapher's process +Probability density of determinants of random matrices +Uniformly Generating Distribution Functions for Discrete Random Variables +Random Delaunay triangulations, the Thurston-Andreev theorem, and metric uniformization +Recurrence of Distributional Limits of Finite Planar Graphs +Random Delaunay triangulations and metric uniformization +Critical behavior of the massless free field at the depinning transition +Geodesics and Spanning Trees for Euclidean First-Passage Percolation +Zero-Temperature Dynamics of Plus/Minus J Spin Glasses and Related Models +The Dimension of the Planar Brownian Frontier is 4/3 +Integrable Lattices: Random Matrices and Random Permutations +Infinite random matrices and ergodic measures +Hua type integrals over unitary groups and over projective limits of unitary groups +From Random Polynomials to Symplectic Geometry +Realizable monotonicity and inverse probability transform +Processes with Long Memory: Regenerative Construction and Perfect Simulation +On the concentration of eigenvalues of random symmetric matrices +Finite Affine Groups: Cycle Indices, Hall-Littlewood Polynomials, and Probabilistic Algorithms +Confidence intervals for the parameter of Poisson distribution in presence of background +Uniqueness of the Invariant Measure for a Stochastic PDE Driven by Degenerate Noise +What is the question that MaxEnt answers? A probabilistic interpretation +Large deviations for a zero mean asymmetric zero range process in random media +Random walks with strongly inhomogeneous rates and singular diffusions: convergence, localization and aging in one dimension +The Gibbs ensemble of a vortex filament +Second class particles as microscopic characteristics in totally asymmetric nearest-neighbor K-exclusion processes +Classical versions of q-Gaussian processes: conditional moments and Bell's inequality +Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum +Variational representations of Varadhan Functionals +Computing and Sampling Restricted Vertex Degree Subgraphs and Hamiltonian Cycles +Local statistics for random domino tilings of the Aztec diamond +A variational principle for domino tilings +Cube-root boundary fluctuations for droplets in random cluster models +The spectral gap of the 2-D stochastic Ising model with nearly single-spin boundary conditions +Pathwise description of dynamic pitchfork bifurcations with additive noise +The spectral gap of the 2-D stochastic Ising model with mixed boundary conditions +Explicit isoperimetric constants and phase transitions in the random-cluster model +Images of eigenvalue distributions under power maps +Change, time and information geometry +Stationary random fields with linear regressions +Uniform asymptotic estimates of transition probabilities on combs +On the probabilistic rationale of I-divergence and J-divergence minimization +On q-deformed quantum stochastic calculus +Metastability and low lying spectra in reversible Markov chains +Gaussian Random Matrix Models for q-deformed Gaussian Random Variables +New Permanent Estimators via Non-Commutative Determinants +Spontaneous magnetisation in the plane +Density preserving functions +Bounded Fluctuations and Translation Symmetry Breaking in One-Dimensional Particle Systems +Fluctuations of the free energy in the REM and the p-spin SK models +Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model +Embeddings of rearrangement invariant spaces that are not strictly singular +Critical exponents, conformal invariance and planar Brownian motion +Zeros of Gaussian Analytic Functions +Stationary Markov chains with linear regressions +Symmetric Hilbert spaces arising from species of structures +From slightly coloured noises to unitless product systems +Favourite sites of simple random walk +Universality of the local spacing distribution in certain ensembles of hermitian Wigner matrices +A Generalization of the Random Assignment Problem +Semigroups, rings, and Markov chains +Random polynomials having few or no real zeros +A signed generalization of the Bernoulli-Laplace diffusion model +Random walks on wreath products of groups +Scaling of avalanche queues in directed dissipative sandpiles +Approximate factorization and concentration for characters of symmetric groups +Correlation functions for symmetrized increasing subsequences +Mixing times for Markov chains on wreath products and related homogeneous spaces +Gaussian limit for determinantal random point fields +The standard deviation effect (or why one should sit first base playing blackjack) +Analyticity of intersection exponents for planar Brownian motion +Values of Brownian intersection exponents III: Two-sided exponents +Distinguished properties of the gamma process and related topics +Stochastic monotonicity and realizable monotonicity +Occupation Time Fluctuations in Branching Systems +Modelling of stock price changes: a real analysis approach +On the fine structure of stationary measures in systems which contract-on-average +Stieltjes integrals of H\"older continuous functions with applications to fractional Brownian motion +Limit Theorems for Height Fluctuations in a Class of Discrete Space and Time Growth Models +Exact sampling from non-attractive distributions using summary states +The identification capacity and resolvability of channels with input cost constraint +An information-spectrum approach to joint source-channel coding +Moment Inequalities for Symmetric Statistics +No more than three favourite sites for simple random walk +Statistical Properties of Convex Minorants of Random Walks and Brownian Motions +A New Geometric Probability Technique for an N-dimensional Sphere and Its Applications to Physics +A Personal List of Unsolved Problems Concerning Lattice Gases and Antiferromagnetic Potts Models +Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes +Long-time tails in the parabolic Anderson model with bounded potential +A mean identity for longest increasing subsequence problems +Loop-erased walks and total positivity +Easy and nearly simultaneous proofs of the Ergodic Theorem and Maximal Ergodic Theorem +General Theory of Lee-Yang Zeros in Models with First-Order Phase Transitions +On the valuation of Paris options: foundational results +Exponential and moment inequalities for U-statistics +Asymptotics of Multivariate Sequences, part I. Smooth points of the singular variety +Random matrix theory over finite fields: a survey +Values of Brownian intersection exponents II: Plane exponents +Lifschitz tail in a magnetic field: coexistence of classical and quantum behavior in the borderline case +Limiting distributions for a polynuclear growth model with external sources +On Asymptotic Expansions and Scales of Spectral Universality in Band Random Matrix Ensembles +On the valuation of Asian options: integral representations +Super-Brownian motion with reflecting historical paths +Hydrodynamic profiles for the totally asymmetric exclusion process with a slow bond +Precise Propagation of Upper and Lower Probability Bounds in System P +Between Sobolev and Poincar\'e +Nature of Ground State Incongruence in Two-Dimensional Spin Glasses +On the kernel of tree incidence matrices +A Probabilistic Approach to Conjugacy Classes in the Finite Symplectic and Orthogonal Groups +Entropy-driven phase transitions in multitype lattice gas models +Classical and Quantum Probability +Classical and quantum info-manifolds +Some measure-preserving point transformations on the Wiener space and their ergodicity +Multifractal Spectrum and Thermodynamical Formalism of the Farey Tree +Blocking measures for asymmetric exclusion processes via coupling +Universality and scaling of zeros on symplectic manifolds +SL(2) and z-measures +Determinantal random point fields +Is Bootstrap Really Helpful in Point Process Statistics? +A Mixture of the Exclusion Process and the Voter Model +On the cover time of planar graphs +The supremum of Brownian local times on Holder curves +Constructive Fractional-Moment Criteria for Localization in Random Operators +Random almost holomorphic sections of ample line bundles on symplectic manifolds +Random unitaries in non-commutative tori, and an asymptotic model for q-circular systems +Markov Transitions and the Propagation of Chaos +On the Hydrodynamic Equilibrium of a Rod in a Lattice Fluid +On Upper Limits for Gravitational Radiation +From random sets to continuous tensor products: answers to three questions of W. Arveson +Asymptotic Behavior of Thermal Non-Equilibrium Steady States for a Driven Chain of Anharmonic Oscillators +Random vicious walks and random matrices +Path-wise solutions of SDE's driven by Levy processes +Diffeomorphic flows driven by Levy processes +q-probability: I. Basic discrete distributions +A dynamic model of social network formation +Asymptotic redundancies for universal quantum coding +Hypothesis testing with the general source +Extension of Fill's perfect rejection sampling algorithm to general chains +Combinatorics of Free Cumulants +On Random Sections of the Cube +Growth Rates in the Quaquaversal Tiling +The Clairvoyant Demon Has A Hard Task +Algorithmic Statistics +Perfect simulation from the Quicksort limit distribution +A characterization of the set of fixed points of the Quicksort transformation +Smoothness and decay properties of the limiting Quicksort density function +A Bayesian Reflection on Surfaces +The Cover Time, the Blanket Time, and the Matthews Bound +The Randomness Recycler: A New Technique for Perfect Sampling +Percolation in the Hyperbolic Plane +Layered Multishift Coupling for use in Perfect Sampling Algorithms (with a primer on CFTP) +Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions +Integrals over classical Groups, Random permutations, Toda and Toeplitz lattices +Poisson approximation for large-contours in low-temperature Ising models +Cesaro mean distribution of group automata starting from measures with summable decay +A non-Fock fermion toy model +Generalized Riffle Shuffles and Quasisymmetric Functions +Rate of convergence to equilibrium of symmetric simple exclusion processes +The Asymmetric Simple Exclusion Process with Multiple Shocks +Hydrodynamics for totally asymmetric $k$-step exclusion processes +Convergence to the maximal invariant measure for a zero-range process with random rates +Perfect simulation for interacting point processes, loss networks and Ising models +Coalescence of skew Brownian motions +Splitting: Tanaka's SDE revisited +Rigorous Probabilistic Analysis of Equilibrium Crystal Shapes +Values of Brownian intersection exponents I: Half-plane exponents +Growth in free groups (and other stories) +A remark on the notion of robust phase transitions +Weakly Gibbsian representations for joint measures of quenched lattice spin models +Descent Functions and Random Young Tableaux +Transversal fluctuations for increasing subsequences on the plane +Ornstein-Uhlenbeck-Cauchy Process +Affine shuffles, shuffles with cuts, the Whitehouse module, and patience sorting +Finite-Volume Fractional-Moment Criteria for Anderson Localization +How to Couple from the Past Using a Read-Once Source of Randomness +Symmetrized random permutations +Estimating the J function without edge correction +Phase transition and percolation in Gibbsian particle models +Numerical characteristics of groups and their interrelations +Inferring the intensity of Poisson processes at the limit of the detector sensitivity (with a case study on gravitational wave burst search) +Integration of Brownian vector fields +Exact Estimates for Moments of Random Bilinear Forms +Quasi-invariance and reversibility in the Fleming-Viot process +Random words, quantum statistics, central limits, random matrices +Singularity of Some Random Continued Fractions +A Note on Wetting Transition for Gradient Fields +Measuring the magnitude of sums of independent random variables +Loss of tension in an infinite membrane with holes distributed by Poisson law +Perturbation of the equilibrium for a totally asymmetric stick process in one dimension +Phase Transitions on Nonamenable Graphs +Conformally Invariant Fractals and Potential Theory +The Propagation of Molecular Chaos by Markov Transitions +Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities +Quantitative estimates of discrete harmonic measures +Teaching statistics in the physics curriculum: Unifying and clarifying role of subjective probability +Discrete Growth Models +Percolation and number of phases in the 2D Ising model +Limit Theorems for Motions in a Flow with a Nonzero Drift +Equity Allocation and Portfolio Selection in Insurance +Vertex-reinforced random walk on arbitrary graphs +Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model +Infinite wedge and random partitions +Universality at the edge of the spectrum in Wigner random matrices +Gaussian fluctuation for the number of particles in Airy, Bessel, sine and other determinantal random point fields +L\'evy Processes on $U_q(g)$ as Infinitely Divisible Representations +Noise sensitivity on continuous products: an answer to an old question of J. Feldman +Strong law of large numbers for the interface in ballistic deposition +Recent results and open problems on the hydrodynamics of disordered asymmetric exclusion and zero-range processes +A variational coupling for a totally asymmetric exclusion process with long jumps but no passing +Overcoming priors anxiety +Discrete orthogonal polynomial ensembles and the Plancherel measure +On a singular semilinear elliptic boundary value problem and the boundary Harnack principle +Fractional Brownian Motion Limit for a Model of Turbulent Transport +Taylor-Kubo Formula for Turbulent Diffusion in a Non-Mixing Flow with Long-Range Correlation +Separation of variables in the Kramers equation +On the effect of adding epsilon-Bernoulli percolation to everywhere percolating subgraphs of Z^d +Statistical properties of braid groups in locally free approximation +Z-Measures on partitions, Robinson-Schensted-Knuth correspondence, and beta=2 random matrix ensembles +Monotonicity property for a class of semilinear partial differential equations +Stationary Measures for Random Walks in a Random Environment with Random Scenery +The LIL for canonical U-statistics of order 2 +On Universality of Smoothed Eigenvalue Density of Large Random Matrices +The asymptotics of monotone subsequences of involutions +The Largest Cluster in Subcritical Percolation +Algebraic aspects of increasing subsequences +Lattice trees, percolation and super-Brownian motion +Sample path large deviations for a class of Markov chains related to disordered mean field models +The random geometry of equilibrium phases +Sparse Random Matrices and Statistics of Rooted Trees +A Simple Approach to Global Regime of the Random Matrix Theory +On separable Fokker-Planck equations with a constant diagonal diffusion matrix +On the Stochastic Kuramoto-Sivashinsky Equation +(Non-) Gibbsianness and phase transitions in random lattice spin models +Mean-field lattice trees +The Expected Number of Real Roots of a Multihomogeneous System of Polynomial Equations +Universality and scaling of correlations between zeros on complex manifolds +On Cantor's singular moments +Blocking and Persistence in the Zero-Temperature Dynamics of Homogeneous and Disordered Ising Models +On the Distributions of the Lengths of the Longest Monotone Subsequences in Random Words +Scaling limits of loop-erased random walks and uniform spanning trees +Distributions on partitions, point processes, and the hypergeometric kernel +Random Matrices and Random Permutations +Uniqueness for a class of one-dimensional stochastic PDEs using moment duality +Shape Fluctuations and Random Matrices +Scaling limit of Fourier-Walsh coefficients (a framework) +Extinction for two parabolic stochastic PDE's on the lattice +Free stochastic measures via noncrossing partitions +Fourier-Walsh coefficients for a coalescing flow (discrete time) +Returns to origin of a one-dimensional random walk visiting each site an even number of times +The Critical Parameter for the Heat Equation with a Noise Term to Blow Up in Finite Time +Trees, not cubes: hypercontractivity, cosiness, and noise stability +A pattern theorem for lattice clusters +Modeling interest rate dynamics: an infinite-dimensional approach +Linear Boltzmann Equation as the Weak Coupling Limit of a Random Schrodinger Equation +Escape Probability, Mean Residence Time and Geophysical Fluid Particle Dynamics +Nonlocal Dynamics of Passive Tracer Dispersion with Random Stopping +Necessary and Sufficient Conditions for the Strong Law of Large Numbers for U-statistics +Elementary derivation of Spitzer's asymptotic law for Brownian windings and some of its physical applications +Path Crossing Exponents and the External Perimeter in 2D Percolation +Noise sensitivity of boolean functions and applica- tions to percolation +Mean-field theory for scale free random networks +On near-critical and dynamical percolation in the tree case +Scaling limits for minimal and random spanning trees in two dimensions +Efficient sphere-covering and converse measure concentration via generalized coding theorems +The Average-Case Area of Heilbronn-Type Triangles +Minimum Description Length Induction, Bayesianism, and Kolmogorov Complexity +Longest Increasing Subsequences of Random Colored Permutations +An embedding for the Kesten-Spitzer random walk in random scenery +A Way Out of the Quantum Trap +Estimating Vaccine Coverage by Using Computer Algebra +Stability for a continuous SOS-interface model in a randomly perturbed periodic potential +An Application of Stochastic Flows to Riemannian Foliations +Statistics of knots and entangled random walks +Random Walk on Knot Diagrams, Colored Jones Polynomial and Ihara-Selberg Zeta Function +Indistinguishability of Percolation Clusters +Random Unitary Matrices, Permutations and Painleve +Bayesian reasoning versus conventional statistics in High Energy Physics +Jeffreys priors versus experienced physicist priors - arguments against objective Bayesian theory +A comparison inequality for sums of independent random variables +Invariant Measures and Convergence for Cellular Automaton 184 and Related Processes +Continuum-sites stepping-stone models, coalescing exhcangeable partitions, and random trees +On the thermodynamic limit for a one-dimensional sandpile process +The restriction of the Ising model to a layer +The linearization of the central limit operator in free probability theory +Point processes and the infinite symmetric group. Part V: Analysis of the matrix Whittaker kernel +Point processes and the infinite symmetric group. Part VI: Summary of results +Point Processes and the Infinite Symmetric Group. Part IV: Matrix Whittaker kernel +Large deviations and queueing networks: methods for rate function identification +Some function spaces related to the Brownian motion on simple nested fractals +Free probability for probabilists +Martin Boundary and Integral Representation for Harmonic Functions of Symmetric Stable Processes +Intrinsic Ultracontractivity, Conditional Lifetimes and Conditional Gauge for Symmetric Stable Processes on Rough Domains +Equilibrium Pure States and Nonequilibrium Chaos +Fractional Brownian motion and the Markov Property +Finite time extinction of super-Brownian motions with catalysts +Probability around the Quantum Gravity. Part 1: Pure Planar Gravity +Large deviations for the Fleming-Viot process with neutral mutation and selection +Maximality of the microstates free entropy for R-diagonal elements +Some minimization problems for the free analogue of the Fisher information +Geometrically Intrinsic Nonlinear Recursive Filters I: Algorithms +Geometrically Intrinsic Nonlinear Recursive Filters II: Foundations +Intrinsic Location Parameter of a Diffusion Process +Probability and Entropy in Quantum Theory +Continuity properties of Schr\"odinger semigroups with magnetic fields +The Repeated Solicitation Model +Unreal Probabilities: Partial Truth with Clifford Numbers +Non-Gaussian Surface Pinned by a Weak Potential +A Note on the Decay of Correlations Under $\delta$-Pinning +Finite dimensional approximations to Wiener measure and path integral formulas on manifolds +Fractional Differentiation Operator over an Infinite Extension of a Local Field +Analysis and Probability over Infinite Extensions of a Local Field +Non-degenerate conditionings of the exit measures of super-Brownian motion +Loss network representation of Peierls contours +Decay of correlations for non H\"\u007bo\u007dlderian dynamics. A coupling approach +Equilibrium condition in Insurance Pricing: a particular case +Characterization of G-regularity for super-Brownian motion and consequences for parabolic partial differential equations +Some properties of the range of super-Brownian motion +Unitary Brownian motions are linearizable +Factor maps between tiling dynamical systems +The continuous spin random field model: Ferromagnetic ordering in d>=3 +Insurance policy value and Pareto-optimal retention in the hypothesis of rare loss events +Concrete representation of martingales +The incipient infinite cluster in high-dimensional percolation +On Reichenbach's common cause principle and Reichenbach's notion of common cause +Quantum field theory for discrepancies +Time Dynamics of Probability Measure and Hedging of Derivatives +Cauchy Noise and Affiliated Stochastic Processes +Point processes and the infinite symmetric group. Part I: The general formalism and the density function +Point processes and the infinite symmetric group. Part III: Fermion point processes +Point Processes and the Infinite Symmetric Group. Part II: Higher Correlation Functions +Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap +A note on sums of independent random variables +Brownian Sheet Images and Bessel-Riesz Capacity +Measures on contour, polymer or animal models. A probabilistic approach +A Note on the Eigenvalue Density of Random Matrices +Approximation and support theorem for a two space-dimensional wave equation +Percolation Perturbations in Potential Theory and Random Walks +On the conditioned exit measures of super-Brownian motion +Stochastic analysis on configuration spaces: basic ideas and recent results +A Simple Path to Biggins' Martingale Convergence for Branching Random Walk +The Stable Manifold Theorem for Stochastic Differential Equations +Distribution of zeros of random and quantum chaotic sections of positive line bundles +Markov Processes with Identical Bridges +Local fields, Gaussian measures, and Brownian motions +A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions +A counterexample to the "hot spots" conjecture +On increasing subsequences of iid samples +Partial norms and the convergence of general products of matrices +Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses +Rademacher's theorem on configuration spaces and applications +Limit Theorems for Sums of p-Adic Random Variables +Stochastic bifurcation models +Burgers velocity fields and dynamical transport processes +Strong uniqueness for certain infinite dimensional Dirichlet operators and applications to stochastic quantization +A support property for infinite dimensional interacting diffusion processes +Smoluchowski's coagulation equation: uniqueness, non-uniqueness and a hydrodynamic limit for the stochastic coalescent +H\"older Regularity and Dimension Bounds for Random Curves +Biological Sequence Analysis +Density Estimation from an Individual Numerical Sequence +Limits to Consistent On-Line Forecasting for Ergodic Time Series +Information Distance +Breaking the chain +Completely regular multivariate stationary process and the Muckenhoupt condition +Probabilistic measures and algorithms arising from the Macdonald symmetric functions +A probabilistic approach toward the finite general linear and unitary groups +Stein's Method and Non-Reversible Markov Chains +On a class of stochastic differential equations used in quantum optics +Brownian Motion in a Weyl Chamber, Non-Colliding Particles, and Random Matrices +Random rearrangements and operators +On minimal parabolic functions and time-homogeneous parabolic h-transforms +Stochastic equations and evolution families in the space of formal mappings +Gamma Noise Analysis +Paths with exponential intersection tails and oriented percolation +Vertex-reinfoced random walk on Z visits finitely many states +Markov chains in a field of traps +No directed fractal percolation in zero area +The probability that Brownian motion almost covers a line +First passage percolation and a model for competing spatial growth +Sets avoided by Brownian motion +Confidence regions for means of multivariate normal distributions and a non-symmetric correlation inequality for gaussian measure +Reliable Cellular Automata with Self-Organization +On the Number of Incipient Spanning Clusters +On the Gaussian measure of the intersection of symmetric, convex sets +Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables +Covariant SPDEs and Quantum Field Structures +A correlation inequality for the expectations of norms of stable vectors +Ergodic unitarily invariant measures on the space of infinite Hermitian matrices +Volumes of Restricted Minkowski Sums and the Free Analogue of the Entropy Power Inequality +The dimension of the Brownian frontier is greater than 1 +Feynman-Kac Kernels in Markovian Representations of the Schroedinger Interpolating Dynamics +The Schroedinger Problem, Levy Processes Noise in Relativistic Quantum Mechanics +Concentration of measure and isoperimetric inequalities in product spaces +A general decomposition theory for random cascades +Contraction and decoupling inequalities for multilinear forms and u-statistics +A Shuffle that Mixes Sets of Any Fixed Size Much Faster than It Mixes the Whole Deck +Coupling and Harnack inequalities for Sierpinski carpets +Bounds on the tail probability of U-statistics and quadratic forms +q-Deformed Brownian Motion +Percolation, first-passage percolation and covering times for Richardson\u2019s model on the n-cube +The Birth of the Giant Component +A general correspondence between Dirichlet forms and right processes +Remarks on Talagrand's deviation inequality for Rademacher functions +Stable Husbands +Random walks and electric networks