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1
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Achlioptas process phase transitions are continuous
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2
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Representing filtration consistent nonlinear expectations as $g$-expectations in general probability spaces
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3
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Uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
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4
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Gradient flows of the entropy for finite Markov chains
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5
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How to hedge Asian options in fractional Black-Scholes model
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6
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Detection of objects in noisy images based on percolation theory
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7
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Randomized algorithms for statistical image analysis and site percolation on square lattices
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8
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Approximations of Fractional Stochastic Differential Equations by Means of Transport Processes
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9
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A two cities theorem for the parabolic Anderson model
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10
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Rates of convergence in the strong invariance principle under projective criteria
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11
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Algebraic polynomials and moments of stochastic integrals
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12
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Positive speed for high-degree automaton groups
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13
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Brownian Motions on Metric Graphs
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14
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Occupation Times for Jump Processes
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15
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Multiple testing, uncertainty and realistic pictures
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16
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Robust nonparametric detection of objects in noisy images
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17
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Detection of objects in noisy images and site percolation on square lattices
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18
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Fractional diffusion equations and processes with randomly varying time
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19
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A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options
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20
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Characteristic Polynomials of Random Matrices and Noncolliding Diffusion Processes
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21
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Dependence on the initial condition for equilibrium last-passage percolation models
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22
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The right tail exponent of the Tracy-Widom-beta distribution
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23
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Cycle structure of random permutations with cycle weights
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24
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On the transience of random interlacements
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25
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First-passage percolation on ladder-like graphs with heterogeneous exponential times
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26
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Limit theorems for stochastic approximation algorithms
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27
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On The L\u007b2\u007d-Solutions of Stochastic Fractional Partial Differential Equations; Existence, Uniqueness and Equivalence of Solutions
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28
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The exact asymptotic for the stationary distribution of some unreliable systems
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29
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On a space discretization scheme for the Fractional Stochastic Heat Equations
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30
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Effect of scale on large-scale mutations
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31
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A note on the abelian sandpile in Z^d
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32
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A Markov chain on the symmetric group which is Schubert positive?
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33
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A note on higher dimensional $p$-variation
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34
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The shape of a random affine Weyl group element, and random core partitions
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35
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Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions
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36
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Construction of the Paths of Brownian Motions on Star Graphs
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37
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Word-Induced Measures on Compact Groups
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38
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General alpha-Wiener bridges
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39
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Stein's method and locally dependent point process approximation
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40
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Moments of Traces for Circular Beta-ensembles
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41
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The Brownian Cactus I. Scaling limits of discrete cactuses
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42
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The Weitzenbock formula on the Wiener space and its application to the asymptotic estimate of entropy
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43
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On $L_p$-estimates for a class of non-local elliptic equations
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44
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Transforming fixed-length self-avoiding walks into radial SLE_8/3
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45
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Sparse recovery for spherical harmonic expansions
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46
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Random Tight Frames
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47
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Approximate Gaussian isoperimetry for k sets
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48
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Parisian ruin probability for spectrally negative L\'evy processes
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49
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Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2
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50
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Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution
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51
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A Note on Feller Semigroups and Resolvents
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52
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XOR-Ising Loops and the Gaussian Free Field
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53
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Perturbation of Burkholder's martingale transform and Monge--Amp\`ere equation
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54
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Levy stable two-sided distributions: exact and explicit densities for asymmetric case
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55
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Approximate Lifshitz law for the zero-temperature stochastic Ising in any dimension
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56
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Stochastic porous media equations and self-organized criticality: convergence to the critical state in all dimensions
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57
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Isoperimetry and Stability of Hyperplanes for Product Probability Measures
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58
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The growth constants of lattice trees and lattice animals in high dimensions
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59
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A definition of conditional probability distribution with non-stochastic information
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60
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Strong law of large number of a class of super-diffusions
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61
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Stochastic variational inequalities with oblique subgradients
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62
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Multimodality of the Markov binomial distribution
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63
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On random surface area
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64
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Large volatility-stabilized markets
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65
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Stratonovich's Signatures of Brownian Motion Determine Brownian Sample Paths
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66
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Modified Curvatures on Manifolds with Boundary and Applications
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67
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On distribution of zeros of random polynomials in complex plane
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68
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Smooth approximations for fractional and multifractional fields
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69
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Projections of random vectors via the generic chaining
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70
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Mixing Times for the Mean-Field Blume-Capel Model via Aggregate Path Coupling
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71
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The Length of the Longest Increasing Subsequence of a Random Mallows Permutation
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72
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Brownian motion on R trees
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73
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Decentralized Restless Bandit with Multiple Players and Unknown Dynamics
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74
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The decimation process in random k-SAT
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75
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$L^\u007bp\u007d-$solutions of the stochastic transport equation
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76
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Stochastic derivatives and generalized h-transforms of Markov processes
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77
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Backward Stochastic Variational Inequalities Driven by Fractional Brownian Motion
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78
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Flow level convergence and insensitivity for multi-class queueing networks
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79
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A Gaussian mixture ensemble transform filter
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80
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The Complete Convergence Theorem Holds for Contact Processes in a Random Environment on $Z^d\times Z^+$
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81
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Large deviations for the largest eigenvalue of an Hermitian Brownian motion
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82
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Interference Networks with Point-to-Point Codes
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83
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Weak error analysis of approximate simulation methods for multi-scale stochastic chemical kinetic systems
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84
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Contingency tables with uniformly bounded entries
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85
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Phase Transition in Limiting Distributions of Coherence of High-Dimensional Random Matrices
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86
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On a link between a species survival time in an evolution model and the Bessel distributions
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87
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Estimating and Understanding Exponential Random Graph Models
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88
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Generalized Self Intersection Local Time for a Superprocess over a Stochastic Flow
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89
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Convergence rates for the one-dimensional three state contact process
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90
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The Height fluctuations of an off-critical dimer model on the square grid
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91
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Perturbed Toeplitz operators and radial determinantal processes
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92
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Strong spatial mixing of $4$-colorings on binary trees
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93
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A unitary extension of virtual permutations
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94
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Comments on the floating body and the hyperplane conjecture
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95
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Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process
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96
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Lower bounds on Information Divergence
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97
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The total path length of split trees
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98
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Extension of Lyapunov's Convexity Theorem to Subranges
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99
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Universality in bipartite mean field spin glasses
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100
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Spectra of Symmetrized Shuffling Operators
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101
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The role of space in the exploitation of resources
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102
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Complete integrability of shock clustering and Burgers turbulence
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103
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Picturing classical and quantum Bayesian inference
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104
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Approximating European Options by Rebate Barrier Options
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105
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Gaussian upper bounds for heat kernels of continuous time simple random walks
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106
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Classical and Quantum Probabilities as Truth Values
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107
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On stochastic calculus related to financial assets without semimartingales
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108
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Comparison Theorem for Stochastic Differential Delay Equations with Jumps
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109
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Competitive Lotka-Volterra Population Dynamics with Jumps
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110
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Random Interlacements and the Gaussian free field
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111
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CLTs and asymptotic variance of time-sampled Markov chains
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112
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Spectral properties of a class of random walks on locally finite groups
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113
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Regularity conditions in the realisability problem in applications to point processes and random closed sets
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114
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Row products of random matrices
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115
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Concentration bounds for entropy estimation of one-dimensional Gibbs measures
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116
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A characterisation of superposable random measures
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117
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Multivariate piecewise linear interpolation of a random field
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118
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Lognormal scale invariant random measures
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119
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Central limit theorem for Markov processes with spectral gap in Wasserstein metric
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120
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On the least singular value of random symmetric matrices
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121
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On a fractional linear birth-death process
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122
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Nucleation and growth for the Ising model in d dimensions at very low temperatures
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123
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Path correlations in a randomly oriented complete bipartite graph
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124
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On the embeddability of certain infinitely divisible probability measures on Lie groups
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125
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Characterization of tails through hazard rate and convolution closure properties
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126
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Patterns in Sinai's walk
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127
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Reachability and recurrence in a modular generalization of annihilating random walks (and lights-out games) on hypergraphs
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128
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A Discrete Choquet Integral for Ordered Systems
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129
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Stochastic Optimal Multi-Modes Switching with a Viscosity Solution Approach
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130
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Global Heat Kernel Estimates for $\Delta+\Delta^\u007b\alpha/2\u007d$ in Half-space-like domains
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131
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Mean-field limit for the stochastic Vicsek model
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132
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Potential Theory of Subordinate Brownian Motions Revisited
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133
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Passing to the Limit in a Wasserstein Gradient Flow: From Diffusion to Reaction
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134
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Optimal consumption and investment for markets with randoms coefficients
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135
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Lambda-coalescents with dust component
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136
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Simultaneous concentration of order statistics
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137
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A Modified log-Harnack inequality and asymptotically strong Feller property
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138
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Law of large numbers for a transient random walk driven by a symmetric exclusion process
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139
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A non-linear model of limit order book dynamics
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140
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Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
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141
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Evidence Feed Forward Hidden Markov Model: A New Type of Hidden Markov Model
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142
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Prisoner's Dilemma on Graphs with Large Girth
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143
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On explosions in heavy-tailed branching random walks
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144
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Convex minorants of random walks and L\'evy processes
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145
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The tamed Milstein method for stochastic differential equations with commutative noise
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146
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Geometry and Combinatorics of Crystal Melting
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147
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Matchings on infinite graphs
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148
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Noncommutative Independence in the Infinite Braid and Symmetric Group
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149
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Attractivity, invariance and ergodicity for SDEs on Riemannian manifolds
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150
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PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
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151
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Rice formulas and Gaussian waves
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152
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Fractal Dimensions for Continuous Time Random Walk Limits
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153
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A comparison principle for functions of a uniformly random subspace
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154
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Percolation of even sites for random sequential adsorption
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155
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CKP Hierarchy, Bosonic Tau Function and Bosonization Formulae
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156
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Asymptotics for Weighted Random Sums
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157
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Invertibility of symmetric random matrices
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158
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Limit theorems for empirical Fr\'echet means of independent and non-identically distributed manifold-valued random variables
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159
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Martingale ratio convergence in the branching random walk
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160
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Martin Gardner's Mistake
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161
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Expected signature of two dimensional Brownian Motion up to the first exit time of the domain
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162
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On the chromatic number of random geometric graphs
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163
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Critical sets of random linear combinations of eigenfunctions
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164
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Metastability for Kawasaki dynamics at low temperature with two types of particles
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165
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Stochastic Homogenization for Some Nonlinear Integro-Differential Equations
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166
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Shape-Driven Nested Markov Tessellations
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167
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On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models
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168
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Parameter estimation for alpha-fractional bridges
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169
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On the scaling limits of planar percolation
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170
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Persistence of iterated partial sums
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171
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A Nonconventional Invariance Principle for Random Fields
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172
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L\'evy flights in ecology
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173
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The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
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174
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Greedy random walk
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175
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A representation of exchangeable hierarchies by sampling from real trees
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176
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Stochastic Integrate and Fire Models: a review on mathematical methods and their applications
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177
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Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
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178
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Partial functional quantization and generalized bridges
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179
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Diffusion approximation of a multilocus model with assortative mating
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180
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Longest path distance in random circuits
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181
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On the reversibility of the observed process of three-state hidden Markov model
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182
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Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbounded existence result
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183
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Central Limit for the Products of Free Random Variables
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184
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Finite n Largest Eigenvalue Probability Distribution Function of Gaussian Ensembles
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185
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Exit problems for oscillating compound Poisson process
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186
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On Painleve Related Functions Arising in Random Matrix Theory
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187
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A New Condition for the Invariance Principle for Stationary Random Fields
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188
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Kalman filtering for linear wave equations with model error
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189
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A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation
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190
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An optimal stopping problem for fragmentation processes
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191
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Analytical Evaluation of Fractional Frequency Reuse for OFDMA Cellular Networks
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192
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The rank 1 real Wishart spiked model
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193
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The Symmetry Group of Gaussian States in $L^2 (\mathbb\u007bR\u007d^n)$
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194
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Pseudo Differential Operators and Markov Semigroups on Compact Lie Groups
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195
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On the one-sided exit problem for fractional Brownian motion
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196
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On a flow of transformations of a Wiener space
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197
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Characterization of exponential distribution via regression of one record value on two non-adjacent record values
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198
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Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces
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199
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A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes
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200
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Prior Ordering and Monotonicity in Dirichlet Bandits
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201
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Sample Path Properties of Volterra Processes
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202
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A multivariate Gnedenko law of large numbers
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203
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The one-sided exit problem for weighted random walks
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204
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Distance between two skew Brownian motions as a SDE with jumps and law of the hitting time
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205
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Binary jumps in continuum. I. Equilibrium processes and their scaling limits
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206
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A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
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207
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Scaling limits of random trees and planar maps
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208
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Some circumstances where extra updates can delay mixing
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209
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Sloane's Gap. Mathematical and Social Factors Explain the Distribution of Numbers in the OEIS
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210
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Stein's method in high dimensions with applications
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211
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Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation for fractionally integrated random walks in the domain of attraction of a nonGaussian stable distribution
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212
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Responding to traffic surges: Stochastic networks under time-space-priority scalings
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213
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Exponents, symmetry groups and classification of operator fractional Brownian motions
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214
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On non-ergodic solutions of generalized Langevin equation
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215
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Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
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216
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Bridges of L\'evy processes conditioned to stay positive
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217
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Asymptotic results for tail probabilities of sums of dependent heavy-tailed random variables
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218
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Multiple sums and integrals as neutral BKP tau functions
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219
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Continuum Random Combs and Scale Dependent Spectral Dimension
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220
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Mixing times of monotone surfaces and SOS interfaces: a mean curvature approach
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221
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Marked metric measure spaces
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222
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Epidemics and vaccination on weighted graphs
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223
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Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts
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224
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Distribution of the Relative Density of Central Similarity Proximity Catch Digraphs Based on One Dimensional Uniform Data
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225
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Series Expansion for Interference in Wireless Networks
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226
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On the Order of Magnitude of Sums of Negative Powers of Integrated Processes
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227
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Stable limit laws for randomly biased walks on supercritical trees
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228
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Randomly biased walks on subcritical trees
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229
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A host-parasite multilevel interacting process and continuous approximations
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230
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Killed multidimensional random walks and multinomial sequential estimation
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231
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The area of a self-similar fragmentation
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232
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Girsanov theory under a finite entropy condition
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233
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Gamma Limit for Transition Paths of Maximal Probability
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234
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A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process
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235
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Three Random Tangents to a Circle
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236
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Stable Poisson Graphs in One Dimension
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237
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On the Height Profile of a Conditioned Galton-Watson Tree
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238
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An ensemble related to discrete orthogonal polynomials and its application to tilings of a half-hexagon
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239
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Integration without points
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240
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Snake representation of a superprocess in random environment
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241
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Modeling microstructure noise with mutually exciting point processes
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242
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Maximal $L^p$-regularity for stochastic evolution equations
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243
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Quasi-Stationary distributions for Randomly perturbed dynamical systems
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244
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Lyapunov Exponents of Brownian Motion: Decay Rates for Scaled Poissonian Potentials and Bounds
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245
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On the Spectral Gap of Brownian Motion with Jump Boundary
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246
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Almost Sure Convergence for Angelesco Ensembles
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247
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On Stratonovich and Skorohod stochastic calculus for Gaussian processes
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248
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GPGPUs in computational finance: Massive parallel computing for American style options
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249
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Stochastic coalescence in logarithmic time
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250
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Exact bounds on the closeness between the Student and standard normal distributions
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251
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Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
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252
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Dimensional behaviour of entropy and information
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253
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Tail monotonicity properties of Student's family of distributions
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254
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On the Berry--Esseen bound for the Student statistic
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255
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On the resilience of Hamiltonicity and optimal packing of Hamilton cycles in random graphs
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256
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Sharpness in the k-nearest neighbours random geometric graph model
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257
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Freedman's inequality for matrix martingales
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258
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Inverse Littlewood-Offord problems and The Singularity of Random Symmetric Matrices
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259
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Hunt's hypothesis (H) and Getoor's conjecture for L\'\u007be\u007dvy Processes
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260
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Continued fraction solution of Krein's inverse problem
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261
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Duality in Robust Utility Maximization with Unbounded Claim via a Robust Extension of Rockafellar's Theorem
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262
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A H\"older--Young--Lieb inequality for norms of Gaussian Wick products
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263
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Progressive enlargement of filtrations and Backward SDEs with jumps
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264
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Weak coupling limits in a stochastic model of heat conduction
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265
|
Random walks on Galton-Watson trees with random conductances
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266
|
Randomized Urn Models revisited using Stochastic Approximation
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267
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On Free Stochastic Differential Equations
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268
|
Understanding the non-Gaussian nature of reactive solute transport. From particle dynamics to the partial differential equations
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269
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Dynamically defined measures and equilibrium states
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270
|
Small components in k-nearest neighbour graphs
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271
|
Formulas and Asymptotics for the Asymmetric Simple Exclusion Process
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272
|
Spectral Analysis of Diffusions with Jump Boundary
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273
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On the asymptotic internal path length and the asymptotic Wiener index of random split trees
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274
|
A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices
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275
|
Quadratic Semimartingale BSDEs under an Exponential Moments Condition
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276
|
The coalescent point process of branching trees and spine decompositions at the first survivor
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277
|
Tokunaga and Horton self-similarity for level set trees of Markov chains
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278
|
Equilibria in Quitting Games - Basics
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279
|
Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
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280
|
Cram\'er theorem for Gamma random variables
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281
|
On the splitting method for some complex-valued quasilinear equations
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282
|
Ergodic Properties of weak Asymptotic Pseudotrajectories for Set-valued Dynamical Systems
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283
|
Deterministic and stochastic aspects of single-crossover recombination
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284
|
On tails of perpetuities
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285
|
Optimal stopping for the predictive maintenance of a structure subject to corrosion
|
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286
|
Exponential return times in a zero-entropy process
|
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287
|
Activity phase transition for constrained dynamics
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288
|
Suficient conditions of standardness for filtrations of stationary processes taking values in a finite space
|
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289
|
Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents
|
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|
290
|
Exclusion Sensitivity of Boolean Functions
|
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291
|
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
|
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292
|
Optimal stopping for predictive maintenance
|
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293
|
Critical window for the vacant set left by random walk on random regular graphs
|
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294
|
The uniform measure on a Galton-Watson tree without the XlogX condition
|
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295
|
The Mean First Rotation Time of a planar polymer
|
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|
296
|
The Filtration of the split-words process
|
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|
297
|
Numerical Schemes for Multivalued Backward Stochastic Differential Systems
|
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|
298
|
Convergence in law of the minimum of a branching random walk
|
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|
299
|
Discrete approximation to solution flows of Tanaka SDE related to Walsh Brownian motion
|
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|
300
|
Concentration for noncommutative polynomials in random matrices
|
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|
301
|
Stochastic flows related to Walsh Brownian motion
|
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|
302
|
Multilevel Monte Carlo algorithms for L\'\u007be\u007dvy-driven SDEs with Gaussian correction
|
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|
303
|
Interacting Urn Models
|
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|
304
|
Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed L\'evy noise
|
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|
305
|
Geometry of the random interlacement
|
|
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|
306
|
Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion
|
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|
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|
307
|
Rate of convergence estimates for the zero dissipation limit in Abelian sandpiles
|
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|
308
|
Convergence of stochastic gene networks to hybrid piecewise deterministic processes
|
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|
309
|
Subgaussian rates of convergence of means in directed first passage percolation
|
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|
|
310
|
Boundary conditions for the single-factor term structure equation
|
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|
311
|
On the Riemann surface type of Random Planar Maps
|
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|
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|
312
|
Almost sure central limit theorem for branching random walks in random environment
|
|
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313
|
The first returning speed and the last exit speed of a type of Markov chain
|
|
|
|
|
314
|
Abstract, Classic, and Explicit Turnpikes
|
|
|
|
|
315
|
On the Ruin Probability of the Generalised Ornstein-Uhlenbeck Process in the Cram\'er Case
|
|
|
|
|
316
|
Is a Brownian skew?
|
|
|
|
|
317
|
Gaussian free field and conformal field theory
|
|
|
|
|
318
|
A Robbins-Monro procedure for estimation in semiparametric regression models
|
|
|
|
|
319
|
The C_\ell-free process
|
|
|
|
|
320
|
Tree-valued Fleming-Viot dynamics with mutation and selection
|
|
|
|
|
321
|
Quantum invariant families of matrices in free probability
|
|
|
|
|
322
|
Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes
|
|
|
|
|
323
|
One-dimensional general forest fire processes
|
|
|
|
|
324
|
Convexity of ruin probability and optimal dividend strategies for a general Levy process
|
|
|
|
|
325
|
On optimality of the barrier strategy for a general Levy risk process
|
|
|
|
|
326
|
Internal DLA and the Gaussian free field
|
|
|
|
|
327
|
Brownian motion, reflection groups and Tanaka formula
|
|
|
|
|
328
|
Some exact joint laws associated with spectrally negative Levy processes and applications to insurance risk theory
|
|
|
|
|
329
|
A definition for second-order freeness in the real case and the asymptotic real second-order freeness of several real matrix ensembles
|
|
|
|
|
330
|
Large deviations of empirical measures of zeros on Riemann surfaces
|
|
|
|
|
331
|
On the speed of convergence to stationarity via spectral gap: queueing networks with breakdowns and repairs
|
|
|
|
|
332
|
Strong Stationary Duality for M\"obius Monotone Markov Chains: Unreliable Networks
|
|
|
|
|
333
|
Aleksandrov-Bakelman-Pucci Type Estimates For Integro-Differential Equations
|
|
|
|
|
334
|
Generalised Wishart Processes
|
|
|
|
|
335
|
A measure-theoretic version of the Dragomir-Jensen inequality
|
|
|
|
|
336
|
Quantum stochastic cocycles and completely bounded semigroups on operator spaces
|
|
|
|
|
337
|
On quantum stochastic differential equations
|
|
|
|
|
338
|
Truncated Stochastic Approximation with Moving Bounds: Convergence
|
|
|
|
|
339
|
Multivariate supOU processes
|
|
|
|
|
340
|
A general framework for waves in random media with long-range correlations
|
|
|
|
|
341
|
Conditional central limit theorem via martingale approximation Conditional central limit theorem via martingale approximation
|
|
|
|
|
342
|
Delayed feedback causes non-Markovian behavior of neuronal firing statistics
|
|
|
|
|
343
|
Universal Behavior of Connectivity Properties in Fractal Percolation Models
|
|
|
|
|
344
|
A simpler proof of the Boros--F\"uredi--B\'ar\'any--Pach--Gromov theorem
|
|
|
|
|
345
|
Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
|
|
|
|
|
346
|
Finite Variation of Fractional Levy Processes
|
|
|
|
|
347
|
Superdiffusive bounds on self-repellent Brownian polymers and diffusion in the curl of the Gaussian free field in d=2
|
|
|
|
|
348
|
Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure
|
|
|
|
|
349
|
High order weak approximation schemes for L\'evy-driven SDEs
|
|
|
|
|
350
|
On L_p theory for Zakai equation with discontinuous observation process
|
|
|
|
|
351
|
Exponential Convergence Rates of Second Quantization Semigroups and Applications
|
|
|
|
|
352
|
Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
|
|
|
|
|
353
|
Coupling and Applications
|
|
|
|
|
354
|
Equivalent Semigroup Properties for Curvature-Dimension Condition
|
|
|
|
|
355
|
Second order discretization of Backward SDEs
|
|
|
|
|
356
|
Vertices of high degree in the preferential attachment tree
|
|
|
|
|
357
|
Concentration of the information in data with log-concave distributions
|
|
|
|
|
358
|
Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking
|
|
|
|
|
359
|
Hitting distributions of simple random walks on Sierpinski graphs
|
|
|
|
|
360
|
Poincar\'e inequalities and hitting times
|
|
|
|
|
361
|
Asymptotics of visibility in the hyperbolic plane
|
|
|
|
|
362
|
Topological expanders
|
|
|
|
|
363
|
A short Proof of the Doob-Meyer Theorem
|
|
|
|
|
364
|
A remark on the two-point Schramm formula
|
|
|
|
|
365
|
Giant vacant component left by a random walk in a random d-regular graph
|
|
|
|
|
366
|
Information-Theoretic Capacity and Error Exponents of Stationary Point Processes under Random Additive Displacements
|
|
|
|
|
367
|
Aging through hierarchical coalescence in the East model
|
|
|
|
|
368
|
Moderate deviations via cumulants
|
|
|
|
|
369
|
The foundational inequalities of D.L. Burkholder and some of their ramifications
|
|
|
|
|
370
|
On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup
|
|
|
|
|
371
|
Generalized Fibonacci Numbers and Blackwell's Renewal Theorem
|
|
|
|
|
372
|
Fourier multipliers for non-symmetric L\'evy processes
|
|
|
|
|
373
|
Donald Burkholder's work in martingales and analysis
|
|
|
|
|
374
|
Outliers in the spectrum of iid matrices with bounded rank perturbations
|
|
|
|
|
375
|
Schramm Loewner Evolution and Liouville Quantum Gravity
|
|
|
|
|
376
|
Connectivity properties of random interlacement and intersection of random walks
|
|
|
|
|
377
|
Outliers in the spectrum of iid matrices with bounded rank permutations
|
|
|
|
|
378
|
Conformal weldings of random surfaces: SLE and the quantum gravity zipper
|
|
|
|
|
379
|
Some properties of skew-symmetric distributions
|
|
|
|
|
380
|
The discrete-time parabolic Anderson model with heavy-tailed potential
|
|
|
|
|
381
|
Heterogeneous-k-core versus Bootstrap Percolation on Complex Networks
|
|
|
|
|
382
|
Bit recycling for scaling random number generators
|
|
|
|
|
383
|
Existence of random gradient states
|
|
|
|
|
384
|
Products of Independent Non-Hermitian Random Matrices
|
|
|
|
|
385
|
On backward stochastic differential equations approach to valuation of American options
|
|
|
|
|
386
|
The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source, part I
|
|
|
|
|
387
|
Systems with large flexible server pools: Instability of "natural" load balancing
|
|
|
|
|
388
|
The spectrum of random lifts
|
|
|
|
|
389
|
A New Formula for the BER of Binary Modulations with Dual-Branch Selection over Generalized-K Composite Fading Channels
|
|
|
|
|
390
|
Maximising functionals of the joint law of the maximum and terminal value in the Skorokhod embedding problem
|
|
|
|
|
391
|
From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
|
|
|
|
|
392
|
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
|
|
|
|
|
393
|
Efficient Exact Sampling for the Ising Model at all Temperatures
|
|
|
|
|
394
|
Continuity correction for barrier options in jump-diffusion models
|
|
|
|
|
395
|
Optimal Transport from Lebesgue to Poisson
|
|
|
|
|
396
|
On approximation of functions satisfying defective renewal equations
|
|
|
|
|
397
|
Linearization effect in multifractal analysis: Insights from Random Energy Model analysis
|
|
|
|
|
398
|
Bootstrap percolation on the random graph G_\u007bn,p\u007d
|
|
|
|
|
399
|
Stein's method and the multivariate CLT for traces of powers on the classical compact groups
|
|
|
|
|
400
|
The Topology of Scaling Limits of Positive Genus Random Quadrangulations
|
|
|
|
|
401
|
A sharp correlation inequality with an application to almost sure local limit theorem
|
|
|
|
|
402
|
On Small deviations of Gaussian processes using majorizing measures
|
|
|
|
|
403
|
The asymptotical error of broadcast gossip averaging algorithms
|
|
|
|
|
404
|
Sharp rate for the dual quantization problem
|
|
|
|
|
405
|
On the speed of biased random walk in translation invariant percolation
|
|
|
|
|
406
|
Stability of Random Admissible-Set Scheduling in Spatial Wireless Systems
|
|
|
|
|
407
|
Two Pinning Models with Markov disorder
|
|
|
|
|
408
|
On the distribution of angles between the N shortest vectors in a random lattice
|
|
|
|
|
409
|
On invariant Gibbs measures conditioned on mass and momentum
|
|
|
|
|
410
|
Fast transport asymptotics for stochastic RDEs with boundary noise
|
|
|
|
|
411
|
Internal DLA in Higher Dimensions
|
|
|
|
|
412
|
Occupation times of spectrally negative L\'evy processes with applications
|
|
|
|
|
413
|
On the Combinatorial Multi-Armed Bandit Problem with Markovian Rewards
|
|
|
|
|
414
|
Cooperation under Incomplete Information on the Discount Factors
|
|
|
|
|
415
|
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
|
|
|
|
|
416
|
Perfect Sampling of Markov Chains with Piecewise Homogeneous Events
|
|
|
|
|
417
|
Time scales in large systems of Brownian particles with stochastic synchronization
|
|
|
|
|
418
|
An $f$-divergence approach for optimal portfolios in exponential Levy models
|
|
|
|
|
419
|
Comparisons and asymptotics for empty space hazard functions of germ-grain models
|
|
|
|
|
420
|
Statistical mechanics on isoradial graphs
|
|
|
|
|
421
|
Penalisation of the symmetric random walk by several functions of the supremum
|
|
|
|
|
422
|
On the Asymptotic Spectrum of Products of Independent Random Matrices
|
|
|
|
|
423
|
Finitely additive equivalent martingale measures
|
|
|
|
|
424
|
Lamplighter Random Walks and Entropy-Sensitivity of Languages
|
|
|
|
|
425
|
On the asymptotic distribution of the singular values of powers of random matrices
|
|
|
|
|
426
|
On the asymptotic of spectrum of products of independent random matrices
|
|
|
|
|
427
|
Random Gaussian sums on trees
|
|
|
|
|
428
|
Quasi-stationary workload in a L\'evy-driven storage system
|
|
|
|
|
429
|
A nonconventional strong law of large numbers and fractal dimensions of some multiple recurrence sets
|
|
|
|
|
430
|
Low noise limit for the invariant measure of a multi-dimensional stochastic Allen-Cahn equation
|
|
|
|
|
431
|
Numerical methods for the exit time of a piecewise-deterministic Markov process
|
|
|
|
|
432
|
Support convergence in the single ring theorem
|
|
|
|
|
433
|
A strong invariance principle for nonconventional sums
|
|
|
|
|
434
|
Weak and strong moments of random vectors
|
|
|
|
|
435
|
Extended Generalized-K (EGK): A New Simple and General Model for Composite Fading Channels
|
|
|
|
|
436
|
Classical and quantum behavior of the integrated density of states for a randomly perturbed lattice
|
|
|
|
|
437
|
Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
|
|
|
|
|
438
|
Poisson--Dirichlet branching random walks
|
|
|
|
|
439
|
Moment asymptotics for the parabolic Anderson problem with a perturbed lattice potential
|
|
|
|
|
440
|
On the asymptotic distribution of singular values of products of large rectangular random matrices
|
|
|
|
|
441
|
Quenched limit theorems for nearest neighbour random walks in 1D random environment
|
|
|
|
|
442
|
Generalized covariation for Banach valued processes and It\^o formula
|
|
|
|
|
443
|
Poincar\'e inequality for Markov random fields via disagreement percolation
|
|
|
|
|
444
|
Singularity of Random Matrices over Finite Fields
|
|
|
|
|
445
|
A Lamperti type representation of Continuous-State Branching Processes with Immigration
|
|
|
|
|
446
|
Implicit Renewal Theorem for Trees with General Weights
|
|
|
|
|
447
|
The component sizes of a critical random graph with pre-described degree sequence
|
|
|
|
|
448
|
On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
|
|
|
|
|
449
|
Existence of Gibbs measure for a model of T-tessellations
|
|
|
|
|
450
|
Nonconventional Limit Theorems in Discrete and Continuous Time via Martingales
|
|
|
|
|
451
|
Diffusion and Cascading Behavior in Random Networks
|
|
|
|
|
452
|
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
|
|
|
|
|
453
|
Annealed and quenched fluctuations for ballistic random walks in random environment on Z
|
|
|
|
|
454
|
Entropy Rate for Hidden Markov Chains with rare transitions
|
|
|
|
|
455
|
Limit theorems for bifurcating autoregressive processes with missing data
|
|
|
|
|
456
|
On noise limited cellular networks
|
|
|
|
|
457
|
Uniqueness of the representation for $G$-martingales with finite variation
|
|
|
|
|
458
|
Rational term structure models with geometric Levy martingales
|
|
|
|
|
459
|
On the moments and the interface of the symbiotic branching model
|
|
|
|
|
460
|
A generalization of Osgood's test and a comparison criterion for integral equations with noise
|
|
|
|
|
461
|
Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
|
|
|
|
|
462
|
Harmonic deformation of Delaunay triangulations
|
|
|
|
|
463
|
Shell Model of Turbulence Perturbed by L\'\u007be\u007dvy Noise
|
|
|
|
|
464
|
Quasi-polynomial mixing of the 2D stochastic Ising model with "plus" boundary up to criticality
|
|
|
|
|
465
|
Eigenvalues of the fractional Laplace operator in the interval
|
|
|
|
|
466
|
Random Sequences and Pointwise Convergence of Multiple Ergodic Averages
|
|
|
|
|
467
|
Rough Burgers-like equations with multiplicative noise
|
|
|
|
|
468
|
A simple proof of a generalization of the Chu-Vandermonde identity
|
|
|
|
|
469
|
Pricing of barrier options by marginal functional quantization
|
|
|
|
|
470
|
Subordination by orthogonal martingales in $L^\u007bp\u007d, 1<p\le 2$
|
|
|
|
|
471
|
Some new Bellman functions and subordination by orthogonal martingales in $L^\u007bp\u007d, 1<p\le 2$
|
|
|
|
|
472
|
Subordination by orthogonal martingales in $L^\u007bp\u007d$ and zeros of Laguerre polynomials
|
|
|
|
|
473
|
On the infimum attained by a reflected L\'evy process
|
|
|
|
|
474
|
Fluctuations of stable processes and exponential functionals of hypergeometric Levy processes
|
|
|
|
|
475
|
The economic default time and the Arcsine law
|
|
|
|
|
476
|
Asymptotic ergodicity of the eigenvalues of random operators in the localized phase
|
|
|
|
|
477
|
An extremal problem with applications to testing multivariate independence
|
|
|
|
|
478
|
Correlation between Angle and Side
|
|
|
|
|
479
|
Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
|
|
|
|
|
480
|
Small time asymptotics for stochastic evolution equations
|
|
|
|
|
481
|
Well-balanced Levy Driven Ornstein-Uhlenbeck Processes
|
|
|
|
|
482
|
Intrinsic branching structure within random walk on $\mathbb\u007bZ\u007d$
|
|
|
|
|
483
|
Tightness for Maxima of Generalized Branching Random Walks
|
|
|
|
|
484
|
Brownian Motions on Metric Graphs II - Construction of Brownian Motions on Single Vertex Graphs
|
|
|
|
|
485
|
Brownian Motions on Metric Graphs I - Definition, Feller Property, and Generators
|
|
|
|
|
486
|
The Gaussian Correlation Inequality
|
|
|
|
|
487
|
Quality of Source Location Protection in Globally Attacked Sensor Networks
|
|
|
|
|
488
|
Infinite computable version of Lovasz Local Lemma
|
|
|
|
|
489
|
Physical Measure and Absolute Continuity for One-Dimensional Center Direction
|
|
|
|
|
490
|
Conservative interacting particles system with anomalous rate of ergodicity
|
|
|
|
|
491
|
Lipschitz-continuity of the integrated density of states for Gaussian random potentials
|
|
|
|
|
492
|
Real harmonizable multifractional stable process and its local properties
|
|
|
|
|
493
|
Multiple G-It\^\u007bo\u007d integral in the G-expectation space
|
|
|
|
|
494
|
Sharp bounds on the rate of convergence of the empirical covariance matrix
|
|
|
|
|
495
|
Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
|
|
|
|
|
496
|
On the limit distributions of some sums of a random multiplicative function
|
|
|
|
|
497
|
Ergodicity of Markov Semigroups with H\"ormander type generators in Infinite Dimensions
|
|
|
|
|
498
|
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
|
|
|
|
|
499
|
An interacting particles model and a Pieri-type formula for the orthogonal group
|
|
|
|
|
500
|
A functional limit convergence towards brownian excursion
|
|
|
|
|
501
|
Asymptotics for the Covariance of the Airy_2 process
|
|
|
|
|
502
|
A dynamical-system picture of a simple branching-process phase transition
|
|
|
|
|
503
|
Typical Gibbs configurations for the 1d Random Field Ising Model with long range interaction
|
|
|
|
|
504
|
Large deviations for self-intersection local times in subcritical dimensions
|
|
|
|
|
505
|
When does the mean excess plot look linear?
|
|
|
|
|
506
|
Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes
|
|
|
|
|
507
|
Sparse random graphs: Eigenvalues and Eigenvectors
|
|
|
|
|
508
|
Order statistics and concentration of l_r norms for log-concave vectors
|
|
|
|
|
509
|
Almost Optimal Explicit Johnson-Lindenstrauss Transformations
|
|
|
|
|
510
|
A detailed interpretation of probability, and its link with quantum mechanics
|
|
|
|
|
511
|
Bounds on the number of integer points in a polytope via concentration estimates
|
|
|
|
|
512
|
Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
|
|
|
|
|
513
|
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
|
|
|
|
|
514
|
Self-intersections are empirically Gaussian
|
|
|
|
|
515
|
Calderon-Type Uniqueness Theorem for Stochastic Partial Differential Equations
|
|
|
|
|
516
|
Between Chebyshev and Cantelli
|
|
|
|
|
517
|
Flooding in Weighted Random Graphs
|
|
|
|
|
518
|
Proof of a factorization formula for critical percolation
|
|
|
|
|
519
|
Large Deviations for Multiscale Diffusions via Weak Convergence Methods
|
|
|
|
|
520
|
Numerical method for impulse control of Piecewise Deterministic Markov Processes
|
|
|
|
|
521
|
The Surface Area of Poisson Hyperplanes
|
|
|
|
|
522
|
The cone percolation on $\bbT_d$
|
|
|
|
|
523
|
A proof of factorization formula for critical percolation
|
|
|
|
|
524
|
Average Density of States for Hermitian Wigner Matrices
|
|
|
|
|
525
|
A quenched large deviation principle and a Parisi formula for a Perceptron version of the GREM
|
|
|
|
|
526
|
Discontinuous Stochastic Differential Equations Driven by L\'evy Processes
|
|
|
|
|
527
|
The rank 1 real Wishart spiked model I. Finite N analysis
|
|
|
|
|
528
|
Stochastic nonlinear beam equations driven by compensated Poisson random measures
|
|
|
|
|
529
|
Brownian earthworm
|
|
|
|
|
530
|
On the superposition of heterogeneous traffic at large time scales
|
|
|
|
|
531
|
Corrector theory for MsFEM and HMM in random media
|
|
|
|
|
532
|
Stochastic Minority on Graphs
|
|
|
|
|
533
|
Spectra of Random Hermitian Matrices with a Small-Rank External Source: The critical and near-critical regimes
|
|
|
|
|
534
|
Tight Sample Complexity of Large-Margin Learning
|
|
|
|
|
535
|
Optimal mean-variance investment strategy under value-at-risk constraints
|
|
|
|
|
536
|
On the superimposition of heterogeneous traffic at large time scales
|
|
|
|
|
537
|
On generalization of Kibble-Slepian kernel formula
|
|
|
|
|
538
|
Learning in A Changing World: Non-Bayesian Restless Multi-Armed Bandit
|
|
|
|
|
539
|
Stochastic models of the chemostat
|
|
|
|
|
540
|
The Non-Bayesian Restless Multi-Armed Bandit: a Case of Near-Logarithmic Regret
|
|
|
|
|
541
|
Combinatorial Network Optimization with Unknown Variables: Multi-Armed Bandits with Linear Rewards
|
|
|
|
|
542
|
On generalization of Kible-Slepian kernel formula
|
|
|
|
|
543
|
A Droplet within the Spherical Model
|
|
|
|
|
544
|
A branching random walk seen from the tip
|
|
|
|
|
545
|
Number variance for hierarchical random walks and related fluctuations
|
|
|
|
|
546
|
Random multiplicative functions in short intervals
|
|
|
|
|
547
|
A curved Brunn--Minkowski inequality on the discrete hypercube
|
|
|
|
|
548
|
The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options
|
|
|
|
|
549
|
How to differentiate a quantum stochastic cocycle
|
|
|
|
|
550
|
A quantum stochastic Lie-Trotter product formula
|
|
|
|
|
551
|
Sub-logarithmic fluctuations for internal DLA
|
|
|
|
|
552
|
Tail Behavior of Randomly Weighted Sums
|
|
|
|
|
553
|
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
|
|
|
|
|
554
|
The time resolution of the St. Petersburg paradox
|
|
|
|
|
555
|
Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition
|
|
|
|
|
556
|
Epidemics on random intersection graphs
|
|
|
|
|
557
|
On the law of the supremum of L\'evy processes
|
|
|
|
|
558
|
Sub-Gaussian tail bounds for the width and height of conditioned Galton--Watson trees
|
|
|
|
|
559
|
Asymptotic Behaviors of The Size of The Largest Cluster in One Dimensional Percolation
|
|
|
|
|
560
|
A note on Gaussian correlation inequalities for nonsymmetric sets
|
|
|
|
|
561
|
On the Central Limit Theorem for the Eigenvalue Counting Function of Wigner and Covariance matrices
|
|
|
|
|
562
|
Understanding Cascading Failures in Power Grids
|
|
|
|
|
563
|
Asymptotic Limit of a Singularly Perturbed Stationary Diffusion Equation: The Case of a Limit Cycle
|
|
|
|
|
564
|
Central limit theorem for biased random walk on multi-type Galton-Watson trees
|
|
|
|
|
565
|
Stochastic flows in the Brownian web and net
|
|
|
|
|
566
|
On correlation function of high moments of Wigner random matrices
|
|
|
|
|
567
|
The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple
|
|
|
|
|
568
|
On a coloured tree with non i.i.d. random labels
|
|
|
|
|
569
|
Quantitative Isoperimetric Inequalities on the Real Line
|
|
|
|
|
570
|
A note about the uniform distribution on the intersection of a simplex and a sphere
|
|
|
|
|
571
|
A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner and Covariance matrices
|
|
|
|
|
572
|
The tail of the maximum of Brownian motion minus a parabola
|
|
|
|
|
573
|
Multidimensional dynamic risk measure via conditional g-expectation
|
|
|
|
|
574
|
Sharp Thresholds for Monotone Non Boolean Functions and Social Choice Theory
|
|
|
|
|
575
|
Polytopes from Subgraph Statistics
|
|
|
|
|
576
|
CLT for the proportion of infected incividuals for an epidemic model on a complete graph
|
|
|
|
|
577
|
On the distribution of exponential functionals for Levy processes with jumps of rational transform
|
|
|
|
|
578
|
Second order subexponential distributions with finite mean and their applications to subordinated distributions
|
|
|
|
|
579
|
Small Random Perturbations of a Dynamical System with Blow-up
|
|
|
|
|
580
|
Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
|
|
|
|
|
581
|
Non-Existence of Linear Universal Drift Functions
|
|
|
|
|
582
|
Prize insights in probability, and one goat of a recycled error: Jason Rosenhouse's The Monty Hall Problem
|
|
|
|
|
583
|
Extreme(ly) mean(ingful): Sequential formation of a quality group
|
|
|
|
|
584
|
Random complex fewnomials, I
|
|
|
|
|
585
|
Time Reversal of Some Stationary Jump-Diffusion Processes from Population Genetics
|
|
|
|
|
586
|
Multi-point Green's functions for SLE and an estimate of Beffara
|
|
|
|
|
587
|
CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution
|
|
|
|
|
588
|
Pfaffian Stochastic Dynamics of Strict Partitions
|
|
|
|
|
589
|
Concave Majorants of Random Walks and Related Poisson Processes
|
|
|
|
|
590
|
On Girsanov's transform for backward stochastic differential equations
|
|
|
|
|
591
|
Reflected generalized BSDEs with random time and applications
|
|
|
|
|
592
|
Hunting French Ducks in a Noisy Environment
|
|
|
|
|
593
|
A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing
|
|
|
|
|
594
|
Reflected backward doubly stochastic differential equations with discontinuous generator
|
|
|
|
|
595
|
Generalized backward doubly stochastic differential equations driven by L\'evy processes with continuous coefficients
|
|
|
|
|
596
|
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
|
|
|
|
|
597
|
Upper tails of self-intersection local times of random walks: survey of proof techniques
|
|
|
|
|
598
|
Linear Cover Time is Exponentially Unlikely
|
|
|
|
|
599
|
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
|
|
|
|
|
600
|
A probabilistic algorithm approximating solutions of a singular PDE of porous media type
|
|
|
|
|
601
|
Universal limits of nonlinear measure redistribution processes and their applications
|
|
|
|
|
602
|
A probabilistic approach to local limit theorems with applications to random graphs
|
|
|
|
|
603
|
The greatest convex minorant of Brownian motion, meander, and bridge
|
|
|
|
|
604
|
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations
|
|
|
|
|
605
|
The convex minorant of a L\'evy process
|
|
|
|
|
606
|
Fluid limits of many-server queues with reneging
|
|
|
|
|
607
|
Superhedging and Dynamic Risk Measures under Volatility Uncertainty
|
|
|
|
|
608
|
Tight Bounds for Mixing of the Swendsen-Wang Algorithm at the Potts Transition Point
|
|
|
|
|
609
|
Introduction to the non-asymptotic analysis of random matrices
|
|
|
|
|
610
|
On limit distributions of normalized truncated variation, upward truncated variation and downward truncated variation processes
|
|
|
|
|
611
|
Transition Probabilities of the Bethe Ansatz Solvable Interacting Particle Systems
|
|
|
|
|
612
|
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a L\'evy process
|
|
|
|
|
613
|
Phase transitions for the cavity approach to the clique problem on random graphs
|
|
|
|
|
614
|
Some two-dimensional finite energy percolation processes
|
|
|
|
|
615
|
L^\u007bp\u007d-solutions of backward doubly stochastic differential equations
|
|
|
|
|
616
|
Effective dynamicsof a coupled microscopic-macroscopic stochastic system
|
|
|
|
|
617
|
From the Schr\"odinger problem to the Monge-Kantorovich problem
|
|
|
|
|
618
|
Graphical representations of Ising and Potts models
|
|
|
|
|
619
|
Infinitely delayed stochastic evolution equations in UMD Banach spaces
|
|
|
|
|
620
|
Random modification effect in the size of the fluctuation of the LCS of two sequences of i.i.d. blocks
|
|
|
|
|
621
|
Spectral distributions of adjacency and Laplacian matrices of random graphs
|
|
|
|
|
622
|
Analytic properties of fractional Schr\"odinger semigroups and Gibbs measures for symmetric stable processes
|
|
|
|
|
623
|
The rate of the convergence of the mean score in random sequence comparison
|
|
|
|
|
624
|
A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations
|
|
|
|
|
625
|
Combinatorial aspects of orthogonal group integrals
|
|
|
|
|
626
|
Context Tree Selection: A Unifying View
|
|
|
|
|
627
|
The Skorohod oblique reflection problem in time-dependent domains
|
|
|
|
|
628
|
Concentration of measure for systems of Brownian particles interacting through their ranks
|
|
|
|
|
629
|
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
|
|
|
|
|
630
|
Intertwining and commutation relations for birth-death processes
|
|
|
|
|
631
|
Fires on trees
|
|
|
|
|
632
|
Ergodic Theory on Stationary Random Graphs
|
|
|
|
|
633
|
Invariant Monotone Coupling Need Not Exist
|
|
|
|
|
634
|
Many-server diffusion limits for $G/Ph/n+GI$ queues
|
|
|
|
|
635
|
On the continuous dependence of the minimal solution of constrained backward stochastic differential equations
|
|
|
|
|
636
|
Pfaffian L-ensembles related to the z-measures on partitions with the Jack parameters 1/2 or 2
|
|
|
|
|
637
|
Ergodic Description of STIT Tessellations
|
|
|
|
|
638
|
Moments of the Gaussian Chaos
|
|
|
|
|
639
|
The q-Gelfand-Tsetlin graph, Gibbs measures and q-Toeplitz matrices
|
|
|
|
|
640
|
Wiener-Hopf factorization and distribution of extrema for a family of L\'\u007be\u007dvy processes
|
|
|
|
|
641
|
Limits of spiked random matrices I
|
|
|
|
|
642
|
Random Overlap Structures: Properties and Applications to Spin Glasses
|
|
|
|
|
643
|
A discrete dynamical system for the short-range optimization strategy at collective Parrondo games
|
|
|
|
|
644
|
A time-dependent Poisson random field model for polymorphism within and between two related biological species
|
|
|
|
|
645
|
On summable form of Poisson-Mehler kernel for big q-Hermite and Al-Salam-Chihara polynomials
|
|
|
|
|
646
|
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
|
|
|
|
|
647
|
Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
|
|
|
|
|
648
|
Time inhomogeneous Markov chains with wave-like behavior
|
|
|
|
|
649
|
The Logarithmic Sobolev Constant of The Lamplighter
|
|
|
|
|
650
|
Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs
|
|
|
|
|
651
|
Absence of magnetism in continuous-spin systems with long-range antialigning forces
|
|
|
|
|
652
|
Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
|
|
|
|
|
653
|
Separation of time-scales and model reduction for stochastic reaction networks
|
|
|
|
|
654
|
Improved analysis of the subsampled randomized Hadamard transform
|
|
|
|
|
655
|
On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
|
|
|
|
|
656
|
The threshold-two contact process on a random r-regular graph has a first order phase transition
|
|
|
|
|
657
|
Ruin probability in the presence of risky investments
|
|
|
|
|
658
|
Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
|
|
|
|
|
659
|
Estimation in discretely observed Markov processes killed at a threshold
|
|
|
|
|
660
|
Expansions of one density via polynomials orthogonal with respect to the other
|
|
|
|
|
661
|
Charged polymers in the attractive regime: a first order transition from Brownian scaling to four points localization
|
|
|
|
|
662
|
Best constants in Rosenthal-type inequalities and the Kruglov operator
|
|
|
|
|
663
|
From Sturm-Liouville problems to fractional and anomalous diffusions
|
|
|
|
|
664
|
CPHD filter derivation for extended targets
|
|
|
|
|
665
|
Non-intersecting squared Bessel paths: critical time and double scaling limit
|
|
|
|
|
666
|
Large deviation principles for non gradient weakly asymmetric stochastic lattice gases
|
|
|
|
|
667
|
Conditional and uniform quenched CLTs for one-dimensional random walks among random conductances
|
|
|
|
|
668
|
Some locally self-interacting walks on the integers
|
|
|
|
|
669
|
Nonequilibrium fluctuations for a tagged particle in one-dimensional sublinear rate zero-range processes
|
|
|
|
|
670
|
Stuck Walks
|
|
|
|
|
671
|
Coupling Property and Gradient Estimates of L\'evy Processes via the Symbol
|
|
|
|
|
672
|
A spatial version of the It\^o-Stratonovich correction
|
|
|
|
|
673
|
Pathwise definition of second order SDEs
|
|
|
|
|
674
|
Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment
|
|
|
|
|
675
|
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
|
|
|
|
|
676
|
Convergence in $L^p$ and its exponential rate for a branching process in a random environment
|
|
|
|
|
677
|
On pathwise uniqueness for stochastic differential equations driven by stable L\'evy processes
|
|
|
|
|
678
|
A vector minmax problem for controlled Markov chains
|
|
|
|
|
679
|
$t$-Covering Arrays Generated by a Tiling Probability Model
|
|
|
|
|
680
|
A note on Kuczek's argument for non nearest neighbor contact processes
|
|
|
|
|
681
|
Large Deviations for Random Matricial Moment Problems
|
|
|
|
|
682
|
Partial transposition of random states and non-centered semicircular distributions
|
|
|
|
|
683
|
Rumour Processes on N
|
|
|
|
|
684
|
On rates of convergence in the Curie-Weiss-Potts model with external field
|
|
|
|
|
685
|
Couplings for irregular combinatorial assemblies
|
|
|
|
|
686
|
Stretched Polymers in Random Environment
|
|
|
|
|
687
|
Independent sets in random graphs from the weighted second moment method
|
|
|
|
|
688
|
A discrete approach to Rough Parabolic Equations
|
|
|
|
|
689
|
Matching Statistics of an It\^o Process by a Process of Diffusion Type
|
|
|
|
|
690
|
A discrete approach to Rough Elliptic Equations
|
|
|
|
|
691
|
Representations of multidimensional linear process bridges
|
|
|
|
|
692
|
Vertices of the least concave majorant of Brownian motion with parabolic drift
|
|
|
|
|
693
|
Homogenization of the G-equation with incompressible random drift in two dimensions
|
|
|
|
|
694
|
The maximum of Brownian motion minus a parabola
|
|
|
|
|
695
|
Nonparametric regression with martingale increment errors
|
|
|
|
|
696
|
Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction
|
|
|
|
|
697
|
Probabilistic Numerical Methods for Fully Non-linear Non-local Parabolic PDEs
|
|
|
|
|
698
|
Regularity of Gaussian white noise on the d-dimensional torus
|
|
|
|
|
699
|
Properties of Uniform Doubly Stochastic Matrices
|
|
|
|
|
700
|
On construction of random variables with prescribed marginal distributions and correlation coefficients
|
|
|
|
|
701
|
A converse comparison theorem for backward stochastic differential equations with jumps
|
|
|
|
|
702
|
Convergence rates for a branching process in a random environment
|
|
|
|
|
703
|
Quantum Stochastic Dynamic and Quantum Measurement in Multi-Photon Optics
|
|
|
|
|
704
|
Uniqueness in Law of the stochastic convolution process driven by L\'evy noise
|
|
|
|
|
705
|
Martingale solutions for Stochastic Equation of Reaction Diffusion Type driven by L\'evy noise or Poisson random measure
|
|
|
|
|
706
|
A new comparison theorem of multidimensional BSDEs
|
|
|
|
|
707
|
On the Dirichlet Problem
|
|
|
|
|
708
|
Heath-Jarrow-Morton-Musiela equation with linear volatility
|
|
|
|
|
709
|
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments
|
|
|
|
|
710
|
Bounds for Rademacher Processes via Chaining
|
|
|
|
|
711
|
Subdiffusive heat-kernel decay in four-dimensional i.i.d. random conductance models
|
|
|
|
|
712
|
Matrices with prescribed row and column sums
|
|
|
|
|
713
|
Copolymers at selective interfaces: settled issues and open problems
|
|
|
|
|
714
|
HJMM equation for forward rates with linear volatility
|
|
|
|
|
715
|
On the dynamics of trap models in Z^d
|
|
|
|
|
716
|
Strong Laws for Urn Models with Balanced Replacement Matrices
|
|
|
|
|
717
|
Percolation in the vacant set of Poisson cylinders
|
|
|
|
|
718
|
On the Duality Theory for the Monge-Kantorovich Transport Problem
|
|
|
|
|
719
|
Landesman-Lazer type results for second order Hamilton-Jacobi-Bellman equations
|
|
|
|
|
720
|
Some sufficient conditions for infinite collisions of simple random walks on a wedge comb
|
|
|
|
|
721
|
Central limit theorem for associated class functions on the symmetric group
|
|
|
|
|
722
|
On short-time asymptotics of one-dimensional Harris flows
|
|
|
|
|
723
|
A mathematical approach to order book modelling
|
|
|
|
|
724
|
Limits of compact decorated graphs
|
|
|
|
|
725
|
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
|
|
|
|
|
726
|
There's plenty of time for evolution
|
|
|
|
|
727
|
Ordering of multivariate probability distributions with respect to extreme portfolio losses
|
|
|
|
|
728
|
Universality and extremal aging for dynamics of spin glasses on sub-exponential time scales
|
|
|
|
|
729
|
Resonance phenomena for second-order stochastic control equations
|
|
|
|
|
730
|
Stochastic ranking process with time dependent intensities
|
|
|
|
|
731
|
Optimal Weighted Poincar\'e and Log-Sobolev Inequalities for Cauchy Measures
|
|
|
|
|
732
|
Using TPA to count linear extensions
|
|
|
|
|
733
|
Parabolic Anderson model with a finite number of moving catalysts
|
|
|
|
|
734
|
Parabolic Anderson model with voter catalysts: maximality of the annealed asymptotics
|
|
|
|
|
735
|
On a Gauss-Kuzmin Type Problem for a Family of Continued Fractions
|
|
|
|
|
736
|
Littlewood-Paley Functions for Symmetric Stable Processes
|
|
|
|
|
737
|
Cutoff phenomenon for the simple exclusion process on the complete graph
|
|
|
|
|
738
|
Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method
|
|
|
|
|
739
|
Concentration inequalities for disordered models
|
|
|
|
|
740
|
Some results on random fields admitting a spectral representation with infinitely divisible integrator
|
|
|
|
|
741
|
On the Wiener disorder problem
|
|
|
|
|
742
|
Comparison of Thermodynamic Characteristics in Quantum and Classical Approaches and Game Theory
|
|
|
|
|
743
|
Growth of a population of bacteria in a dynamical hostile environment
|
|
|
|
|
744
|
On the largest eigenvalue of a Hermitian random matrix model with spiked external source I. Rank one case
|
|
|
|
|
745
|
Hydrodynamical behavior of symmetric exclusion with slow bonds
|
|
|
|
|
746
|
Intrinsic stationarity for vector quantization: Foundation of dual quantization
|
|
|
|
|
747
|
Zero biasing and growth processes
|
|
|
|
|
748
|
On the delocalized phase of the random pinning model
|
|
|
|
|
749
|
Sharp metastability threshold for an anisotropic bootstrap percolation model
|
|
|
|
|
750
|
A Comparison of Two Proximity Catch Digraph Families in Testing Spatial Clustering
|
|
|
|
|
751
|
Do price and volatility jump together?
|
|
|
|
|
752
|
On using shadow prices in portfolio optimization with transaction costs
|
|
|
|
|
753
|
Optimal investment policy and dividend payment strategy in an insurance company
|
|
|
|
|
754
|
On optimal arbitrage
|
|
|
|
|
755
|
Simulation of diffusions by means of importance sampling paradigm
|
|
|
|
|
756
|
Asymptotic normality of the size of the giant component via a random walk
|
|
|
|
|
757
|
Uniform Approximation of Vapnik-Chervonenkis Classes
|
|
|
|
|
758
|
Characterizations of Student's t-distribution via regressions of order statistics
|
|
|
|
|
759
|
Fractal-like Distributions over the Rational Numbers in High-throughput Biological and Clinical Data
|
|
|
|
|
760
|
On the Stability of Utility Maximization Problems
|
|
|
|
|
761
|
The Hermitian two matrix model with an even quartic potential
|
|
|
|
|
762
|
A patch that imparts unconditional stability to certain explicit integrators for SDEs
|
|
|
|
|
763
|
Dynamic Coherent Acceptability Indices and their Applications to Finance
|
|
|
|
|
764
|
A functional large and moderate deviation principle for infinitely divisible processes driven by null-recurrent markov chains
|
|
|
|
|
765
|
The high resolution vector quantization problem with Orlicz norm distortion
|
|
|
|
|
766
|
Random Walk in Periodic Environment
|
|
|
|
|
767
|
On expected and von Neumann-Morgenstern utility functions
|
|
|
|
|
768
|
Second order asymptotics for Brownian motion in a heavy tailed Poissonian potential
|
|
|
|
|
769
|
Survival Probability of a Random Walk Among a Poisson System of Moving Traps
|
|
|
|
|
770
|
Central Limit Theorems for Cavity and Local Fields of the Sherrington-Kirkpatrick Model
|
|
|
|
|
771
|
1D quintic nonlinear Schr\"odinger equation with white noise dispersion
|
|
|
|
|
772
|
Probabilities of competing binomial random variables
|
|
|
|
|
773
|
Berry-Esseen and Edgeworth approximations for the tail of an infinite sum of weighted gamma random variables
|
|
|
|
|
774
|
Second order asymptotics for Brownian motion among a heavy tailed Poissonian potential
|
|
|
|
|
775
|
A transformation for L\'evy processes with one-sided jumps and applications
|
|
|
|
|
776
|
Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz continuous coefficients
|
|
|
|
|
777
|
Uniform Central Limit Theorems for Multidimensional Diffusions
|
|
|
|
|
778
|
Stochastic calculus over symmetric Markov processes without time reversal
|
|
|
|
|
779
|
Perturbation of matrices and non-negative rank with a view toward statistical models
|
|
|
|
|
780
|
Affine Dunkl processes
|
|
|
|
|
781
|
Long runs under point conditioning. The real case
|
|
|
|
|
782
|
Volume growth and escape rate of Brownian motion on a complete Riemannian manifold
|
|
|
|
|
783
|
Poisson polytopes
|
|
|
|
|
784
|
Local limit theorems in free probability theory
|
|
|
|
|
785
|
A convergent series representation for the density of the supremum of a stable process
|
|
|
|
|
786
|
New Probabilistic Inequalities from Monotone Likelihood Ratio Property
|
|
|
|
|
787
|
Characterizations of exponential distribution via conditional expectations of record values
|
|
|
|
|
788
|
Non-additive disorder problems for some diffusion processes
|
|
|
|
|
789
|
Fluctuation of Eigenvalues for Random Toeplitz and Related Matrices
|
|
|
|
|
790
|
Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients
|
|
|
|
|
791
|
The Parabolic Anderson Model with Acceleration and Deceleration
|
|
|
|
|
792
|
The sharp threshold for bootstrap percolation in all dimensions
|
|
|
|
|
793
|
Nonamenable Liouville Graphs
|
|
|
|
|
794
|
Mills' ratio: Reciprocal convexity and functional inequalities
|
|
|
|
|
795
|
A strong law for the rate of growth of long latency periods in cloud computing service
|
|
|
|
|
796
|
An asymptotic sampling formula for the coalescent with Recombination
|
|
|
|
|
797
|
Limit Distributions of Eigenvalues for Random Block Toeplitz and Hankel Matrices
|
|
|
|
|
798
|
Uniform convergence of Vapnik--Chervonenkis classes under ergodic sampling
|
|
|
|
|
799
|
Network stability under max--min fair bandwidth sharing
|
|
|
|
|
800
|
Probabilistic cellular automata, invariant measures, and perfect sampling
|
|
|
|
|
801
|
Topology-guided sampling of nonhomogeneous random processes
|
|
|
|
|
802
|
Bounds on the artificial phase transition for perfect simulation of repulsive point processes
|
|
|
|
|
803
|
Mills' ratio: Reciprocal concavity and functional inequalities
|
|
|
|
|
804
|
A review of some recent results on random polynomials over R and over C
|
|
|
|
|
805
|
Indicator fractional stable motions
|
|
|
|
|
806
|
A functional limit theorem for the profile of $b$-ary trees
|
|
|
|
|
807
|
On the spectrum of sum and product of non-hermitian random matrices
|
|
|
|
|
808
|
Properties of solutions of stochastic differential equations driven by the $G$-Brownian motion
|
|
|
|
|
809
|
Smoothness of Density for the Area Process of Fractional Brownian Motion
|
|
|
|
|
810
|
Finding Hidden Cliques in Linear Time with High Probability
|
|
|
|
|
811
|
A general stochastic model for sporophytic self-incompatibility
|
|
|
|
|
812
|
On Powers of Gaussian White Noise
|
|
|
|
|
813
|
Long-Term Behaviors and Implied Volatilities in General Affine Diffusion Models
|
|
|
|
|
814
|
Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
|
|
|
|
|
815
|
Markov Chains and Dynamical Systems: The Open System Point of View
|
|
|
|
|
816
|
New Polynomials and Numbers Associated with Fractional Poisson Probability Distribution
|
|
|
|
|
817
|
Instants of small amplitude of Brownian motion and application to the Kubilius model
|
|
|
|
|
818
|
On the Mixing of Diffusing Particles
|
|
|
|
|
819
|
Short-range spin glasses and Random Overlap Structures
|
|
|
|
|
820
|
On detecting the dependence of time series
|
|
|
|
|
821
|
Error Prediction and Model Selection via Unbalanced Expander Graphs
|
|
|
|
|
822
|
Random walks in Weyl chambers and crystals
|
|
|
|
|
823
|
An ultrametric state space with a dense discrete overlap distribution: Paperfolding sequences
|
|
|
|
|
824
|
Poissonian Statistics in the Extremal Process of Branching Brownian Motion
|
|
|
|
|
825
|
Intermediate range migration in the two-dimensional stepping stone model
|
|
|
|
|
826
|
A simple derivation and classification of common probability distributions based on information symmetry and measurement scale
|
|
|
|
|
827
|
Logarithmic fluctuations for internal DLA
|
|
|
|
|
828
|
Large faces in Poisson hyperplane mosaics
|
|
|
|
|
829
|
The obstacle problem for quasilinear stochastic PDE's
|
|
|
|
|
830
|
A Dirichlet process characterization of a class of reflected diffusions
|
|
|
|
|
831
|
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
|
|
|
|
|
832
|
Golden-Thompson from Davis
|
|
|
|
|
833
|
A time before which insiders would not undertake risk
|
|
|
|
|
834
|
The maximum of the Gaussian $1/f^\u007b\alpha\u007d$-noise in the case $\alpha<1$
|
|
|
|
|
835
|
Restricted Isometries for Partial Random Circulant Matrices
|
|
|
|
|
836
|
Corrections to "Unified Laguerre polynomial-series-based distribution of small-scale fading envelopes''
|
|
|
|
|
837
|
A Positive Recurrent Reflecting Brownian Motion with Divergent Fluid Path
|
|
|
|
|
838
|
Universality and the circular law for sparse random matrices
|
|
|
|
|
839
|
Moderate deviations for stabilizing functionals in geometric probability
|
|
|
|
|
840
|
Quantitative approximations of evolving probability measures and sequential Markov Chain Monte Carlo methods
|
|
|
|
|
841
|
Basic techniques in two-dimensional critical Ising percolation with investigation of scaling relations
|
|
|
|
|
842
|
Contact processes on the integers
|
|
|
|
|
843
|
Precise asymptotics for the parabolic Anderson model with a moving catalyst or trap
|
|
|
|
|
844
|
The dimension of weakly mean porous measures: a probabilistic approach
|
|
|
|
|
845
|
Decoupling inequalities and interlacement percolation on G x Z
|
|
|
|
|
846
|
Time correlations for the parabolic Anderson model
|
|
|
|
|
847
|
Universality for SLE(4)
|
|
|
|
|
848
|
Tightness of Fluctuations of First Passage Percolation on Some Large Graphs
|
|
|
|
|
849
|
Extreme gaps between eigenvalues of random matrices
|
|
|
|
|
850
|
Stochastic Flips on Two-letter Words
|
|
|
|
|
851
|
Hidden Markov Models with Multiple Observation Processes
|
|
|
|
|
852
|
The Directed Spanning Forest is almost surely a tree
|
|
|
|
|
853
|
Return times distribution for Markov towers with decay of correlations
|
|
|
|
|
854
|
Martingale property of generalized stochastic exponentials
|
|
|
|
|
855
|
Can't see the (Directed Spanning) Forest for the trees
|
|
|
|
|
856
|
The rate of escape on polycyclic and solvable groups
|
|
|
|
|
857
|
CLT for spectra of submatrices of Wigner random matrices
|
|
|
|
|
858
|
Nonholonomic Relativistic Diffusion and Exact Solutions for Stochastic Einstein Spaces
|
|
|
|
|
859
|
A Random Matrix--Theoretic Approach to Handling Singular Covariance Estimates
|
|
|
|
|
860
|
Eigenvalue Results for Large Scale Random Vandermonde Matrices with Unit Complex Entries
|
|
|
|
|
861
|
Maximizing the size of the giant
|
|
|
|
|
862
|
Trickle-down processes and their boundaries
|
|
|
|
|
863
|
Minimal thinness for subordinate Brownian motion in half space
|
|
|
|
|
864
|
On the growth of the one dimensional reverse immunization contact process
|
|
|
|
|
865
|
The global random attractor for a class of stochastic porous media equations
|
|
|
|
|
866
|
The critical temperature of the Ising model on the square lattice, an easy way
|
|
|
|
|
867
|
Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
|
|
|
|
|
868
|
A further generalization of random self-decomposability
|
|
|
|
|
869
|
A concentration inequality and a local law for the sum of two random matrices
|
|
|
|
|
870
|
Low lying spectrum of weak-disorder quantum waveguides
|
|
|
|
|
871
|
Large deviations from freeness
|
|
|
|
|
872
|
SPDE Limits of Many Server Queues
|
|
|
|
|
873
|
Taylor expansions of solutions of stochastic partial differential equations with additive noise
|
|
|
|
|
874
|
Optimal consumption and investment in incomplete markets with general constraints
|
|
|
|
|
875
|
On signature-based expressions of system reliability
|
|
|
|
|
876
|
Hermite variations of the fractional Brownian sheet
|
|
|
|
|
877
|
A random integral calculus on generalized s-selfdecomposable probability measures
|
|
|
|
|
878
|
Non-Standard Limit Theorems in Number Theory
|
|
|
|
|
879
|
Well-posedness of Backward Stochastic Differential Equations with General Filtration
|
|
|
|
|
880
|
Discrete Complex Analysis and Probability
|
|
|
|
|
881
|
Lipschitz-Killing curvatures of self-similar random fractals
|
|
|
|
|
882
|
Large deviation properties of weakly interacting processes via weak convergence methods
|
|
|
|
|
883
|
The $\alpha$-dependence of stochastic differential equations driven by variants of $\alpha$-stable processes
|
|
|
|
|
884
|
Molecular Distributions in Gene Regulatory Dynamics
|
|
|
|
|
885
|
Almost sure localization of the eigenvalues in a gaussian information plus noise model. Applications to the spiked models
|
|
|
|
|
886
|
Probabilistic methods for discrete nonlinear Schr\"odinger equations
|
|
|
|
|
887
|
A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d\geq3$ and Centered Case
|
|
|
|
|
888
|
Log-Harnack Inequality for Stochastic Burgers Equations and Applications
|
|
|
|
|
889
|
Stability of stochastic differential equations driven by variants of stable processes
|
|
|
|
|
890
|
Positive recurrence of reflecting Brownian motion in three dimensions
|
|
|
|
|
891
|
Connectivity in Sub-Poisson Networks
|
|
|
|
|
892
|
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
|
|
|
|
|
893
|
Brownian coagulation and a version of Smoluchowski's equation on the circle
|
|
|
|
|
894
|
Optimal detection of a change-set in a spatial Poisson process
|
|
|
|
|
895
|
Lack of Spectral Gap and Hyperbolicity in Asymptotic Erd\"os-Renyi Random Graphs
|
|
|
|
|
896
|
Excited Brownian motions as limits of excited random walks
|
|
|
|
|
897
|
Small deviations for a family of smooth Gaussian processes
|
|
|
|
|
898
|
Asymmetric directed polymers in random environments
|
|
|
|
|
899
|
A Distributed Procedure for Computing Stochastic Expansions with Mathematica
|
|
|
|
|
900
|
On the Transition from Heavy Traffic to Heavy Tails for the M/G/1 Queue: The Regularly Varying Case
|
|
|
|
|
901
|
Absolute continuity under flows generated by SDE with measurable drift coefficient
|
|
|
|
|
902
|
Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time
|
|
|
|
|
903
|
Constructions of Coupling Processes for L\'\u007be\u007dvy Processes
|
|
|
|
|
904
|
Testing Closeness of Discrete Distributions
|
|
|
|
|
905
|
U-Quantile Processes and Generalized Linear Statistics of Dependent Data
|
|
|
|
|
906
|
Occupation and Local Times for Skew Brownian Motion with Applications to Dispersion Across an Interface
|
|
|
|
|
907
|
Uniform Approximations for the M/G/1 Queue with Subexponential Processing Times
|
|
|
|
|
908
|
Non-time-homogeneous Generalized Mehler Semigroups and Applications
|
|
|
|
|
909
|
Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming
|
|
|
|
|
910
|
Large deviations for zeros of $P(\phi)_2$ random polynomials
|
|
|
|
|
911
|
Random Spherical Triangles
|
|
|
|
|
912
|
Transportation cost inequalities for diffusions under uniform distance
|
|
|
|
|
913
|
A generalization of random self-decomposability
|
|
|
|
|
914
|
Analyticity of the entropy for some random walks
|
|
|
|
|
915
|
On dependence of the implied volatility on returns for stochastic volatility models
|
|
|
|
|
916
|
On Random Field Induced Ordering in the Classical XY Model
|
|
|
|
|
917
|
The local quantization behaviour of absolutely continuous probabilities
|
|
|
|
|
918
|
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
|
|
|
|
|
919
|
The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points
|
|
|
|
|
920
|
Properties of the limit shape for some last passage growth models in random environments
|
|
|
|
|
921
|
Semi-Closed Form Cubature and Applications to Financial Diffusion Models
|
|
|
|
|
922
|
Rotor walks on general trees
|
|
|
|
|
923
|
Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond
|
|
|
|
|
924
|
Free Subexponentiality
|
|
|
|
|
925
|
A Khintchine Decomposition for Free Probability
|
|
|
|
|
926
|
Equivalence of concentration inequalities for linear and non-linear functions
|
|
|
|
|
927
|
Stability on \u007b0,1,2,...\u007d^S: birth-death chains and particle systems
|
|
|
|
|
928
|
Probabilistic view on singularities and spacetime boundary
|
|
|
|
|
929
|
A scaling limit theorem for the parabolic Anderson model with exponential potential
|
|
|
|
|
930
|
Random soups, carpets and fractal dimensions
|
|
|
|
|
931
|
Quadratic harnesses from generalized beta integrals
|
|
|
|
|
932
|
Error bounds for small jumps of L\'evy processes
|
|
|
|
|
933
|
Gallavotti-Cohen-Type symmetry related to cycle decompositions for Markov chains and biochemical applications
|
|
|
|
|
934
|
Error bounds for small jumps of L\'evy processes and financial applications
|
|
|
|
|
935
|
On the rate of convergence of weak Euler approximation for non-degenerate SDEs
|
|
|
|
|
936
|
Omnimosaics
|
|
|
|
|
937
|
Asymptotic of geometrical navigation on a random set of points of the plane
|
|
|
|
|
938
|
A remark concerning Feynman Kac formulas for the perturbed harmonic oscillator
|
|
|
|
|
939
|
Smallest eigenvalue distributions for $\beta$-Jacobi ensembles
|
|
|
|
|
940
|
Meixner matrix ensembles
|
|
|
|
|
941
|
Pfaffian formulae for one dimensional coalescing and annihilating systems
|
|
|
|
|
942
|
True nature of long-range order in a plaquette orbital model
|
|
|
|
|
943
|
Ruelle-Lanford functions for quantum spin systems
|
|
|
|
|
944
|
$L\log L$ condition for supercritical branching Hunt processes
|
|
|
|
|
945
|
Asymptotic normality of Hill Estimator for truncated data
|
|
|
|
|
946
|
Small Ball Probabilities for Smooth Gaussian fields and Tensor Products of Compact Operators
|
|
|
|
|
947
|
On the Excursion Sets of Spherical Gaussian Eigenfunctions
|
|
|
|
|
948
|
The universal Glivenko-Cantelli property
|
|
|
|
|
949
|
Addendum to "Energies of zeros of random sections on Riemann surfaces" [arXiv:0705.2000]. Indiana Univ. Math. J. 57 (2008), no. 4, 1753-1780
|
|
|
|
|
950
|
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with L\'evy jumps
|
|
|
|
|
951
|
When can several people simulate a private random oracle for someone else?
|
|
|
|
|
952
|
Weak disorder in the stochastic mean-field model of distance II
|
|
|
|
|
953
|
Limit theorems for Betti numbers of random simplicial complexes
|
|
|
|
|
954
|
Semigroups of finite-dimensional random projections
|
|
|
|
|
955
|
Metastability of reversible finite state Markov processes
|
|
|
|
|
956
|
On the range, local times and periodicity of random walk on an interval
|
|
|
|
|
957
|
Matching Dyadic Distributions to Channels
|
|
|
|
|
958
|
Wigner Chaos and the Fourth Moment
|
|
|
|
|
959
|
Models and applications of Optimal Transport in Economics, Traffic and Urban Planning
|
|
|
|
|
960
|
Convergence of semigroups of measures on a Lie group
|
|
|
|
|
961
|
Lecture Notes on Gradient Flows and Optimal Transport
|
|
|
|
|
962
|
Processes with block-associated increments
|
|
|
|
|
963
|
Introduction to Optimal Transport Theory
|
|
|
|
|
964
|
Optimal coupling for mean field limits
|
|
|
|
|
965
|
On Some fundamental aspects of Polyominoes on Random Voronoi Tilings
|
|
|
|
|
966
|
On Rice's formula for stationary multivariate piecewise smooth processes
|
|
|
|
|
967
|
Optimal stopping with discontinuous reward
|
|
|
|
|
968
|
On the parameter domain of Wishart distributions and their infinite divisibility
|
|
|
|
|
969
|
The probability of long cycles in interchange processes
|
|
|
|
|
970
|
Percolation in a multiscale Boolean model
|
|
|
|
|
971
|
Mean-field/PDF numerical approach for polydispersed turbulent two-phase flows
|
|
|
|
|
972
|
Isolated zeros for Brownian motion with variable drift
|
|
|
|
|
973
|
Generalized L/'evy Stochastic Areas and Selfdecomposability
|
|
|
|
|
974
|
Selfdecomposable Laws Associated with Hyperbolic Functins
|
|
|
|
|
975
|
A mild Ito formula for SPDEs
|
|
|
|
|
976
|
Hitting times of Bessel processes
|
|
|
|
|
977
|
Computing the time-continuous Optimal Mass Transport Problem without Lagrangian techniques
|
|
|
|
|
978
|
The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
|
|
|
|
|
979
|
A new formula for some linear stochastic equations with applications
|
|
|
|
|
980
|
Ricci curvature, entropy and optimal transport
|
|
|
|
|
981
|
Logarithmic Sobolev inequality for diffusion semigroups
|
|
|
|
|
982
|
Lecture notes on variational models for incompressible Euler equations
|
|
|
|
|
983
|
Tightness of the recentered maximum of the two-dimensional discrete Gaussian Free Field
|
|
|
|
|
984
|
Entropic Fluctuations in Statistical Mechanics I. Classical Dynamical Systems
|
|
|
|
|
985
|
Optimal control of risk process in a regime switching environment
|
|
|
|
|
986
|
Optimal Control of Risk Process in Random Environment
|
|
|
|
|
987
|
Locally Perturbed Random Walks with Unbounded Jumps
|
|
|
|
|
988
|
An improved upper bound on the Entropy Production for the Kac Master equation
|
|
|
|
|
989
|
Partial Match Queries in Two-Dimensional Quadtrees : a Probabilistic Approach
|
|
|
|
|
990
|
Large deviation results for Multitype Galton-Watson trees
|
|
|
|
|
991
|
Gibbs-non-Gibbs properties for evolving Ising models on trees
|
|
|
|
|
992
|
From logarithmic to subdiffusive polynomial fluctuations for internal DLA and related growth models
|
|
|
|
|
993
|
The local properties of the Markov processes of Ornstein-Uhlenbeck type
|
|
|
|
|
994
|
Condensation in the inclusion process and related models
|
|
|
|
|
995
|
Small-time asymptotics for fast mean-reverting stochastic volatility models
|
|
|
|
|
996
|
Opinion fluctuations and disagreement in social networks
|
|
|
|
|
997
|
Current fluctuations for independent random walks in multiple dimensions
|
|
|
|
|
998
|
Martingale problems on Banach spaces -- Existence, uniqueness and the Markov property
|
|
|
|
|
999
|
Strong disorder in semidirected random polymers
|
|
|
|
|
1000
|
Large deviations for renewal processes
|
|
|
|
|
1001
|
Stationary distributions for jump processes with memory
|
|
|
|
|
1002
|
Examples of non-polygonal limit shapes in i.i.d. first-passage percolation and infinite coexistence in spatial growth models
|
|
|
|
|
1003
|
Fixed points of the smoothing transform: Two-sided solutions
|
|
|
|
|
1004
|
Computing the partition function for perfect matchings in a hypergraph
|
|
|
|
|
1005
|
Non-contraction of heat flow on Minkowski spaces
|
|
|
|
|
1006
|
Critical behavior of non-intersecting Brownian motions at a tacnode
|
|
|
|
|
1007
|
Higher order infinitesimal freeness
|
|
|
|
|
1008
|
Imbedding Exotic Hida-Kubo-Takenaka Spaces into usual Hida distributions
|
|
|
|
|
1009
|
The Random Integral Representation Conjecture: a quarter of a century later
|
|
|
|
|
1010
|
Concave Renewal Functions Do Not Imply DFR Inter-Renewal Times
|
|
|
|
|
1011
|
Stationary distributions for jump processes with inert drift
|
|
|
|
|
1012
|
Crossovers induced by discrete-time quantum walks
|
|
|
|
|
1013
|
Hydrodynamic Limit for an Hamiltonian System with Boundary Conditions and Conservative Noise
|
|
|
|
|
1014
|
On the Imbedding Problem for Three-state Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues
|
|
|
|
|
1015
|
Stochastic Shear Thickening Fluids:Strong Convergence of the Galerkin Approximation and the Energy Equality
|
|
|
|
|
1016
|
Random G-Expectations
|
|
|
|
|
1017
|
Challenging the empirical mean and empirical variance: a deviation study
|
|
|
|
|
1018
|
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
|
|
|
|
|
1019
|
Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
|
|
|
|
|
1020
|
Gradient Estimate on the Neumann Semigroup and Applications
|
|
|
|
|
1021
|
On ASEP with Periodic Step Bernoulli Initial Condition
|
|
|
|
|
1022
|
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
|
|
|
|
|
1023
|
On the consistency of the quantum-like representation algorithm for hyperbolic interference
|
|
|
|
|
1024
|
Tail behavior of stationary solutions of random difference equations: the case of regular matrices
|
|
|
|
|
1025
|
The numerical measure of a complex matrix
|
|
|
|
|
1026
|
The space of tempered distributions as a k-space
|
|
|
|
|
1027
|
Non-concentration of return times
|
|
|
|
|
1028
|
New associative product of three states generalizing free, monotone, anti-monotone, Boolean, conditionally free and conditionally monotone products
|
|
|
|
|
1029
|
The distribution of height and diameter in random non-plane binary trees
|
|
|
|
|
1030
|
Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
|
|
|
|
|
1031
|
Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities
|
|
|
|
|
1032
|
Derivative Formula and Applications for Hyperdissipative Stochastic Navier-Stokes/Burgers Equations
|
|
|
|
|
1033
|
A Note on the Paper $"$Poincar\'e Inequality on the Path Space of Poisson Point Processes"
|
|
|
|
|
1034
|
Long Memory in a Linear Stochastic Volterra Differential Equation
|
|
|
|
|
1035
|
Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk
|
|
|
|
|
1036
|
On the Gaussian approximation of vector-valued multiple integrals
|
|
|
|
|
1037
|
Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
|
|
|
|
|
1038
|
Finite Gelfand Pair Approaches for Ehrenfest Diffusion Model
|
|
|
|
|
1039
|
A generalized backwards scheme for solving non monotonic stochastic recursions
|
|
|
|
|
1040
|
The Nystr\"om method for functional quantization with an application to the fractional Brownian motion
|
|
|
|
|
1041
|
Berry-Ess\'een Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
|
|
|
|
|
1042
|
Filtering of continuous-time Markov chains with noise-free observation and applications
|
|
|
|
|
1043
|
A mathematical model of the Mafia game
|
|
|
|
|
1044
|
Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations
|
|
|
|
|
1045
|
On the Multi-Dimensional Controller and Stopper Games
|
|
|
|
|
1046
|
Airy-heat functions, Hermite and higher order Hermite generating functions
|
|
|
|
|
1047
|
On Approximations and Ergodicity Classes in Random Chains
|
|
|
|
|
1048
|
Warmth and mobility of random graphs
|
|
|
|
|
1049
|
Smaller population size at the MRCA time for stationary branching processes
|
|
|
|
|
1050
|
Quantum random walks and minors of Hermitian Brownian motion
|
|
|
|
|
1051
|
Chaos and Unraveling in Matching Markets
|
|
|
|
|
1052
|
Two dimensional Meixner random vectors of class $\u007b\mathcal M\u007d_L$
|
|
|
|
|
1053
|
Splitting trees with neutral Poissonian mutations I: Small families
|
|
|
|
|
1054
|
New and improved Johnson-Lindenstrauss embeddings via the Restricted Isometry Property
|
|
|
|
|
1055
|
Rate of convergence of linear functions on the unitary group
|
|
|
|
|
1056
|
On the maximal size of Large-Average and ANOVA-fit Submatrices in a Gaussian Random Matrix
|
|
|
|
|
1057
|
Typical Borel measures on $[0,1]d$ satisfy a multifractal formalism
|
|
|
|
|
1058
|
On the coalescence time of reversible random walks
|
|
|
|
|
1059
|
Approximate results for a generalized secretary problem
|
|
|
|
|
1060
|
Stochastic equations, flows and measure-valued processes
|
|
|
|
|
1061
|
A note on Schr\"odinger equation with linear potential and hitting times
|
|
|
|
|
1062
|
Weak convergence of random walks conditioned to stay away
|
|
|
|
|
1063
|
From the Pearcey to the Airy process
|
|
|
|
|
1064
|
A balanced excited random walk
|
|
|
|
|
1065
|
Optimal Uncertainty Quantification
|
|
|
|
|
1066
|
Multi-Resolution Schauder Approach to Multidimensional Gauss-Markov Processes
|
|
|
|
|
1067
|
A Tractable Approach to Coverage and Rate in Cellular Networks
|
|
|
|
|
1068
|
Diffusive limits for "true" (or myopic) self-avoiding random walks and self-repellent Brownian polymers in d >= 3
|
|
|
|
|
1069
|
Survival of near-critical branching Brownian motion
|
|
|
|
|
1070
|
A characterization of non-central Wishart distributions
|
|
|
|
|
1071
|
A nasty filtering problem
|
|
|
|
|
1072
|
Large deviations of the empirical currents for a boundary driven reaction diffusion model
|
|
|
|
|
1073
|
A non-ergodic probabilistic cellular automaton with a unique invariant measure
|
|
|
|
|
1074
|
Species abundance distributions in neutral models with immigration or mutation and general lifetimes
|
|
|
|
|
1075
|
First-Passage Exponents of Multiple Random Walks
|
|
|
|
|
1076
|
Kinetics of First Passage in a Cone
|
|
|
|
|
1077
|
An analytical model for evaluating outage and handover probability of cellular wireless networks
|
|
|
|
|
1078
|
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
|
|
|
|
|
1079
|
Large deviations of the extreme eigenvalues of random deformations of matrices
|
|
|
|
|
1080
|
A non-ergodic PCA with a unique invariant measure
|
|
|
|
|
1081
|
Critical Brownian sheet does not have double points
|
|
|
|
|
1082
|
A class of Gaussian processes with fractional spectral measures
|
|
|
|
|
1083
|
Optimal transport for multifractal random measures. Applications
|
|
|
|
|
1084
|
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence
|
|
|
|
|
1085
|
Characterizations of processes with stationary and independent increments under $G$-expectation
|
|
|
|
|
1086
|
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
|
|
|
|
|
1087
|
On the von Bahr-Esseen inequality
|
|
|
|
|
1088
|
Discrete Approximation of Symmetric Jump Processes on Metric Measure Spaces
|
|
|
|
|
1089
|
Critical sets of random smooth functions on compact manifolds
|
|
|
|
|
1090
|
Normalization for Implied Volatility
|
|
|
|
|
1091
|
Construction of a short path in high dimensional First Passage Percolation
|
|
|
|
|
1092
|
On the One dimensional Poisson Random Geometric Graph
|
|
|
|
|
1093
|
Random walks on coset spaces with applications to Furstenberg entropy
|
|
|
|
|
1094
|
On a flow of operators associated to virtual permutations
|
|
|
|
|
1095
|
High order recombination and an application to cubature on Wiener space
|
|
|
|
|
1096
|
From interacting particle systems to random matrices
|
|
|
|
|
1097
|
Foundations of Inference
|
|
|
|
|
1098
|
Schr\"odinger equation with linear potential and hitting times
|
|
|
|
|
1099
|
Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths
|
|
|
|
|
1100
|
The Limiting Spectral Measure for the Ensemble of Symmetric Period m--Circulant Matrices
|
|
|
|
|
1101
|
Closure of Random samples
|
|
|
|
|
1102
|
Exploring connectivity of random subgraphs of a graph
|
|
|
|
|
1103
|
The link between segregation and phylogenetic diversity
|
|
|
|
|
1104
|
Intertwining certain fractional derivatives
|
|
|
|
|
1105
|
Large systems of diffusions interacting through their ranks
|
|
|
|
|
1106
|
Optimal transportation, topology and uniqueness
|
|
|
|
|
1107
|
Functional quantization based stratified sampling methods
|
|
|
|
|
1108
|
The genealogy of extremal particles of Branching Brownian Motion
|
|
|
|
|
1109
|
A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers
|
|
|
|
|
1110
|
The self-avoiding walk in a strip
|
|
|
|
|
1111
|
Mass spectrum and L\'evy--Schr\"odinger relativistic equation
|
|
|
|
|
1112
|
To which extent is the membrane potential in a neuron between successive spikes adequately modelled by a (continuous) semimartingale?
|
|
|
|
|
1113
|
I knew I should have taken that left turn at Albuquerque
|
|
|
|
|
1114
|
Rare Transition Events in Nonequilibrium Systems with State-Dependent Noise: Application to Stochastic Current Switching in Semiconductor Superlattices
|
|
|
|
|
1115
|
HISTABRUT: A Maple Package for Symbol-Crunching in Probability theory
|
|
|
|
|
1116
|
Cooperation principle, stability and bifurcation in random complex dynamics
|
|
|
|
|
1117
|
Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices
|
|
|
|
|
1118
|
Analysis of stochastic current switching in semiconductor superlattices using the geometric Minimum Action Method
|
|
|
|
|
1119
|
Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains
|
|
|
|
|
1120
|
On the monotonicity of the expected volume of a random simplex
|
|
|
|
|
1121
|
Expectation of Stratonovich iterated integrals of Wiener processes
|
|
|
|
|
1122
|
Spectral Curve of Periodic Fisher Graphs
|
|
|
|
|
1123
|
Limit theory for some positive, stationary processes
|
|
|
|
|
1124
|
Asymptotic of the largest and typical dimensions of isotypic components of tensor representations of the symmetric group
|
|
|
|
|
1125
|
Classical Signal Model for Quantum Channels
|
|
|
|
|
1126
|
Aging in reversible dynamics of disordered systems. I. Emergence of the arcsine law in Bouchaud's asymmetric trap model on the complete graph
|
|
|
|
|
1127
|
Convergence of clock processes in random environments and ageing in the p-spin SK model
|
|
|
|
|
1128
|
Hydrodynamic limit for particle systems with degenerate rates without exclusive constraints
|
|
|
|
|
1129
|
Aging in reversible dynamics of disordered systems. II. Emergence of the arcsine law in the random hopping time dynamics of the REM
|
|
|
|
|
1130
|
Some remarks on free energy and coarse-graining
|
|
|
|
|
1131
|
Brownian Motions on Metric Graphs: Feller Brownian Motions on Intervals Revisited
|
|
|
|
|
1132
|
Symmetry breaking in quasi-1D Coulomb systems
|
|
|
|
|
1133
|
Asymptotic Analysis of a Drop-Push Model For Percolation
|
|
|
|
|
1134
|
Self-adaptive congestion control for multi-class intermittent connections in a communication network
|
|
|
|
|
1135
|
Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums
|
|
|
|
|
1136
|
Non-asymptotic mixing of the MALA algorithm
|
|
|
|
|
1137
|
An Approximation Scheme for Reflected Stochastic Differential Equations
|
|
|
|
|
1138
|
On quantized stochastic Navier-Stokes equations
|
|
|
|
|
1139
|
Permanental Processes
|
|
|
|
|
1140
|
Partially ordered secretaries
|
|
|
|
|
1141
|
No-arbitrage of second kind in countable markets with proportional transaction costs
|
|
|
|
|
1142
|
Spectral measure and approximation of homogenized coefficients
|
|
|
|
|
1143
|
Pathwise Taylor Expansions for It\^o Random Fields
|
|
|
|
|
1144
|
Generalized Binomial Probability Distributions attached to Landau levels on the Riemann sphere
|
|
|
|
|
1145
|
Exponential inequalities for the distribution tails of canonical U- and V-statistics of $\rho$-mixing observations
|
|
|
|
|
1146
|
Exact Localization and Superresolution with Noisy Data and Random Illumination
|
|
|
|
|
1147
|
On a class of distributions stable under random summation
|
|
|
|
|
1148
|
Laws of large numbers for eigenvectors and eigenvalues associated to random subspaces in a tensor product
|
|
|
|
|
1149
|
Brownian motion in a truncated Weyl chamber
|
|
|
|
|
1150
|
Limit Law of an Additive Functional on Cayley Trees
|
|
|
|
|
1151
|
Ranked Excursion Heights and First Passage Time of Skew Brownian Motion
|
|
|
|
|
1152
|
On L_\u007bp\u007d-estimates of some singular integrals related to jump processes
|
|
|
|
|
1153
|
Complex Brownian Motion Representation of the Dyson Model
|
|
|
|
|
1154
|
Time reversal of Volterra processes driven stochastic differential equation
|
|
|
|
|
1155
|
Weak limits for exploratory plots in the analysis of extremes
|
|
|
|
|
1156
|
The energy density in the planar Ising model
|
|
|
|
|
1157
|
Kalikow-type decomposition for multicolor infinite range particle systems
|
|
|
|
|
1158
|
A CLT for Empirical Processes Involving Time Dependent Data
|
|
|
|
|
1159
|
On the Existence Theory of Hilbert Space valued Diffusion Processes
|
|
|
|
|
1160
|
Bounded Computational Capacity Equilibrium
|
|
|
|
|
1161
|
A Lie systems approach for the first passage-time of piecewise deterministic processes
|
|
|
|
|
1162
|
Epistemic irrelevance in credal nets: the case of imprecise Markov trees
|
|
|
|
|
1163
|
Covariance of Stochastic Integrals with Respect to Fractional Brownian Motion
|
|
|
|
|
1164
|
A contour line of the continuum Gaussian free field
|
|
|
|
|
1165
|
Escape of resources in distributed clustering processes
|
|
|
|
|
1166
|
Coag-Frag duality for a class of stable Poisson-Kingman mixtures
|
|
|
|
|
1167
|
The on-off network traffic model under intermediate scaling
|
|
|
|
|
1168
|
Optimal control with absolutely continuous strategies for spectrally negative Levy processes
|
|
|
|
|
1169
|
Particle Systems arising from an anti-ferromagnetic Ising model
|
|
|
|
|
1170
|
Sibuya copulas
|
|
|
|
|
1171
|
On the Semimartingale Nature of Feller Processes with Killing
|
|
|
|
|
1172
|
A new parametrization of the Gnedin-Fisher species sampling model
|
|
|
|
|
1173
|
Non-existence of Markovian time dynamics for graphical models of correlated default
|
|
|
|
|
1174
|
Random Information Spread in Networks
|
|
|
|
|
1175
|
Fractional Pure Birth Processes
|
|
|
|
|
1176
|
Moment Explosion in the LIBOR Market Model
|
|
|
|
|
1177
|
Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations
|
|
|
|
|
1178
|
Hitting time results for Maker-Breaker games
|
|
|
|
|
1179
|
The large deviation principle for the Erd\H\u007bo\u007ds-R\'enyi random graph
|
|
|
|
|
1180
|
Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
|
|
|
|
|
1181
|
Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type
|
|
|
|
|
1182
|
Adiabatic times for Markov chains and applications
|
|
|
|
|
1183
|
Busemann functions and the speed of a second class particle in the rarefaction fan
|
|
|
|
|
1184
|
Strong approximation of fractional Brownian motion by moving averages of simple random walks
|
|
|
|
|
1185
|
Partial estimation of covariance matrices
|
|
|
|
|
1186
|
Gaussian Approximations for an Overloaded X Model Via an Averaging Principle
|
|
|
|
|
1187
|
Rough Stochastic PDEs
|
|
|
|
|
1188
|
Tail Properties of Multivariate Archimedean Copulas
|
|
|
|
|
1189
|
An elementary approach to Brownian local time based on simple, symmetric random walks
|
|
|
|
|
1190
|
Optimal strategies for throwing accurately
|
|
|
|
|
1191
|
Moments of an exponential functional of random walks and permutations with given descent sets
|
|
|
|
|
1192
|
Records and sequences of records from random variables with a linear trend
|
|
|
|
|
1193
|
An exponential functional of random walks
|
|
|
|
|
1194
|
An elementary introduction to the Wiener process and stochastic integrals
|
|
|
|
|
1195
|
Strong approximation of continuous local martingales by simple random walks
|
|
|
|
|
1196
|
Pivotal, cluster and interface measures for critical planar percolation
|
|
|
|
|
1197
|
Control Variates for Reversible MCMC Samplers
|
|
|
|
|
1198
|
Seismic pulse propagation with constant Q and stable probability distributions
|
|
|
|
|
1199
|
Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
|
|
|
|
|
1200
|
Heat flow on Alexandrov spaces
|
|
|
|
|
1201
|
Extremal Index, Hitting Time Statistics and periodicity
|
|
|
|
|
1202
|
Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation
|
|
|
|
|
1203
|
An ODE for an Overloaded X Model Involving a Stochastic Averaging Principle
|
|
|
|
|
1204
|
Calculation of aggregate loss distributions
|
|
|
|
|
1205
|
FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity
|
|
|
|
|
1206
|
Global evolution of random vortex filament equation
|
|
|
|
|
1207
|
The effective potential and transshipment in thermodynamic formalism at temperature zero
|
|
|
|
|
1208
|
A structure theorem for Boolean functions with small total influences
|
|
|
|
|
1209
|
Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes
|
|
|
|
|
1210
|
A stochastic difference equation with stationary noise on groups
|
|
|
|
|
1211
|
Energy Transfer and Joint Diffusion
|
|
|
|
|
1212
|
Modeling total expenditure on warranty claims
|
|
|
|
|
1213
|
Coagulation processes with Gibbsian time evolution
|
|
|
|
|
1214
|
Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
|
|
|
|
|
1215
|
An approximation scheme for SDEs with non-smooth coefficients
|
|
|
|
|
1216
|
Model problem for integro-differential Zakai equation with discontinuous observation processes in H\"older spaces
|
|
|
|
|
1217
|
Percolation and limit theory for the Poisson lilypond model
|
|
|
|
|
1218
|
Phasetype distributions, autoregressive processes and overshoot
|
|
|
|
|
1219
|
Random Young diagrams in a Rectangular Box
|
|
|
|
|
1220
|
A variational approach to the stationary solutions of Burgers equation
|
|
|
|
|
1221
|
On some estimates for bounded submartingales and the shift inequality
|
|
|
|
|
1222
|
Universality of the asymptotics of the one-sided exit problem for integrated processes
|
|
|
|
|
1223
|
On the splitting-up method for rough (partial) differential equations
|
|
|
|
|
1224
|
Asymptotic behavior and moderate deviation principle for the maximum of a Dyck path
|
|
|
|
|
1225
|
On the measuring of independence degree of the two discrete random variables
|
|
|
|
|
1226
|
A Parallel Four Step Domain Decomposition Scheme for Coupled Forward Backward Stochastic Differential Equations
|
|
|
|
|
1227
|
Backward stochastic differential equations with rough drivers
|
|
|
|
|
1228
|
Process convergence of self normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
|
|
|
|
|
1229
|
On Explicit Probability Densities Associated with Fuss-Catalan Numbers
|
|
|
|
|
1230
|
Noncolliding Squared Bessel Processes
|
|
|
|
|
1231
|
Noncolliding Squared Bessel Processes and Weierstrass Canonical Products for Entire Functions
|
|
|
|
|
1232
|
The exact packing measure of L\'evy trees
|
|
|
|
|
1233
|
White noise based stochastic calculus associated with a class of Gaussian processes
|
|
|
|
|
1234
|
Asymptotics of Random Contractions
|
|
|
|
|
1235
|
Mobile Geometric Graphs: Detection, Coverage and Percolation
|
|
|
|
|
1236
|
Limit theorems for supercritical age-dependent branching processes with neutral immigration
|
|
|
|
|
1237
|
Optimal control of a big financial company with debt liability under bankrupt probability constraints
|
|
|
|
|
1238
|
Optimal control of a large insurance company with debt liability under bankrupt probability constraints
|
|
|
|
|
1239
|
Multiscale analysis: Fisher-Wright diffusions with rare mutations and selection, logistic branching system
|
|
|
|
|
1240
|
Probability of Failure of Safety-Critical Systems Subject to Partial Tests
|
|
|
|
|
1241
|
Two-sided Green function estimates for killed subordinate Brownian motions
|
|
|
|
|
1242
|
Limit theorems for splitting trees with structured immigration and applications to biogeography
|
|
|
|
|
1243
|
Feynman-Kac Formula for the Heat Equation Driven by fractional Noise with Hurst parameter $H<1/2$
|
|
|
|
|
1244
|
Politiques de Tests Partiels \& Syst\`emes de S\'ecurit\'e
|
|
|
|
|
1245
|
Interpolation percolation
|
|
|
|
|
1246
|
The effect of disorder on the free-energy for the Random Walk Pinning Model: smoothing of the phase transition and low temperature asymptotics
|
|
|
|
|
1247
|
From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDE systems
|
|
|
|
|
1248
|
(Very) short proof of Rayleigh's Theorem (and extensions)
|
|
|
|
|
1249
|
Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
|
|
|
|
|
1250
|
The rate of decay of the Wiener sausage in local Dirichlet space
|
|
|
|
|
1251
|
The fractional Poisson process and the inverse stable subordinator
|
|
|
|
|
1252
|
Multistable processes and localisability
|
|
|
|
|
1253
|
The multi-state hard core model on a regular tree
|
|
|
|
|
1254
|
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity
|
|
|
|
|
1255
|
A probabilistic interpretation of the Macdonald polynomials
|
|
|
|
|
1256
|
On the convergence, lock-in probability and sample complexity of stochastic approximation
|
|
|
|
|
1257
|
Stabilization of stochastic approximation by step size adaptation
|
|
|
|
|
1258
|
A moment estimate of the derivative process in rough path theory
|
|
|
|
|
1259
|
Asymptotic estimates of the distribution of Brownian hitting time of a disc
|
|
|
|
|
1260
|
Lorentz Gas at a Positive Temperature
|
|
|
|
|
1261
|
The homogenous tree as an electric network
|
|
|
|
|
1262
|
Polymer dynamics in the depinned phase: metastability with logarithmic barriers
|
|
|
|
|
1263
|
Fixed points of inhomogeneous smoothing transforms
|
|
|
|
|
1264
|
Approximations and asymptotics of upper hedging prices in multinomial models
|
|
|
|
|
1265
|
Strategic Information Exchange
|
|
|
|
|
1266
|
Finite Size Percolation in Regular Trees
|
|
|
|
|
1267
|
Local degree distribution in scale free random graphs
|
|
|
|
|
1268
|
Limit distribution of degrees in random family trees
|
|
|
|
|
1269
|
Queue Length Asymptotics for Generalized Max-Weight Scheduling in the presence of Heavy-Tailed Traffic
|
|
|
|
|
1270
|
Sequential Tests of Statistical Hypotheses with Confidence Limits
|
|
|
|
|
1271
|
Lowest Unique Bid Auctions
|
|
|
|
|
1272
|
Algebra of Reversible Markov Chains
|
|
|
|
|
1273
|
Self-intersection local times of random walks: Exponential moments in subcritical dimensions
|
|
|
|
|
1274
|
Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
|
|
|
|
|
1275
|
Uniform Approximation and Bracketing Properties of VC classes
|
|
|
|
|
1276
|
An $L^2$-theory on SPDE driven by L\'evy processes
|
|
|
|
|
1277
|
On the scaling property in fluctuation theory for stable L\'evy processes
|
|
|
|
|
1278
|
Large graph limit for an SIR process in random network with heterogeneous connectivity
|
|
|
|
|
1279
|
Quenched limits and fluctuations of the empirical measure for plane rotators in random media
|
|
|
|
|
1280
|
The beta-Hermite and beta-Laguerre processes
|
|
|
|
|
1281
|
Size bias, sampling, the waiting time paradox, and infinite divisibility: when is the increment independent?
|
|
|
|
|
1282
|
Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
|
|
|
|
|
1283
|
A $W^1_2$-theory of Stochastic Partial Differential Systems of Divergence type on $C^1$ domains
|
|
|
|
|
1284
|
Geometry of Lipschitz percolation
|
|
|
|
|
1285
|
"Zero" temperature stochastic 3D Ising model and dimer covering fluctuations: a first step towards interface mean curvature motion
|
|
|
|
|
1286
|
Stochastic Approximation with Averaging Innovation
|
|
|
|
|
1287
|
Insertion and Deletion Tolerance of Point Processes
|
|
|
|
|
1288
|
On Number of Turns in Reduced Random Lattice Paths
|
|
|
|
|
1289
|
Picard approximation of stochastic differential equations and application to LIBOR models
|
|
|
|
|
1290
|
Adaptation Reduces Variability of the Neuronal Population Code
|
|
|
|
|
1291
|
On barycentric subdivision, with simulations
|
|
|
|
|
1292
|
Strict inequalities of critical values in continuum percolation
|
|
|
|
|
1293
|
Distributions on unbounded moment spaces and random moment sequences
|
|
|
|
|
1294
|
Tempered stable laws as random walk limits
|
|
|
|
|
1295
|
Weak uniform structures on probability distributions
|
|
|
|
|
1296
|
An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes
|
|
|
|
|
1297
|
Macroscopic fluctuations theory of aerogel dynamics
|
|
|
|
|
1298
|
Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process
|
|
|
|
|
1299
|
Shy Couplings, CAT(0) Spaces, and the Lion and Man
|
|
|
|
|
1300
|
Occupation time distributions for the telegraph process
|
|
|
|
|
1301
|
Bounding the Equilibrium Distribution of Markov Population Models
|
|
|
|
|
1302
|
Insensitive, maximum stable allocations converge to proportional fairness
|
|
|
|
|
1303
|
When does the K_4-free process stop?
|
|
|
|
|
1304
|
The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem
|
|
|
|
|
1305
|
Variable length Markov chains and dynamical sources
|
|
|
|
|
1306
|
Representation of It\^o Integrals by Lebesgue/Bochner Integrals
|
|
|
|
|
1307
|
A chain of interacting particles under strain
|
|
|
|
|
1308
|
On the Rate of Convergence of Weak Euler Approximation for Nondegenerate It\^\u007bo\u007d Diffusion and Jump Processes
|
|
|
|
|
1309
|
The Gap Dimension and Uniform Laws of Large Numbers for Ergodic Processes
|
|
|
|
|
1310
|
Karhunen-Loeve expansions of alpha-Wiener bridges
|
|
|
|
|
1311
|
Gaussian measures of dilations of convex rotationally symmetric sets in C^n
|
|
|
|
|
1312
|
Wick Product in The Stochastic Burgers Equation: A Curse or a Cure?
|
|
|
|
|
1313
|
On the rate of convergence of weak Euler approximation for non-degenerate jump and diffusion pocesses
|
|
|
|
|
1314
|
The fractional volatility model: No-arbitrage, leverage and risk measures
|
|
|
|
|
1315
|
Pathwise Solutions of the 2D Stochastic Primitive Equations
|
|
|
|
|
1316
|
Local Martingale and Pathwise Solutions for an Abstract Fluids Model
|
|
|
|
|
1317
|
Large deviations of the current in stochastic collisional dynamics
|
|
|
|
|
1318
|
Mixing of the symmetric exclusion processes in terms of the corresponding single-particle random walk
|
|
|
|
|
1319
|
Random Dirichlet environment viewed from the particle in dimension $d\ge 3$
|
|
|
|
|
1320
|
Invariance of fluid limits for the Shortest Remaining Processing Time and Shortest Job First policies
|
|
|
|
|
1321
|
Random Dirichlet environment viewed from the particule in dimension $d\ge 3$
|
|
|
|
|
1322
|
L\'evy area for Gaussian processes: A double Wiener-It\^o integral approach
|
|
|
|
|
1323
|
Nonuniform Sparse Recovery with Gaussian Matrices
|
|
|
|
|
1324
|
A Solvable Mixed Charge Ensemble on the Line: Global Results
|
|
|
|
|
1325
|
Phase Transition for Glauber Dynamics for Independent Sets on Regular Trees
|
|
|
|
|
1326
|
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
|
|
|
|
|
1327
|
Potential theory of infinite dimensional L\'evy processes
|
|
|
|
|
1328
|
Lp Solutions of Backward Stochastic Differential Equations with Jumps
|
|
|
|
|
1329
|
Spatial random permutations and Poisson-Dirichlet law of cycle lengths
|
|
|
|
|
1330
|
Normalized causal and well-balanced multivariate fractional Brownian motion
|
|
|
|
|
1331
|
An Overshoot Approach to Recurrence and Transience of Markov Processes
|
|
|
|
|
1332
|
The optimal sink and the best source in a Markov chain
|
|
|
|
|
1333
|
An asymptotically Gaussian bound on the Rademacher tails
|
|
|
|
|
1334
|
On random fractals with infinite branching: definition, measurability, dimensions
|
|
|
|
|
1335
|
Double-dimer pairings and skew Young diagrams
|
|
|
|
|
1336
|
Tree polymers in the infinite volume limit at critical strong disorder
|
|
|
|
|
1337
|
Oded Schramm: From Circle Packing to SLE
|
|
|
|
|
1338
|
Modulation spaces, Wiener amalgam spaces, and Brownian motions
|
|
|
|
|
1339
|
White noise for KdV and mKdV on the circle
|
|
|
|
|
1340
|
Fractional White Noise Perturbations of Parabolic Volterra Equations
|
|
|
|
|
1341
|
Weighted moments of the limit of a branching process in a random environment
|
|
|
|
|
1342
|
Non-explosion criteria for relativistic diffusions
|
|
|
|
|
1343
|
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
|
|
|
|
|
1344
|
CDO term structure modelling with Levy processes and the relation to market models
|
|
|
|
|
1345
|
CLT for U-statistics of Ornstein-Uhlenbeck branching particle system with small branching rate
|
|
|
|
|
1346
|
Moments, moderate and large deviations for a branching process in a random environment
|
|
|
|
|
1347
|
Stability of Skorokhod problem is undecidable
|
|
|
|
|
1348
|
Volume doubling property and Poincar\'e inequality on sub-Riemannian manifolds with nonnegative Ricci curvature
|
|
|
|
|
1349
|
A Numerical Algorithm for Zero Counting. III: Randomization and Condition
|
|
|
|
|
1350
|
Invariant weighted Wiener measures and almost sure global well-posedness for the periodic derivative NLS
|
|
|
|
|
1351
|
A Central Limit Theorem For Linear Random Fields
|
|
|
|
|
1352
|
Truncations of Haar distributed matrices, traces and bivariate Brownian bridge
|
|
|
|
|
1353
|
Generalized Green Functions and current correlations in the TASEP
|
|
|
|
|
1354
|
Quasi Invariant Stochastic Flows of SDEs with Non-smooth Drifts on Riemannian Manifolds$^*$
|
|
|
|
|
1355
|
Detecting local network motifs
|
|
|
|
|
1356
|
Multi-point current fluctuations in the discrete time TASEP on time-like paths
|
|
|
|
|
1357
|
Finiteness in the Card Game of War
|
|
|
|
|
1358
|
Multipoint Schur algorithm, II: generalized moment problems, Gaussian processes and prediction
|
|
|
|
|
1359
|
Asymptotic results and statistical procedures for time-changed L\'evy processes sampled at hitting times
|
|
|
|
|
1360
|
On The Range Of a Random Walk In A Torus
|
|
|
|
|
1361
|
Coupling of Brownian motions and Perelman's L-functional
|
|
|
|
|
1362
|
Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
|
|
|
|
|
1363
|
On the exit distribution of partially reflected Brownian motion in planar domains
|
|
|
|
|
1364
|
Truncations of Haar unitary matrices, traces and bivariate Brownian bridge
|
|
|
|
|
1365
|
Non-intersecting random walks in the neighborhood of a symmetric tacnode
|
|
|
|
|
1366
|
On the instantaneous frequency of Gaussian stochastic processes
|
|
|
|
|
1367
|
Characterizing Optimal Sampling of Binary Contingency Tables via the Configuration Model
|
|
|
|
|
1368
|
Asymptotic support theorem for planar isotropic Brownian flows
|
|
|
|
|
1369
|
On random times
|
|
|
|
|
1370
|
On Sobolev regularity of mass transport and transportation inequalities
|
|
|
|
|
1371
|
Hitting Time Distributions for Denumerable Birth and Death Processes
|
|
|
|
|
1372
|
On the fragmentation of a torus by random walk
|
|
|
|
|
1373
|
Anomalous dissipation in a stochastic inviscid dyadic model
|
|
|
|
|
1374
|
Random networks with sublinear preferential attachment: the giant component
|
|
|
|
|
1375
|
Supercriticality for Annealed Approximations of Boolean Networks
|
|
|
|
|
1376
|
Sublinearity of the travel-time variance for dependent first passage percolation
|
|
|
|
|
1377
|
Large time behavior in random multiplicative processes
|
|
|
|
|
1378
|
Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space
|
|
|
|
|
1379
|
Stability of the stochastic heat equation in $L^1([0,1])$
|
|
|
|
|
1380
|
Basic properties of the Multivariate Fractional Brownian Motion
|
|
|
|
|
1381
|
Dynamics of postcritically bounded polynomial semigroups II: fiberwise dynamics and the Julia sets
|
|
|
|
|
1382
|
Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density
|
|
|
|
|
1383
|
What risk measures are time consistent for all filtrations?
|
|
|
|
|
1384
|
Deterministic Equations for Stochastic Spatial Evolutionary Games
|
|
|
|
|
1385
|
Coexistence probability in the last passage percolation model is $6-8\log2$
|
|
|
|
|
1386
|
A generalization of Talagrand's variance bound in terms of influences
|
|
|
|
|
1387
|
Varadhan estimates for a degenerated convolution semi-group: upper bound
|
|
|
|
|
1388
|
The Expected Time to End the Tug-of-War in a Wedge
|
|
|
|
|
1389
|
Graphical Models as Block-Tree Graphs
|
|
|
|
|
1390
|
The connective constant of the honeycomb lattice equals $\sqrt\u007b2+\sqrt2\u007d$
|
|
|
|
|
1391
|
Hermite Expansions and Ito formula
|
|
|
|
|
1392
|
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
|
|
|
|
|
1393
|
A Note on Generalized Malliavin Calculus
|
|
|
|
|
1394
|
General upper and lower tail estimates using Malliavin calculus and Stein's equations
|
|
|
|
|
1395
|
A Bayesian Review of the Poisson-Dirichlet Process
|
|
|
|
|
1396
|
On probabilities associated with the minimum distance between events of a Poisson process in a finite interval, and Erratum/Addendum to it
|
|
|
|
|
1397
|
Pruning Galton-Watson Trees and Tree-valued Markov Processes
|
|
|
|
|
1398
|
Extremes of the standardized Gaussian noise
|
|
|
|
|
1399
|
Oded Schramm's contributions to Noise Sensitivity
|
|
|
|
|
1400
|
Optimal Execution Strategy in the Presence of Price Impact
|
|
|
|
|
1401
|
Coupling by reflection of diffusion processes via discrete approximation under a backward Ricci flow
|
|
|
|
|
1402
|
Perimeter Variance of Uniform Random Triangles
|
|
|
|
|
1403
|
Exact and explicit probability densities for one-sided Levy stable distributions
|
|
|
|
|
1404
|
Poisson approximation for the number of visits to balls in nonuniformly hyperbolic dynamical systems
|
|
|
|
|
1405
|
Universality in one dimensional Hierarchical Coalescence Processes
|
|
|
|
|
1406
|
Consecutive Minors for Dyson's Brownian Motions
|
|
|
|
|
1407
|
Convergence of the all-time supremum of a L\'evy process in the heavy-traffic regime
|
|
|
|
|
1408
|
Infinite divisibility and a non-commutative Boolean-to-free Bercovici-Pata bijection
|
|
|
|
|
1409
|
Quasi-invariant flow generated by Stratonovich SDE with BV drift coefficients
|
|
|
|
|
1410
|
Tempered Generalized Functions and Hermite Expansions
|
|
|
|
|
1411
|
Spatial Birth-Death-Swap Chains
|
|
|
|
|
1412
|
Extreme value distributions of noncolliding diffusion processes
|
|
|
|
|
1413
|
Equilibrium fluctuations for a nongradient energy conserving stochastic model
|
|
|
|
|
1414
|
A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows
|
|
|
|
|
1415
|
Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
|
|
|
|
|
1416
|
Attractive n-type contact processes
|
|
|
|
|
1417
|
Strong renewal theorems and Lyapunov spectra for $\alpha$--Farey and $\alpha$--L\"uroth systems
|
|
|
|
|
1418
|
A Fluid Limit for an Overloaded X Model Via an Averaging Principle
|
|
|
|
|
1419
|
On customer flows in Jackson queuing networks
|
|
|
|
|
1420
|
Estimation of parameters of regularly varying distributions on convex cones
|
|
|
|
|
1421
|
A renormalized rough path over fractional Brownian motion
|
|
|
|
|
1422
|
Helffer-Sjostrand representation for conservative dynamics
|
|
|
|
|
1423
|
Transition density estimates for jump L\'evy processes
|
|
|
|
|
1424
|
Intrinsic Volumes of the Maximal Polytope Process in Higher Dimensional STIT Tessellations
|
|
|
|
|
1425
|
Intrinsic Volumes of the Maximal Facet Process in Higher Dimensional STIT Tessellations
|
|
|
|
|
1426
|
On the Coupling Property of L\'\u007be\u007dvy Processes
|
|
|
|
|
1427
|
Strong Feller Continuity of Feller Processes and Semigroups
|
|
|
|
|
1428
|
Local behaviour of first passage probabilities
|
|
|
|
|
1429
|
The Tychonoff uniqueness theorem for the G-heat equation
|
|
|
|
|
1430
|
G. Birkhoff's problem in irreversible quantum dynamics
|
|
|
|
|
1431
|
Slow and fast scales for superprocess limits of age-structured populations
|
|
|
|
|
1432
|
Approximation of Vorob'ev expectation for random closed sets
|
|
|
|
|
1433
|
The self-dual point of the two-dimensional random-cluster model is critical for $q\geq 1$
|
|
|
|
|
1434
|
Reconciling alternate methods for the determination of charge distributions: A probabilistic approach to high-dimensional least-squares approximations
|
|
|
|
|
1435
|
Limiting shapes for a non-abelian sandpile growth model and related cellular automata
|
|
|
|
|
1436
|
SLE curves and natural parametrization
|
|
|
|
|
1437
|
Generalized crested products of Markov chains
|
|
|
|
|
1438
|
Bounds for scaling exponents for a 1+1 dimensional directed polymer in a Brownian environment
|
|
|
|
|
1439
|
Branching random walk in Z^4 with branching at the origin only
|
|
|
|
|
1440
|
Anisotropic Poisson Processes of Cylinders
|
|
|
|
|
1441
|
On Convergence to Stochastic Integrals
|
|
|
|
|
1442
|
Mean-Set Attack: Cryptanalysis of Sibert et al. Authentication Protocol
|
|
|
|
|
1443
|
Infinitely Divisible Central Probability Measures on Compact Lie Groups - Regularity, Semigroups and Transition Kernels
|
|
|
|
|
1444
|
Jump-diffusion unravelling of a non Markovian generalized Lindblad master equation
|
|
|
|
|
1445
|
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
|
|
|
|
|
1446
|
Percolation in an ultrametric space
|
|
|
|
|
1447
|
The associated random walk and martingales in random walks with stationary increments
|
|
|
|
|
1448
|
On-the-fly Uniformization of Time-Inhomogeneous Infinite Markov Population Models
|
|
|
|
|
1449
|
Topology of random 2-complexes
|
|
|
|
|
1450
|
Stopping of functionals with discontinuity at the boundary of an open set
|
|
|
|
|
1451
|
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
|
|
|
|
|
1452
|
Cut-off and Escape Behaviors for Birth and Death Chains on Trees
|
|
|
|
|
1453
|
Monotonicity of Percolation Probability on $\Z^d$ with Long Range Connections
|
|
|
|
|
1454
|
Central limit theorem for products of toral automorphisms
|
|
|
|
|
1455
|
Variance of the number of Comparisons of Randomized Quicksort
|
|
|
|
|
1456
|
Convergence of a stochastic particle approximation for fractional scalar conservation laws
|
|
|
|
|
1457
|
On the partial connection between random matrices and interacting particle systems
|
|
|
|
|
1458
|
Asymptotic Cram\'er's theorem and analysis on Wiener space
|
|
|
|
|
1459
|
The Bounded Confidence Model Of Opinion Dynamics
|
|
|
|
|
1460
|
Stochastic Schr\"odinger equations and memory
|
|
|
|
|
1461
|
On the concentration of the number of solutions of random satisfiability formulas
|
|
|
|
|
1462
|
Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices
|
|
|
|
|
1463
|
Spectral Properties of the Massless Relativistic Harmonic Oscillator
|
|
|
|
|
1464
|
The Cover Time of Deterministic Random Walks
|
|
|
|
|
1465
|
Approximation Theorems Related to the Coupon Collector's Problem
|
|
|
|
|
1466
|
Local central limit theorems in stochastic geometry
|
|
|
|
|
1467
|
Bounds on Stock Price probability distributions in Local-Stochastic Volatility models
|
|
|
|
|
1468
|
Extreme Value Laws in Dynamical Systems for Non-smooth Observations
|
|
|
|
|
1469
|
Eigenvalue and Entropy Statistics for Products of Conjugate Random Quantum Channels
|
|
|
|
|
1470
|
Sparse approaches for the exact distribution of patterns in long multi-states sequences generated by a Markov source
|
|
|
|
|
1471
|
Large Deviations Principle for a Large Class of One-Dimensional Markov Processes
|
|
|
|
|
1472
|
A simple proof of the generalized strong recurrence for any non-zero parameter
|
|
|
|
|
1473
|
Implicit Renewal Theory and Power Tails on Trees
|
|
|
|
|
1474
|
On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
|
|
|
|
|
1475
|
The GHS inequality for the Potts Model
|
|
|
|
|
1476
|
The entropy per coordinate of a random vector is highly constrained under convexity conditions
|
|
|
|
|
1477
|
Fractional generalizations of Young and Brunn-Minkowski inequalities
|
|
|
|
|
1478
|
First passage process of a Markov additive process, with applications to reflection problems
|
|
|
|
|
1479
|
The Dyson Brownian minor process
|
|
|
|
|
1480
|
Spectral analysis of random walk operators on euclidian space
|
|
|
|
|
1481
|
Normal forms approach to diffusion near hyperbolic equilibria
|
|
|
|
|
1482
|
Toward the Fourier law for a weakly interacting anharmonic crystal
|
|
|
|
|
1483
|
A stochastic formula for the entropy and applications
|
|
|
|
|
1484
|
Tail Approximations of Integrals of Gaussian Random Fields
|
|
|
|
|
1485
|
Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks
|
|
|
|
|
1486
|
Positive curvature property for some hypoelliptic heat kernels
|
|
|
|
|
1487
|
The Spatial Product of Arveson Systems is Intrinsic
|
|
|
|
|
1488
|
Scaling Limit for the Diffusion Exit Problem in the Levinson Case
|
|
|
|
|
1489
|
Random linear recursions with dependent coefficients
|
|
|
|
|
1490
|
Multivariate linear recursions with Markov-dependent coefficients
|
|
|
|
|
1491
|
On a species survival model
|
|
|
|
|
1492
|
Price as a matter of choice and nonstochastic randomness
|
|
|
|
|
1493
|
Before the Models: Price as Decision and Nonstochastic Randomness
|
|
|
|
|
1494
|
Outperforming the Market Portfolio with a Given Probability
|
|
|
|
|
1495
|
Derivatives Pricing and Nonstochastic Randomness: Pricing as Decision Problem
|
|
|
|
|
1496
|
Asymptotic Equipartition Properties for simple hierarchical and networked structures
|
|
|
|
|
1497
|
Tightness, weak compactness of nonlinear expectations and application to CLT
|
|
|
|
|
1498
|
Measures and Processes on Semilattices
|
|
|
|
|
1499
|
Absolute ruin in the Ornstein-Uhlenbeck type risk model
|
|
|
|
|
1500
|
Small-Time Asymptotics of Option Prices and First Absolute Moments
|
|
|
|
|
1501
|
Conformal Loop Ensembles: The Markovian Characterization
|
|
|
|
|
1502
|
Conformal Loop Ensembles: Construction via Loop-soups
|
|
|
|
|
1503
|
On the stability of linear networks and upstream trees without congestion control mechanisms
|
|
|
|
|
1504
|
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
|
|
|
|
|
1505
|
Exact and high order discretization schemes for Wishart processes and their affine extensions
|
|
|
|
|
1506
|
Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains
|
|
|
|
|
1507
|
A conditioning principle for Galton-Watson trees
|
|
|
|
|
1508
|
Measure extensions and generalised stochastic integrals
|
|
|
|
|
1509
|
Functionals of Exponential Brownian Motion and Divided Differences
|
|
|
|
|
1510
|
A percolation process on the square lattice where large finite clusters are frozen
|
|
|
|
|
1511
|
On the excursions of reflected local time processes and stochastic fluid queues
|
|
|
|
|
1512
|
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations
|
|
|
|
|
1513
|
L\'evy-Schr\"odinger wave packets
|
|
|
|
|
1514
|
Spectrum of non-Hermitian heavy tailed random matrices
|
|
|
|
|
1515
|
The conflict triad dynamical system
|
|
|
|
|
1516
|
Quenched Central Limit Theorems for Sums of Stationary Processes
|
|
|
|
|
1517
|
Spectral asymptotics for stable trees
|
|
|
|
|
1518
|
Dependence of multivariate extremes
|
|
|
|
|
1519
|
On the multivariate upcrossings index
|
|
|
|
|
1520
|
Random interlacements on Galton-Watson Trees
|
|
|
|
|
1521
|
Upper bound on the expected size of intrinsic ball
|
|
|
|
|
1522
|
Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps
|
|
|
|
|
1523
|
A quasimartingale characterization of p stable type Banach spaces
|
|
|
|
|
1524
|
On the comparison theorem for multidimensional SDEs with jumps
|
|
|
|
|
1525
|
Recovery Rates in investment-grade pools of credit assets: A large deviations analysis
|
|
|
|
|
1526
|
Accelerated finite difference schemes for stochastic partial differential equations in the whole space
|
|
|
|
|
1527
|
Bulk scaling limit of the Laguerre ensemble
|
|
|
|
|
1528
|
Copula Processes
|
|
|
|
|
1529
|
Universal distribution of fluctuations at the edge of the rarefaction fan
|
|
|
|
|
1530
|
Random subshifts of finite type
|
|
|
|
|
1531
|
From constructive field theory to fractional stochastic calculus. (I) The L\'evy area of fractional Brownian motion with Hurst index $\alpha\in (1/8,1/4)$
|
|
|
|
|
1532
|
No Feedback Card Guessing for Top to Random Shuffles
|
|
|
|
|
1533
|
Weak convergence for the minimal position in a branching random walk: a simple proof
|
|
|
|
|
1534
|
$L^\u007bp\u007d$ Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space
|
|
|
|
|
1535
|
Two-state free Brownian motions
|
|
|
|
|
1536
|
A Kneser-type theorem for backward doubly stochastic differential equations
|
|
|
|
|
1537
|
Generalized Laguerre Unitary Ensembles and an interacting particles model with a wall
|
|
|
|
|
1538
|
Nested subclasses of the class of $\alpha$-selfdecomposable distributions
|
|
|
|
|
1539
|
On the functional limits for partial sums under stable law
|
|
|
|
|
1540
|
Fast simulation of large-scale growth models
|
|
|
|
|
1541
|
Localization for (1+1)-dimensional pinning models with $(\nabla + \Delta)$-interaction
|
|
|
|
|
1542
|
Random recursive triangulations of the disk via fragmentation theory
|
|
|
|
|
1543
|
Quantitative estimates for the long time behavior of a PDMP describing the movement of bacteria
|
|
|
|
|
1544
|
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
|
|
|
|
|
1545
|
A note on the invariant distribution of a quasi-birth-and-death process
|
|
|
|
|
1546
|
Realization of finite-state mixing Markov chain as a random walk subject to a synchronizing road coloring
|
|
|
|
|
1547
|
Lower bounds for the spectral radii of adjacency operators on Baumslag-Solitar groups
|
|
|
|
|
1548
|
Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration
|
|
|
|
|
1549
|
Integer Sequences from Queueing Theory
|
|
|
|
|
1550
|
On the functional limits for sums of a function of partial sums
|
|
|
|
|
1551
|
Strong laws of large numbers for capacities
|
|
|
|
|
1552
|
Scaling limit of d-inverse of Brownian motion with functional drift
|
|
|
|
|
1553
|
Realization of a finite-state stationary Markov chain as a random walk subject to a synchronizing road coloring
|
|
|
|
|
1554
|
Probability that a chromosome is lost without trace under the neutral Wright-Fisher model with recombination
|
|
|
|
|
1555
|
Asymptotic efficiency of p-mean tests for means in high dimensions
|
|
|
|
|
1556
|
Multiple recurrence and the structure of probability-preserving systems
|
|
|
|
|
1557
|
L\'evy-driven polling systems
|
|
|
|
|
1558
|
On Maximal Ranges of Vector Measures for Subsets and Purification of Transition Probabilities
|
|
|
|
|
1559
|
Spectral analysis of subordinate Brownian motions in half-line
|
|
|
|
|
1560
|
Schur^2-concavity properties of Gaussian measures, with applications to hypotheses testing
|
|
|
|
|
1561
|
Asymptotics for sums of a function of normalized independent sums
|
|
|
|
|
1562
|
Scaling and multiscaling in financial indexes: a simple model
|
|
|
|
|
1563
|
Extremes of multidimensional Gaussian processes
|
|
|
|
|
1564
|
Computational Transition at the Uniqueness Threshold
|
|
|
|
|
1565
|
Noncommutative Independence from Characters of the Infinite Symmetric Group $\mathbb\u007bs\u007d_\infty$
|
|
|
|
|
1566
|
The Bernoulli sieve: an overview
|
|
|
|
|
1567
|
Limit theorems for 2D invasion percolation
|
|
|
|
|
1568
|
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes and loop soups
|
|
|
|
|
1569
|
Einstein relation for reversible diffusions in random environment
|
|
|
|
|
1570
|
Ergodicity of self-attracting motion
|
|
|
|
|
1571
|
Selective Sweeps for recessive alleles and for other modes of dominance
|
|
|
|
|
1572
|
Component Evolution in General Random Intersection Graphs
|
|
|
|
|
1573
|
Perfect simulation for stochastic chains of infinite memory: relaxing the continuity assumption
|
|
|
|
|
1574
|
Zero-sum linear quadratic stochastic integral games and BSVIEs
|
|
|
|
|
1575
|
Wait-and-see strategies in polling models
|
|
|
|
|
1576
|
The Stochastic Wave Equation with Multiplicative Fractional Noise: a Malliavin calculus approach
|
|
|
|
|
1577
|
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian Free Field
|
|
|
|
|
1578
|
Exponential moments of first passage times and related quantities for random walks
|
|
|
|
|
1579
|
Dimension results and KPZ formula for two dimensional multiplicative cascade process
|
|
|
|
|
1580
|
Backward doubly stochastic differential equations with weak assumptions on the coefficients
|
|
|
|
|
1581
|
How to Combine Independent Data Sets for the Same Quantity
|
|
|
|
|
1582
|
The dual optimizer for the growth-optimal portfolio under transaction costs
|
|
|
|
|
1583
|
Persistence of invertibility on the Wiener space
|
|
|
|
|
1584
|
Log-concave measures
|
|
|
|
|
1585
|
Gradient Estimate for Ornstein-Uhlenbeck Jump Processes
|
|
|
|
|
1586
|
When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
|
|
|
|
|
1587
|
Limit theorems for a random directed slab graph
|
|
|
|
|
1588
|
A Burgers-KPZ Type Parabolic Equation \par\noindent for the Path-Independence of the Density of the Girsanov Transformation
|
|
|
|
|
1589
|
A note on the Modified Log-Sobolev inequality
|
|
|
|
|
1590
|
Decision making times in mean-field dynamic Ising model
|
|
|
|
|
1591
|
Asymptotic Entropy of Random Walks on Free Products
|
|
|
|
|
1592
|
Wentzel-Freidlin estimates for jump processes in semi-group theory: upper bound
|
|
|
|
|
1593
|
High-Dimensional Lipschitz Functions are Typically Flat
|
|
|
|
|
1594
|
On the distribution of extreme values of zeta and $L$-functions in the strip $1/2<\sigma<1$
|
|
|
|
|
1595
|
Household epidemic models with varying infection response
|
|
|
|
|
1596
|
Phase transitions for modified Erd\"os-R\'enyi processes
|
|
|
|
|
1597
|
On Malliavin's differentiability of BSDE with time delayed generators driven by Brownian motions and Poisson random measures
|
|
|
|
|
1598
|
Backward stochastic differential equations with time delayed generators - results and counterexamples
|
|
|
|
|
1599
|
Novel Characteristics of Split Trees by use of Renewal Theory
|
|
|
|
|
1600
|
On the local time of random walks associated with Gegenbauer polynomials
|
|
|
|
|
1601
|
Kingman and mathematical population genetics
|
|
|
|
|
1602
|
A Weakly 1-Stable Limiting Distribution for the Number of Random Records and Cuttings in Split Trees
|
|
|
|
|
1603
|
Ising models on power-law random graphs
|
|
|
|
|
1604
|
A note on equilibrium Glauber and Kawasaki dynamics for permanental point processes
|
|
|
|
|
1605
|
Upper tails for triangles
|
|
|
|
|
1606
|
Some Remarks on T-copulas
|
|
|
|
|
1607
|
Approximations to the Stochastic Burgers Equation
|
|
|
|
|
1608
|
The Ground State Energy of The Massless Spin-Boson Model
|
|
|
|
|
1609
|
A Differentiation Theory for It\^o's Calculus
|
|
|
|
|
1610
|
Hitting times for random walks with restarts
|
|
|
|
|
1611
|
A Berry-Esseen bound with applications to counts in the Erd\"os-R\'enyi random graph
|
|
|
|
|
1612
|
Spectral characterization for the quadratic variation of mixed Brownian fractional Brownian motion
|
|
|
|
|
1613
|
Random zeros on complex manifolds: conditional expectations
|
|
|
|
|
1614
|
Pathwise uniqueness for singular SDEs driven by stable processes
|
|
|
|
|
1615
|
A central limit theorem under sublinear expectations
|
|
|
|
|
1616
|
First passage percolation on the Erd\H\u007bo\u007ds-R\'enyi random graph
|
|
|
|
|
1617
|
Correlation functions for random complex zeroes: strong clustering and local universality
|
|
|
|
|
1618
|
On the Inclusion Probabilities in Some Unequal Probability Sampling Plans Without Replacement
|
|
|
|
|
1619
|
A central limit theorem for reversible processes with non-linear growth of variance
|
|
|
|
|
1620
|
Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon
|
|
|
|
|
1621
|
Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations
|
|
|
|
|
1622
|
A refined factorization of the exponential law
|
|
|
|
|
1623
|
Joint cumulants for natural independence
|
|
|
|
|
1624
|
Interpolation of Gibbs measures with White Noise for Hamiltonian PDE
|
|
|
|
|
1625
|
A Recurrent Rotor-Router Configuration in Z^3
|
|
|
|
|
1626
|
On Schr\"odinger's equation, 3-dimensional Bessel bridges, and passage time problems
|
|
|
|
|
1627
|
Regularity Analysis for Stochastic Partial Differential Equations with Nonlinear Multiplicative Trace Class Noise
|
|
|
|
|
1628
|
Some remarks on weighted logarithmic Sobolev inequality
|
|
|
|
|
1629
|
Clark-Ocone type formula for non-semimartingales with finite quadratic variation
|
|
|
|
|
1630
|
SDDEs limits solutions to sublinear reaction-diffusion SPDEs
|
|
|
|
|
1631
|
Variational characterization of the critical curve for pinning of random polymers
|
|
|
|
|
1632
|
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
|
|
|
|
|
1633
|
A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
|
|
|
|
|
1634
|
Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise I: Existence and finite dimensional asymptotic behavior
|
|
|
|
|
1635
|
Brownian-Time Processes: The PDE Connection II and the Corresponding Feynman-Kac Formula
|
|
|
|
|
1636
|
Brownian-Time Processes: The PDE Connection and the Half-Derivative Generator
|
|
|
|
|
1637
|
SPDEs law equivalence and the compact support property: applications to the Allen-Cahn SPDE
|
|
|
|
|
1638
|
Uniqueness in Law for the Allen-Cahn SPDE via Change of Measure
|
|
|
|
|
1639
|
Random matrix models of stochastic integral type for free infinitely divisible distributions
|
|
|
|
|
1640
|
Some distance bounds of branching processes and their diffusion limits
|
|
|
|
|
1641
|
Supercritical super-Brownian motion with a general branching mechanism and travelling waves
|
|
|
|
|
1642
|
Clark-Ocone type formula for non-semimartingales with non-trivial quadratic variation
|
|
|
|
|
1643
|
Continuous time vertex reinforced jump processes on Galton-Watson trees
|
|
|
|
|
1644
|
Robust maximization of asymptotic growth
|
|
|
|
|
1645
|
Quadratic Reflected BSDEs with Unbounded Obstacles
|
|
|
|
|
1646
|
A Hierarchical Probability Model of Colon Cancer
|
|
|
|
|
1647
|
The homotopical dimension of random 2-complexes
|
|
|
|
|
1648
|
Random subgroups of linear groups are free
|
|
|
|
|
1649
|
Decay of Correlations for Quantum Spin Systems with a Transverse Field: A Dynamic Approach
|
|
|
|
|
1650
|
The Extent of SIR Epidemics on Arbitrary Graphs is Monotonic
|
|
|
|
|
1651
|
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
|
|
|
|
|
1652
|
The limiting behavior of some infinitely divisible exponential dispersion models
|
|
|
|
|
1653
|
A class of even walks and divergence of high moments of large Wigner random matrices
|
|
|
|
|
1654
|
Quantitative Breuer-Major Theorems
|
|
|
|
|
1655
|
Hydrodynamic Limit for a type of Exclusion Processes with slow bonds in dimension $\ge 2$
|
|
|
|
|
1656
|
Distribution of levels in high-dimensional random landscapes
|
|
|
|
|
1657
|
Retrieving information from subordination
|
|
|
|
|
1658
|
The viability property of jump diffusion processes on Riemannian manifolds
|
|
|
|
|
1659
|
Support theorem for stochastic variational inequalities
|
|
|
|
|
1660
|
Absolutely Continuous Compensators
|
|
|
|
|
1661
|
On the computability of conditional probability
|
|
|
|
|
1662
|
Polynomial extensions of the Weyl $C^*$-algebra
|
|
|
|
|
1663
|
Random matrices: Localization of the eigenvalues and the necessity of four moments
|
|
|
|
|
1664
|
Multifractal analysis of L\'evy fields
|
|
|
|
|
1665
|
Total variation and local limit error bounds for geometric approximation
|
|
|
|
|
1666
|
Low Rank Matrix-Valued Chernoff Bounds and Approximate Matrix Multiplication
|
|
|
|
|
1667
|
Low Rank Matrix-Valued Chernoff Bounds and Applications
|
|
|
|
|
1668
|
Spin glass models from the point of view of spin distributions
|
|
|
|
|
1669
|
Random walk on surfaces with hyperbolic cusps
|
|
|
|
|
1670
|
Geometric approximation and the equilibrium distribution coupling
|
|
|
|
|
1671
|
Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function
|
|
|
|
|
1672
|
Persistence in fluctuating environments
|
|
|
|
|
1673
|
Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables
|
|
|
|
|
1674
|
Absolutely minimal Lipschitz extension of tree-valued mappings
|
|
|
|
|
1675
|
Fundamental Flaws in Feller's Classical Derivation of Benford's Law
|
|
|
|
|
1676
|
Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains
|
|
|
|
|
1677
|
Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations
|
|
|
|
|
1678
|
Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations
|
|
|
|
|
1679
|
A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
|
|
|
|
|
1680
|
The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs
|
|
|
|
|
1681
|
Lagging/Leading Coupled Continuous Time Random Walks, Renewal Times and their Joint Limits
|
|
|
|
|
1682
|
Stochastic dynamical systems with weak contractivity properties (with a chapter featuring results of Martin Benda)
|
|
|
|
|
1683
|
Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)
|
|
|
|
|
1684
|
Concentration for multidimensional diffusions and their boundary local times
|
|
|
|
|
1685
|
A Classification of Deterministic Hunt Processes with Some Applications
|
|
|
|
|
1686
|
Two stock options at the races: Black-Scholes forecasts
|
|
|
|
|
1687
|
Quantum Diffusion and Delocalization for Band Matrices with General Distribution
|
|
|
|
|
1688
|
Insuring against loss of evidence in game-theoretic probability
|
|
|
|
|
1689
|
Scaling limits for the uniform infinite quadrangulation
|
|
|
|
|
1690
|
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
|
|
|
|
|
1691
|
Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations
|
|
|
|
|
1692
|
A note on the length of the longest alternating subsequence
|
|
|
|
|
1693
|
Rough path stability of SPDEs arising in non-linear filtering
|
|
|
|
|
1694
|
Asymptotic Behavior of Aldous' Gossip Process
|
|
|
|
|
1695
|
Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
|
|
|
|
|
1696
|
Maximal inequality of Stochastic convolution driven by compensated Poisson random measures in Banach spaces
|
|
|
|
|
1697
|
An estimation of the stability and the localisability functions of multistable processes
|
|
|
|
|
1698
|
Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency
|
|
|
|
|
1699
|
Optimization of dividend and reinsurance strategies under ruin probability constraint
|
|
|
|
|
1700
|
Stock loan with Automatic termination clause, cap and margin
|
|
|
|
|
1701
|
Nonlinear optimal stochastic control of large insurance company with insolvency probability constraints
|
|
|
|
|
1702
|
Nonlinear optimal stochastic control of the insurance company under small bankrupt probability constraints
|
|
|
|
|
1703
|
Stock loan model with Automatic termination clause
|
|
|
|
|
1704
|
Optimal dividend and investing control of a insurance company with higher solvency constraints
|
|
|
|
|
1705
|
Optimal dividend policy of a large insurance company with positive transaction cost under higher solvency and security
|
|
|
|
|
1706
|
Variational inequality method in stock loans
|
|
|
|
|
1707
|
Random walk on discrete point processes
|
|
|
|
|
1708
|
Displacement convexity of generalized entropies
|
|
|
|
|
1709
|
Mobile Geometric Graphs, and Detection and Communication Problems in Mobile Wireless Networks
|
|
|
|
|
1710
|
Non-intersecting Brownian motions leaving from and going to several points
|
|
|
|
|
1711
|
Random graphs with a given degree sequence
|
|
|
|
|
1712
|
Two Sample Covariances from a Trivariate Normal Distribution
|
|
|
|
|
1713
|
Stein's method, heat kernel, and traces of powers of elements of compact Lie groups
|
|
|
|
|
1714
|
The affine transform formula for affine jump-diffusions with a general closed convex state space
|
|
|
|
|
1715
|
Asymptotic normality of maximum likelihood estimator for cooperative sequential adsorption
|
|
|
|
|
1716
|
Low-temperature dynamics of the Curie-Weiss Model: Periodic orbits, multiple histories, and loss of Gibbsianness
|
|
|
|
|
1717
|
Random Gaussian Tetrahedra
|
|
|
|
|
1718
|
Convolutions Induced Discrete Probability Distributions and a New Fibonacci Constant
|
|
|
|
|
1719
|
The affine transform formula for affine diffusions with convex state space
|
|
|
|
|
1720
|
Diffusion limits for shortest remaining processing time queues
|
|
|
|
|
1721
|
A monotonicity property for random walk in a partially random environment
|
|
|
|
|
1722
|
First Passage Properties of the Polya Urn Process
|
|
|
|
|
1723
|
Efficient Monte Carlo for High Excursions of Gaussian Random Fields
|
|
|
|
|
1724
|
The contact process on the complete graph with random vertex-dependent infection rates
|
|
|
|
|
1725
|
The Euler-Maruyama approximations for the CEV model
|
|
|
|
|
1726
|
Large deviations and Aubry-Mather measures supported in nonhyperbolic closed geodesics
|
|
|
|
|
1727
|
Empirical processes with bounded \psi_1 diameter
|
|
|
|
|
1728
|
Parallel adaptation: One or many waves of advance of an advantageous allele?
|
|
|
|
|
1729
|
SPDE in Hilbert Space with Locally Monotone Coefficients
|
|
|
|
|
1730
|
First passage percolation and competition models
|
|
|
|
|
1731
|
Noncolliding processes, matrix-valued processes and determinantal processes
|
|
|
|
|
1732
|
Central limit theorems for the excursion sets volumes of weakly dependent random fields
|
|
|
|
|
1733
|
Conditional Sampling for Spectrally Discrete Max-Stable Random Fields
|
|
|
|
|
1734
|
Conditional Sampling for Max-Stable Random Fields
|
|
|
|
|
1735
|
Quenched Exit Estimates and Ballisticity Conditions for Higher-Dimensional Random Walk in Random Environment
|
|
|
|
|
1736
|
On the fractional Black-Scholes market with transaction costs
|
|
|
|
|
1737
|
The distribution of eigenvalues of randomized permutation matrices
|
|
|
|
|
1738
|
Rough paths in idealized financial markets
|
|
|
|
|
1739
|
A note on a result of Liptser-Shiryaev
|
|
|
|
|
1740
|
A large-deviation view on dynamical Gibbs-non-Gibbs transitions
|
|
|
|
|
1741
|
Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values
|
|
|
|
|
1742
|
Martingale-type processes indexed by the real line
|
|
|
|
|
1743
|
Biharmonic functions on groups and limit theorems for quasimorphisms along random walks
|
|
|
|
|
1744
|
Central limit theorems for quasimorphisms
|
|
|
|
|
1745
|
On scale functions of spectrally negative Levy processes with phase-type jumps
|
|
|
|
|
1746
|
Random walk in a finite directed graph subject to a road coloring
|
|
|
|
|
1747
|
Strong solutions of Tsirelson's equation in discrete time taking values in compact spaces with semigroup action
|
|
|
|
|
1748
|
Coverage statistics for sequence census methods
|
|
|
|
|
1749
|
High-Rate Vector Quantization for the Neyman-Pearson Detection of Correlated Processes
|
|
|
|
|
1750
|
Risk measuring under model uncertainty
|
|
|
|
|
1751
|
Limit Theorems for Competitive Density Dependent Population Processes
|
|
|
|
|
1752
|
Perturbation approach to scaled type Markov renewal processes with infinite mean
|
|
|
|
|
1753
|
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
|
|
|
|
|
1754
|
Intertwining of birth-and-death processes
|
|
|
|
|
1755
|
Limit theory for planar Gilbert tessellations
|
|
|
|
|
1756
|
Strength in numbers? Not always!
|
|
|
|
|
1757
|
Un processus ponctuel associ\'e aux maxima locaux du mouvement brownien
|
|
|
|
|
1758
|
Will the swine strain crowd out the seasonal influenza strain?
|
|
|
|
|
1759
|
An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs
|
|
|
|
|
1760
|
Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows
|
|
|
|
|
1761
|
Distribution functions of Poisson random integrals: Analysis and computation
|
|
|
|
|
1762
|
Spline approximation of a random process with singularity
|
|
|
|
|
1763
|
The Forgetfulness of Balls and Bins
|
|
|
|
|
1764
|
Positivity and lower bounds for the density of Wiener functionals
|
|
|
|
|
1765
|
The external lengths in Kingman's coalescent
|
|
|
|
|
1766
|
Area distribution and the average shape of a L\'evy bridge
|
|
|
|
|
1767
|
Convenient Multiple Directions of Stratification
|
|
|
|
|
1768
|
Computational efficiency of fractional diffusion using adaptive time step memory
|
|
|
|
|
1769
|
Quasilimiting behavior for one-dimensional diffusions with killing
|
|
|
|
|
1770
|
The external length in Kingman's coalescent
|
|
|
|
|
1771
|
On limiting cluster size distributions for processes of exceedances for stationary sequences
|
|
|
|
|
1772
|
Multitype branching processes with immigration in random environment and polling systems
|
|
|
|
|
1773
|
A note on maximal estimates for stochastic convolutions
|
|
|
|
|
1774
|
Multivariate Measures of Concordance for Copulas and their Marginals
|
|
|
|
|
1775
|
The law of the iterated logarithm for a class of transient random walk in random environment
|
|
|
|
|
1776
|
Optimal Content Placement for Peer-to-Peer Video-on-Demand Systems
|
|
|
|
|
1777
|
Modelling Information Flows in Financial Markets
|
|
|
|
|
1778
|
On the Capacity of Compound State-Dependent Channels with States Known at the Transmitter
|
|
|
|
|
1779
|
Universal A Posteriori Metrics Game
|
|
|
|
|
1780
|
Linearization and local stability of random dynamical systems
|
|
|
|
|
1781
|
On convex hull of Gaussian samples
|
|
|
|
|
1782
|
Existence and Properties of Minimum Action Curves for Degenerate Finsler Metrics
|
|
|
|
|
1783
|
An asymptotic variance of the self-intersections of random walks
|
|
|
|
|
1784
|
Thermalization of random motion in weakly confining potentials
|
|
|
|
|
1785
|
Meromorphic Levy processes and their fluctuation identities
|
|
|
|
|
1786
|
On Convergence to SLE$_6$ I: Conformal Invariance for Certain Models of the Bond-Triangular Type
|
|
|
|
|
1787
|
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy
|
|
|
|
|
1788
|
A note on fluctuations for internal diffusion limited aggregation
|
|
|
|
|
1789
|
Mittag-Leffler Waiting Time, Power Laws,Rarefaction, Continuous Time Random Walk, Diffusion Limit
|
|
|
|
|
1790
|
Spectral gap and logarithmic Sobolev constant for continuous spin systems
|
|
|
|
|
1791
|
Speed of stability for birth--death processes
|
|
|
|
|
1792
|
On Convergence to SLE$_6$ II: Discrete Approximations and Extraction of Cardy's Formula for General Domains
|
|
|
|
|
1793
|
On parabolicity and area growth of minimal surfaces
|
|
|
|
|
1794
|
Non-tangential, radial and stochastic asymptotic properties of harmonic functions on trees
|
|
|
|
|
1795
|
User-friendly tail bounds for matrix martingales
|
|
|
|
|
1796
|
User-friendly tail bounds for sums of random matrices
|
|
|
|
|
1797
|
Cover times, blanket times, and majorizing measures
|
|
|
|
|
1798
|
On Optimal Harvesting Problems in Random Environments
|
|
|
|
|
1799
|
Homogenization of Fractional Kinetic Systems with Random Initial Data
|
|
|
|
|
1800
|
Diffusive limit for the myopic (or "true") self-avoiding random walk in three and more dimension
|
|
|
|
|
1801
|
Metric on state space of Markov chain
|
|
|
|
|
1802
|
Improved Frechet bounds and model-free pricing of multi-asset options
|
|
|
|
|
1803
|
From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
|
|
|
|
|
1804
|
Asymptotic behavior of some factorizations of random words
|
|
|
|
|
1805
|
Norm of polynomials in large random and deterministic matrices
|
|
|
|
|
1806
|
An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
|
|
|
|
|
1807
|
Genealogies of regular exchangeable coalescents with applications to sampling
|
|
|
|
|
1808
|
Tempered fractional Cauchy problems on bounded domains
|
|
|
|
|
1809
|
On bilinear forms based on the resolvent of large random matrices
|
|
|
|
|
1810
|
Semicircle Law for Tyler's M-Estimator
|
|
|
|
|
1811
|
Sums of random Hermitian matrices and an inequality by Rudelson
|
|
|
|
|
1812
|
A new approach to fluctuations of reflected L\'\u007be\u007dvy processes
|
|
|
|
|
1813
|
Consensus over a Random Network Generated by i.i.d. Stochastic Matrices
|
|
|
|
|
1814
|
Extremal doubly stochastic measures and optimal transportation
|
|
|
|
|
1815
|
Large deviations for the local fluctuations of random walks and new insights into the "randomness" of Pi
|
|
|
|
|
1816
|
Compound Poisson Approximation via Information Functionals
|
|
|
|
|
1817
|
Lower Bounds for the Probability of a Union via Chordal Graphs
|
|
|
|
|
1818
|
Concentration inequalities for Gibbs measures
|
|
|
|
|
1819
|
Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point
|
|
|
|
|
1820
|
Emergence of giant cycles and slowdown transition in random transpositions and $k$-cycles
|
|
|
|
|
1821
|
How close is the sample covariance matrix to the actual covariance matrix?
|
|
|
|
|
1822
|
Asymptotic expansions for the Gaussian Unitary Ensemble
|
|
|
|
|
1823
|
An explanation of the distribution of inter-seizure intervals
|
|
|
|
|
1824
|
The Chordal Graph Sieve: Lower Bounds
|
|
|
|
|
1825
|
Reconstruction Threshold for the Hardcore Model
|
|
|
|
|
1826
|
Pathwise uniqueness and continuous dependence for SDEs with nonregular drift
|
|
|
|
|
1827
|
Weighted Nash Inequalities
|
|
|
|
|
1828
|
Fractional smoothness and applications in finance
|
|
|
|
|
1829
|
Sobolev inequalities and Concentration properties in infinite dimensions
|
|
|
|
|
1830
|
Dividend problem with Parisian delay for a spectrally negative L\'evy risk process
|
|
|
|
|
1831
|
Fractional processes as models in stochastic finance
|
|
|
|
|
1832
|
Valuation equations for stochastic volatility models
|
|
|
|
|
1833
|
Dimers and orthogonal polynomials: connections with random matrices
|
|
|
|
|
1834
|
System signatures for dependent lifetimes: Explicit expressions and interpretations
|
|
|
|
|
1835
|
Integration by parts formula with respect to jump times for stochastic differential equations
|
|
|
|
|
1836
|
Growth of Galton-Watson trees: immigration and lifetimes
|
|
|
|
|
1837
|
Wiener Process with Reflection in Non-Smooth Narrow Tubes
|
|
|
|
|
1838
|
A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection
|
|
|
|
|
1839
|
Dimension-independent Harnack inequalities for subordinated semigroups
|
|
|
|
|
1840
|
Strassen's invariance principle for random walk in random environment
|
|
|
|
|
1841
|
Optimal closing of a pair trade with a model containing jumps
|
|
|
|
|
1842
|
Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution
|
|
|
|
|
1843
|
Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps
|
|
|
|
|
1844
|
The Lent Particle Method, Application to Multiple Poisson Integrals
|
|
|
|
|
1845
|
Weak nonmild solutions to some SPDEs
|
|
|
|
|
1846
|
Explicit solutions of fractional diffusion equations via Generalized Gamma Convolution
|
|
|
|
|
1847
|
Large deviations and equilibrium states for smooth maps
|
|
|
|
|
1848
|
Equidistribution results for geodesic flows
|
|
|
|
|
1849
|
Bahadur Representation for U-Quantiles of Dependent Data
|
|
|
|
|
1850
|
Local versus Global Search in Channel Graphs
|
|
|
|
|
1851
|
Crossover to the KPZ equation
|
|
|
|
|
1852
|
Invariance of Poisson measures under random transformations
|
|
|
|
|
1853
|
Mean field for Markov Decision Processes: from Discrete to Continuous Optimization
|
|
|
|
|
1854
|
Derivation of a Stochastic Neutron Transport Equation
|
|
|
|
|
1855
|
Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
|
|
|
|
|
1856
|
Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes
|
|
|
|
|
1857
|
Merging and stability for time inhomogeneous finite Markov chains
|
|
|
|
|
1858
|
Results on numerics for FBSDE with drivers of quadratic growth
|
|
|
|
|
1859
|
Action functional and quasi-potential for the Burgers equation in a bounded interval
|
|
|
|
|
1860
|
Predicting the Ultimate Supremum of a Stable L\'evy Process with No Negative Jumps
|
|
|
|
|
1861
|
Function-indexed empirical processes based on an infinite source Poisson transmission stream
|
|
|
|
|
1862
|
Current fluctuations for stochastic particle systems with drift in one spatial dimension
|
|
|
|
|
1863
|
Asymptotic analysis for stochastic volatility: Edgeworth expansion
|
|
|
|
|
1864
|
Total variation approximation for quasi-equilibrium distributions
|
|
|
|
|
1865
|
The differentiation of hypoelliptic diffusion semigroups
|
|
|
|
|
1866
|
Multi-dimensional Gaussian fluctuations on the Poisson space
|
|
|
|
|
1867
|
Discretization error of Stochastic Integrals
|
|
|
|
|
1868
|
Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability
|
|
|
|
|
1869
|
A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs
|
|
|
|
|
1870
|
Reversibility of Whole-Plane SLE
|
|
|
|
|
1871
|
Singular vectors under random perturbation
|
|
|
|
|
1872
|
Second-Order Properties and Central Limit Theory for the Vertex Process of Iteration Infinitely Divisible and Iteration Stable Random Tessellations in the Plane
|
|
|
|
|
1873
|
Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse
|
|
|
|
|
1874
|
Langevin process reflected on a partially elastic boundary I
|
|
|
|
|
1875
|
On the Exponential Probability Bounds for the Bernoulli Random Variables
|
|
|
|
|
1876
|
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
|
|
|
|
|
1877
|
Multitype Contact Process on $\Z$: Extinction and Interface
|
|
|
|
|
1878
|
Tightness for the Interface of the One-Dimensional Contact Process
|
|
|
|
|
1879
|
A generalized Fernique theorem and applications
|
|
|
|
|
1880
|
Level-crossings of symmetric random walks and their application
|
|
|
|
|
1881
|
Level-crossings of symmetric random walks
|
|
|
|
|
1882
|
Random Ancestor Trees
|
|
|
|
|
1883
|
On the Holonomy or Algebraicity of Generating Functions Counting Lattice Walks in the Quarter-Plane
|
|
|
|
|
1884
|
Tensorizing maximal correlations
|
|
|
|
|
1885
|
Distribution of a particle's position in the ASEP with the \u007balternating\u007d initial condition
|
|
|
|
|
1886
|
Hilbertian decorrelations
|
|
|
|
|
1887
|
Fractional Cauchy problems on bounded domains: survey of recent results
|
|
|
|
|
1888
|
Strict inequalities of critical probabilities on Gilbert's continuum percolation graph
|
|
|
|
|
1889
|
The Aldous-Shields model revisited (with application to cellular ageing)
|
|
|
|
|
1890
|
Ergodic BSDEs under weak dissipative assumptions
|
|
|
|
|
1891
|
On the convex hull of symmetric stable processes
|
|
|
|
|
1892
|
Measures and the Law of the Iterated Logarithm
|
|
|
|
|
1893
|
Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling
|
|
|
|
|
1894
|
A stochastic Taylor-like expansion in the rough path theory
|
|
|
|
|
1895
|
Laplace approximation for rough differential equation driven by fractional Brownian motion
|
|
|
|
|
1896
|
A Stochastic Analysis of some Two-Person Sports
|
|
|
|
|
1897
|
Upper large deviations for Branching Processes in Random Environment with heavy tails
|
|
|
|
|
1898
|
Limit Theorems for Partial Hedging Under Transaction Costs
|
|
|
|
|
1899
|
Error Estimates for Multinomial Approximations of American Options in Merton's Model
|
|
|
|
|
1900
|
Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model
|
|
|
|
|
1901
|
The number of absorbed individuals in branching Brownian motion with a barrier
|
|
|
|
|
1902
|
Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
|
|
|
|
|
1903
|
On the behaviour of a rumour process with random stifling
|
|
|
|
|
1904
|
Change of variable formulas for non-anticipative functionals on path space
|
|
|
|
|
1905
|
Stable fluctuations for ballistic random walks in random environment on Z
|
|
|
|
|
1906
|
Stochastic maximal $L^p$-regularity
|
|
|
|
|
1907
|
Long-range percolation on the hierarchical lattice
|
|
|
|
|
1908
|
When does fractional Brownian motion not behave as a continuous function with bounded variation?
|
|
|
|
|
1909
|
Optimal Tradeoff Between Exposed and Hidden Nodes in Large Wireless Networks
|
|
|
|
|
1910
|
Spatial fairness in linear wireless multi-access networks
|
|
|
|
|
1911
|
Knudsen gas in a finite random tube: transport diffusion and first passage properties
|
|
|
|
|
1912
|
A random string with reflection in a convex domain
|
|
|
|
|
1913
|
Random continued fractions with beta hypergeometric distribution
|
|
|
|
|
1914
|
Empirical Processes of Multidimensional Systems with Multiple Mixing Properties
|
|
|
|
|
1915
|
When fractional Brownian motion does not behave as a continuous function with bounded variation?
|
|
|
|
|
1916
|
Some Estimates for Martingale Representation under G-Expectation
|
|
|
|
|
1917
|
Universality of Wigner Random Matrices: a Survey of Recent Results
|
|
|
|
|
1918
|
Strategic Random Networks: Why Social Networking Technology Matters
|
|
|
|
|
1919
|
Multiple orthogonal polynomials in random matrix theory
|
|
|
|
|
1920
|
Entropy and Hausdorff Dimension in Random Growing Trees
|
|
|
|
|
1921
|
Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment
|
|
|
|
|
1922
|
Unique Bernoulli g-measures
|
|
|
|
|
1923
|
Asymptotic theory for fractional regression models via Malliavin calculus
|
|
|
|
|
1924
|
Quantiles Equivariance
|
|
|
|
|
1925
|
Affine Diffusions with non-Canonical State Space
|
|
|
|
|
1926
|
Branching Feller diffusion for cell division with parasite infection
|
|
|
|
|
1927
|
Gossip and Distributed Kalman Filtering: Weak Consensus under Weak Detectability
|
|
|
|
|
1928
|
The Axelrod model for the dissemination of culture revisited
|
|
|
|
|
1929
|
Mixing Time of Glauber Dynamics With Parallel Updates and Heterogeneous Fugacities
|
|
|
|
|
1930
|
Infinite-dimensional stochastic differential equations related to random matrices
|
|
|
|
|
1931
|
The probability that a subspace contains a positive vector
|
|
|
|
|
1932
|
Extremal statistics of curved growing interfaces in 1+1 dimensions
|
|
|
|
|
1933
|
Heavy-tailed targets and (ab)normal asymptotics in diffusive motion
|
|
|
|
|
1934
|
Non-Gaussian targets and (ab)normal patterns of relaxation in random motion
|
|
|
|
|
1935
|
Delay-rate tradeoff in ergodic interference alignment
|
|
|
|
|
1936
|
A general framework for perfect simulation of long memory processes
|
|
|
|
|
1937
|
Bounds for mixing time of quantum walks on finite graphs
|
|
|
|
|
1938
|
Bessel processes and hyperbolic Brownian motions stopped at different random times
|
|
|
|
|
1939
|
Stein couplings for normal approximation
|
|
|
|
|
1940
|
Large deviations for self-intersection local times of stable random walks
|
|
|
|
|
1941
|
Wellposedness of Second Order Backward SDEs
|
|
|
|
|
1942
|
Dual Formulation of Second Order Target Problems
|
|
|
|
|
1943
|
A Finite-Volume Version of Aizenman-Higuchi Theorem for the 2d Ising Model
|
|
|
|
|
1944
|
On one-dimensional stochastic differential equations involving the maximum process
|
|
|
|
|
1945
|
The Interacting Branching Process as a Simple Model of Innovation
|
|
|
|
|
1946
|
Multivariate records based on dominance
|
|
|
|
|
1947
|
Unicit\'e trajectorielle des \'equations diff\'erentielles stochastiques avec temps local et temps de s\'ejour au bord
|
|
|
|
|
1948
|
Asymptotic and Exact Pricing of Options on Variance
|
|
|
|
|
1949
|
A structural characterization of numeraires of convex sets of nonnegative random variables
|
|
|
|
|
1950
|
Bootstrap Percolation on Complex Networks
|
|
|
|
|
1951
|
Asymptotics and Exact Pricing of Options on Variance
|
|
|
|
|
1952
|
Strictly positive support points of convex sets in $\mathbb\u007bL\u007d^0_+$
|
|
|
|
|
1953
|
Self similar solutions in one-dimensional kinetic models: a probabilistic view
|
|
|
|
|
1954
|
Hydrodynamic limit of symmetric exclusion processes in inhomogeneous media
|
|
|
|
|
1955
|
Continuous time Ehrenfest process in term structure modelling
|
|
|
|
|
1956
|
Almost sure convergence for stochastically biased random walks on trees
|
|
|
|
|
1957
|
On time-dependent functionals of diffusions corresponding to divergence form operators
|
|
|
|
|
1958
|
Minimization of divergences on sets of signed measures
|
|
|
|
|
1959
|
Integral representation of Skorokhod reflection
|
|
|
|
|
1960
|
On It\^\u007bo\u007d's formula for symmetric $\alpha $-stable L\'\u007be\u007dvy process of index $1<\alpha\leq 2 $
|
|
|
|
|
1961
|
Composition of processes and related partial differential equations
|
|
|
|
|
1962
|
Balanced random Toeplitz and Hankel Matrices
|
|
|
|
|
1963
|
On the stability of flow-aware CSMA
|
|
|
|
|
1964
|
n-Kernel Orthogonal Polynomials on the Dirichlet, Dirichlet-Multinomial, Poisson-Dirichlet and Ewens' sampling distributions, and positive-definite sequences
|
|
|
|
|
1965
|
Euler Integration of Gaussian Random Fields and Persistent Homology
|
|
|
|
|
1966
|
Recurrence rates and hitting-time distributions for random walks on the line
|
|
|
|
|
1967
|
Dimension dependent hypercontractivity for Gaussian kernels
|
|
|
|
|
1968
|
Percolation on a product of two trees
|
|
|
|
|
1969
|
Spectral gap for some invariant log-concave probability measures
|
|
|
|
|
1970
|
Sojourn time in $\mathbb\u007bZ\u007d^+$ for the Bernoulli random walk on $\mathbb\u007bZ\u007d$
|
|
|
|
|
1971
|
Bouchaud walks with variable drift
|
|
|
|
|
1972
|
Critical branching random walk in an IID environment
|
|
|
|
|
1973
|
Limit theorems for a general stochastic rumour model
|
|
|
|
|
1974
|
Explicit solutions for the exit problem for a class of L\'evy processes. Applications to the pricing of double barrier options
|
|
|
|
|
1975
|
New examples for the KLS conjecture
|
|
|
|
|
1976
|
Kingman, category and combinatorics
|
|
|
|
|
1977
|
Strong path convergence from Loewner driving convergence
|
|
|
|
|
1978
|
Diffusion processes and coalescent trees
|
|
|
|
|
1979
|
Dependent particle deposition on a graph: concentration properties of the height profile
|
|
|
|
|
1980
|
Spreading speeds in reducible multitype branching random walk
|
|
|
|
|
1981
|
Free Quadratic Harness
|
|
|
|
|
1982
|
Branching out
|
|
|
|
|
1983
|
Critical strong Feller regularity for Markov solutions to the Navier-Stokes equations
|
|
|
|
|
1984
|
Quasi-sure Stochastic Analysis through Aggregation
|
|
|
|
|
1985
|
Probability Distributions attached to generalised Bergman Spaces on the Poincar\'e Disk
|
|
|
|
|
1986
|
Renormalisation group analysis of weakly self-avoiding walk in dimensions four and higher
|
|
|
|
|
1987
|
Universality of KPZ equation
|
|
|
|
|
1988
|
The output distribution of important LULU-operators
|
|
|
|
|
1989
|
Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles
|
|
|
|
|
1990
|
Maxima of moving maxima of continuous functions
|
|
|
|
|
1991
|
Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions
|
|
|
|
|
1992
|
An Exposition of G\"otze's Estimation of the Rate of Convergence in the Multivariate Central Limit Theorem
|
|
|
|
|
1993
|
Ruin probability with Parisian delay for a spectrally negative L\'evy risk process
|
|
|
|
|
1994
|
Fluctuations in random complex zeroes: Asymptotic normality revisited
|
|
|
|
|
1995
|
Central limit theorems for random polygons in an arbitrary convex set
|
|
|
|
|
1996
|
Asymptotic normality of randomly truncated stochastic algorithms
|
|
|
|
|
1997
|
Markov-modulated Brownian motion with two reflecting barriers
|
|
|
|
|
1998
|
Random Complex Zeroes and Random Nodal Lines
|
|
|
|
|
1999
|
Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces
|
|
|
|
|
2000
|
The free Meixner class for pairs of measures
|
|
|
|
|
2001
|
A Fourier-analytic Approach to Counting Partial Hadamard Matrices
|
|
|
|
|
2002
|
Homogenization for advection-diffusion in a perforated domain
|
|
|
|
|
2003
|
A General Construction to Stationary Weak Solutions of Parabolic SPDEs
|
|
|
|
|
2004
|
A tight quantitative version of Arrow's impossibility theorem
|
|
|
|
|
2005
|
On the role of Allee effect and mass migration in survival and extinction of a species
|
|
|
|
|
2006
|
Extension to Infinite Dimensions of a Stochastic Second-Order Model associated with the Shape Splines
|
|
|
|
|
2007
|
Lattice embeddings in percolation
|
|
|
|
|
2008
|
A stochastic analysis of greedy routing in a spatially-dependent sensor network
|
|
|
|
|
2009
|
Shape Splines and Stochastic Shape Evolutions: A Second Order Point of View
|
|
|
|
|
2010
|
Universality for generalized Wigner matrices with Bernoulli distribution
|
|
|
|
|
2011
|
Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
|
|
|
|
|
2012
|
Branching structure for an (L-1) random walk in random environment and its applications
|
|
|
|
|
2013
|
Stochastic domination for the Ising and fuzzy Potts models
|
|
|
|
|
2014
|
Curvature Diffusions in General Relativity
|
|
|
|
|
2015
|
Connected Spatial Networks over Random Points and a Route-Length Statistic
|
|
|
|
|
2016
|
Transport Inequalities. A Survey
|
|
|
|
|
2017
|
Branching structure for the transient (1;R)-random walk in random environment and its applications
|
|
|
|
|
2018
|
Escape probabilities for branching Brownian motion among mild obstacles
|
|
|
|
|
2019
|
On the Peirce's "balancing reasons rule" failure in his "large bag of beans" example
|
|
|
|
|
2020
|
Risk Aversion Asymptotics for Power Utility Maximization
|
|
|
|
|
2021
|
Quantile Clocks
|
|
|
|
|
2022
|
Survival, extinction and approximation of discrete-time branching random walks
|
|
|
|
|
2023
|
Scaling limits of Markov branching trees, with applications to Galton-Watson and random unordered trees
|
|
|
|
|
2024
|
Stochastic order and attractiveness for particle systems with multiple births, deaths and jumps
|
|
|
|
|
2025
|
The small world effect on the coalescing time of random walks
|
|
|
|
|
2026
|
Explicit expanders with cutoff phenomena
|
|
|
|
|
2027
|
The missing log in large deviations for subgraph counts
|
|
|
|
|
2028
|
Stability of the bipartite matching model
|
|
|
|
|
2029
|
Asymptotic Approximations for Stationary Distributions of Many-Server Queues with Abandonment
|
|
|
|
|
2030
|
Quenched invariance principle for random walks in balanced random environment
|
|
|
|
|
2031
|
Formulas for Joint Probabilities for the Asymmetric Simple Exclusion Process
|
|
|
|
|
2032
|
Scaling limits for continuous opinion dynamics systems
|
|
|
|
|
2033
|
Soft edge results for longest increasing paths on the planar lattice
|
|
|
|
|
2034
|
Random graph states, maximal flow and Fuss-Catalan distributions
|
|
|
|
|
2035
|
Random walk with barycentric self-interaction
|
|
|
|
|
2036
|
Schramm's proof of Watts' formula
|
|
|
|
|
2037
|
Collisions of Random Walks
|
|
|
|
|
2038
|
TASEP with Discontinuous Jump Rates
|
|
|
|
|
2039
|
Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion
|
|
|
|
|
2040
|
Refining quasi-probability kernels
|
|
|
|
|
2041
|
Non-asymptotic theory of random matrices: extreme singular values
|
|
|
|
|
2042
|
Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function
|
|
|
|
|
2043
|
Fixed points for multi-class queues
|
|
|
|
|
2044
|
Existence of Gibbsian point processes with geometry-dependent interactions
|
|
|
|
|
2045
|
On the monotonicity, log-concavity and tight bounds of the generalized Marcum and Nuttall Q-functions
|
|
|
|
|
2046
|
Efficient Queue-based CSMA with Collisions
|
|
|
|
|
2047
|
Spatially Adaptive Stochastic Multigrid Methods for Fluid-Structure Systems with Thermal Fluctuations
|
|
|
|
|
2048
|
A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary
|
|
|
|
|
2049
|
Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient
|
|
|
|
|
2050
|
Macroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain
|
|
|
|
|
2051
|
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion
|
|
|
|
|
2052
|
Central Limit Theorem for truncated heavy tailed Banach valued random vectors
|
|
|
|
|
2053
|
A defense of Columbo (and of the use of Bayesian inference in forensics): A multilevel introduction to probabilistic reasoning
|
|
|
|
|
2054
|
Painting a Graph with Competing Random Walks
|
|
|
|
|
2055
|
Right inverses of Levy processes: the excursion measure in the general case
|
|
|
|
|
2056
|
Distribution of Eigenvalues of Highly Palindromic Toeplitz Matrices
|
|
|
|
|
2057
|
Central Limit Theorem and Large Deviations for truncated heavy-tailed random vectors
|
|
|
|
|
2058
|
Ergodicity of Stochastic Curve Shortening Flow in the Plane
|
|
|
|
|
2059
|
On the Rate of Convergence to Stationarity of the M/M/N Queue in the Halfin-Whitt Regime
|
|
|
|
|
2060
|
A Universality Property of Gaussian Analytic Functions
|
|
|
|
|
2061
|
Quantitative relation between noise sensitivity and influences
|
|
|
|
|
2062
|
Evolutionary dynamics of tumor progression with random fitness values
|
|
|
|
|
2063
|
Approximating the coefficients in semilinear stochastic partial differential equations
|
|
|
|
|
2064
|
A Note on Universality of Gaussian Analytic Functions on Symmetric Spaces
|
|
|
|
|
2065
|
Asymptotic optimality of the cross-entropy method for Markov chain problems
|
|
|
|
|
2066
|
On Sampling without replacement and OK-Corral urn models
|
|
|
|
|
2067
|
Limit laws for sums of independent random products: the lattice case
|
|
|
|
|
2068
|
Large deviations for stochastic PDE with Levy noise
|
|
|
|
|
2069
|
Ordering the representations of S_n using the interchange process
|
|
|
|
|
2070
|
Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter H > 1/2
|
|
|
|
|
2071
|
Analysis on Wiener Space and Applications
|
|
|
|
|
2072
|
Trap models with vanishing drift: Scaling limits and aging regimes
|
|
|
|
|
2073
|
On the Design of Efficient CSMA Algorithms for Wireless Networks
|
|
|
|
|
2074
|
Counting walks in a quadrant : a unified approach via boundary value problems
|
|
|
|
|
2075
|
A variational formula for the free energy of an interacting many-particle system
|
|
|
|
|
2076
|
Stochastic model for cell polarity
|
|
|
|
|
2077
|
A note on the existence of transition probability densities for L\'evy processes
|
|
|
|
|
2078
|
Hitting times, commute distances and the spectral gap for large random geometric graphs
|
|
|
|
|
2079
|
The Shape of Unlabeled Rooted Random Trees
|
|
|
|
|
2080
|
On the critical parameter of interlacement percolation in high dimension
|
|
|
|
|
2081
|
Flexible Sampling of Discrete Scale Invariant Markov Processes: Covariance and Spectrum
|
|
|
|
|
2082
|
Continuous Disintegrations of Gaussian Processes
|
|
|
|
|
2083
|
Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit
|
|
|
|
|
2084
|
Existence of weak solutions for a class of semilinear stochastic wave equations
|
|
|
|
|
2085
|
Free Infinite Divisibility for Q-Gaussians
|
|
|
|
|
2086
|
Random Matrices and complexity of Spin Glasses
|
|
|
|
|
2087
|
Persistent Homology for Random Fields and Complexes
|
|
|
|
|
2088
|
Continuous Disintegrations of Gaussian Measures
|
|
|
|
|
2089
|
Penalized maximum likelihood estimation for generalized linear point processes
|
|
|
|
|
2090
|
The evolution of random reversal graph
|
|
|
|
|
2091
|
Random Growth Models
|
|
|
|
|
2092
|
Asymptotic behavior of stochastic PDEs with random coefficients
|
|
|
|
|
2093
|
Dynamic Random Walks on Motion Groups
|
|
|
|
|
2094
|
Poincar\'e inequality and the Lp convergence of semi-groups
|
|
|
|
|
2095
|
Finite-state Markov Chains obey Benford's Law
|
|
|
|
|
2096
|
Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
|
|
|
|
|
2097
|
Almost sure asymptotics for the maximum local time in Brownian environment
|
|
|
|
|
2098
|
Numerical schemes for the rough heat equation
|
|
|
|
|
2099
|
Distance statistics in large toroidal maps
|
|
|
|
|
2100
|
Sparse Legendre expansions via $\ell_1$ minimization
|
|
|
|
|
2101
|
On the Stochastic Heat Equation with Spatially-Colored Random forcing
|
|
|
|
|
2102
|
The number of graphs and a random graph with a given degree sequence
|
|
|
|
|
2103
|
Dense subgraphs in the H-free process
|
|
|
|
|
2104
|
Probability Distribution of the Free Energy of the Continuum Directed Random Polymer in 1+1 dimensions
|
|
|
|
|
2105
|
A lower bound on the critical parameter of interlacement percolation in high dimension
|
|
|
|
|
2106
|
Brownian motion with variable drift can be space-filling
|
|
|
|
|
2107
|
Opinion dynamics with confidence threshold: an alternative to the Axelrod model
|
|
|
|
|
2108
|
Two-scale multitype contact process: coexistence in spatially explicit metapopulations
|
|
|
|
|
2109
|
A proof of a conjecture in the Cram\'er-Lundberg model with investments
|
|
|
|
|
2110
|
Percolation Hamiltonians
|
|
|
|
|
2111
|
Concentration of Additive Functionals for Markov Processes and Applications to Interacting Particle Systems
|
|
|
|
|
2112
|
On the size of a finite vacant cluster of random interlacements with small intensity
|
|
|
|
|
2113
|
Functional macroscopic behavior of weighted random ball model
|
|
|
|
|
2114
|
Multiplicative strong unimodality for positive stable laws
|
|
|
|
|
2115
|
Neighborhood radius estimation in Variable-neighborhood Random Fields
|
|
|
|
|
2116
|
Cumulants and convolutions via Abel polynomials
|
|
|
|
|
2117
|
On the neighborhood radius estimation in Variable-neighborhood Markov Random Fields
|
|
|
|
|
2118
|
Generically stable and smooth measures in NIP theories
|
|
|
|
|
2119
|
Brownian semistationary processes and conditional full support
|
|
|
|
|
2120
|
Transformations of one-dimensional Gibbs measures with infinite range interaction
|
|
|
|
|
2121
|
Stochastic monotonicity and duality for one-dimensional Markov processes
|
|
|
|
|
2122
|
The martingale approach to disorder irrelevance for pinning models
|
|
|
|
|
2123
|
Asymptotic distribution of singular values of powers of random matrices
|
|
|
|
|
2124
|
Heavy traffic on a controlled motorway
|
|
|
|
|
2125
|
Dynamics of the supermarket model
|
|
|
|
|
2126
|
The largest component in an inhomogeneous random intersection graph with clustering
|
|
|
|
|
2127
|
Nonlinear Expectations and Stochastic Calculus under Uncertainty
|
|
|
|
|
2128
|
Phi-entropy inequalities and Fokker-Planck equations
|
|
|
|
|
2129
|
Weak disorder asymptotics in the stochastic mean-field model of distance
|
|
|
|
|
2130
|
A characterization of freeness by invariance under quantum spreading
|
|
|
|
|
2131
|
Regularity partitions and the topology of graphons
|
|
|
|
|
2132
|
Coupling time distribution asymptotics for some couplings of the Levy stochastic area
|
|
|
|
|
2133
|
Crossing random walks and stretched polymers at weak disorder
|
|
|
|
|
2134
|
Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
|
|
|
|
|
2135
|
On a new probabilistic representation for the solution of the heat equation
|
|
|
|
|
2136
|
Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
|
|
|
|
|
2137
|
Moments of Gamma type and the Brownian supremum process area
|
|
|
|
|
2138
|
A limit theorem for particle current in the symmetric exclusion process
|
|
|
|
|
2139
|
Almost sure asymptotics for the random binary search tree
|
|
|
|
|
2140
|
Variations on the Berry-Esseen theorem
|
|
|
|
|
2141
|
Large number of queues in tandem: Scaling properties under back-pressure algorithm
|
|
|
|
|
2142
|
A sharper threshold for bootstrap percolation in two dimensions
|
|
|
|
|
2143
|
Psi-series method in random trees and moments of high orders
|
|
|
|
|
2144
|
Parameter estimations for SPDEs with multiplicative fractional noise
|
|
|
|
|
2145
|
Non-equilibrium dynamics of stochastic point processes with refractoriness
|
|
|
|
|
2146
|
Non-equilibrium dynamics of stochastic point processes with dead-time
|
|
|
|
|
2147
|
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
|
|
|
|
|
2148
|
Non-equilibrium dynamics of stochastic point processes: a dead-time approach
|
|
|
|
|
2149
|
Scaling Limits for Random Quadrangulations of Positive Genus
|
|
|
|
|
2150
|
Dynamic risk measures
|
|
|
|
|
2151
|
Optimal investment with bounded VaR for power utility functions
|
|
|
|
|
2152
|
Interpolation and $\Phi$-moment inequalities of noncommutative martingales
|
|
|
|
|
2153
|
On the unimodality of inverse positive stable laws
|
|
|
|
|
2154
|
Singular perturbations to semilinear stochastic heat equations
|
|
|
|
|
2155
|
Generalized Polya urns via stochastic approximation
|
|
|
|
|
2156
|
Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of L\'evy processes
|
|
|
|
|
2157
|
First-passage percolation with exponential times on a ladder
|
|
|
|
|
2158
|
Bifractional Brownian motion with parameter $K\in(1,2)$
|
|
|
|
|
2159
|
Approximation by Log-Concave Distributions with Applications to Regression
|
|
|
|
|
2160
|
Energy efficiency of consecutive fragmentation processes
|
|
|
|
|
2161
|
On monotone convolution and monotone infinite divisivility
|
|
|
|
|
2162
|
Multi-type TASEP in discrete time
|
|
|
|
|
2163
|
Asymptotic risks of Viterbi segmentation
|
|
|
|
|
2164
|
A short proof of Cramer's theorem in R
|
|
|
|
|
2165
|
Double scaling limits of random matrices and minimal (2m,1) models: the merging of two cuts in a degenerate case
|
|
|
|
|
2166
|
Coarse-grained modeling of multiscale diffusions: the p-variation estimates
|
|
|
|
|
2167
|
A discrete time neural network model with spiking neurons II. Dynamics with noise
|
|
|
|
|
2168
|
Information Asymmetry in Pricing of Credit Derivatives
|
|
|
|
|
2169
|
Uniform Large deviations for infinite dimensional stochastic systems with jumps
|
|
|
|
|
2170
|
Subgraphs of dense random graphs with specified degrees
|
|
|
|
|
2171
|
Distribution of Relative Edge Density of the Underlying Graphs Based on a Random Digraph Family
|
|
|
|
|
2172
|
A Sharp Liouville Theorem for Elliptic Operators
|
|
|
|
|
2173
|
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations
|
|
|
|
|
2174
|
Coupling for Ornstein-Uhlenbeck Processes with Jumps
|
|
|
|
|
2175
|
Some Properties for Ornstein-Uhlenbeck Jump Processes
|
|
|
|
|
2176
|
Competing particle systems evolving by interacting Levy processes
|
|
|
|
|
2177
|
Analysis on Path Spaces over Riemmannian Manifolds with Boundary
|
|
|
|
|
2178
|
On the trace of branching random walks
|
|
|
|
|
2179
|
Characteristic functions of affine processes via calculus of their operator symbols
|
|
|
|
|
2180
|
On the trace of branching random walk
|
|
|
|
|
2181
|
Long Strange Segments, Ruin Probabilities and the Effect of Memory on Moving Average Processes
|
|
|
|
|
2182
|
Random Strict Partitions and Determinantal Point Processes
|
|
|
|
|
2183
|
Distance statistics in quadrangulations with no multiple edges and the geometry of minbus
|
|
|
|
|
2184
|
Optimal consumption and investment with bounded downside risk for power utility functions
|
|
|
|
|
2185
|
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
|
|
|
|
|
2186
|
Plaquettes, Spheres, and Entanglement
|
|
|
|
|
2187
|
Functional Ito calculus and stochastic integral representation of martingales
|
|
|
|
|
2188
|
Duality theory for Markov processes: Part 1
|
|
|
|
|
2189
|
Geometric ergodicity for families of homogeneous Markov chains
|
|
|
|
|
2190
|
Viability, Invariance and Reachability for Controlled Piecewise Deterministic Markov Processes Associated to Gene Networks
|
|
|
|
|
2191
|
The fractional Poisson measure in infinite dimensions
|
|
|
|
|
2192
|
The Ghirlanda-Guerra identities for mixed p-spin model
|
|
|
|
|
2193
|
Applying coupon-collecting theory to computer-aided assessments
|
|
|
|
|
2194
|
Contr\^ole impulsionnel appliqu\'e \`a la gestion de changement de technologie dans une entreprise
|
|
|
|
|
2195
|
Bernstein type's concentration inequalities for symmetric Markov processes
|
|
|
|
|
2196
|
Forward-convex convergence in probability of sequences of nonnegative random variables
|
|
|
|
|
2197
|
How to lose as little as possible
|
|
|
|
|
2198
|
Increasing the chromatic number of a random graph
|
|
|
|
|
2199
|
A local limit theorem for random walks in random scenery and on randomly oriented lattices
|
|
|
|
|
2200
|
Forward-convex convergence of sequences in $\mathbb\u007bL\u007d^0_+$
|
|
|
|
|
2201
|
Percolation in invariant Poisson graphs with i.i.d. degrees
|
|
|
|
|
2202
|
On isoperimetric sets of radially symmetric measures
|
|
|
|
|
2203
|
On the strict comparison theorem for $G$-expectations
|
|
|
|
|
2204
|
Quantum Diffusion and Eigenfunction Delocalization in a Random Band Matrix Model
|
|
|
|
|
2205
|
Generalized Dirichlet distributions on the ball and moments
|
|
|
|
|
2206
|
Space-time correlations of a Gaussian interface
|
|
|
|
|
2207
|
Hitting densities for spectrally positive stable processes
|
|
|
|
|
2208
|
Stochastic Power Law Fluids:Existence and Uniqueness of Weak Solutions
|
|
|
|
|
2209
|
Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones
|
|
|
|
|
2210
|
Stochastic Power Law Fluids:the Existence and the Uniqueness of the Weak Solution
|
|
|
|
|
2211
|
The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps
|
|
|
|
|
2212
|
Heat Kernel Estimate for $\Delta+\Delta^\u007b\alpha/2\u007d$ in $C^\u007b1,1\u007d$ open sets
|
|
|
|
|
2213
|
Adaptive LASSO-type estimation for ergodic diffusion processes
|
|
|
|
|
2214
|
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
|
|
|
|
|
2215
|
Asymptotic behavior of the gyration radius for long-range self-avoiding walk and long-range oriented percolation
|
|
|
|
|
2216
|
Crowding of Brownian spheres
|
|
|
|
|
2217
|
On the Existence and Uniqueness of Solutions to Stochastic Differential Equations Driven by G-Brownian Motion with Integral-Lipschitz Coefficients
|
|
|
|
|
2218
|
Fractional L\'evy processes as a result of compact interval integral transformation
|
|
|
|
|
2219
|
Small Time Chung Type LIL for L\'evy Processes
|
|
|
|
|
2220
|
Fractional L\'evy processes by compact interval integral transformation
|
|
|
|
|
2221
|
Metastability in communication networks
|
|
|
|
|
2222
|
Small Time Chung Type LIL for L\'evy Processes at Zero
|
|
|
|
|
2223
|
Applications of the graphs to the Generalized Ornstein-Uhlenbeck process
|
|
|
|
|
2224
|
Fluctuations for the Ginzburg-Landau $\nabla \phi$ Interface Model on a Bounded Domain
|
|
|
|
|
2225
|
On Stochastic generalized functions
|
|
|
|
|
2226
|
Gibbs Random Graphs
|
|
|
|
|
2227
|
Exit times in non-Markovian drifting continuous-time random walk processes
|
|
|
|
|
2228
|
Series representations and asymptotic expansions for the density of the supremum of a stable process
|
|
|
|
|
2229
|
On some Bayesian nonparametric estimators for species richness under two-parameter Poisson-Dirichlet priors
|
|
|
|
|
2230
|
Convergence of an Adaptive Approximation Scheme for the Wiener Process
|
|
|
|
|
2231
|
The maximum of Brownian motion with parabolic drift
|
|
|
|
|
2232
|
BS$\Delta$Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness
|
|
|
|
|
2233
|
Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^\u007b1\u007d_\u007bp\u007d$ spaces without weights
|
|
|
|
|
2234
|
Convergence of U-statistics for interacting particle systems
|
|
|
|
|
2235
|
Ergodicity for infinite particle systems with locally conserved quantities
|
|
|
|
|
2236
|
Left and right convergence of graphs with bounded degree
|
|
|
|
|
2237
|
Wright-Fisher model with negative mutation rates
|
|
|
|
|
2238
|
Non-Equilibrium Statistical Physics of Currents in Queuing Networks
|
|
|
|
|
2239
|
On uniqueness of mild solutions for dissipative stochastic evolution equations
|
|
|
|
|
2240
|
Universality of slow decorrelation in KPZ growth
|
|
|
|
|
2241
|
Scalar curvature and $Q$-curvature of random metrics
|
|
|
|
|
2242
|
Scalar conservation laws with stochastic forcing
|
|
|
|
|
2243
|
Long time behaviour in a model of microtubule growth
|
|
|
|
|
2244
|
Packing and Hausdorff measures of stable trees
|
|
|
|
|
2245
|
The shortest distance in random multi-type intersection graphs
|
|
|
|
|
2246
|
A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus
|
|
|
|
|
2247
|
A Laplace principle for a stochastic wave equation in spatial dimension three
|
|
|
|
|
2248
|
A representation formula for the Freidlin-Wentzell functional on the one dimensional torus
|
|
|
|
|
2249
|
Fluctuations of the occupation times for branching system starting from infinitely divisible point processes
|
|
|
|
|
2250
|
The asymptotic behavior of densities related to the supremum of a stable process
|
|
|
|
|
2251
|
Limit law for some modified ergodic sums
|
|
|
|
|
2252
|
The McShane integral in weakly compactly generated spaces
|
|
|
|
|
2253
|
Hidden Regular Variation: Detection and Estimation
|
|
|
|
|
2254
|
Limit theorems for the number of occupied boxes in the Bernoulli sieve
|
|
|
|
|
2255
|
Stochastic Approximation, Cooperative Dynamics and Supermodular Games
|
|
|
|
|
2256
|
Properties of hitting times for $G$-martingale
|
|
|
|
|
2257
|
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
|
|
|
|
|
2258
|
A shape theorem and semi-infinite geodesics for the Hammersley model with random weights
|
|
|
|
|
2259
|
Percolation on self-dual polygon configurations
|
|
|
|
|
2260
|
Large deviations for slow-fast stochastic partial differential equations
|
|
|
|
|
2261
|
Formulas for ASEP with Two-Sided Bernoulli Initial Condition
|
|
|
|
|
2262
|
Invariance principle for the random conductance model with unbounded conductances
|
|
|
|
|
2263
|
On Beta-Product Convolutions
|
|
|
|
|
2264
|
Scaling limits of random skew plane partitions with arbitrarily sloped back walls
|
|
|
|
|
2265
|
Optimal tuning of the Hybrid Monte-Carlo Algorithm
|
|
|
|
|
2266
|
On the Vershik-Kerov Conjecture Concerning the Shannon-Macmillan-Breiman Theorem for the Plancherel Family of Measures on the Space of Young Diagrams
|
|
|
|
|
2267
|
On the Zero-Type property and mixing of Bernoulli shifts
|
|
|
|
|
2268
|
Joint distribution of the process and its sojourn time for pseudo-processes governed by high-order heat equation
|
|
|
|
|
2269
|
Emergence of Randomness and Arrow of Time in Quantum Walks
|
|
|
|
|
2270
|
Spanning forests and the vector bundle laplacian
|
|
|
|
|
2271
|
Stochastic evolution equations driven by Liouville fractional Brownian motion
|
|
|
|
|
2272
|
Martingale representation for Poisson processes with applications to minimal variance hedging
|
|
|
|
|
2273
|
Is the minimum value of an option on variance generated by local volatility?
|
|
|
|
|
2274
|
A d dimensional nucleation and growth model
|
|
|
|
|
2275
|
A two-time-scale phenomenon in a fragmentation-coagulation process
|
|
|
|
|
2276
|
Jump-diffusion modeling in emission markets
|
|
|
|
|
2277
|
Stochastic process leading to wave equations in dimensions higher than one
|
|
|
|
|
2278
|
Functional Regression for General Exponential Families
|
|
|
|
|
2279
|
Stochastic firing rate models
|
|
|
|
|
2280
|
An aging phenomenon for a fragmentation-coagulation process
|
|
|
|
|
2281
|
Martingale Representation Theorem for the G-expectation
|
|
|
|
|
2282
|
Limit theorem for randomly indexed sequence of random processes
|
|
|
|
|
2283
|
Stochastic Switching Games and Duopolistic Competition in Emissions Markets
|
|
|
|
|
2284
|
Bulk universality for generalized Wigner matrices
|
|
|
|
|
2285
|
On the inference of large phylogenies with long branches: How long is too long?
|
|
|
|
|
2286
|
A framework for adaptive Monte-Carlo procedures
|
|
|
|
|
2287
|
Dual Representation of Quasiconvex Conditional Maps
|
|
|
|
|
2288
|
Schur dynamics of the Schur processes
|
|
|
|
|
2289
|
Solvability of general backward stochastic Volterra integral equation with non-Lipschitz coefficients
|
|
|
|
|
2290
|
BSVIEs with stochastic Lipschitz coefficients and applications in finance
|
|
|
|
|
2291
|
The measurability of hitting times
|
|
|
|
|
2292
|
Optimal stopping of expected profit and cost yields in an investment under uncertainty
|
|
|
|
|
2293
|
The approach to criticality in sandpiles
|
|
|
|
|
2294
|
Regularly varying time series in Banach spaces
|
|
|
|
|
2295
|
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
|
|
|
|
|
2296
|
Chernoff's theorem for backward propagators and applications to diffusions on manifolds
|
|
|
|
|
2297
|
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
|
|
|
|
|
2298
|
Infinitely many Brownian globules with Brownian radii
|
|
|
|
|
2299
|
On a forward-backward stochastic system associated to the Burgers equation
|
|
|
|
|
2300
|
Loop-Erasure of Plane Brownian Motion
|
|
|
|
|
2301
|
Reflected Backward Stochastic Difference Equations with Finite State and their applications
|
|
|
|
|
2302
|
On refined volatility smile expansion in the Heston model
|
|
|
|
|
2303
|
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
|
|
|
|
|
2304
|
Discrete Time and Finite State Reflected Backward Stochastic Difference Equations
|
|
|
|
|
2305
|
Stochastic differential equations with coefficients in Sobolev spaces
|
|
|
|
|
2306
|
Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
|
|
|
|
|
2307
|
Square-mean almost automorphic solutions for some stochastic differential equations
|
|
|
|
|
2308
|
Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces
|
|
|
|
|
2309
|
Incremental moments and H\"older exponents of multifractional multistable processes
|
|
|
|
|
2310
|
Exact lower bounds on the exponential moments of Winsorized and truncated random variables
|
|
|
|
|
2311
|
Quantum stochastic differential equations and continuous measurements: unbounded coefficients
|
|
|
|
|
2312
|
Coalescent approximation for structured populations in a stationary random environment
|
|
|
|
|
2313
|
Quenched effective population size
|
|
|
|
|
2314
|
Some properties on $G$-evaluation and its applications to $G$-martingale decomposition
|
|
|
|
|
2315
|
The optimal control related to Riemannian manifolds and the viscosity solutions to H-J-B equations
|
|
|
|
|
2316
|
A Break of the Complexity of the Numerical Approximation of Nonlinear SPDEs with Multiplicative Noise
|
|
|
|
|
2317
|
R-positivity of matrices and Hamiltonians on nearest neighbors trajectories
|
|
|
|
|
2318
|
A Causal Construction of Diffusion Processes
|
|
|
|
|
2319
|
Spiders in random environment
|
|
|
|
|
2320
|
The unscaled paths of branching Brownian motion
|
|
|
|
|
2321
|
Scaling limit of the random walk among random traps on Z^d
|
|
|
|
|
2322
|
Continuity of a queueing integral representation in the $\u007bM\u007d_\u007b\mathbf\u007b1\u007d\u007d$ topology
|
|
|
|
|
2323
|
On physical diffusion and stochastic diffusion
|
|
|
|
|
2324
|
Fluid limit theorems for stochastic hybrid systems with application to neuron models
|
|
|
|
|
2325
|
Branching processes in random environment which extinct at a given moment
|
|
|
|
|
2326
|
Asymptotics of q-Plancherel measures
|
|
|
|
|
2327
|
The genealogy of branching Brownian motion with absorption
|
|
|
|
|
2328
|
Consistency properties of a simulation-based estimator for dynamic processes
|
|
|
|
|
2329
|
Asymptotics of the probability minimizing a "down-side" risk
|
|
|
|
|
2330
|
Convergence of some random functionals of discretized semimartingales
|
|
|
|
|
2331
|
On many-server queues in heavy traffic
|
|
|
|
|
2332
|
Remarks on restricted Nevanlinna transforms
|
|
|
|
|
2333
|
Stochastic equations with boundary noise
|
|
|
|
|
2334
|
On Ergodicity, Infinite Flow and Consensus in Random Models
|
|
|
|
|
2335
|
Random walks - a sequential approach
|
|
|
|
|
2336
|
Improved bounds on metastability thresholds and probabilities for generalized bootstrap percolation
|
|
|
|
|
2337
|
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
|
|
|
|
|
2338
|
Weighted Dickey-Fuller Processes for Detecting Stationarity
|
|
|
|
|
2339
|
Quantum stochastic integrals as operators
|
|
|
|
|
2340
|
Fractional order Taylor's series and the neo-classical inequality
|
|
|
|
|
2341
|
Centering problems for probability measures on finite dimensional vector spaces
|
|
|
|
|
2342
|
Another observation about operator compressions
|
|
|
|
|
2343
|
Mixing times for random k-cycles and coalescence-fragmentation chains
|
|
|
|
|
2344
|
Functional Inequalities via Lyapunov conditions
|
|
|
|
|
2345
|
Critical Ising on the square lattice mixes in polynomial time
|
|
|
|
|
2346
|
On a general many-dimensional excited random walk
|
|
|
|
|
2347
|
Relative Complexity of random walks in random sceneries
|
|
|
|
|
2348
|
Limit theorems for weakly subcritical branching processes in random environment
|
|
|
|
|
2349
|
Testability of minimum balanced multiway cut densities
|
|
|
|
|
2350
|
Embeddable Markov Matrices
|
|
|
|
|
2351
|
Phase separation in random cluster models I: uniform upper bounds on local deviation
|
|
|
|
|
2352
|
Phase separation in random cluster models II: the droplet at equilibrium, and local deviation lower bounds
|
|
|
|
|
2353
|
Phase separation in random cluster models III: circuit regularity
|
|
|
|
|
2354
|
Multivariate concentration of measure type results using exchangeable pairs and size biasing
|
|
|
|
|
2355
|
Forward equations for option prices in semimartingale models
|
|
|
|
|
2356
|
A functional limit theorem for partial sums of dependent random variables with infinite variance
|
|
|
|
|
2357
|
Fluctuations of the Longest Common Subsequence for Sequences of Independent Blocks
|
|
|
|
|
2358
|
On some Non Asymptotic Bounds for the Euler Scheme
|
|
|
|
|
2359
|
On Wiener-Hopf factors for stable processes
|
|
|
|
|
2360
|
A simple reduction from a biased measure on the discrete cube to the uniform measure
|
|
|
|
|
2361
|
Directed polymers in random environment with heavy tails
|
|
|
|
|
2362
|
Two-parameter Levy processes along decreasing paths
|
|
|
|
|
2363
|
On extrema of stable processes
|
|
|
|
|
2364
|
Emergence of a Giant Component in Random Site Subgraphs of a d-Dimensional Hamming Torus
|
|
|
|
|
2365
|
Typical Geometry, Second-Order Properties and Central Limit Theory for Iteration Stable Tessellations
|
|
|
|
|
2366
|
Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory
|
|
|
|
|
2367
|
Stochastic integrals for spde's: a comparison
|
|
|
|
|
2368
|
On the so-called Boy or Girl Paradox
|
|
|
|
|
2369
|
Asymptotic properties of random matrices and pseudomatrices
|
|
|
|
|
2370
|
A Berry Esseen Theorem for the Lightbulb Process
|
|
|
|
|
2371
|
The evolution of the cover time
|
|
|
|
|
2372
|
Conditional negative association for competing urns
|
|
|
|
|
2373
|
Maharam extension and spectral representation of stable processes
|
|
|
|
|
2374
|
On the distribution of the Brownian motion process on its way to hitting zero
|
|
|
|
|
2375
|
Intersection local times of independent fractional Brownian motions as generalized white noise functionals
|
|
|
|
|
2376
|
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
|
|
|
|
|
2377
|
Existence and Comparisons for BSDEs in general spaces
|
|
|
|
|
2378
|
Entropy of random walk range on uniformly transient and on uniformly recurrent graphs
|
|
|
|
|
2379
|
Numerical simulation of BSDEs with drivers of quadratic growth
|
|
|
|
|
2380
|
Certain Periodically Correlated Multi-component Locally Stationary Processes
|
|
|
|
|
2381
|
Periodically Correlated-Locally Stationary Processes
|
|
|
|
|
2382
|
On the generalized Feynman-Kac transformation for nearly symmetric Markov processes
|
|
|
|
|
2383
|
A Trotter Product Formula for quantum stochastic flows
|
|
|
|
|
2384
|
Bayesian nonparametric analysis for a species sampling model with finitely many types
|
|
|
|
|
2385
|
Acceleration Operators in the Value Iteration Algorithms for Markov Decision Processes
|
|
|
|
|
2386
|
Incomplete Lineage Sorting: Consistent Phylogeny Estimation from Multiple Loci
|
|
|
|
|
2387
|
Asymptotic equivalence and contiguity of some random graphs
|
|
|
|
|
2388
|
Critical percolation on random regular graphs
|
|
|
|
|
2389
|
Merging percolation on Zd and classical random graphs: Phase transition
|
|
|
|
|
2390
|
The order of the giant component of random hypergraphs
|
|
|
|
|
2391
|
The second largest component in the supercritical 2D Hamming graph
|
|
|
|
|
2392
|
Effective symbolic dynamics, random points, statistical behavior, complexity and entropy
|
|
|
|
|
2393
|
The Longest Minimum-Weight Path in a Complete Graph
|
|
|
|
|
2394
|
The t-Improper Chromatic Number of Random Graphs
|
|
|
|
|
2395
|
Rumor Spreading on Random Regular Graphs and Expanders
|
|
|
|
|
2396
|
Random sampling of lattice paths with constraints, via transportation
|
|
|
|
|
2397
|
Nonparametric Estimation and On-Line Prediction for General Stationary Ergodic Sources
|
|
|
|
|
2398
|
Stochastic Analysis of Non-slotted Aloha in Wireless Ad-Hoc Networks
|
|
|
|
|
2399
|
A New Phase Transition for Local Delays in MANETs
|
|
|
|
|
2400
|
Erasure entropies and Gibbs measures
|
|
|
|
|
2401
|
Equilibrium solution to the lowest unique positive integer game
|
|
|
|
|
2402
|
Secure Communication in Stochastic Wireless Networks
|
|
|
|
|
2403
|
Tight Bounds for Algebraic Gossip on Graphs
|
|
|
|
|
2404
|
Information Theoretic Bounds for Low-Rank Matrix Completion
|
|
|
|
|
2405
|
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models
|
|
|
|
|
2406
|
Asymptotic variance of random symmetric digital search trees
|
|
|
|
|
2407
|
Stochastic Monge-Kantorovich Problem and its Duality
|
|
|
|
|
2408
|
Uniformity of the Uncovered Set of Random Walk and Cutoff for Lamplighter Chains
|
|
|
|
|
2409
|
A law of large numbers approximation for Markov population processes with countably many types
|
|
|
|
|
2410
|
Archimedes' principle for Brownian liquid
|
|
|
|
|
2411
|
Functional limit theorems for linear processes in the domain of attraction of stable laws
|
|
|
|
|
2412
|
On multivariate quantiles under partial ordering
|
|
|
|
|
2413
|
Selection models under generalized symmetry settings
|
|
|
|
|
2414
|
Homogenization of a singular random one dimensional parabolic PDE with time varying coefficients
|
|
|
|
|
2415
|
Sensitivity of the asymptotic behaviour of meta distributions
|
|
|
|
|
2416
|
Diffusion Limits of Limited Processor Sharing Queues
|
|
|
|
|
2417
|
Large Deviations for Multi-valued Stochastic Differential Equations
|
|
|
|
|
2418
|
$L^p$-solutions of Reflected Backward Doubly Stochastic Differential Equations
|
|
|
|
|
2419
|
Diffusive limit for self-repelling Brownian polymers in three and more dimensions
|
|
|
|
|
2420
|
Stochastic velocity motions and processes with random time
|
|
|
|
|
2421
|
Large-time asymptotics of the gyration radius for long-range statistical-mechanical models
|
|
|
|
|
2422
|
Exponential growth of ponds in invasion percolation on regular trees
|
|
|
|
|
2423
|
Buffon's needle landing near Besicovitch irregular self-similar sets
|
|
|
|
|
2424
|
Small deviations for beta ensembles
|
|
|
|
|
2425
|
The Global Cohen-Lenstra Heuristic
|
|
|
|
|
2426
|
The Cohen-Lenstra Heuristic: Methodology and Results
|
|
|
|
|
2427
|
Weak Convergence Results for Multiple Generations of a Branching Process
|
|
|
|
|
2428
|
A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$
|
|
|
|
|
2429
|
Joint Vertex Degrees in an Inhomogeneous Random Graph Model
|
|
|
|
|
2430
|
Modeling and simulation with operator scaling
|
|
|
|
|
2431
|
Spectral dimension and random walks on the two dimensional uniform spanning tree
|
|
|
|
|
2432
|
Quantum walks and elliptic integrals
|
|
|
|
|
2433
|
A Wiener-Hopf Monte Carlo simulation technique for L\'evy processes
|
|
|
|
|
2434
|
Asymptotic Expansions for the Heat Kernel and the Trace of a Stochastic Geodesic Flow
|
|
|
|
|
2435
|
Invariance principle for Mott variable range hopping and other walks on point processes
|
|
|
|
|
2436
|
Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications
|
|
|
|
|
2437
|
Scaling limits for shortest path lengths along the edges of stationary tessellations - Supplementary material
|
|
|
|
|
2438
|
Excursions and local limit theorems for Bessel-like random walks
|
|
|
|
|
2439
|
The prolific backbone for supercritical superdiffusions
|
|
|
|
|
2440
|
On some strong ratio limit theorems for heat kernels
|
|
|
|
|
2441
|
Brownian limits, local limits, extreme value and variance asymptotics for convex hulls in the ball
|
|
|
|
|
2442
|
Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions
|
|
|
|
|
2443
|
Generalized Gamma Process: some results about composition and subordination
|
|
|
|
|
2444
|
Asymptotic independence for unimodal densities
|
|
|
|
|
2445
|
Connection probabilities and RSW-type bounds for the FK Ising model
|
|
|
|
|
2446
|
The K-level crossings of a random algebraic polynomial with dependent coefficients
|
|
|
|
|
2447
|
Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamics
|
|
|
|
|
2448
|
The Stochastic Wave Equation with Fractional Noise: a random field approach
|
|
|
|
|
2449
|
Geometric Representations of Hypergraphs for Prior Specification and Posterior Sampling
|
|
|
|
|
2450
|
On Prekopa-Leindler inequalities on metric-measure spaces
|
|
|
|
|
2451
|
Optimal Gaussian density estimates for a class of stochastic equations with additive noise
|
|
|
|
|
2452
|
Influence of spatial correlation for directed polymers
|
|
|
|
|
2453
|
Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation
|
|
|
|
|
2454
|
SLE(6) and the geometry of diffusion fronts
|
|
|
|
|
2455
|
A simple proof for monotone CLT
|
|
|
|
|
2456
|
On Asymptotic Power Utility-Based Pricing and Hedging
|
|
|
|
|
2457
|
A characterization of Einstein manifolds
|
|
|
|
|
2458
|
U-statistics and random subgraph counts: Multivariate normal approximation via exchangeable pairs and embedding
|
|
|
|
|
2459
|
On spectral representations of tensor random fields on the sphere
|
|
|
|
|
2460
|
Mod-Gaussian convergence and the value distribution of $\zeta(1/2+it)$ and related quantities
|
|
|
|
|
2461
|
Multiple defaults and contagion risks
|
|
|
|
|
2462
|
Variations and Hurst index estimation for a Rosenblatt process using longer filters
|
|
|
|
|
2463
|
Quasi Ornstein-Uhlenbeck Processes
|
|
|
|
|
2464
|
On subhamonicity for symmetric Markov processes
|
|
|
|
|
2465
|
On the Laplace transform of perpetuities with thin tails
|
|
|
|
|
2466
|
Long time behavior of diffusions with Markov switching
|
|
|
|
|
2467
|
Representation formulae for the fractional Brownian motion
|
|
|
|
|
2468
|
Estimates for moments of supremum of reflected fractional Brownian motion
|
|
|
|
|
2469
|
Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations
|
|
|
|
|
2470
|
Stochastic characterization of harmonic sections and a Liouville theorem
|
|
|
|
|
2471
|
Laplace, Fourier, and stochastic diffusion
|
|
|
|
|
2472
|
Martingale approximation and optimality of some conditions for the central limit theorem
|
|
|
|
|
2473
|
The $G/GI/N$ queue in the Halfin--Whitt regime
|
|
|
|
|
2474
|
An improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums
|
|
|
|
|
2475
|
Characteristic Polynomials of Sample Covariance Matrices: The Non-Square Case
|
|
|
|
|
2476
|
Existence of the stationary regime of a Non-Markovian Stochastic Differential Equation
|
|
|
|
|
2477
|
The Bivariate Normal Copula
|
|
|
|
|
2478
|
Gaussian Covariance faithful Markov Trees
|
|
|
|
|
2479
|
A Pluzhnikov's Theorem, Brownian motions and Martingales in Lie Group with skew-symmetric connections
|
|
|
|
|
2480
|
Sharp Green Function Estimates for $\Delta + \Delta^\u007b\alpha/2\u007d$ in $C^\u007b1,1\u007d$ Open Sets and Their Applications
|
|
|
|
|
2481
|
Improved mixing time bounds for the Thorp shuffle
|
|
|
|
|
2482
|
Painlev\'e Functions in Statistical Physics
|
|
|
|
|
2483
|
Lp solutions of backward stochastic Volterra integral equations
|
|
|
|
|
2484
|
A sufficient condition for bifurcation in random dynamical systems
|
|
|
|
|
2485
|
Distributed-order fractional Cauchy problems on bounded domains
|
|
|
|
|
2486
|
Universality in the bulk of the spectrum for complex sample covariance matrices
|
|
|
|
|
2487
|
Combinatorial approach to the interpolation method and scaling limits in sparse random graphs
|
|
|
|
|
2488
|
Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb\u007bR\u007d)$
|
|
|
|
|
2489
|
Almost sure central limit theorems on the Wiener space
|
|
|
|
|
2490
|
A $d$-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
|
|
|
|
|
2491
|
An equivalence between harmonic sections and sections that are harmonic maps
|
|
|
|
|
2492
|
Estimates on the tail behavior of Gaussian polynomials. The discussion of a result of Latala
|
|
|
|
|
2493
|
Reflected BSDEs and continuous solutions of parabolic obstacle problem for semilinear PDEs in divergence form
|
|
|
|
|
2494
|
Malliavin calculus for fractional delay equations
|
|
|
|
|
2495
|
Reflected BSDE with stochastic Lipschitz coefficient
|
|
|
|
|
2496
|
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
|
|
|
|
|
2497
|
Approximation of projections of random vectors
|
|
|
|
|
2498
|
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
|
|
|
|
|
2499
|
Conditional limit theorems for regulated fractional Brownian motion
|
|
|
|
|
2500
|
The first passage event for sums of dependent L\'evy processes with applications to insurance risk
|
|
|
|
|
2501
|
One-Dimensional Diffusions That Eventually Stop Down-Crossing
|
|
|
|
|
2502
|
Functions of random walks on hyperplane arrangements
|
|
|
|
|
2503
|
Disorder relevance for the random walk pinning model in dimension 3
|
|
|
|
|
2504
|
Contact processes on random graphs with power law degree distributions have critical value 0
|
|
|
|
|
2505
|
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances
|
|
|
|
|
2506
|
Zero Range Condensation at Criticality
|
|
|
|
|
2507
|
Perpetuities with thin tails revisited
|
|
|
|
|
2508
|
Mod-discrete expansions
|
|
|
|
|
2509
|
Nonlinear stochastic wave equations: Blow-up of second moments in $L^2$-norm
|
|
|
|
|
2510
|
Time-Homogeneous Diffusions with a Given Marginal at a Random Time
|
|
|
|
|
2511
|
A remarkable $\sigma$-finite measure associated with last passage times and penalisation problems
|
|
|
|
|
2512
|
Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher
|
|
|
|
|
2513
|
Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays
|
|
|
|
|
2514
|
The Symbol Associated with the Solution of a Stochastic Differential Equation
|
|
|
|
|
2515
|
Stein's method and stochastic orderings
|
|
|
|
|
2516
|
Consistent Minimal Displacement of Branching Random Walks
|
|
|
|
|
2517
|
Conditional Distribution of Heavy Tailed Random Variables on Large Deviations of their Sum
|
|
|
|
|
2518
|
Local time and Tanaka formula for G-Brownian Motion
|
|
|
|
|
2519
|
Transition density estimates for a class of L\'evy and L\'evy-type processes
|
|
|
|
|
2520
|
Combinatorics of the three-parameter PASEP partition function
|
|
|
|
|
2521
|
Random covariance matrices: Universality of local statistics of eigenvalues
|
|
|
|
|
2522
|
A local limit theorem for random walks on the chambers of $\tilde\u007bA\u007d_2$ buildings
|
|
|
|
|
2523
|
Phenotypic diversity and population growth in fluctuating environment: a MBPRE approach
|
|
|
|
|
2524
|
The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential
|
|
|
|
|
2525
|
Hydrodynamic limits for the free Kawasaki dynamics of continuous particle systems
|
|
|
|
|
2526
|
Making and Evaluating Point Forecasts
|
|
|
|
|
2527
|
Gaussian and non-Gaussian processes of zero power variation
|
|
|
|
|
2528
|
On the LSL for random fields
|
|
|
|
|
2529
|
Random Convex Hulls and Extreme Value Statistics
|
|
|
|
|
2530
|
A "bang-bang" principle for predicting the supremum of a random walk or Le'vy process
|
|
|
|
|
2531
|
New estimates of the convergence rate in the Lyapunov theorem
|
|
|
|
|
2532
|
The weak limit of Ising models on locally tree-like graphs
|
|
|
|
|
2533
|
Totally Asymmetric Zero-Range process in the Rarefaction Fan
|
|
|
|
|
2534
|
Ergodicity of a stress release point process seismic model with aftershocks
|
|
|
|
|
2535
|
Explicit expression for the generating function counting Gessel's walks
|
|
|
|
|
2536
|
Explicit expression of the counting generating function for Gessel's walk
|
|
|
|
|
2537
|
Brownian motion and the Dirichlet problem at infinity on two-dimensional Cartan-Hadamard manifolds
|
|
|
|
|
2538
|
Invasion percolation on the Poisson-weighted infinite tree
|
|
|
|
|
2539
|
Markov processes on time-like graphs
|
|
|
|
|
2540
|
Variance Optimal Hedging for continuous time processes with independent increments and applications
|
|
|
|
|
2541
|
Fractal and Smoothness Properties of Space-Time Gaussian Models
|
|
|
|
|
2542
|
Continuous-time quantum walk on integer lattices and homogeneous trees
|
|
|
|
|
2543
|
Some applications of duality for L\'evy processes in a half-line
|
|
|
|
|
2544
|
Random Schrodinger operators on long boxes, noise explosion and the GOE
|
|
|
|
|
2545
|
Deterministic Thinning of Finite Poisson Processes
|
|
|
|
|
2546
|
From U-bounds to isoperimetry with applications to H-type groups
|
|
|
|
|
2547
|
Large deviation principle for one-dimensional random walk in dynamic random environment: attractive spin-flips and simple symmetric exclusion
|
|
|
|
|
2548
|
Asymptotic fluctuations of representations of the unitary groups
|
|
|
|
|
2549
|
Coalescing systems of Brownian particles on the Sierpinski gasket and stable particles on the line or circle
|
|
|
|
|
2550
|
Simple Random Walk on Long Range Percolation Clusters II: Scaling Limits
|
|
|
|
|
2551
|
Wave Propagation in Shallow-Water Acoustic Random Waveguides
|
|
|
|
|
2552
|
Persistence of Activity in Threshold Contact Processes, an "Annealed Approximation" of Random Boolean Networks
|
|
|
|
|
2553
|
Tightness for a stochastic Allen--Cahn equation
|
|
|
|
|
2554
|
Central limit theorem for first-passage percolation time across thin cylinders
|
|
|
|
|
2555
|
The L\'evy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
|
|
|
|
|
2556
|
Restricted exchangeable partitions and embedding of associated hierarchies in continuum random trees
|
|
|
|
|
2557
|
On the probability that integrated random walks stay positive
|
|
|
|
|
2558
|
Some Darling-Siegert relationships connected with random flights
|
|
|
|
|
2559
|
Asymptotic and spectral properties of exponentially \phi-ergodic Markov processes
|
|
|
|
|
2560
|
A Cluster Limit Theorem for Infinitely Divisible Point Processes
|
|
|
|
|
2561
|
Solutions of semilinear wave equation via stochastic cascades
|
|
|
|
|
2562
|
Minimising the time to a decision
|
|
|
|
|
2563
|
Poisson Thickening
|
|
|
|
|
2564
|
From Stein Identities to Moderate Deviations
|
|
|
|
|
2565
|
Travelling waves and homogeneous fragmentation
|
|
|
|
|
2566
|
Variable-Length Coding of Two-Sided Asymptotically Mean Stationary Measures
|
|
|
|
|
2567
|
The Shape Theorem for Route-lengths in Connected Spatial Networks on Random Points
|
|
|
|
|
2568
|
A note on the recurrence of edge reinforced random walks
|
|
|
|
|
2569
|
The Euler scheme for Feller processes
|
|
|
|
|
2570
|
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
|
|
|
|
|
2571
|
Borel type bounds for the self-avoiding walk connective constant
|
|
|
|
|
2572
|
A note on loglog distances in a power law random intersection graph
|
|
|
|
|
2573
|
On $\ell_1$-regularized estimation for nonlinear models that have sparse underlying linear structures
|
|
|
|
|
2574
|
On the Rate of Approximation in Finite-Alphabet Longest Increasing Subsequence Problems
|
|
|
|
|
2575
|
A central limit theorem for two-dimensional random walks in a cone
|
|
|
|
|
2576
|
Exact asymptotic for distribution densities of Levy functionals
|
|
|
|
|
2577
|
The spectrum of random k-lifts of large graphs (with possibly large k)
|
|
|
|
|
2578
|
Weak order for the discretization of the stochastic heat equation driven by impulsive noise
|
|
|
|
|
2579
|
Sampling the Fermi statistics and other conditional product measures
|
|
|
|
|
2580
|
Exchangeability and sets of desirable gambles
|
|
|
|
|
2581
|
Exact asymptotics for a distribution density of certain Levy functionals
|
|
|
|
|
2582
|
Quasi-invariance and integration by parts for determinantal and permanental processes
|
|
|
|
|
2583
|
Regeneration for interacting particle systems with interactions of infinite range
|
|
|
|
|
2584
|
Local resilience and Hamiltonicity Maker-Breaker games in random-regular graphs
|
|
|
|
|
2585
|
Gradient estimates and domain identification for analytic Ornstein-Uhlenbeck operators
|
|
|
|
|
2586
|
$W$-Sobolev spaces: Theory, Homogenization and Applications
|
|
|
|
|
2587
|
Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes)
|
|
|
|
|
2588
|
On penalisation results related with a remarkable class of submartingales
|
|
|
|
|
2589
|
Domain of attraction of Gaussian probability operators in quantum limit theory
|
|
|
|
|
2590
|
A Maximal Inequality for Supermartingales
|
|
|
|
|
2591
|
Dynamical large deviations for a boundary driven stochastic lattice gas model with many conserved quantities
|
|
|
|
|
2592
|
Hydrodynamic limit for a boundary driven stochastic lattice gas model with many conserved quantities
|
|
|
|
|
2593
|
The Ghirlanda-Guerra identities without averaging
|
|
|
|
|
2594
|
Equilibrium fluctuations for gradient exclusion processes with conductances in random environments
|
|
|
|
|
2595
|
A new extrapolation method for weak approximation schemes with applications
|
|
|
|
|
2596
|
Anomalous diffusion of distinguished particles in bead-spring networks
|
|
|
|
|
2597
|
Optimal control of a large dam, taking into account the water costs [New Edition]
|
|
|
|
|
2598
|
Spectra of lifted Ramanujan graphs
|
|
|
|
|
2599
|
Uniqueness of Ground States for Short-Range Spin Glasses in the Half-Plane
|
|
|
|
|
2600
|
Functional limit theorems for sums of independent geometric L\'evy processes
|
|
|
|
|
2601
|
Randomized First Passage Times
|
|
|
|
|
2602
|
On averages of randomized class functions on the symmetric groups and their asymptotics
|
|
|
|
|
2603
|
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
|
|
|
|
|
2604
|
On the rate of convergence of loop-erased random walk to SLE(2)
|
|
|
|
|
2605
|
Almost sure multifractal spectrum for the tip of an SLE curve
|
|
|
|
|
2606
|
Bowen Parameter and Hausdorff Dimension for Expanding Rational Semigroups
|
|
|
|
|
2607
|
Probabilistic one-player Ramsey games via deterministic two-player games
|
|
|
|
|
2608
|
Desordre et phenomenes de localisation
|
|
|
|
|
2609
|
Existence and uniqueness of the stationary measure in the continuous Abelian sandpile
|
|
|
|
|
2610
|
Optimal Paths on the Space-Time SINR Random Graph
|
|
|
|
|
2611
|
Visible parts of fractal percolation
|
|
|
|
|
2612
|
Sequential optimizing strategy in multi-dimensional bounded forecasting games
|
|
|
|
|
2613
|
Random walks with occasionally modified transition probabilities
|
|
|
|
|
2614
|
A stochastic maximum principle via Malliavin calculus
|
|
|
|
|
2615
|
$\gamma$-Radonifying operators -- a survey
|
|
|
|
|
2616
|
Strong approximations in a charged-polymer model
|
|
|
|
|
2617
|
Survival probability of the branching random walk killed below a linear boundary
|
|
|
|
|
2618
|
Asymptotic behaviour of a family of one-dimensional time-inhomogeneous diffusions
|
|
|
|
|
2619
|
The cycle structure of compositions of random involutions
|
|
|
|
|
2620
|
Riemannian Median and Its Estimation
|
|
|
|
|
2621
|
Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
|
|
|
|
|
2622
|
Utility maximization in models with conditionally independent increments
|
|
|
|
|
2623
|
Asymptotic behaviour of a family of time-inhomogeneous diffusions
|
|
|
|
|
2624
|
G-L\'\u007be\u007dvy Processes under Sublinear Expectations
|
|
|
|
|
2625
|
On linear systems and tau functions associated with Lame's equation and Painleve's equation VI
|
|
|
|
|
2626
|
Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information
|
|
|
|
|
2627
|
Lipschitz percolation
|
|
|
|
|
2628
|
Borel Games with Lower-Semi-Continuous Payoffs
|
|
|
|
|
2629
|
Asymptotics of the odometer function for the internal Diffusion Limited Aggregation model
|
|
|
|
|
2630
|
Approximation of the finite dimensional distributions of multiple fractional integrals
|
|
|
|
|
2631
|
Eigenvectors of some large sample covariance matrix ensembles
|
|
|
|
|
2632
|
Contact and voter processes on the infinite percolation cluster as models of host-symbiont interactions
|
|
|
|
|
2633
|
Birth of a strongly connected giant in an inhomogeneous random digraph
|
|
|
|
|
2634
|
The Independent Chip Model and Risk Aversion
|
|
|
|
|
2635
|
Integration by parts formula and applications to equations with jumps
|
|
|
|
|
2636
|
A Hierarchical Bayesian Model for Frame Representation
|
|
|
|
|
2637
|
A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem
|
|
|
|
|
2638
|
Existence and Exponential mixing of infinite white $\alpha$-stable Systems with unbounded interactions
|
|
|
|
|
2639
|
Ergodicity of infinite white $\alpha$-stable Systems with linear and bounded interactions
|
|
|
|
|
2640
|
On affine interest rate models
|
|
|
|
|
2641
|
A note on affine interest rate models
|
|
|
|
|
2642
|
Rate of escape and central limit theorem for the supercritical Lamperti problem
|
|
|
|
|
2643
|
A Stochastic Compartmental Model for Fast Axonal Transport
|
|
|
|
|
2644
|
Maximum GCD Among Pairs of Random Integers
|
|
|
|
|
2645
|
Susceptibility of random graphs with given vertex degrees
|
|
|
|
|
2646
|
On some properties of a universal sigma-finite measure associated with a remarkable class of submartingales
|
|
|
|
|
2647
|
Random Subnetworks of Random Sorting Networks
|
|
|
|
|
2648
|
Riesz transform and integration by parts formulas for random variables
|
|
|
|
|
2649
|
Regularization properties of the 2D homogeneous Boltzmann equation without cutoff
|
|
|
|
|
2650
|
Linear State space theory in the white noise space setting
|
|
|
|
|
2651
|
Exit times of diffusions with incompressible drift
|
|
|
|
|
2652
|
Scaling for a one-dimensional directed polymer with boundary conditions
|
|
|
|
|
2653
|
Critical Branching Random Walks with Small Drift
|
|
|
|
|
2654
|
Law of large numbers for a class of random walks in dynamic random environments
|
|
|
|
|
2655
|
Diffusivity bounds for 1d Brownian polymers
|
|
|
|
|
2656
|
Ergodicity and Gaussianity for Spherical Random Fields
|
|
|
|
|
2657
|
Critically loaded multi-server queues with abandonments, retrials, and time-varying parameters
|
|
|
|
|
2658
|
Time irregularity of generalized Ornstein--Uhlenbeck processes
|
|
|
|
|
2659
|
The critical random barrier for the survival of branching random walk with absorption
|
|
|
|
|
2660
|
The infinite volume limit of Ford's alpha model
|
|
|
|
|
2661
|
Limit Theorems for Beta-Jacobi Ensembles
|
|
|
|
|
2662
|
Central Binomial Tail Bounds
|
|
|
|
|
2663
|
Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models
|
|
|
|
|
2664
|
Limit theorems for Markov processes indexed by continuous time Galton-Watson trees
|
|
|
|
|
2665
|
Closeness to the Diagonal for Longest Common Subsequences
|
|
|
|
|
2666
|
Limits of determinantal processes near a tacnode
|
|
|
|
|
2667
|
Large Deviations for Deterministic Walks in Random Environments
|
|
|
|
|
2668
|
Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds
|
|
|
|
|
2669
|
Harnack Inequalities for Semigroups with Non-Constant Diffusion Coefficients
|
|
|
|
|
2670
|
Quantum Markov fields on graphs
|
|
|
|
|
2671
|
One Dimensional Quantum Walks with Memory
|
|
|
|
|
2672
|
The number of small blocks in exchangeable random partitions
|
|
|
|
|
2673
|
On the critical point of the Random Walk Pinning Model in dimension d=3
|
|
|
|
|
2674
|
Geometric Influences
|
|
|
|
|
2675
|
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups
|
|
|
|
|
2676
|
Harnack Inequalities and Applications for SDEs with Non-Additive Noise and Neumann Semigroup on Non-Convex Manifold
|
|
|
|
|
2677
|
Deviation inequalities for sums of weakly dependent time series
|
|
|
|
|
2678
|
Probability Bracket Notation: the Unified Expressions of Conditional Expectation and Conditional Probability in Quantum Modeling
|
|
|
|
|
2679
|
A note on large deviations for the stable marriage of Poisson and Lebesgue with random appetites
|
|
|
|
|
2680
|
Numerical analysis of the rebellious voter model
|
|
|
|
|
2681
|
Law of the absorption time of positive self-similar Markov processes
|
|
|
|
|
2682
|
Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications
|
|
|
|
|
2683
|
On q-Gaussians and Exchangeability
|
|
|
|
|
2684
|
Kernel estimators of asymptotic variance for adaptive Markov Chain Monte Carlo
|
|
|
|
|
2685
|
The graph, range and level set singularity spectra of $b$-adic independent cascade function
|
|
|
|
|
2686
|
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations
|
|
|
|
|
2687
|
Determinantal point processes
|
|
|
|
|
2688
|
Path Integral over Reparametrizations: Levy Flights versus Random Walks
|
|
|
|
|
2689
|
Bonds with volatilities proportional to forward rates
|
|
|
|
|
2690
|
Viscosity and Principal-Agent Problem
|
|
|
|
|
2691
|
Occupation times of subcritical branching immigration systems with Markov motion, clt and deviations principles
|
|
|
|
|
2692
|
Fleming-Viot Processes in an Environment
|
|
|
|
|
2693
|
Arm exponents in high dimensional percolation
|
|
|
|
|
2694
|
An integral test on time dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure
|
|
|
|
|
2695
|
Tail asymptotics for the total progeny of the critical killed branching random walk
|
|
|
|
|
2696
|
Priors for the Bayesian star paradox
|
|
|
|
|
2697
|
Concentration of the adjacency matrix and of the Laplacian in random graphs with independent edges
|
|
|
|
|
2698
|
The Geometry of Manipulation - a Quantitative Proof of the Gibbard Satterthwaite Theorem
|
|
|
|
|
2699
|
Bene$\check\u007b\bf S\u007d$ condition for discontinuous exponential martingale
|
|
|
|
|
2700
|
Random walks conditioned to stay in Weyl chambers of type C and D
|
|
|
|
|
2701
|
Ergodic Properties of Sum- and Max- Stable Stationary Random Fields via Null and Positive Group Actions
|
|
|
|
|
2702
|
Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?
|
|
|
|
|
2703
|
Explicit identities for L\'evy processes associated to symmetric stable processes
|
|
|
|
|
2704
|
Non-linear Rough Heat Equations
|
|
|
|
|
2705
|
Poisson boundary of groups acting on real trees
|
|
|
|
|
2706
|
Empires and Percolation: Stochastic Merging of Adjacent Regions
|
|
|
|
|
2707
|
A general comparison theorem for 1-dimensional anticipated BSDEs
|
|
|
|
|
2708
|
$\alpha$-Time Fractional Brownian Motion: PDE Connections and Local Times
|
|
|
|
|
2709
|
Analyticity of the Wiener-Hopf factors and valuation of exotic options in L\'evy models
|
|
|
|
|
2710
|
The simple harmonic urn
|
|
|
|
|
2711
|
Local Times of Multidimensional $\alpha$-time Fractional Brownian Motion
|
|
|
|
|
2712
|
Bounds on the Speed and on Regeneration Times for Certain Processes on Regular Trees
|
|
|
|
|
2713
|
Harmonic maps on amenable groups and a diffusive lower bound for random walks
|
|
|
|
|
2714
|
Conformally invariant scaling limits in planar critical percolation
|
|
|
|
|
2715
|
Approximating the moments of marginals of high dimensional distributions
|
|
|
|
|
2716
|
Non-Linear Evolution Equations Driven by Rough Paths
|
|
|
|
|
2717
|
Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations
|
|
|
|
|
2718
|
Laws of large numbers and nearest neighbor distances
|
|
|
|
|
2719
|
Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences
|
|
|
|
|
2720
|
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II
|
|
|
|
|
2721
|
Fluctuation limits of the super-Brownian motion with a single point catalyst
|
|
|
|
|
2722
|
A PDE for Nonintersecting Brownian Motions and Applications
|
|
|
|
|
2723
|
Context-free pairs of groups. II - cuts, tree sets, and random walks
|
|
|
|
|
2724
|
The conflict interaction between two complex systems. Cyclic migration
|
|
|
|
|
2725
|
One-dimensional long-range diffusion-limited aggregation III -- The limit aggregate
|
|
|
|
|
2726
|
Levy Approximation of Impulsive Recurrent Process with Markov Switching
|
|
|
|
|
2727
|
On weak convergence for stochastic evolutionary systems in average principle
|
|
|
|
|
2728
|
Asymptotic expansion of semi-Markov random evolutions
|
|
|
|
|
2729
|
Distribution Function of Markovian Random Evolution in Rn
|
|
|
|
|
2730
|
Asymptotic expansion of Markov random evolution
|
|
|
|
|
2731
|
Multidimensional q-Normal and related distributions - Markov case
|
|
|
|
|
2732
|
Free Probability Theory
|
|
|
|
|
2733
|
Multidimensional $q$-Normal and related distributions
|
|
|
|
|
2734
|
Perfect Matchings as IID Factors on Non-Amenable Groups
|
|
|
|
|
2735
|
Correlated fractal percolation and the Palis conjecture
|
|
|
|
|
2736
|
Poisson-type processes governed by fractional and higher-order recursive differential equations
|
|
|
|
|
2737
|
Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps
|
|
|
|
|
2738
|
Large deviations asymptotics for large waiting times
|
|
|
|
|
2739
|
Dual Quantization for random walks with application to credit derivatives
|
|
|
|
|
2740
|
Traveling waves of selective sweeps
|
|
|
|
|
2741
|
Ageing in the parabolic Anderson model
|
|
|
|
|
2742
|
Genus expansion for real Wishart matrices
|
|
|
|
|
2743
|
Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications
|
|
|
|
|
2744
|
Processes of class Sigma, last passage times and drawdowns
|
|
|
|
|
2745
|
Brownian Dynamics of Globules
|
|
|
|
|
2746
|
Equivalence of the random intersection graph and G(n,p)
|
|
|
|
|
2747
|
Inf-convolution of G-expectations
|
|
|
|
|
2748
|
Gibbs Measures and Phase Transitions on Sparse Random Graphs
|
|
|
|
|
2749
|
Estimating Loynes' exponent
|
|
|
|
|
2750
|
Sparse regular random graphs: spectral density and eigenvectors
|
|
|
|
|
2751
|
Stochastic Integration in Banach Spaces using a product structure with partial order
|
|
|
|
|
2752
|
Permutation Matrices and the Moments of their Characteristic Polynomials
|
|
|
|
|
2753
|
Geodesics and flows in a Poissonian city
|
|
|
|
|
2754
|
Permutation Matrices and the Moments of their Characteristic Polynomial
|
|
|
|
|
2755
|
Exponential tail bounds for loop-erased random walk in two dimensions
|
|
|
|
|
2756
|
An inequality for a class of Markov processes
|
|
|
|
|
2757
|
A simple mean field model for social interactions: dynamics, fluctuations, criticality
|
|
|
|
|
2758
|
A Note On The Supremum Of Reflected Fractional Brownian Motion
|
|
|
|
|
2759
|
Flow-level models for multipath routing
|
|
|
|
|
2760
|
Maximal Displacement for Bridges of Random Walks in a Random Environment
|
|
|
|
|
2761
|
Extreme value statistics from the Real Space Renormalization Group: Brownian Motion, Bessel Processes and Continuous Time Random Walks
|
|
|
|
|
2762
|
A new kind of augmentation of filtrations
|
|
|
|
|
2763
|
Martingale representations for diffusion processes and backward stochastic differential equations
|
|
|
|
|
2764
|
Stability of Feynman-Kac formulae with path-dependent potentials
|
|
|
|
|
2765
|
Old and new approaches to LIBOR modeling
|
|
|
|
|
2766
|
Uniqueness for a Stochastic Inviscid Dyadic Model
|
|
|
|
|
2767
|
A Concrete Estimate For The Weak Poincare Inequality On Loop Space
|
|
|
|
|
2768
|
Super Poincar\'e inequalities, Orlicz norms and essential spectrum
|
|
|
|
|
2769
|
Bounds for the relative n-th nilpotency degree in compact groups
|
|
|
|
|
2770
|
Moderate Deviations of the Random Riccati Equation
|
|
|
|
|
2771
|
Joint Probability Generating Function for Degrees of Active/Passive Random Intersection Graphs
|
|
|
|
|
2772
|
Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval
|
|
|
|
|
2773
|
Universality for certain Hermitian Wigner Matrices under weak moment conditions
|
|
|
|
|
2774
|
Stochastic epidemic models: a survey
|
|
|
|
|
2775
|
One-dimensional long-range diffusion-limited aggregation I
|
|
|
|
|
2776
|
Harnack Inequality for Functional SDEs with Bounded Memory
|
|
|
|
|
2777
|
Green functions for killed random walks in the Weyl chamber of Sp(4)
|
|
|
|
|
2778
|
Martin boundary for killed random walks in the Weyl chamber of the dual of Sp(4)
|
|
|
|
|
2779
|
Exponential rate of almost sure convergence of intrinsic martingales in supercritical branching random walks
|
|
|
|
|
2780
|
Necessary and sufficient condition for comparison theorem of multidimensional anticipated backward stochastic differential equations
|
|
|
|
|
2781
|
Scaling limit of the invasion percolation cluster on a regular tree
|
|
|
|
|
2782
|
Diffusive limits on the Penrose tiling
|
|
|
|
|
2783
|
Exact Simulation of Bessel Diffusions
|
|
|
|
|
2784
|
Fundamental solutions of homogeneous fully nonlinear elliptic equations
|
|
|
|
|
2785
|
Metastability of reversible condensed zero range processes on a finite set
|
|
|
|
|
2786
|
Exponential ergodicity and Raleigh-Schroedinger series for infinite dimensional diffusions
|
|
|
|
|
2787
|
A Stochastic Algorithm for Parametric Sensitivity in Smoluchowski's Coagulation Equation
|
|
|
|
|
2788
|
Coexistence for a multitype contact process with seasons
|
|
|
|
|
2789
|
Spatially explicit non-Mendelian diploid model
|
|
|
|
|
2790
|
Hydrodynamic limit for two-species exclusion processes
|
|
|
|
|
2791
|
Mimicking the marginal distributions of a semimartingale
|
|
|
|
|
2792
|
Infinite Rate Mutually Catalytic Branching in Infinitely Many Colonies: The Longtime Behaviour
|
|
|
|
|
2793
|
Tunneling and Metastability of continuous time Markov chains
|
|
|
|
|
2794
|
Admissible Strategies in Semimartingale Portfolio Selection
|
|
|
|
|
2795
|
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
|
|
|
|
|
2796
|
Coupling algorithm for calculating sensitivities of Smoluchowski's coagulation equation
|
|
|
|
|
2797
|
Approximations of the Wiener sausage and its curvature measures
|
|
|
|
|
2798
|
On the asymptotics of moments of linear random recurrences
|
|
|
|
|
2799
|
On the silhouette of binary search trees
|
|
|
|
|
2800
|
On Fixation of Activated Random Walks
|
|
|
|
|
2801
|
Stopping Times and Related Ito's Calculus with G-Brownian Motion
|
|
|
|
|
2802
|
Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching
|
|
|
|
|
2803
|
Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation
|
|
|
|
|
2804
|
On the functional central limit theorem via martingale approximation
|
|
|
|
|
2805
|
Central limit theorem for Fourier transforms of stationary processes
|
|
|
|
|
2806
|
On the functional CLT via martingale approximation
|
|
|
|
|
2807
|
No return to convexity
|
|
|
|
|
2808
|
Central limit theorem for Fourier transform of stationary processes
|
|
|
|
|
2809
|
Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
|
|
|
|
|
2810
|
A characterization of the martingale property of exponentially affine processes
|
|
|
|
|
2811
|
A note on spider walks
|
|
|
|
|
2812
|
Large deviations and renormalization for Riesz potentials of stable intersection measures
|
|
|
|
|
2813
|
Nonfixation for Activated Random Walks
|
|
|
|
|
2814
|
Dirichlet Heat Kernel Estimates for $\Delta ^\u007b\alpha /2\u007d+ \Delta ^\u007b\beta /2\u007d$
|
|
|
|
|
2815
|
Estimation of a discrete monotone distribution
|
|
|
|
|
2816
|
Lectures on Dimers
|
|
|
|
|
2817
|
Activated Random Walkers: Facts, Conjectures and Challenges
|
|
|
|
|
2818
|
Uniqueness in Law for Stochastic Boundary Value Problems
|
|
|
|
|
2819
|
Optimal multiple stopping time problem
|
|
|
|
|
2820
|
Effectively tailoring fluid and diffusion models for non-stationary state-dependent queueing systems
|
|
|
|
|
2821
|
An almost sure limit theorem for Wick powers of Gaussian differences quotients
|
|
|
|
|
2822
|
A stochastic calculus proof of the CLT for the L^\u007b2\u007d modulus of continuity of local time
|
|
|
|
|
2823
|
Continuous Differentiability of Renormalized Intersection Local Times in R^\u007b1\u007d
|
|
|
|
|
2824
|
Pfaffian point process for the Gaussian real generalised eigenvalue problem
|
|
|
|
|
2825
|
$L_0$ regularized estimation for nonlinear models that have sparse underlying linear structures
|
|
|
|
|
2826
|
Random 3-noncrossing partitions
|
|
|
|
|
2827
|
Central limit theorem started at a point for additive functionals of reversible Markov chains
|
|
|
|
|
2828
|
Simulation of infinitely divisible random fields
|
|
|
|
|
2829
|
Zero Krengel Entropy does not kill Poisson Entropy
|
|
|
|
|
2830
|
Choquet expectations and g-expectations with multi-dimensional Brownian motion
|
|
|
|
|
2831
|
Orthogonality and probability: mixing times
|
|
|
|
|
2832
|
Risk Concentration and Diversification: Second-Order Properties
|
|
|
|
|
2833
|
An asymptotic formula for the number of non-negative integer matrices with prescribed row and column sums
|
|
|
|
|
2834
|
The quadratic Fock functor
|
|
|
|
|
2835
|
Quadratic exponential vectors
|
|
|
|
|
2836
|
On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains
|
|
|
|
|
2837
|
Distributed Learning in Multi-Armed Bandit with Multiple Players
|
|
|
|
|
2838
|
BSDEs with random default time and their applications to default risk
|
|
|
|
|
2839
|
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
|
|
|
|
|
2840
|
On the Association of Sum- and Max- Stable Processes
|
|
|
|
|
2841
|
Nonsingular Group Actions and Stationary S alpha S Random Fields
|
|
|
|
|
2842
|
Cumulants on the Wiener Space
|
|
|
|
|
2843
|
Expansion of Riemann--Liouville process in a critical case
|
|
|
|
|
2844
|
Universality in the 2D Ising model and conformal invariance of fermionic observables
|
|
|
|
|
2845
|
A Species Sampling Model with Finitely many Types
|
|
|
|
|
2846
|
Finite connections for supercritical Bernoulli bond percolation in 2D
|
|
|
|
|
2847
|
Tableaux combinatorics for the asymmetric exclusion process and Askey-Wilson polynomials
|
|
|
|
|
2848
|
Gaussianization and eigenvalue statistics for Random quantum channels (III)
|
|
|
|
|
2849
|
Geometric Arbitrage Theory and Market Dynamics
|
|
|
|
|
2850
|
Angular asymptotics for multi-dimensional non-homogeneous random walks with asymptotically zero drift
|
|
|
|
|
2851
|
Necessary and sufficient conditions for realizability of point processes
|
|
|
|
|
2852
|
Arctic circles, domino tilings and square Young tableaux
|
|
|
|
|
2853
|
Importance Sampling for rare events and conditioned random walks
|
|
|
|
|
2854
|
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls
|
|
|
|
|
2855
|
Duality on gradient estimates and Wasserstein controls
|
|
|
|
|
2856
|
Non-explosion of diffusion processes on manifolds with time-dependent metric
|
|
|
|
|
2857
|
Random geometric complexes
|
|
|
|
|
2858
|
On strong solutions for positive definite jump-diffusions
|
|
|
|
|
2859
|
On resolving the Savage-Dickey paradox
|
|
|
|
|
2860
|
Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator
|
|
|
|
|
2861
|
Conditionally monotone independence II: Multiplicative convolutions and infinite divisibility
|
|
|
|
|
2862
|
Optimal split of orders across liquidity pools: a stochastic algorithm approach
|
|
|
|
|
2863
|
Differing averaged and quenched large deviations for random walks in random environments in dimensions two and three
|
|
|
|
|
2864
|
Multiplicative conditionally monotone convolutions
|
|
|
|
|
2865
|
Scatter and regularity imply Benford's law... and more
|
|
|
|
|
2866
|
Asymptotic shape for the contact process in random environment
|
|
|
|
|
2867
|
Free infinite divisibility and free multiplicative mixtures of the Wigner distribution
|
|
|
|
|
2868
|
Green functions and Martin compactification for killed random walks related to SU(3)
|
|
|
|
|
2869
|
Discrete low-discrepancy sequences
|
|
|
|
|
2870
|
Martin boundary of a killed random walk in the Weyl chamber of the dual of SU(3)
|
|
|
|
|
2871
|
Markov processes with free Meixner laws
|
|
|
|
|
2872
|
Polling systems and multitype branching processes in random environment counted by random characteristics
|
|
|
|
|
2873
|
Strong solutions for stochastic differential equations with jumps
|
|
|
|
|
2874
|
Performance of Statistical Tests for Single Source Detection using Random Matrix Theory
|
|
|
|
|
2875
|
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
|
|
|
|
|
2876
|
The Index Distribution of Gaussian Random Matrices
|
|
|
|
|
2877
|
Some applications of Rice formulas to waves
|
|
|
|
|
2878
|
Time-Limited and k-Limited Polling Systems: A Matrix Analytic Solution
|
|
|
|
|
2879
|
Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises
|
|
|
|
|
2880
|
On Bootstrap Percolation in Living Neural Networks
|
|
|
|
|
2881
|
Some stochastic inequalities for weighted sums
|
|
|
|
|
2882
|
Degree Distributions in General Random Intersection Graphs
|
|
|
|
|
2883
|
Infinite divisibility for additive conditionally monotone convolutions
|
|
|
|
|
2884
|
A Note on Averages over Random Matrix Ensembles
|
|
|
|
|
2885
|
A general "bang-bang" principle for predicting the maximum of a random walk
|
|
|
|
|
2886
|
Multigraph limits and exchangeability
|
|
|
|
|
2887
|
Limit Theorems for Empirical Processes of Cluster Functionals
|
|
|
|
|
2888
|
A zero-one law for the existence of triangles in random key graphs
|
|
|
|
|
2889
|
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
|
|
|
|
|
2890
|
Periodic homogenization with an interface
|
|
|
|
|
2891
|
Hypoellipticity in Infinite Dimensions
|
|
|
|
|
2892
|
Joint Modelling of Gas and Electricity spot prices
|
|
|
|
|
2893
|
The quasi-invariance property for the Gamma kernel determinantal measure
|
|
|
|
|
2894
|
Affine processes on positive semidefinite matrices
|
|
|
|
|
2895
|
Regularity of the laws of shot noise series and of related processes
|
|
|
|
|
2896
|
Directed polymers and the quantum Toda lattice
|
|
|
|
|
2897
|
On the Borel-Cantelli Lemma and its Generalization
|
|
|
|
|
2898
|
The Discrete and Continuum Broken Line Process
|
|
|
|
|
2899
|
Sample-path Large Deviations in Credit Risk
|
|
|
|
|
2900
|
Hydrodynamic limit for an evolutional model of two-dimensional Young diagrams
|
|
|
|
|
2901
|
Theory of minimum spanning trees II: exact graphical methods and perturbation expansion at the percolation threshold
|
|
|
|
|
2902
|
On large deviations of additive functions
|
|
|
|
|
2903
|
Off-critical lattice models and massive SLEs
|
|
|
|
|
2904
|
Percolation for the stable marriage of Poisson and Lebesgue with random appetites
|
|
|
|
|
2905
|
Annealed lower tails for the energy of a polymer
|
|
|
|
|
2906
|
A Three Dimensional Signed Small Ball Inequality
|
|
|
|
|
2907
|
A q-analogue of the four functions theorem
|
|
|
|
|
2908
|
Mixing time for the Ising model: a uniform lower bound for all graphs
|
|
|
|
|
2909
|
Cameron--Martin formula for the $ \sigma $-finite measure unifying Brownian penalisations
|
|
|
|
|
2910
|
Wiener integral for the coordinate process under the $ \sigma $-finite measure unifying Brownian penalisations
|
|
|
|
|
2911
|
Bibliography: Publications of J. L. Doob
|
|
|
|
|
2912
|
Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
|
|
|
|
|
2913
|
Optimal Stopping for Dynamic Convex Risk Measures
|
|
|
|
|
2914
|
Boundaries from inhomogeneous Bernoulli trials
|
|
|
|
|
2915
|
Global divergence of spatial coalescents
|
|
|
|
|
2916
|
On additive time-changes of Feller processes
|
|
|
|
|
2917
|
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
|
|
|
|
|
2918
|
Scaling exponent for the Hopf-Cole solution of KPZ/Stochastic Burgers
|
|
|
|
|
2919
|
Error Analysis of tau-leap simulation methods
|
|
|
|
|
2920
|
Discrete MDL Predicts in Total Variation
|
|
|
|
|
2921
|
The Real Powers of the Convolution of a Gamma Distribution and a Bernoulli Distribution
|
|
|
|
|
2922
|
Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction
|
|
|
|
|
2923
|
Stochastic Ordering of Exponential Family Distributions and Their Mixtures
|
|
|
|
|
2924
|
Upper bound on the disconnection time of discrete cylinders and random interlacements
|
|
|
|
|
2925
|
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
|
|
|
|
|
2926
|
Critical percolation in the plane
|
|
|
|
|
2927
|
Critical percolation: the expected number of clusters in a rectangle
|
|
|
|
|
2928
|
A note about critical percolation on finite graphs
|
|
|
|
|
2929
|
More Uses of Exchangeability: Representations of Complex Random Structures
|
|
|
|
|
2930
|
J. L. Doob (27 February 1910--7 June 2004)
|
|
|
|
|
2931
|
Cutoff for the Ising model on the lattice
|
|
|
|
|
2932
|
J. L. Doob: Foundations of stochastic processes and probabilistic potential theory
|
|
|
|
|
2933
|
A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls
|
|
|
|
|
2934
|
On the characteristics of a class of Gaussian processes within the white noise space setting
|
|
|
|
|
2935
|
Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
|
|
|
|
|
2936
|
Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions
|
|
|
|
|
2937
|
Martin boundary of a killed random walk on $\Z_+^d$
|
|
|
|
|
2938
|
On the first k moments of the random count of a pattern in a multi-states sequence generated by a Markov source
|
|
|
|
|
2939
|
Random induced subgraphs of Cayley graphs induced by transpositions
|
|
|
|
|
2940
|
Recent progress in coalescent theory
|
|
|
|
|
2941
|
A Brownian Motion on the Group of Diffeomorphisms of the Circle
|
|
|
|
|
2942
|
Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise
|
|
|
|
|
2943
|
A derivation of Benford's Law ... and a vindication of Newcomb
|
|
|
|
|
2944
|
Attractors and Expansion for Brownian Flows
|
|
|
|
|
2945
|
Self-similar scaling limits of non-increasing Markov chains
|
|
|
|
|
2946
|
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
|
|
|
|
|
2947
|
Stability of some versions of the Pr\'ekopa-Leindler inequality
|
|
|
|
|
2948
|
The Distant-l Chromatic Number of Random Geometric Graphs
|
|
|
|
|
2949
|
Continuous time `true' self-avoiding random walk on Z
|
|
|
|
|
2950
|
Overshoot functionals for almost semi-continuous processes defined on a Markov chain
|
|
|
|
|
2951
|
Stability of the Pr\'ekopa-Leindler inequality
|
|
|
|
|
2952
|
Characterizations of exchangeable partitions and random discrete distributions by deletion properties
|
|
|
|
|
2953
|
Backward Doubly Stochastic Integral Equations of the Volterra Type
|
|
|
|
|
2954
|
A Note on the Diffusive Scaling Limit for a Class of Linear Systems
|
|
|
|
|
2955
|
On the rates of convergence of simulation based optimization algorithms for optimal stopping problems
|
|
|
|
|
2956
|
A Bernstein-type inequality for stochastic processes of quadratic forms of Gaussian variables
|
|
|
|
|
2957
|
A Note on the Central Limit Theorem for a Class of Linear Systems
|
|
|
|
|
2958
|
On the Degree Sequence of Random Geometric Digraphs
|
|
|
|
|
2959
|
Convergence of a kinetic equation to a fractional diffusion equation
|
|
|
|
|
2960
|
Optimal double stopping time
|
|
|
|
|
2961
|
Some stochastic process without birth, linked to the mean curvature flow
|
|
|
|
|
2962
|
Dependent Random Choice
|
|
|
|
|
2963
|
Efficient calculation of risk measures by importance sampling -- the heavy tailed case
|
|
|
|
|
2964
|
On importance sampling with mixtures for random walks with heavy tails
|
|
|
|
|
2965
|
Poisson process Fock space representation, chaos expansion and covariance inequalities
|
|
|
|
|
2966
|
The scaling limit of the Minimal Spanning Tree - a preliminary report
|
|
|
|
|
2967
|
Spatial Clustering Tests Based on Domination Number of a New Random Digraph Family
|
|
|
|
|
2968
|
Laws of Large Numbers of Subgraphs in Directed Random Geometric Networks
|
|
|
|
|
2969
|
The number of cycles of specified normalized length in permutations
|
|
|
|
|
2970
|
Focusing of Maximum Vertex Degrees in Random Faulty Scaled Sector Graphs
|
|
|
|
|
2971
|
Random walk of second class particles in product shock measures
|
|
|
|
|
2972
|
Local time of a diffusion in a stable L\'evy environment
|
|
|
|
|
2973
|
Gaussian Fluctuations of Eigenvalues in Wigner Random Matrices
|
|
|
|
|
2974
|
Double Kernel estimation of sensitivities
|
|
|
|
|
2975
|
Periodic homogenization with an interface: the multi-dimensional case
|
|
|
|
|
2976
|
The Kemeny constant of a Markov chain
|
|
|
|
|
2977
|
SPDE Approximation for Random Trees
|
|
|
|
|
2978
|
On Khintchine inequalities with a weight
|
|
|
|
|
2979
|
On the k-gamma q-distribution
|
|
|
|
|
2980
|
Localization and Perron--Frobenius theory for directed polymers
|
|
|
|
|
2981
|
Generalized Integrands and Bond Portfolios: Pitfalls and Counter Examples
|
|
|
|
|
2982
|
Approximation of Bayesian Inverse Problems for PDEs
|
|
|
|
|
2983
|
Approximate maximizers of intricacy functionals
|
|
|
|
|
2984
|
On the Viterbi process with continuous state space
|
|
|
|
|
2985
|
The single ring theorem
|
|
|
|
|
2986
|
A stochastic model of evolution
|
|
|
|
|
2987
|
A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
|
|
|
|
|
2988
|
Phase Transitions for Random Walk Asymptotics on Free Products of Groups
|
|
|
|
|
2989
|
Integrability of Seminorms
|
|
|
|
|
2990
|
Weak Approximations for Wiener functionals
|
|
|
|
|
2991
|
Fluid Models of Many-server Queues with Abandonment
|
|
|
|
|
2992
|
Resistance boundaries of infinite networks
|
|
|
|
|
2993
|
Novel scaling limits for critical inhomogeneous random graphs
|
|
|
|
|
2994
|
On the speed of coming down from infinity for $\X$-coalescent processes
|
|
|
|
|
2995
|
Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
|
|
|
|
|
2996
|
Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain
|
|
|
|
|
2997
|
Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain
|
|
|
|
|
2998
|
The Hole Probability for Gaussian Entire Functions
|
|
|
|
|
2999
|
Probability Bracket Notation and Probability Modeling
|
|
|
|
|
3000
|
Fluctuations of Multi-Dimensional Kingman-L\'Evy Processes
|
|
|
|
|
3001
|
Rearrangements of gaussian fields
|
|
|
|
|
3002
|
Pointwise estimates and exponential laws in metastable systems via coupling methods
|
|
|
|
|
3003
|
Sublinear variance for directed last-passage percolation
|
|
|
|
|
3004
|
A construction of the rough path above fractional Brownian motion using Volterra's representation
|
|
|
|
|
3005
|
On the exit from a finite interval for the risk processes with stochastic premiums
|
|
|
|
|
3006
|
Invariant colorings of random planar maps
|
|
|
|
|
3007
|
Invariant matchings of exponential tail on coin flips in $\Z^d$
|
|
|
|
|
3008
|
Concave majorant of stochastic processes and Burgers turbulence
|
|
|
|
|
3009
|
A CLT for the $L^\u007b2\u007d$ norm of increments of local times of L\'evy processes as time goes to infinity
|
|
|
|
|
3010
|
Tree and grid factors of general point processes
|
|
|
|
|
3011
|
Efficient search by optimized intermittent random walks
|
|
|
|
|
3012
|
Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities
|
|
|
|
|
3013
|
Azar y Aritmetica
|
|
|
|
|
3014
|
Sharp weak-type inequalities for differentially subordinated martingales
|
|
|
|
|
3015
|
Conformal Deformation from Normal to Hermitian Random Matrix Ensembles
|
|
|
|
|
3016
|
Process-level quenched large deviations for random walk in random environment
|
|
|
|
|
3017
|
Geometric Properties of Poisson Matchings
|
|
|
|
|
3018
|
On the exact asymptotics for the stationary sojourn time distribution in a tandem of queues with light-tailed service times
|
|
|
|
|
3019
|
A Geometric Interpretation of Half-Plane Capacity
|
|
|
|
|
3020
|
Some Open Problems Related to Stability
|
|
|
|
|
3021
|
Extremes of Independent Gaussian Processes
|
|
|
|
|
3022
|
Rectangular R-transform as the limit of rectangular spherical integrals
|
|
|
|
|
3023
|
Properties of Isoperimetric, Functional and Transport-Entropy Inequalities Via Concentration
|
|
|
|
|
3024
|
The expected number of inversions after n adjacent transpositions
|
|
|
|
|
3025
|
Rectangular R-transform at the limit of rectangular spherical integrals
|
|
|
|
|
3026
|
Woodroofe's one-armed bandit problem revisited
|
|
|
|
|
3027
|
Stochastic aspects of easy quantum groups
|
|
|
|
|
3028
|
Bridge Decomposition of Restriction Measures
|
|
|
|
|
3029
|
Tail Probability and Singularity of Laplace-Stieltjes Transform of a Heavy Tailed Random Variable
|
|
|
|
|
3030
|
Hybrid Atlas Models
|
|
|
|
|
3031
|
On the density of systems of non-linear spatially homogeneous SPDEs
|
|
|
|
|
3032
|
Analysis of a Stochastic Predator-Prey Model with Applications to Intrahost HIV Genetic Diversity
|
|
|
|
|
3033
|
Optimal reinsurance/investment problems for general insurance models
|
|
|
|
|
3034
|
Linearly Bounded Liars, Adaptive Covering Codes, and Deterministic Random Walks
|
|
|
|
|
3035
|
Strict positivity of the density for non-linear spatially homogeneous SPDEs
|
|
|
|
|
3036
|
Stability of a spatial polling system with greedy myopic service
|
|
|
|
|
3037
|
Recursive estimation of time-average variance constants
|
|
|
|
|
3038
|
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
|
|
|
|
|
3039
|
On convergence to stationarity of fractional Brownian storage
|
|
|
|
|
3040
|
Bubbles, convexity and the Black--Scholes equation
|
|
|
|
|
3041
|
Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
|
|
|
|
|
3042
|
Asymptotic behavior of unstable INAR(p) processes
|
|
|
|
|
3043
|
Time averages, recurrence and transience in the stochastic replicator dynamics
|
|
|
|
|
3044
|
Non-Markov property of certain eigenvalue processes analogous to Dyson's model
|
|
|
|
|
3045
|
Poisson Dirichlet$(\alpha,\theta)$-Bridge Equations and Coagulation-Fragmentation Duality
|
|
|
|
|
3046
|
Limit laws of transient excited random walks on integers
|
|
|
|
|
3047
|
Matrix factorization identity for almost semi-continuous processes on a Markov chain
|
|
|
|
|
3048
|
Stochastic Cahn-Hilliard equation with double singular nonlinearities and two reflections
|
|
|
|
|
3049
|
Stochastic completeness and volume growth
|
|
|
|
|
3050
|
Asymptotic properties of the columns in the products of nonnegative matrices
|
|
|
|
|
3051
|
Extremal shot noises, heavy tails and max-stable random fields
|
|
|
|
|
3052
|
On the inverse first-passage-time problem for a Wiener process
|
|
|
|
|
3053
|
On the extendibility of partially and Markov exchangeable binary sequences
|
|
|
|
|
3054
|
The survival of large dimensional threshold contact processes
|
|
|
|
|
3055
|
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
|
|
|
|
|
3056
|
Contact process in a wedge
|
|
|
|
|
3057
|
Hydrodynamic limit of the exclusion process in inhomogeneous media
|
|
|
|
|
3058
|
Utility Optimization in Congested Queueing Networks
|
|
|
|
|
3059
|
Mixing time of near-critical random graphs
|
|
|
|
|
3060
|
Extremal Subgraphs of Random Graphs: an Extended Version
|
|
|
|
|
3061
|
On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
|
|
|
|
|
3062
|
Asymptotic regimes for the partition into colonies of a branching process with emigration
|
|
|
|
|
3063
|
Can an infinite left-product of nonnegative matrices be expressed in terms of infinite left-products of stochastic ones?
|
|
|
|
|
3064
|
Applications of Weak Convergence for Hedging of Game Options
|
|
|
|
|
3065
|
On the spectral dimension of causal triangulations
|
|
|
|
|
3066
|
Critical random graphs: limiting constructions and distributional properties
|
|
|
|
|
3067
|
Zero-one laws for connectivity in random key graphs
|
|
|
|
|
3068
|
Can an infinite product of nonnegative matrices be expressed in terms of infinite products of stochastic ones?
|
|
|
|
|
3069
|
Limit theorems for projections of random walk on a hypersphere
|
|
|
|
|
3070
|
Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
|
|
|
|
|
3071
|
Notes on Feige's gumball machines problem
|
|
|
|
|
3072
|
Rank-based attachment leads to power law graphs
|
|
|
|
|
3073
|
Poisson Splitting by Factors
|
|
|
|
|
3074
|
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
|
|
|
|
|
3075
|
A rule of thumb for riffle shuffling
|
|
|
|
|
3076
|
Limit theorems for random processes with random time substitution
|
|
|
|
|
3077
|
Optimal transportation and monotonic quantities on evolving manifolds
|
|
|
|
|
3078
|
A zero-one law for linear transformations of Levy noise
|
|
|
|
|
3079
|
Reflected Brownian motion in Weyl chambers
|
|
|
|
|
3080
|
The Evolution of a Spatial Stochastic Network
|
|
|
|
|
3081
|
Intermittency on catalysts: voter model
|
|
|
|
|
3082
|
Harnack Inequalities on Manifolds with Boundary and Applications
|
|
|
|
|
3083
|
Filtering problems with exponential criteria for general Gaussian signals
|
|
|
|
|
3084
|
Analysis of error propagation in particle filters with approximation
|
|
|
|
|
3085
|
Large deviations for point processes based on stationary sequences with heavy tails
|
|
|
|
|
3086
|
Robin Heat Semigroup and HWI Inequality on Manifolds with Boundary
|
|
|
|
|
3087
|
Transportation-Cost Inequalities on Path Space Over Manifolds with Boundary
|
|
|
|
|
3088
|
Semigroup Properties for the Second Fundamental Form
|
|
|
|
|
3089
|
Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump
|
|
|
|
|
3090
|
The random conductance model with Cauchy tails
|
|
|
|
|
3091
|
Quantum Trajectories in Random Environment: the Statistical Model for a Heat Bath
|
|
|
|
|
3092
|
Phase Transition for the Mixing Time of the Glauber Dynamics for Coloring Regular Trees
|
|
|
|
|
3093
|
Another approach to some rough and stochastic partial differential equations
|
|
|
|
|
3094
|
Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation
|
|
|
|
|
3095
|
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
|
|
|
|
|
3096
|
Stochastic Partial Differential Equations with Unbounded and Degenerate Coefficients
|
|
|
|
|
3097
|
A Backward Particle Interpretation of Feynman-Kac Formulae
|
|
|
|
|
3098
|
Environmental Noise Variability in Population Dynamics Matrix Models
|
|
|
|
|
3099
|
Stochastic integral representation of the $L^\u007b2\u007d$ modulus of Brownian local time and a central limit theorem
|
|
|
|
|
3100
|
Connectivity Bounds for the Vacant Set of Random Interlacements
|
|
|
|
|
3101
|
Threshold graph limits and random threshold graphs
|
|
|
|
|
3102
|
The tree length of an evolving coalescent
|
|
|
|
|
3103
|
Random permutations with cycle weights
|
|
|
|
|
3104
|
Simulation reductions for the Ising model
|
|
|
|
|
3105
|
The Mahonian probability distribution on words is asymptotically normal
|
|
|
|
|
3106
|
Probabilistic model associated with the pressureless gas dynamics
|
|
|
|
|
3107
|
Simple Error Scattering Model for improved Information Reconciliation
|
|
|
|
|
3108
|
A Sharp Estimate for Divisors of Bernoulli Sums
|
|
|
|
|
3109
|
Sharp approximation for density dependent Markov chains
|
|
|
|
|
3110
|
Reconstruction on Trees: Exponential Moment Bounds for Linear Estimators
|
|
|
|
|
3111
|
On the Copula for multivariate Extreme Value distributions
|
|
|
|
|
3112
|
Optimal co-adapted coupling for a random walk on the hyper-complete-grap
|
|
|
|
|
3113
|
Sparse stable configurations of hard discs in a box
|
|
|
|
|
3114
|
A comprehensive connection between the basic results and properties derived from two kinds of topologies for a random locally convex module
|
|
|
|
|
3115
|
An application of disc packing to statistical mechanics
|
|
|
|
|
3116
|
Random matrices: Universality of local eigenvalue statistics up to the edge
|
|
|
|
|
3117
|
High order discretization schemes for stochastic volatility models
|
|
|
|
|
3118
|
Replica Symmetry and Combinatorial Optimization
|
|
|
|
|
3119
|
Stein's method for dependent random variables occurring in Statistical Mechanics
|
|
|
|
|
3120
|
Lack of strong completeness for stochastic flows
|
|
|
|
|
3121
|
A Characterization Theorem for the Distribution of a Continuous Local Martingale and Related Limit Theorems
|
|
|
|
|
3122
|
Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
|
|
|
|
|
3123
|
Perfect simulation of Vervaat perpetuities
|
|
|
|
|
3124
|
The uniqueness of symmetrizing measure and linear diffusions
|
|
|
|
|
3125
|
Static large deviations of boundary driven exclusion processes
|
|
|
|
|
3126
|
Conformal loop ensembles and the stress-energy tensor. II. Construction of the stress-energy tensor
|
|
|
|
|
3127
|
Boundary Harnack principle for $\Delta + \Delta^\u007b\alpha/2\u007d$
|
|
|
|
|
3128
|
The two-type continuum Richardson model: Non-dependence of the survival of both types on the initial configuration
|
|
|
|
|
3129
|
Sharp Heat Kernel Estimates for Relativistic Stable Processes in Open Sets
|
|
|
|
|
3130
|
Absorbing-State Phase Transition for Stochastic Sandpiles and Activated Random Walks
|
|
|
|
|
3131
|
Cram\'\u007be\u007dr Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series
|
|
|
|
|
3132
|
A sharp analysis of the mixing time for random walk on rooted trees
|
|
|
|
|
3133
|
A Ciesielski-Taylor type identity for positive self-similar Markov processes
|
|
|
|
|
3134
|
Selling a stock at the ultimate maximum
|
|
|
|
|
3135
|
On the uniqueness of classical solutions of Cauchy problems
|
|
|
|
|
3136
|
Asymptotic Behavior of the Finite-Size Magnetization as a Function of the Speed of Approach to Criticality
|
|
|
|
|
3137
|
Gaussian perturbations of circle maps: A spectral approach
|
|
|
|
|
3138
|
A probabilistic study of neural complexity
|
|
|
|
|
3139
|
Total progeny in killed branching random walk
|
|
|
|
|
3140
|
Asymptotic normality of plug-in level set estimates
|
|
|
|
|
3141
|
An operator approach for Markov chain weak approximations with an application to infinite activity L\'\u007be\u007dvy driven SDEs
|
|
|
|
|
3142
|
A continuous analogue of the invariance principle and its almost sure version
|
|
|
|
|
3143
|
Functional limit theorems for Levy processes and their almost-sure versions
|
|
|
|
|
3144
|
Optimal scalings for local Metropolis--Hastings chains on nonproduct targets in high dimensions
|
|
|
|
|
3145
|
Robust mean-variance hedging in the single period model
|
|
|
|
|
3146
|
$L^\u007b2\u007d$-spectral gaps for time discrete reversible Markov chains
|
|
|
|
|
3147
|
$L^\u007b2\u007d$-spectral gaps, weak-reversible and very weak-reversible Markov chains
|
|
|
|
|
3148
|
Asymptotic optimality of isoperimetric constants with respect to $L^\u007b2\u007d(\pi)$-spectral gaps
|
|
|
|
|
3149
|
Recurrence and ergodicity of random walks on linear groups and on homogeneous spaces
|
|
|
|
|
3150
|
Upper and Lower Bounds in Exponential Tauberian Theorems
|
|
|
|
|
3151
|
A general strong law of large numbers for additive arithmetic functions
|
|
|
|
|
3152
|
On the short time asymptotic of the stochastic Allen-Cahn equation
|
|
|
|
|
3153
|
Exact solution of a two-type branching process: Clone size distribution in cell division kinetics
|
|
|
|
|
3154
|
The Statistical Mechanics of Stretched Polymers
|
|
|
|
|
3155
|
Universal Gaussian fluctuations of non-Hermitian matrix ensembles
|
|
|
|
|
3156
|
Optimal Transport and Tessellation
|
|
|
|
|
3157
|
On linear evolution equations with cylindrical L\'evy noise
|
|
|
|
|
3158
|
Layering and wetting transitions for an SOS interface
|
|
|
|
|
3159
|
On the Role of Sparsity in Compressed Sensing and Random Matrix Theory
|
|
|
|
|
3160
|
Scaling limits of anisotropic Hastings-Levitov clusters
|
|
|
|
|
3161
|
Second order accurate distributed eigenvector computation for extremely large matrices
|
|
|
|
|
3162
|
Sampling Conditioned Hypoelliptic Diffusions
|
|
|
|
|
3163
|
A stochastic min-driven coalescence process and its hydrodynamical limit
|
|
|
|
|
3164
|
Loss of memory of random functions of Markov chains and Lyapunov exponents
|
|
|
|
|
3165
|
Conditionally monotone independence I: Independence, additive convolutions and related convolutions
|
|
|
|
|
3166
|
On the Speed of Spread for Fractional Reaction-Diffusion Equations
|
|
|
|
|
3167
|
A strong pair correlation bound implies the CLT for Sinai Billiards
|
|
|
|
|
3168
|
Conditionally monotone independence
|
|
|
|
|
3169
|
Monotonicity properties of the asymptotic relative efficiency between common correlation statistics in the bivariate normal model
|
|
|
|
|
3170
|
Law of large numbers for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation
|
|
|
|
|
3171
|
Lower large deviations for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation
|
|
|
|
|
3172
|
Upper large deviations for the maximal flow through a domain of $\mathbb\u007bR\u007d^d$ in first passage percolation
|
|
|
|
|
3173
|
Self-interacting diffusions IV: Rate of convergence
|
|
|
|
|
3174
|
Profiles of permutations
|
|
|
|
|
3175
|
Weak KAM Theory topics in the stationary ergodic setting
|
|
|
|
|
3176
|
A metric analysis of critical Hamilton--Jacobi equations in the stationary ergodic setting
|
|
|
|
|
3177
|
A historical law of large numbers for the Marcus Lushnikov process
|
|
|
|
|
3178
|
A Discussion on Mean Excess Plots
|
|
|
|
|
3179
|
Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations
|
|
|
|
|
3180
|
The weak coupling limit of disordered copolymer models
|
|
|
|
|
3181
|
On ASEP with Step Bernoulli Initial Condition
|
|
|
|
|
3182
|
Standard deviation of the longest common subsequence
|
|
|
|
|
3183
|
Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation
|
|
|
|
|
3184
|
An Analogue of the L\'Evy-Cram\'Er Theorem for Multi-Dimensional Rayleigh Distributions
|
|
|
|
|
3185
|
Bayesian estimate of the zero-density frequency of a Cs fountain
|
|
|
|
|
3186
|
On infinitely cohomologous to zero observables
|
|
|
|
|
3187
|
Dirichlet polynomials: some old and recent results, and their interplay in number theory
|
|
|
|
|
3188
|
Invariant Measures and Decay of Correlations for a Class of Ergodic Probabilistic Cellular Automata
|
|
|
|
|
3189
|
The Monotone Cumulants
|
|
|
|
|
3190
|
Stochastic Flows of SDEs with Irregular Coefficients and Stochastic Transport Equations
|
|
|
|
|
3191
|
Limit theorems for vertex-reinforced jump processes on regular trees
|
|
|
|
|
3192
|
Dynamical sensitivity of recurrence and transience of branching random walks
|
|
|
|
|
3193
|
Invariant random fields in vector bundles and application to cosmology
|
|
|
|
|
3194
|
The t-Martin boundary of reflected random walks on a half-space
|
|
|
|
|
3195
|
Standard Spectral Dimension for the Polynomial Lower Tail Random Conductances model
|
|
|
|
|
3196
|
Disjoint Hamilton cycles in the random geometric graph
|
|
|
|
|
3197
|
Bounding relative entropy by the relative entropy of local specifications in product spaces
|
|
|
|
|
3198
|
On Markov chains induced by partitioned transition probability matrices
|
|
|
|
|
3199
|
Return probabilities of random walks among polynomial lower tail random conductances
|
|
|
|
|
3200
|
Upper Bound for Large Deviations of Reversible Diffusion Processes
|
|
|
|
|
3201
|
Large Deviation in Harnack type Dirichlet spaces
|
|
|
|
|
3202
|
Non-normal Approximation by Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model
|
|
|
|
|
3203
|
Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model
|
|
|
|
|
3204
|
Dense packing on uniform lattices
|
|
|
|
|
3205
|
The scaling window for a random graph with a given degree sequence
|
|
|
|
|
3206
|
Notes on Using Control Variates for Estimation with Reversible MCMC Samplers
|
|
|
|
|
3207
|
Hausdorff measure of arcs and Brownian motion on Brownian spatial trees
|
|
|
|
|
3208
|
The rank of diluted random graphs
|
|
|
|
|
3209
|
Time-reversal and elliptic boundary value problems
|
|
|
|
|
3210
|
Scaling limits for critical inhomogeneous random graphs with finite third moments
|
|
|
|
|
3211
|
Localization for a Class of Linear Systems
|
|
|
|
|
3212
|
On the Distribution of a Second Class Particle in the Asymmetric Simple Exclusion Process
|
|
|
|
|
3213
|
An Introduction to Stochastic PDEs
|
|
|
|
|
3214
|
Hard Core entropy: lower bounds
|
|
|
|
|
3215
|
On the One Dimensional Critical "Learning from Neighbours" Model
|
|
|
|
|
3216
|
Wright-Fisher Diffusion in One Dimension
|
|
|
|
|
3217
|
On Hele-Shaw problems arising as scaling limits
|
|
|
|
|
3218
|
High Moments of Large Wigner Random Matrices and Asymptotic Properties of the Spectral Norm
|
|
|
|
|
3219
|
Evolution in predator-prey systems
|
|
|
|
|
3220
|
A Spectral Analysis of the Sequence of Firing Phases in Stochastic Integrate-and-Fire Oscillators
|
|
|
|
|
3221
|
Fractional Normal Inverse Gaussian Process
|
|
|
|
|
3222
|
Systems of one-dimensional random walks in a common random environment
|
|
|
|
|
3223
|
Flow of diffeomorphisms for SDEs with unbounded H\"older continuous drift
|
|
|
|
|
3224
|
Spin Needlets Spectral Estimation
|
|
|
|
|
3225
|
Disorder chaos and multiple valleys in spin glasses
|
|
|
|
|
3226
|
SRB Measures For Certain Markov Processes
|
|
|
|
|
3227
|
Optimal Execution Problem with Market Impact
|
|
|
|
|
3228
|
High level excursion set geometry for non-Gaussian infinitely divisible random fields
|
|
|
|
|
3229
|
q-Exchangeability via quasi-invariance
|
|
|
|
|
3230
|
De Finetti theorems for easy quantum groups
|
|
|
|
|
3231
|
A bijection theorem for domino tiling with diagonal impurities
|
|
|
|
|
3232
|
Scaling limits of random planar maps with large faces
|
|
|
|
|
3233
|
Large deviations for flows of interacting Brownian motions
|
|
|
|
|
3234
|
From a dichotomy for images to Haagerup's inequality
|
|
|
|
|
3235
|
Bootstrap percolation in high dimensions
|
|
|
|
|
3236
|
Weak approximation of fractional SDES: The Donsker setting
|
|
|
|
|
3237
|
Solvable Nonlinear Volatility Diffusion Models with Affine Drift
|
|
|
|
|
3238
|
Sharpness of the percolation transition in the two-dimensional contact process
|
|
|
|
|
3239
|
The geometry of Euclidean convolution inequalities and entropy
|
|
|
|
|
3240
|
Correlation and Brascamp-Lieb inequalities for Markov semigroups
|
|
|
|
|
3241
|
Conditional limit theorems for ordered random walks
|
|
|
|
|
3242
|
Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients
|
|
|
|
|
3243
|
Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion
|
|
|
|
|
3244
|
On limits of Graphs Sphere Packed in Euclidean Space and Applications
|
|
|
|
|
3245
|
Weak convergence for the stochastic heat equation driven by Gaussian white noise
|
|
|
|
|
3246
|
The diversity of a distributed genome in bacterial populations
|
|
|
|
|
3247
|
A CLT for the third integrated moment of Brownian local time increments
|
|
|
|
|
3248
|
Local limit of packable graphs
|
|
|
|
|
3249
|
On the structure of Gaussian random variables
|
|
|
|
|
3250
|
Stochastic Taylor expansions and heat kernel asymptotics
|
|
|
|
|
3251
|
On a zero-one law for the norm process of transient random walk
|
|
|
|
|
3252
|
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
|
|
|
|
|
3253
|
3-Connected Cores In Random Planar Graphs
|
|
|
|
|
3254
|
The Maxwell-Boltzmann Distribution is not the Equilibrium on a Hyperboloid
|
|
|
|
|
3255
|
A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature
|
|
|
|
|
3256
|
Spectral Analysis of Multi-dimensional Self-similar Markov Processes
|
|
|
|
|
3257
|
Heat Kernel Upper Bounds on Long Range Percolation Clusters
|
|
|
|
|
3258
|
On divergence form SPDEs with growing coefficients in $W^\u007b1\u007d_\u007b2\u007d$ spaces without weights
|
|
|
|
|
3259
|
Uniform Modulus of Continuity of Random Fields
|
|
|
|
|
3260
|
Stochastic 2D hydrodynamical systems: Wong-Zakai approximation and Support theorem
|
|
|
|
|
3261
|
Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
|
|
|
|
|
3262
|
Optimal investment on finite horizon with random discrete order flow in illiquid markets
|
|
|
|
|
3263
|
Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme
|
|
|
|
|
3264
|
On the Domination of Random Walk on a Discrete Cylinder by Random Interlacements
|
|
|
|
|
3265
|
Heavy tail phenomenon and convergence to stable laws iterated Lipschitz maps
|
|
|
|
|
3266
|
A Shape Theorem for Riemannian First-Passage Percolation
|
|
|
|
|
3267
|
On the philosophy of Cram\'er-Rao-Bhattacharya Inequalities in Quantum Statistics
|
|
|
|
|
3268
|
A Path Guessing Game with Wagering
|
|
|
|
|
3269
|
Perfect simulation for stochastic chains with unbounded variable length memory
|
|
|
|
|
3270
|
Stochastic 2D hydrodynamical systems: Support theorem
|
|
|
|
|
3271
|
Numerical scheme for backward doubly stochastic differential equations
|
|
|
|
|
3272
|
New rates for exponential approximation and the theorems of R\'enyi and Yaglom
|
|
|
|
|
3273
|
Reflected generalized backward doubly SDEs driven by L\'evy processes and Applications
|
|
|
|
|
3274
|
Homeomorphism of solutions to backward doubly SDEs and applications
|
|
|
|
|
3275
|
L$^\u007bp\u007d$-solution of reflected generalized BSDEs with non-Lipschitz coefficients
|
|
|
|
|
3276
|
On the Optimal Amount of Experimentation in Sequential Decision Problems
|
|
|
|
|
3277
|
Lp-solution of backward doubly stochastic differential equations
|
|
|
|
|
3278
|
The triangle and the open triangle
|
|
|
|
|
3279
|
Hidden Markov processes in the context of symbolic dynamics
|
|
|
|
|
3280
|
Forest fires on $\Z_+$ with ignition only at 0
|
|
|
|
|
3281
|
Estimates on the speedup and slowdown for a diffusion in a drifted brownian potential
|
|
|
|
|
3282
|
Queueing with neighbours
|
|
|
|
|
3283
|
Fluctuations of the nodal length of random spherical harmonics
|
|
|
|
|
3284
|
Random walks on discrete cylinders with large bases and random interlacements
|
|
|
|
|
3285
|
Limit distributions for large P\'olya urns
|
|
|
|
|
3286
|
Are fractional Brownian motions predictable?
|
|
|
|
|
3287
|
Les Probabilit\'es D\'efaillance comme Indicateurs de Performance des Barri\`eres Techniques de S\'ecurit\'e ? Approche Analytique
|
|
|
|
|
3288
|
Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
|
|
|
|
|
3289
|
Symmetrization of L\'evy processes and applications
|
|
|
|
|
3290
|
A Remark on Zeros of Brownian Motion
|
|
|
|
|
3291
|
Inhomogeneity and universality: off-critical behavior of interfaces
|
|
|
|
|
3292
|
On the discretization of backward doubly stochastic differential equations
|
|
|
|
|
3293
|
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
|
|
|
|
|
3294
|
Almost sure invariance principle for dynamical systems by spectral methods
|
|
|
|
|
3295
|
Convergence to L\'evy stable processes under some weak dependence conditions
|
|
|
|
|
3296
|
Credit Risk Premia and Quadratic Bsdes with a Single Jump
|
|
|
|
|
3297
|
Dynkin's isomorphism theorem and the stochastic heat equation
|
|
|
|
|
3298
|
Convergence to L\'evy stable processes under strong mixing conditions
|
|
|
|
|
3299
|
Differentiability of quadratic BSDEs generated by continuous martingales
|
|
|
|
|
3300
|
Perfect simulation of a coupling achieving the $\bar\u007bd\u007d$-distance between ordered pairs of binary chains of infinite order
|
|
|
|
|
3301
|
Convex Hull of N Planar Brownian Motions: Exact Results and an Application to Ecology
|
|
|
|
|
3302
|
Differentiability of quadratic BSDE generated by continuous martingales and hedging in incomplete markets
|
|
|
|
|
3303
|
Perfect simulation of the $\bar\u007bd\u007d$-minimal coupling between ordered pairs of binary chains of infinite order
|
|
|
|
|
3304
|
On the orthogonal component of BSDEs in a Markovian setting
|
|
|
|
|
3305
|
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
|
|
|
|
|
3306
|
Diffusion approximation for the components in critical inhomogeneous random graphs of rank 1
|
|
|
|
|
3307
|
Duality and Intertwining for discrete Markov kernels: a relation and examples
|
|
|
|
|
3308
|
Poincar\'e inequality and exponential integrability of hitting times for linear diffusions
|
|
|
|
|
3309
|
Boundary Harnack Inequality for alpha-harmonic functions on the Sierpi\'nski triangle
|
|
|
|
|
3310
|
On the preservation of Gibbsianness under symbol amalgamation
|
|
|
|
|
3311
|
An application to credit risk of a hybrid Monte Carlo-Optimal quantization method
|
|
|
|
|
3312
|
Upper large deviations for maximal flows through a tilted cylinder
|
|
|
|
|
3313
|
Branching Random Walks in Space-Time Random Environment: Survival Probability, Global and Local Growth Rates
|
|
|
|
|
3314
|
Moderate deviations for the chemical distance in Bernoulli percolation
|
|
|
|
|
3315
|
D\'eviations mod\'er\'ees de la distance chimique
|
|
|
|
|
3316
|
Central Limit Theorems for Multicolor Urns with Dominated Colors
|
|
|
|
|
3317
|
Uniform estimates for metastable transition times in a coupled bistable system
|
|
|
|
|
3318
|
Reducing the Ising model to matchings
|
|
|
|
|
3319
|
Majority dynamics on trees and the dynamic cavity method
|
|
|
|
|
3320
|
Semimartingale decomposition of convex functions of continuous semimartingales by Brownian perturbation
|
|
|
|
|
3321
|
Interlacement percolation on transient weighted graphs
|
|
|
|
|
3322
|
A min-type stochastic fixed-point equation related to the smoothing transformation
|
|
|
|
|
3323
|
Zeros of a two-parameter random walk
|
|
|
|
|
3324
|
Interacting branching processes and linear file-sharing networks
|
|
|
|
|
3325
|
A functional combinatorial central limit theorem
|
|
|
|
|
3326
|
Brownian and fractional Brownian stochastic currents via Malliavin calculus
|
|
|
|
|
3327
|
The metric theory of p-adic approximation
|
|
|
|
|
3328
|
Coherent frequentism
|
|
|
|
|
3329
|
Self-Intersections of Random Geodesics on Negatively Curved Surfaces
|
|
|
|
|
3330
|
Intermediate convergents and a metric theorem of Khinchin
|
|
|
|
|
3331
|
Sets of finite perimeter and the Hausdorff-Gauss measure on the Wiener space
|
|
|
|
|
3332
|
SDEs driven by a time-changed L\'evy process and their associated time-fractional order pseudo-differential equations
|
|
|
|
|
3333
|
Stability for random measures, point processes and discrete semigroups
|
|
|
|
|
3334
|
A strong log-concavity property for measures on Boolean algebras
|
|
|
|
|
3335
|
Multivariate Log-Concave Distributions as a Nearly Parametric Model
|
|
|
|
|
3336
|
A pure jump Markov process with a random singularity spectrum
|
|
|
|
|
3337
|
On the Continuity of Stochastic Exit Time Control Problems
|
|
|
|
|
3338
|
Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations
|
|
|
|
|
3339
|
Relative Density of the Random r-Factor Proximity Catch Digraph for Testing Spatial Patterns of Segregation and Association (Technical Report)
|
|
|
|
|
3340
|
On Buffon Machines and Numbers
|
|
|
|
|
3341
|
Random $k$-noncrossing RNA Structures
|
|
|
|
|
3342
|
Martingale differences and the metric theory of continued fractions
|
|
|
|
|
3343
|
An Experimental Mathematics Perspective on the Old, and still Open, Question of When To Stop?
|
|
|
|
|
3344
|
Strong Taylor approximation of Stochastic Differential Equations and application to the L\'evy LIBOR model
|
|
|
|
|
3345
|
Poisson boundary of $GL_d(\Q)$
|
|
|
|
|
3346
|
Orthogonal series and limit theorems for canonical U- and V-statistics of stationary connected observations
|
|
|
|
|
3347
|
Derivation of an eigenvalue probability density function relating to the Poincare disk
|
|
|
|
|
3348
|
Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models
|
|
|
|
|
3349
|
Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations
|
|
|
|
|
3350
|
Geometric Ergodicity and the Spectral Gap of Non-Reversible Markov Chains
|
|
|
|
|
3351
|
Stochastic homogenization of horospheric tree products
|
|
|
|
|
3352
|
Bounds on the constant in the mean central limit theorem
|
|
|
|
|
3353
|
Using Differential Equations to Obtain Joint Moments of First-Passage Times of Increasing Levy Processes
|
|
|
|
|
3354
|
A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes
|
|
|
|
|
3355
|
Studentized Processes of U-statistics
|
|
|
|
|
3356
|
Distance statistics in quadrangulations with a boundary, or with a self-avoiding loop
|
|
|
|
|
3357
|
A Bounded Derivative Method for the Maximum Likelihood Estimation on Weibull Parameters
|
|
|
|
|
3358
|
Survival and coexistence for a multitype contact process
|
|
|
|
|
3359
|
The inclusion process: duality and correlation inequalities
|
|
|
|
|
3360
|
A CLT for the $L^\u007b2\u007d$ moduli of continuity of local times of Levy processes
|
|
|
|
|
3361
|
Excursions of diffusion processes and continued fractions
|
|
|
|
|
3362
|
Sumset and inverse sumset theorems for Shannon entropy
|
|
|
|
|
3363
|
Bulk universality for Wigner hermitian matrices with subexponential decay
|
|
|
|
|
3364
|
Most likely paths to error when estimating the mean of a reflected random walk
|
|
|
|
|
3365
|
Stein's method meets Malliavin calculus: a short survey with new estimates
|
|
|
|
|
3366
|
Covariance function of vector self-similar process
|
|
|
|
|
3367
|
On the time schedule of Brownian Flights
|
|
|
|
|
3368
|
On large deviation regimes for random media models
|
|
|
|
|
3369
|
Tree based functional expansions for Feynman--Kac particle models
|
|
|
|
|
3370
|
Poisson--Voronoi approximation
|
|
|
|
|
3371
|
Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations
|
|
|
|
|
3372
|
Energy measures and indices of Dirichlet forms, with applications to derivatives on some fractals
|
|
|
|
|
3373
|
Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
|
|
|
|
|
3374
|
A central limit theorem via differential equations
|
|
|
|
|
3375
|
Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise
|
|
|
|
|
3376
|
Improvement of two Hungarian bivariate theorems
|
|
|
|
|
3377
|
The spectral edge of some random band matrices
|
|
|
|
|
3378
|
One-sided Cauchy-Stieltjes Kernel Families
|
|
|
|
|
3379
|
Survival and Growth of a Branching Random Walk in Random Environment
|
|
|
|
|
3380
|
The natural parametrization for the Schramm-Loewner evolution
|
|
|
|
|
3381
|
Concentration of measures via size biased couplings
|
|
|
|
|
3382
|
Markov chains conditioned never to wait too long at the origin
|
|
|
|
|
3383
|
Zeros of Airy Function and Relaxation Process
|
|
|
|
|
3384
|
Sharp threshold for percolation on expanders
|
|
|
|
|
3385
|
On monochromatic arm exponents for 2D critical percolation
|
|
|
|
|
3386
|
Critical homogenization of Levy process driven SDEs in random medium
|
|
|
|
|
3387
|
Central Limit Theorem for Coloured Hard-Dimers
|
|
|
|
|
3388
|
A weak trapezoidal method for a class of stochastic differential equations
|
|
|
|
|
3389
|
Rate of convergence for numerical solutions to SFDEs with jumps
|
|
|
|
|
3390
|
Brownian motion in a ball in the presence of spherical obstacles
|
|
|
|
|
3391
|
Affine processes are regular
|
|
|
|
|
3392
|
Around Tsirelson's equation, or: The evolution process may not explain everything
|
|
|
|
|
3393
|
Spectral properties of the Cauchy process
|
|
|
|
|
3394
|
Estimation for the change point of the volatility in a stochastic differential equation
|
|
|
|
|
3395
|
The Functional Equation of the Smoothing Transform
|
|
|
|
|
3396
|
Fixation for Distributed Clustering Processes
|
|
|
|
|
3397
|
Zero dissipation limit in the Abelian sandpile model
|
|
|
|
|
3398
|
Feynman-Kac formula for heat equation driven by fractional white noise
|
|
|
|
|
3399
|
The Jewett-Krieger Construction for Tilings
|
|
|
|
|
3400
|
A finite difference approach to the infinity Laplace equation and tug-of-war games
|
|
|
|
|
3401
|
Regular sets and counting in free groups
|
|
|
|
|
3402
|
On the density of the sum of two independent Student t-random vectors
|
|
|
|
|
3403
|
A Three-Parameter Binomial Approximation
|
|
|
|
|
3404
|
Stochastic integration and boundaries of infinite networks
|
|
|
|
|
3405
|
Boundaries of infinite resistance networks
|
|
|
|
|
3406
|
Mathematical analysis of stochastic models for tumor-immune systems
|
|
|
|
|
3407
|
A Solvable Model for Homopolymers and the Critical Phenomena
|
|
|
|
|
3408
|
Stable limits for sums of dependent infinite variance random variables
|
|
|
|
|
3409
|
A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications
|
|
|
|
|
3410
|
Characteristic Polynomials of Sample Covariance Matrices
|
|
|
|
|
3411
|
Optimal portfolio liquidation with execution cost and risk
|
|
|
|
|
3412
|
Critically loaded queueing models that are throughput suboptimal
|
|
|
|
|
3413
|
Error bounds for computing the expectation by Markov chain Monte Carlo
|
|
|
|
|
3414
|
Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
|
|
|
|
|
3415
|
On the Expectations of Maxima of Sets of Independent Random Variables
|
|
|
|
|
3416
|
The asymptotic distribution of a cluster-index for i.i.d. normal random variables
|
|
|
|
|
3417
|
Portfolio choice with jumps: A closed-form solution
|
|
|
|
|
3418
|
No arbitrage without semimartingales
|
|
|
|
|
3419
|
Coexistence in stochastic spatial models
|
|
|
|
|
3420
|
The emergence of rational behavior in the presence of stochastic perturbations
|
|
|
|
|
3421
|
Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems
|
|
|
|
|
3422
|
De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process
|
|
|
|
|
3423
|
Invariant transports of stationary random measures and mass-stationarity
|
|
|
|
|
3424
|
Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution
|
|
|
|
|
3425
|
Variational characterisation of Gibbs measures with Delaunay triangle interaction
|
|
|
|
|
3426
|
The real zeros of a random algebraic polynomial with dependent coefficients
|
|
|
|
|
3427
|
Infinitesimal non-crossing cumulants and free probability of type B
|
|
|
|
|
3428
|
Diameters in supercritical random graphs via first passage percolation
|
|
|
|
|
3429
|
Anatomy of a young giant component in the random graph
|
|
|
|
|
3430
|
The subelliptic heat kernel on SL(2,R): an integral representation and some functional inequalities
|
|
|
|
|
3431
|
The real zeros of a random polynomial with dependent coefficients
|
|
|
|
|
3432
|
Random quantum channels II: Entanglement of random subspaces, Renyi entropy estimates and additivity problems
|
|
|
|
|
3433
|
Vector measures of bounded gamma-variation and stochastic integrals
|
|
|
|
|
3434
|
Riesz exponential families on homogeneous cones
|
|
|
|
|
3435
|
A time inhomogeneous Cox-Ingersoll-Ross diffusion with jumps
|
|
|
|
|
3436
|
A model for coagulation with mating
|
|
|
|
|
3437
|
Unique decompositions, faces, and automorphisms of separable states
|
|
|
|
|
3438
|
Bessel Process and Conformal Quantum Mechanics
|
|
|
|
|
3439
|
On some universal sigma finite measures and some extensions of Doob's optional stopping theorem
|
|
|
|
|
3440
|
Interlacings for random walks on weighted graphs and the interchange process
|
|
|
|
|
3441
|
Clark--Ocone formula and variational representation for Poisson functionals
|
|
|
|
|
3442
|
Weighted Poincar\'\u007be\u007d-type inequalities for Cauchy and other convex measures
|
|
|
|
|
3443
|
Dynamic risk diversification and insurance premium principles
|
|
|
|
|
3444
|
On simultaneous hitting of membranes by two skew Brownian motions
|
|
|
|
|
3445
|
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
|
|
|
|
|
3446
|
Infinite paths in random shift graphs
|
|
|
|
|
3447
|
A world record in Atlantic City and the length of the shooter's hand at craps
|
|
|
|
|
3448
|
A L\'evy area by Fourier normal ordering for multidimensional fractional Brownian motion with small Hurst index
|
|
|
|
|
3449
|
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
|
|
|
|
|
3450
|
A $q$-analogue of the FKG inequality and some applications
|
|
|
|
|
3451
|
Proof of Aldous' spectral gap conjecture
|
|
|
|
|
3452
|
Global Heat Kernel Estimates for Fractional Laplacians in Unbounded Open Sets
|
|
|
|
|
3453
|
Applications of Stein's method for concentration inequalities
|
|
|
|
|
3454
|
A Symbolic Computational Approach to a Problem Involving Multivariate Poisson Distributions
|
|
|
|
|
3455
|
A note on Wiener-Hopf factorization for Markov Additive processes
|
|
|
|
|
3456
|
On asymptotic efficiency of multivariate version of Spearman's rho
|
|
|
|
|
3457
|
Conformal invariance and universal critical exponents in the two-dimensional percolation model
|
|
|
|
|
3458
|
Bandit problems with Levy payoff processes
|
|
|
|
|
3459
|
Functional integral representations for self-avoiding walk
|
|
|
|
|
3460
|
Directed Polymers on Hierarchical Lattices with site disorder
|
|
|
|
|
3461
|
Correlations for paths in random orientations of G(n,p) and G(n,m)
|
|
|
|
|
3462
|
A Markovian slot machine and Parrondo's paradox
|
|
|
|
|
3463
|
Exponential and Gaussian concentration of 1-Lipschitz maps
|
|
|
|
|
3464
|
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
|
|
|
|
|
3465
|
Correlations for paths in random orientations of G(n,p)
|
|
|
|
|
3466
|
Rate of convergence of stochastic processes with values in $\mathbb\u007bR\u007d$-trees and Hadamard manifolds
|
|
|
|
|
3467
|
Random matrices: Universality of local eigenvalue statistics
|
|
|
|
|
3468
|
Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency
|
|
|
|
|
3469
|
Intrinsic volumes of inscribed random polytopes in smooth convex bodies
|
|
|
|
|
3470
|
Computational methods for stochastic relations and Markovian couplings
|
|
|
|
|
3471
|
Branching Brownian motion: Almost sure growth along scaled paths
|
|
|
|
|
3472
|
Approximating a Diffusion by a Hidden Markov Model
|
|
|
|
|
3473
|
A counter-intuitive correlation in a random tournament
|
|
|
|
|
3474
|
Berry-Esseen bounds for general nonlinear statistics, with applications to Pearson's and non-central Student's and Hotelling's
|
|
|
|
|
3475
|
Long and short paths in uniform random recursive dags
|
|
|
|
|
3476
|
Quasi-martingales with a linearly ordered index set
|
|
|
|
|
3477
|
Hamiltonicity of the random geometric graph
|
|
|
|
|
3478
|
Demystification of quantum entanglement
|
|
|
|
|
3479
|
Asymptotics of the visibility function in the Boolean model
|
|
|
|
|
3480
|
Riffle shuffles of a deck with repeated cards
|
|
|
|
|
3481
|
Percolation of words on $\Z^d$ with long range connections
|
|
|
|
|
3482
|
Hamilton Cycles in Random Geometric Graphs
|
|
|
|
|
3483
|
Deducing Vertex Weights from Empirical Occupation Times
|
|
|
|
|
3484
|
Extreme value theory, Poisson-Dirichlet distributions and FPP on random networks
|
|
|
|
|
3485
|
L^p estimates for Feynman-Kac propagators with time-dependent reference measures
|
|
|
|
|
3486
|
Quantum Probability, Renormalization and Infinite-Dimensional *-Lie Algebras
|
|
|
|
|
3487
|
From the Lifshitz tail to the quenched survival asymptotics in the trapping problem
|
|
|
|
|
3488
|
Weak convergence towards two independent Gaussian processes from a unique Poisson process
|
|
|
|
|
3489
|
Large Deviations Application to Billingsley's Example
|
|
|
|
|
3490
|
Omnibus Sequences, Coupon Collection, and Missing Word Counts
|
|
|
|
|
3491
|
Bulk Universality for Wigner Matrices
|
|
|
|
|
3492
|
On The Influences of Variables on Boolean Functions in Product Spaces
|
|
|
|
|
3493
|
Fixed trace $\beta$-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density
|
|
|
|
|
3494
|
Boundary behaviour of harmonic functions on hyperbolic groups
|
|
|
|
|
3495
|
On Asymptotic Expansion in the Random Allocation of Particles by Sets
|
|
|
|
|
3496
|
On characterizations based on regression of linear combinations of record values
|
|
|
|
|
3497
|
Ergodic Properties of Max-Infinitely Divisible Processes
|
|
|
|
|
3498
|
Characterization of Discrete Time Scale Invariant Markov Processes
|
|
|
|
|
3499
|
Discrete Time Scale Invariant Markov Processes
|
|
|
|
|
3500
|
Tagged particle processes and their non-explosion criteria
|
|
|
|
|
3501
|
On Quadratic g-Evaluations/Expectations and Related Analysis
|
|
|
|
|
3502
|
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
|
|
|
|
|
3503
|
Reversed Dirichlet environment and directional transience of random walks in Dirichlet random environment
|
|
|
|
|
3504
|
A note on Furstenberg's filtering problem
|
|
|
|
|
3505
|
Limits of randomly grown graph sequences
|
|
|
|
|
3506
|
On the Martingale Property of Certain Local Martingales
|
|
|
|
|
3507
|
On a Processor Sharing Queue That Models Balking
|
|
|
|
|
3508
|
Approximation of quasi-stationary distributions for 1-dimensional killed diffusions with unbounded drifts
|
|
|
|
|
3509
|
Optimal Stopping for Non-linear Expectations
|
|
|
|
|
3510
|
A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control
|
|
|
|
|
3511
|
A phase transition for the heights of a fragmentation tree
|
|
|
|
|
3512
|
Cumulants of a convolution and applications to monotone probability theory
|
|
|
|
|
3513
|
Cumulants of a convolution and applications to monotone probability theory
|
|
|
|
|
3514
|
Globally optimal parameter estimates for nonlinear diffusions
|
|
|
|
|
3515
|
Central limit theorem for the heat kernel measure on the unitary group
|
|
|
|
|
3516
|
Convergence of the structure function of a Multifractal Random Walk in a mixed asymptotic setting
|
|
|
|
|
3517
|
A functional equation whose unknown is P([0,1]) valued
|
|
|
|
|
3518
|
Path regularity of Gaussian processes via small deviations
|
|
|
|
|
3519
|
Cumulants as iterated integrals
|
|
|
|
|
3520
|
On the mixing time of the 2D stochastic Ising model with "plus" boundary conditions at low temperature
|
|
|
|
|
3521
|
Current Fluctuations for TASEP: A Proof of the Pr\"\u007ba\u007dhofer-Spohn Conjecture
|
|
|
|
|
3522
|
A Poincar\'e Inequality on Loop Spaces
|
|
|
|
|
3523
|
Spectral analysis of 1D nearest-neighbor random walks and applications to subdiffusive trap and barrier models
|
|
|
|
|
3524
|
Spectral analysis of 1D nearest-neighbor random walks with applications to subdiffusive random trap and barrier models
|
|
|
|
|
3525
|
A note on correlations in randomly oriented graphs
|
|
|
|
|
3526
|
Cylindrical Levy processes in Banach spaces
|
|
|
|
|
3527
|
Exponential deficiency of convolutions of densities
|
|
|
|
|
3528
|
Stationary Stochastic Viscosity Solutions of SPDEs
|
|
|
|
|
3529
|
A strong law of large numbers for martingale arrays
|
|
|
|
|
3530
|
A Note on a Fenyman-Kac-Type Formula
|
|
|
|
|
3531
|
Heat kernel estimates for the fractional Laplacian with Dirichlet conditions
|
|
|
|
|
3532
|
Stationary map coloring
|
|
|
|
|
3533
|
Using the Schramm-Loewner evolution to explain certain non-local observables in the 2d critical Ising model
|
|
|
|
|
3534
|
Quantum stochastic convolution cocycles III
|
|
|
|
|
3535
|
Random quantum channels I: graphical calculus and the Bell state phenomenon
|
|
|
|
|
3536
|
Product formula for Jacobi polynomials, spherical harmonics and generalized Bessel function of dihedral type
|
|
|
|
|
3537
|
A Scaling Analysis of a Cat and Mouse Markov Chain
|
|
|
|
|
3538
|
Tail asymptotics for exponential functionals of Levy processes: the convolution equivalent case
|
|
|
|
|
3539
|
Global existence for rough differential equations under linear growth conditions
|
|
|
|
|
3540
|
A stochastic model for phylogenetic trees
|
|
|
|
|
3541
|
Passage time from four to two blocks in the voter model
|
|
|
|
|
3542
|
Extending the Support Theorem to Infinite Dimensions
|
|
|
|
|
3543
|
The mean perimeter of some random plane convex sets generated by a Brownian motion
|
|
|
|
|
3544
|
Jucys-Murphy Elements and Unitary Matrix Integrals
|
|
|
|
|
3545
|
Non-markovian limits of additive functionals of Markov processes
|
|
|
|
|
3546
|
Markovian Bridges: weak continuity and pathwise constructions
|
|
|
|
|
3547
|
Amenability of linear-activity automaton groups
|
|
|
|
|
3548
|
A global view of Brownian penalisations
|
|
|
|
|
3549
|
$L_p$-Theory for the Stochastic Heat Equation with Infinite-Dimensional Fractional Noise
|
|
|
|
|
3550
|
Non-extinction of a Fleming-Viot particle model
|
|
|
|
|
3551
|
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
|
|
|
|
|
3552
|
Large deviation principle and inviscid shell models
|
|
|
|
|
3553
|
On the first passage time density of a continuous Martingale over a moving boundary
|
|
|
|
|
3554
|
On Schroedinger's equation, 3-dimensional bessel bridges, and passage time problems
|
|
|
|
|
3555
|
Stochastic approximations of set-valued dynamical systems: Convergence with positive probability to an attractor
|
|
|
|
|
3556
|
Locally most powerful sequential tests of a simple hypothesis vs one-sided alternatives
|
|
|
|
|
3557
|
Coercive Inequalities on Metric Measure Spaces
|
|
|
|
|
3558
|
Information Ranking and Power Laws on Trees
|
|
|
|
|
3559
|
On small balls problem for stable measures in a Hilbert space
|
|
|
|
|
3560
|
Total Variation Mixing Time of Kac's Random Walk
|
|
|
|
|
3561
|
On the Dovbysh-Sudakov representation result
|
|
|
|
|
3562
|
Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity
|
|
|
|
|
3563
|
Diamond Aggregation
|
|
|
|
|
3564
|
Estimation of the drift of fractional Brownian motion
|
|
|
|
|
3565
|
$L^p$ bounds for a central limit theorem with involutions
|
|
|
|
|
3566
|
$L^p$ bounds for a combinatorial central limit theorem with involutions
|
|
|
|
|
3567
|
Central Limit Theorems for Gromov Hyperbolic Groups
|
|
|
|
|
3568
|
Strong mixing property for STIT tessellations
|
|
|
|
|
3569
|
Transition phenomena for ladder epochs of random walks with small negative drift
|
|
|
|
|
3570
|
Erratum: Percolation on random Johnson-Mehl tessellations and related models
|
|
|
|
|
3571
|
Upper tails for counting objects in randomly induced subhypergraphs and rooted random graphs
|
|
|
|
|
3572
|
Intermittency and Aging for the Symbiotic Branching Model
|
|
|
|
|
3573
|
On a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process
|
|
|
|
|
3574
|
Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
|
|
|
|
|
3575
|
Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects
|
|
|
|
|
3576
|
Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion
|
|
|
|
|
3577
|
Random walk on the integers with equidistant multiple function barriers
|
|
|
|
|
3578
|
q-Distributions on boxed plane partitions
|
|
|
|
|
3579
|
Counting nondecreasing integer sequences that lie below a barrier
|
|
|
|
|
3580
|
Rigorous derivation of the Landau equation in the weak coupling limit
|
|
|
|
|
3581
|
Large cliques in a power-law random graph
|
|
|
|
|
3582
|
What happens after a default: the conditional density approach
|
|
|
|
|
3583
|
Strong and weak divergence in finite time of Euler's method for SDEs with non-globally Lipschitz continuous coefficients
|
|
|
|
|
3584
|
Mod-Poisson convergence in probability and number theory
|
|
|
|
|
3585
|
Duality in inhomogeneous random graphs, and the cut metric
|
|
|
|
|
3586
|
Non-globally Lipschitz Counterexamples for the stochastic Euler scheme
|
|
|
|
|
3587
|
On ergodic two-armed bandits
|
|
|
|
|
3588
|
Susceptibility in inhomogeneous random graphs
|
|
|
|
|
3589
|
A q-analogue of de Finetti's theorem
|
|
|
|
|
3590
|
Levy's zero-one law in game-theoretic probability
|
|
|
|
|
3591
|
Polygonal web representation for higher order correlation functions of consistent polygonal Markov fields in the plane
|
|
|
|
|
3592
|
The Distribution Route from Ancestors to Descendants
|
|
|
|
|
3593
|
The Speed of Broadcasting in Random Networks: Density Does Not Matter
|
|
|
|
|
3594
|
Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling
|
|
|
|
|
3595
|
VRRW on complete-like graphs: almost sure behavior
|
|
|
|
|
3596
|
Current fluctuations of a system of one-dimensional random walks in random environment
|
|
|
|
|
3597
|
Right Inverses of Levy processes
|
|
|
|
|
3598
|
A Supplement to the Paper Poisson Approximation in a Poisson Limit Theorem Inspired by Coupon Collecting
|
|
|
|
|
3599
|
Remarks on the fractional Brownian motion
|
|
|
|
|
3600
|
Two speed TASEP
|
|
|
|
|
3601
|
Metric properties of discrete time exclusion type processes in continuum
|
|
|
|
|
3602
|
On random topological Markov chains with big images and preimages
|
|
|
|
|
3603
|
On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion
|
|
|
|
|
3604
|
Adaptive sampling for linear state estimation
|
|
|
|
|
3605
|
Rotor Walks and Markov Chains
|
|
|
|
|
3606
|
Continuous-time trading and the emergence of probability
|
|
|
|
|
3607
|
Intrinsic ultracontractivity for Schrodinger operators based on fractional Laplacians
|
|
|
|
|
3608
|
Levy flights in confining potentials
|
|
|
|
|
3609
|
Maximizing the probability of attaining a target prior to extinction
|
|
|
|
|
3610
|
A continuum-tree-valued Markov process
|
|
|
|
|
3611
|
Numerical Computation of First-Passage Times of Increasing Levy Processes
|
|
|
|
|
3612
|
Limiting Distributions for Sums of Independent Random Products
|
|
|
|
|
3613
|
Some asymptotic properties of the spectrum of the Jacobi ensemble
|
|
|
|
|
3614
|
Exact maximum likelihood estimators for drift fractional Brownian motions
|
|
|
|
|
3615
|
On Limit theorems in $JW$- algebras
|
|
|
|
|
3616
|
Large deviations of empirical zero point measures on Riemann surfaces, I: $g = 0$
|
|
|
|
|
3617
|
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
|
|
|
|
|
3618
|
Zero bias transformation and asymptotic expansions II : the Poisson case
|
|
|
|
|
3619
|
Metastable behavior for bootstrap percolation on regular trees
|
|
|
|
|
3620
|
The Gapeev-K\"uhn stochastic game driven by a spectrally positive L\'evy process
|
|
|
|
|
3621
|
Matrix measures, random moments and Gaussian ensembles
|
|
|
|
|
3622
|
On Marginal Markov Processes of Quantum Quadratic Stochastic Processes
|
|
|
|
|
3623
|
Remarks on Pickands theorem
|
|
|
|
|
3624
|
Signed Chord Length Distribution. II
|
|
|
|
|
3625
|
On adding a list of numbers (and other one-dependent determinantal processes)
|
|
|
|
|
3626
|
A spatially explicit Markovian individual-based model for terrestrial plant dynamics
|
|
|
|
|
3627
|
Application of the lent particle method to Poisson driven SDE's
|
|
|
|
|
3628
|
Some geometric critical exponents for percolation and the random-cluster model
|
|
|
|
|
3629
|
Levy solutions of a randomly forced Burgers equation
|
|
|
|
|
3630
|
Quasi-stationary distributions for structured birth and death processes with mutations
|
|
|
|
|
3631
|
Regularity of harmonic functions for a class of singular stable-like processes
|
|
|
|
|
3632
|
An excursion approach to maxima of the Brownian Bridge
|
|
|
|
|
3633
|
Gibbs random fields with unbounded spins on unbounded degree graphs
|
|
|
|
|
3634
|
Large Deviation Principle for Semilinear Stochastic Evolution Equations with Monotone Nonlinearity and Multiplicative Noise
|
|
|
|
|
3635
|
On continuity properties for option prices in exponential L\'evy models
|
|
|
|
|
3636
|
Weak Solutions of stochastic recursions: an explicit construction
|
|
|
|
|
3637
|
Computations of Greeks in stochastic volatility models via the Malliavin calculus
|
|
|
|
|
3638
|
Posterior Inference in Curved Exponential Families under Increasing Dimensions
|
|
|
|
|
3639
|
Quasi-stationary distributions and Fleming-Viot processes in finite spaces
|
|
|
|
|
3640
|
Limit Distribution of Eigenvalues for Random Hankel and Toeplitz Band Matrices
|
|
|
|
|
3641
|
Law of the exponential functional of one-sided L\'evy processes and Asian options
|
|
|
|
|
3642
|
Hoeffding spaces and Specht modules
|
|
|
|
|
3643
|
L1-Penalized Quantile Regression in High-Dimensional Sparse Models
|
|
|
|
|
3644
|
Generalized supermartingale deflators under limited information
|
|
|
|
|
3645
|
The Optimal Filtering of Markov Jump Processes in Additive White Noise
|
|
|
|
|
3646
|
Asymptotic Properties of Random Matrices of Long-Range Percolation Model
|
|
|
|
|
3647
|
Asymptotic properties of resolvents of large dilute Wigner matrices
|
|
|
|
|
3648
|
Boundary crossing identities for diffusions having the time inversion property
|
|
|
|
|
3649
|
Symmetric Jump Processes and their Heat Kernel Estimates
|
|
|
|
|
3650
|
Horizontal diffusion in $C^1$ path space
|
|
|
|
|
3651
|
On the It\^o-Wentzell formula for distribution-valued processes and related topics
|
|
|
|
|
3652
|
A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients
|
|
|
|
|
3653
|
Statistical analysis of single-server loss queueing systems
|
|
|
|
|
3654
|
Random surface growth with a wall and Plancherel measures for O(infinity)
|
|
|
|
|
3655
|
Joint Range of R\'enyi Entropies
|
|
|
|
|
3656
|
Random walk versus random line
|
|
|
|
|
3657
|
Taylor expansions of solutions of stochastic partial differential equations
|
|
|
|
|
3658
|
Correction to: Branching-coalescing particle systems
|
|
|
|
|
3659
|
Asymptotics of a Brownian ratchet for Protein Translocation
|
|
|
|
|
3660
|
Supremum of Random Dirichlet Polynomials with Sub-multiplicative Coefficients
|
|
|
|
|
3661
|
Tridiagonal realization of the anti-symmetric Gaussian $\beta$-ensemble
|
|
|
|
|
3662
|
A multiple stochastic integral criterion for almost sure limit theorems
|
|
|
|
|
3663
|
Fonctions de Mittag-Leffler et processus de L\'evy stables sans saut n\'egatif
|
|
|
|
|
3664
|
Uniform bounds for norms of sums of independent random functions
|
|
|
|
|
3665
|
Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
|
|
|
|
|
3666
|
On the distribution of the integral of the exponential Brownian motion
|
|
|
|
|
3667
|
Market viability via absence of arbitrage of the first kind
|
|
|
|
|
3668
|
Market viability via absence of arbitrages of the first kind
|
|
|
|
|
3669
|
Hitting half-spaces by Bessel-Brownian diffusions
|
|
|
|
|
3670
|
Random Walks on Strict Partitions
|
|
|
|
|
3671
|
The threshold function for vanishing of the top homology group of random $d$-complexes
|
|
|
|
|
3672
|
Central Limit Theorems for the Brownian motion on large unitary groups
|
|
|
|
|
3673
|
First hitting time law for some jump-diffusion processes : existence of a density
|
|
|
|
|
3674
|
On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review
|
|
|
|
|
3675
|
Average and deviation for slow-fast stochastic partial differential equations
|
|
|
|
|
3676
|
On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review with an Invitation to Experimental Mathematics
|
|
|
|
|
3677
|
Multiplicatively interacting point processes and applications to neural modeling
|
|
|
|
|
3678
|
Kingman's coalescent and Brownian motion
|
|
|
|
|
3679
|
Risk-averse asymptotics for reservation prices
|
|
|
|
|
3680
|
The Engel algorithm for absorbing Markov chains
|
|
|
|
|
3681
|
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
|
|
|
|
|
3682
|
Curvature, concentration, and error estimates for Markov chain Monte Carlo
|
|
|
|
|
3683
|
Asymptotic Normality of Statistics on Permutation Tableaux
|
|
|
|
|
3684
|
Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos
|
|
|
|
|
3685
|
Space-time duality for fractional diffusion
|
|
|
|
|
3686
|
Martingales and Rates of Presence in Homogeneous Fragmentations
|
|
|
|
|
3687
|
Optimal Holder exponent for the SLE path
|
|
|
|
|
3688
|
Strong law of large numbers on graphs and groups
|
|
|
|
|
3689
|
Regularity of Intersection Local Times of Fractional Brownian Motions
|
|
|
|
|
3690
|
Strong law of large numbers on graphs and groups with applications -- I
|
|
|
|
|
3691
|
On the stability of call/put option's prices in incomplete models under statistical estimations
|
|
|
|
|
3692
|
Exact Asymptotics of Bivariate Scale Mixture Distributions
|
|
|
|
|
3693
|
A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns
|
|
|
|
|
3694
|
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
|
|
|
|
|
3695
|
On the reversal of radial SLE, I: Commutation Relations in Annuli
|
|
|
|
|
3696
|
Optimal Multi-Modes Switching Problem in Infinite Horizon
|
|
|
|
|
3697
|
The affine LIBOR models
|
|
|
|
|
3698
|
Limit conditional distributions for bivariate vectors with polar representation
|
|
|
|
|
3699
|
A new approach to LIBOR modeling
|
|
|
|
|
3700
|
Analysis of the market weights under the Volatility-Stabilized Market models
|
|
|
|
|
3701
|
A limit theorem for trees of alleles in branching processes with rare neutral mutations
|
|
|
|
|
3702
|
A Large Deviation Principle for Martingales over Brownian Filtration
|
|
|
|
|
3703
|
Ces\'aro summation for random fields
|
|
|
|
|
3704
|
Prime chains and Pratt trees
|
|
|
|
|
3705
|
Backward stochastic dynamics on a filtered probability space
|
|
|
|
|
3706
|
Percolation and Connectivity in AB Random Geometric Graphs
|
|
|
|
|
3707
|
A new model for evolution in a spatial continuum
|
|
|
|
|
3708
|
Noise Correlation Bounds for Uniform Low Degree Functions
|
|
|
|
|
3709
|
Self-similarity and random walks
|
|
|
|
|
3710
|
Pointwise ergodic theorems with rate and application to limit theorems for stationary processes
|
|
|
|
|
3711
|
Exact Tail Asymptotics of Dirichlet Distributions
|
|
|
|
|
3712
|
Hot scatterers and tracers for the transfer of heat in collisional dynamics
|
|
|
|
|
3713
|
Dutch Books and Combinatorial Games
|
|
|
|
|
3714
|
Convergence of delay differential equations driven by fractional Brownian motion
|
|
|
|
|
3715
|
Random walks in $(\mathbb\u007bZ\u007d_+)^2$ with non-zero drift absorbed at the axes
|
|
|
|
|
3716
|
Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion
|
|
|
|
|
3717
|
Maximum entropy Gaussian approximation for the number of integer points and volumes of polytopes
|
|
|
|
|
3718
|
First passage percolation on random graphs with finite mean degrees
|
|
|
|
|
3719
|
Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
|
|
|
|
|
3720
|
Exact Non-Parametric Bayesian Inference on Infinite Trees
|
|
|
|
|
3721
|
Unspecified distribution in single disorder problem
|
|
|
|
|
3722
|
Approximation of Stable-dominated Semigroups
|
|
|
|
|
3723
|
Regularity Properties for a System of Interacting Bessel Processes
|
|
|
|
|
3724
|
Convergence to equilibrium of biased plane partitions
|
|
|
|
|
3725
|
Asymptotics of The Hole Probability for Zeros of Random Entire Functions
|
|
|
|
|
3726
|
Lyapunov exponents of Green's functions for random potentials tending to zero
|
|
|
|
|
3727
|
A Probabilistic Characterization of Random Proximity Catch Digraphs and the Associated Tools
|
|
|
|
|
3728
|
Hydrodynamic limit of gradient exclusion processes with conductances on $\bb Z^d$
|
|
|
|
|
3729
|
Spin chains of Haldane-Shastry type and a generalized central limit theorem
|
|
|
|
|
3730
|
The continuum limit of critical random graphs
|
|
|
|
|
3731
|
On the moments of the meeting time of independent random walks in random environment
|
|
|
|
|
3732
|
Threshold levels in Economics
|
|
|
|
|
3733
|
Recovering a time-homogeneous stock price process from perpetual option prices
|
|
|
|
|
3734
|
The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk
|
|
|
|
|
3735
|
Three problems for the clairvoyant demon
|
|
|
|
|
3736
|
Central limit theorems for eigenvalues of deformations of Wigner matrices
|
|
|
|
|
3737
|
Simple Universal Bounds for Chebyshev-Type Quadratures
|
|
|
|
|
3738
|
Phase Transitions in Gravitational Allocation
|
|
|
|
|
3739
|
Goodness-of-Fit Tests for Perturbed Dynamical Systems
|
|
|
|
|
3740
|
On the Goodness-of-Fit Testing for Ergodic Diffusion Processes
|
|
|
|
|
3741
|
Outlets of 2D invasion percolation and multiple-armed incipient infinite clusters
|
|
|
|
|
3742
|
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process
|
|
|
|
|
3743
|
Random graph asymptotics on high-dimensional tori. II. Volume, diameter and mixing time
|
|
|
|
|
3744
|
Ballisticity conditions for random walk in random environment
|
|
|
|
|
3745
|
A note on the distribution of the maximum of a set of Poisson random variables
|
|
|
|
|
3746
|
On the Stability and Ergodicity of an Adaptive Scaling Metropolis Algorithm
|
|
|
|
|
3747
|
Dislocation measure of the fragmentation of a general L\'evy tree
|
|
|
|
|
3748
|
Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods
|
|
|
|
|
3749
|
Entropy, Invertibility and Variational Calculus of the Adapted Shifts on Wiener space
|
|
|
|
|
3750
|
Exponential rate of L_p-convergence of intrinsic martingales in supercritical branching random walks
|
|
|
|
|
3751
|
Exit time for anchored expansion
|
|
|
|
|
3752
|
Two-parameter stochastic calculus and Malliavin's integration-by-parts formula on Wiener space
|
|
|
|
|
3753
|
On quenched and annealed critical curves of random pinning model with finite range correlations
|
|
|
|
|
3754
|
Pinning of a polymer on a disordered line with finite range correlations: the annealed critical curve
|
|
|
|
|
3755
|
Num\'eraire-invariant preferences in financial modeling
|
|
|
|
|
3756
|
Mass Transportation Proofs of Free Functional Inequalities, and Free Poincare Inequalities
|
|
|
|
|
3757
|
Invariance principles for local times at the supremum of random walks and L\'evy processes
|
|
|
|
|
3758
|
Some annealed bounds for renewal pinning polymer models with weakly dependent disorder
|
|
|
|
|
3759
|
Spectra of large random trees
|
|
|
|
|
3760
|
Spectrum of large random reversible Markov chains - heavy-tailed weights on the complete graph
|
|
|
|
|
3761
|
Thermophoresis as persistent random walk
|
|
|
|
|
3762
|
On the Structure and Representations of Max--Stable Processes
|
|
|
|
|
3763
|
The heat semigroup and Brownian motion on strip complexes
|
|
|
|
|
3764
|
Adversarial Smoothed Analysis
|
|
|
|
|
3765
|
Maximally Stable Gaussian Partitions with Discrete Applications
|
|
|
|
|
3766
|
Continuity of large closed queueing networks with bottlenecks
|
|
|
|
|
3767
|
Constrained Backward SDEs with Jumps: Application to Optimal Switching
|
|
|
|
|
3768
|
Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
|
|
|
|
|
3769
|
Exactly Solvable Birth and Death Processes
|
|
|
|
|
3770
|
On normal approximations to $U$-statistics
|
|
|
|
|
3771
|
Entropy of Random Walk Range
|
|
|
|
|
3772
|
Amenability of horocyclic products of percolation trees
|
|
|
|
|
3773
|
Note on the Heat-Kernel Decay for Random Walk among Random Conductances with Heavy Tail
|
|
|
|
|
3774
|
A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
|
|
|
|
|
3775
|
Exact Thresholds for Ising-Gibbs Samplers on General Graphs
|
|
|
|
|
3776
|
Metastability in the generalized Hopfield model with finitely many patterns
|
|
|
|
|
3777
|
Knights, spies, games and ballot sequences
|
|
|
|
|
3778
|
Scale invariant correlations and the distribution of prime numbers
|
|
|
|
|
3779
|
H\"older-continuous rough paths by Fourier normal ordering
|
|
|
|
|
3780
|
Stationary systems of Gaussian processes
|
|
|
|
|
3781
|
The local time of a random walk on growing hypercubes
|
|
|
|
|
3782
|
Random Walks on Dicyclic Group
|
|
|
|
|
3783
|
Free point processes and free extreme values
|
|
|
|
|
3784
|
A Polynomial Number of Random Points does not Determine the Volume of a Convex Body
|
|
|
|
|
3785
|
A Quantitative Arrow Theorem
|
|
|
|
|
3786
|
On the usefulness of persistent excitation in ARX adaptive tracking
|
|
|
|
|
3787
|
Outliers in INAR(1) models
|
|
|
|
|
3788
|
Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
|
|
|
|
|
3789
|
Polynomial bounds in the Ergodic Theorem for positive recurrent one-dimensional diffusions and integrability of hitting times
|
|
|
|
|
3790
|
Large deviations for singular and degenerate diffusion models in adaptive evolution
|
|
|
|
|
3791
|
Quantitative estimates of the convergence of the empirical covariance matrix in Log-concave Ensembles
|
|
|
|
|
3792
|
Non uniqueness of stationary measures for self-stabilizing processes
|
|
|
|
|
3793
|
Random Marked Sets
|
|
|
|
|
3794
|
Numerical method for optimal stopping of piecewise deterministic Markov processes
|
|
|
|
|
3795
|
Heat kernel of fractional Laplacian in cones
|
|
|
|
|
3796
|
Invariance principles for linear processes. Application to isotonic regression
|
|
|
|
|
3797
|
$\kappa$-exponential models from the geometrical viewpoint
|
|
|
|
|
3798
|
Laws of Large Numbers for the Occupation Time of an Age-Dependent Critical Binary Branching System
|
|
|
|
|
3799
|
Deducing the Density Hales-Jewett Theorem from an infinitary removal lemma
|
|
|
|
|
3800
|
Discrete approximation of stable white noise - Application to spatial linear filtering
|
|
|
|
|
3801
|
Sharp thresholds for the random-cluster and Ising models
|
|
|
|
|
3802
|
Smoothness of scale functions for spectrally negative Levy processes
|
|
|
|
|
3803
|
Positive definite functions and multidimensional versions of random variables
|
|
|
|
|
3804
|
Stochastic ordering of classical discrete distributions
|
|
|
|
|
3805
|
The Central Limit Theorem for uniformly strong mixing measures
|
|
|
|
|
3806
|
Power law Polya's urn and fractional Brownian motion
|
|
|
|
|
3807
|
On the Traces of symmetric stable processes on Lipschitz domains
|
|
|
|
|
3808
|
Off-Critical SLE(2) and SLE(4): a Field Theory Approach
|
|
|
|
|
3809
|
Strong Convergence on Weakly Logarithmic Combinatorial Assemblies
|
|
|
|
|
3810
|
Convergence, Strong Law of Large Numbers, and Measurement Theory in the Language of Fuzzy Variables
|
|
|
|
|
3811
|
Optimal investment with counterparty risk: a default-density modeling approach
|
|
|
|
|
3812
|
A functional approach for random walks in random sceneries
|
|
|
|
|
3813
|
Transformations des lois multivari\'ees avec queues r\'eguli\`eres
|
|
|
|
|
3814
|
Zero bias transformation and asymptotic expansions
|
|
|
|
|
3815
|
SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients
|
|
|
|
|
3816
|
The Existence of Pair Potential Corresponding to Specified Density and Pair Correlation
|
|
|
|
|
3817
|
Random matrices: The distribution of the smallest singular values
|
|
|
|
|
3818
|
An Inverse Problem for Gibbs Fields with Hard Core Potential
|
|
|
|
|
3819
|
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
|
|
|
|
|
3820
|
Crested products of Markov chains
|
|
|
|
|
3821
|
Adaptive independent Metropolis--Hastings
|
|
|
|
|
3822
|
Coupled paraxial wave equations in random media in the white-noise regime
|
|
|
|
|
3823
|
Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process
|
|
|
|
|
3824
|
Macroscopic stability for nonfinite range kernels
|
|
|
|
|
3825
|
Products of random matrices: Dimension and growth in norm
|
|
|
|
|
3826
|
Random Perturbations of 2-dimensional Hamiltonian Flows
|
|
|
|
|
3827
|
Nonlinear Stochastic Perturbations of Dynamical Systems and Quasi-linear Parabolic PDE's with a Small Parameter
|
|
|
|
|
3828
|
Metastability for Non-Linear Random Perturbations of Dynamical Systems
|
|
|
|
|
3829
|
Motion in a Random Force Field
|
|
|
|
|
3830
|
Loss networks
|
|
|
|
|
3831
|
Coupling, Attractiveness and Hydrodynamics for Conservative Particle Systems
|
|
|
|
|
3832
|
Fluid limits for networks with bandwidth sharing and general document size distributions
|
|
|
|
|
3833
|
Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem
|
|
|
|
|
3834
|
The Generalized Road Coloring Problem and periodic digraphs
|
|
|
|
|
3835
|
Equality of averaged and quenched large deviations for random walks in random environments in dimensions four and higher
|
|
|
|
|
3836
|
Modified discrete random walk with absorption
|
|
|
|
|
3837
|
Bridges of quadratic harnesses
|
|
|
|
|
3838
|
Large dimensional random k circulants
|
|
|
|
|
3839
|
Conditioning of quadratic harnesses
|
|
|
|
|
3840
|
Poisson asymptotics for random projections of points on a high-dimensional sphere
|
|
|
|
|
3841
|
Martin boundary of a killed random walk on a quadrant
|
|
|
|
|
3842
|
Integrated functionals of normal and fractional processes
|
|
|
|
|
3843
|
A combinatorial analysis of interacting diffusions
|
|
|
|
|
3844
|
Analytical and easily calculated expressions for continuous commutation functions under Gompertz-Makeham mortality
|
|
|
|
|
3845
|
The calculation of expectations for classes of diffusion processes by Lie symmetry methods
|
|
|
|
|
3846
|
A Berry--Esseen theorem for sample quantiles under weak dependence
|
|
|
|
|
3847
|
Degenerate diffusions arising from gene duplication models
|
|
|
|
|
3848
|
Relative frequencies in multitype branching processes
|
|
|
|
|
3849
|
Asymptotic coupling and a weak form of Harris' theorem with applications to stochastic delay equations
|
|
|
|
|
3850
|
Many-Sources Large Deviations for Max-Weight Scheduling
|
|
|
|
|
3851
|
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
|
|
|
|
|
3852
|
Criteria for hitting probabilities with applications to systems of stochastic wave equations
|
|
|
|
|
3853
|
The CRT is the scaling limit of unordered binary trees
|
|
|
|
|
3854
|
Maximal inequality for high-dimensional cubes
|
|
|
|
|
3855
|
Scaling Limit of the Prudent Walk
|
|
|
|
|
3856
|
Load optimization in a planar network
|
|
|
|
|
3857
|
Strong limit theorems for a simple random walk on the 2-dimensional comb
|
|
|
|
|
3858
|
General tax structures and the Levy insurance risk model
|
|
|
|
|
3859
|
A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class
|
|
|
|
|
3860
|
Stationarity, time--reversal and fluctuation theory for a class of piecewise deterministic Markov processes
|
|
|
|
|
3861
|
Antithetic variates in higher dimensions
|
|
|
|
|
3862
|
On regularity properties of Bessel flow
|
|
|
|
|
3863
|
Positive-part moments via the Fourier-Laplace transform
|
|
|
|
|
3864
|
On the Bennett-Hoeffding inequality
|
|
|
|
|
3865
|
Space-time covariance functions with compact support
|
|
|
|
|
3866
|
Asymptotic Independence of the Extreme Eigenvalues of GUE
|
|
|
|
|
3867
|
Thick Points of the Gaussian Free Field
|
|
|
|
|
3868
|
Equilibrium Fluctuations for the Totally Asymmetric Zero Range process
|
|
|
|
|
3869
|
On the re-rooting invariance property of Levy trees
|
|
|
|
|
3870
|
Theory of minimum spanning trees I: Mean-field theory and strongly disordered spin-glass model
|
|
|
|
|
3871
|
Levy flights and Levy -Schroedinger semigroups
|
|
|
|
|
3872
|
Large Deviations and Moments for the Euler Characteristic of a Random Surface
|
|
|
|
|
3873
|
Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials
|
|
|
|
|
3874
|
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
|
|
|
|
|
3875
|
Anisotropic Young diagrams and infinite-dimensional diffusion processes with the Jack parameter
|
|
|
|
|
3876
|
On the valuation of compositions in L\'evy term structure models
|
|
|
|
|
3877
|
Finitely-additive measures on the asymptotic foliations of a Markov compactum
|
|
|
|
|
3878
|
Periodic homogenization with an interface: the one-dimensional case
|
|
|
|
|
3879
|
Quenched scaling limits of trap models
|
|
|
|
|
3880
|
Effect of Noise on Front Propagation in Reaction-Diffusion equations of KPP type
|
|
|
|
|
3881
|
Backward SDEs with superquadratic growth
|
|
|
|
|
3882
|
Irreducibility and uniqueness of stationary distribution
|
|
|
|
|
3883
|
Fractional multiplicative processes
|
|
|
|
|
3884
|
Bounds on the Location of the Maximum Stirling Numbers of the Second Kind
|
|
|
|
|
3885
|
Continuous Model for Homopolymers
|
|
|
|
|
3886
|
Random repeated quantum interactions and random invariant states
|
|
|
|
|
3887
|
Random Walks in the Quarter Plane Absorbed at the Boundary : Exact and Asymptotic
|
|
|
|
|
3888
|
Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional
|
|
|
|
|
3889
|
Integral Equations and the First Passage Time of Brownian Motions
|
|
|
|
|
3890
|
A presentation of the category of stochastic matrices
|
|
|
|
|
3891
|
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
|
|
|
|
|
3892
|
Li-Yau Type Gradient Estimates and Harnack Inequalities by Stochastic Analysis
|
|
|
|
|
3893
|
A Simulation Approach to Optimal Stopping Under Partial Information
|
|
|
|
|
3894
|
Regularity of the Optimal Stopping Problem for Levy Processes with Non-Degenerate Diffusions
|
|
|
|
|
3895
|
Expansions for Gaussian processes and Parseval frames
|
|
|
|
|
3896
|
Heat kernel analysis on semi-infinite Lie groups
|
|
|
|
|
3897
|
Some results on random circulant matrices
|
|
|
|
|
3898
|
Limit theorems for Parrondo's paradox
|
|
|
|
|
3899
|
A note on the Poisson boundary of lamplighter random walks
|
|
|
|
|
3900
|
Distribution-valued heavy-traffic limits for the $G/GI/\infty$ queue
|
|
|
|
|
3901
|
The determinacy of infinite games with eventual perfect monitoring
|
|
|
|
|
3902
|
M/M/1 Queueing System with Non-preemptive Priority
|
|
|
|
|
3903
|
Heavy-traffic analysis of the maximum of an asymptotically stable random walk
|
|
|
|
|
3904
|
A new look at the Heston characteristic function
|
|
|
|
|
3905
|
Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities
|
|
|
|
|
3906
|
Burkholder-Davis-Gundy type Inequalities of the It\^o stochastic integral with respect to Levy noise on Banach spaces
|
|
|
|
|
3907
|
Stochastic approach for the subordination in Bochner sense
|
|
|
|
|
3908
|
A Single Server Retrial Queue with Different Types of Server Interruptions
|
|
|
|
|
3909
|
On the diameter of the set of satisfying assignments in random satisfiable k-CNF formulas
|
|
|
|
|
3910
|
The critical Z-invariant Ising model via dimers: locality property
|
|
|
|
|
3911
|
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
|
|
|
|
|
3912
|
Mesoscopic fluctuations of the zeta zeros
|
|
|
|
|
3913
|
A simple construction of Werner measure from chordal SLE$_\u007b8/3\u007d$
|
|
|
|
|
3914
|
Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
|
|
|
|
|
3915
|
Bilinear and Quadratic Variants on the Littlewood-Offord Problem
|
|
|
|
|
3916
|
On Azema-Yor processes, their optimal properties and the Bachelier-Drawdown equation
|
|
|
|
|
3917
|
The martingale problem for Markov solutions to the Navier-Stokes equations
|
|
|
|
|
3918
|
An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations
|
|
|
|
|
3919
|
Random Graphons and a Weak Positivstellensatz for Graphs
|
|
|
|
|
3920
|
Uniform bounds for exponential moment of maximum of a Dyck paths
|
|
|
|
|
3921
|
Asymptotic Expansions for the Sojourn Time Distribution in the $M/G/1$-PS Queue
|
|
|
|
|
3922
|
On the spread of supercritical random graphs
|
|
|
|
|
3923
|
On Sojourn Times in the $M/M/1$-PS Model, Conditioned on the Number of Other Users
|
|
|
|
|
3924
|
Multiple orthogonal polynomial ensembles
|
|
|
|
|
3925
|
Transience/Recurrence and the speed of a one-dimensional random walk in a "have your cookie and eat it" environment
|
|
|
|
|
3926
|
Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients
|
|
|
|
|
3927
|
Asymptotic directions in random walks in random environment revisited
|
|
|
|
|
3928
|
Extremes of Levy processes with light tails
|
|
|
|
|
3929
|
Randomized Kaczmarz solver for noisy linear systems
|
|
|
|
|
3930
|
Random Walks on Directed Covers of Graphs
|
|
|
|
|
3931
|
Local limit approximations for Markov population processes
|
|
|
|
|
3932
|
Translated Poisson approximation to equilibrium distributions of Markov population processes
|
|
|
|
|
3933
|
Univariate approximations in the infinite occupancy scheme
|
|
|
|
|
3934
|
About Gaussian filtering problems with general exponential quadratic criteria
|
|
|
|
|
3935
|
Some ideas about quantitative convergence of collision models to their mean field limit
|
|
|
|
|
3936
|
A Finitization of the Bead Process
|
|
|
|
|
3937
|
Isoperimetry for spherically symmetric log-concave probability measures
|
|
|
|
|
3938
|
Some Rigorous Results on Semiflexible Polymers. I. Free and confined polymers
|
|
|
|
|
3939
|
Total Current Fluctuations in ASEP
|
|
|
|
|
3940
|
Correlated Drainage Model
|
|
|
|
|
3941
|
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)
|
|
|
|
|
3942
|
Discretizing the fractional Levy area
|
|
|
|
|
3943
|
Heat Conduction Networks: Disposition of Heat Baths and Invariant Measure
|
|
|
|
|
3944
|
Convergence of multi-class systems of fixed possibly infinite sizes
|
|
|
|
|
3945
|
A L\'\u007be\u007dvy input model with additional state-dependent services
|
|
|
|
|
3946
|
A Bernstein type inequality and moderate deviations for weakly dependent sequences
|
|
|
|
|
3947
|
Random symmetrizations of measurable sets
|
|
|
|
|
3948
|
On Small Perturbations of a Spin Glass System
|
|
|
|
|
3949
|
Carries, shuffling, and symmetric functions
|
|
|
|
|
3950
|
On Stein's method for multivariate normal approximation
|
|
|
|
|
3951
|
Shelf Life of Candidates in the Generalized Secretary Problem
|
|
|
|
|
3952
|
Critical behavior in inhomogeneous random graphs
|
|
|
|
|
3953
|
Variance decay for functionals of the environment viewed by the particle
|
|
|
|
|
3954
|
On a conjectured sharpness principle for probabilistic forecasting with calibration
|
|
|
|
|
3955
|
Poset limits and exchangeable random posets
|
|
|
|
|
3956
|
On Brownian motion on the plane with membranes on rays with a common endpoint
|
|
|
|
|
3957
|
Very large graphs
|
|
|
|
|
3958
|
Cutpoints and resistance of random walk paths
|
|
|
|
|
3959
|
A passage to the Poisson-Dirichlet through the Bessel square processes
|
|
|
|
|
3960
|
On generalized Cauchy-Stieltjes transforms of some Beta distributions
|
|
|
|
|
3961
|
Palm pairs and the general mass-transport principle
|
|
|
|
|
3962
|
Parameter estimation for fractional Ornstein-Uhlenbeck processes
|
|
|
|
|
3963
|
Wick Calculus For Nonlinear Gaussian Functionals
|
|
|
|
|
3964
|
A note on adiabatic theorem for Markov chains and adiabatic quantum computation
|
|
|
|
|
3965
|
The Nagaev-Guivarc'h method via the Keller-Liverani theorem
|
|
|
|
|
3966
|
Weak KAM methods and ergodic optimal problems for countable Markov shifts
|
|
|
|
|
3967
|
Clustering Bounds on N-Point Correlations for Unbounded Spin Systems
|
|
|
|
|
3968
|
Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
|
|
|
|
|
3969
|
A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
|
|
|
|
|
3970
|
The Nagaev method via the Keller-Liverani theorem
|
|
|
|
|
3971
|
Ergodicity of multiplicative statistics
|
|
|
|
|
3972
|
A survey on dynamical percolation
|
|
|
|
|
3973
|
Is the critical percolation probability local?
|
|
|
|
|
3974
|
Universality of the Pearcey process
|
|
|
|
|
3975
|
Regeneration in Random Combinatorial Structures
|
|
|
|
|
3976
|
Uniform shrinking and expansion under isotropic Brownian flows
|
|
|
|
|
3977
|
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
|
|
|
|
|
3978
|
Excited against the tide: A random walk with competing drifts
|
|
|
|
|
3979
|
Discretization-invariant Bayesian inversion and Besov space priors
|
|
|
|
|
3980
|
Mixing time of critical Ising model on trees is polynomial in the height
|
|
|
|
|
3981
|
Note: Random-to-front shuffles on trees
|
|
|
|
|
3982
|
Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part
|
|
|
|
|
3983
|
Affine Diffusion Processes: Theory and Applications
|
|
|
|
|
3984
|
On the Limiting Shape of Random Young Tableaux Associated to Inhomogeneous Words
|
|
|
|
|
3985
|
Limiting behaviors of the Brownian motions on hyperbolic spaces
|
|
|
|
|
3986
|
New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class
|
|
|
|
|
3987
|
Generalized kinetic Maxwell type models of granular gases
|
|
|
|
|
3988
|
Growth Rates and Explosions in Sandpiles
|
|
|
|
|
3989
|
On the global maximum of the solution to a stochastic heat equation with compact-support initial data
|
|
|
|
|
3990
|
A phase diagram for a stochastic reaction diffusion system
|
|
|
|
|
3991
|
On a random number of disorders
|
|
|
|
|
3992
|
Generalized Whittle-Mat$\acute\u007b\text\u007bE\u007d\u007d$rn random field as a model of correlated fluctuations
|
|
|
|
|
3993
|
The mean width of random polytopes circumscribed around a convex body
|
|
|
|
|
3994
|
Normal approximation for isolated balls in an urn allocation model
|
|
|
|
|
3995
|
Expansion of the propagation of chaos for Bird and Nanbu systems
|
|
|
|
|
3996
|
The Asymptotic Shape Theorem for Generalized First Passage Percolation
|
|
|
|
|
3997
|
Excursions of the integral of the Brownian motion
|
|
|
|
|
3998
|
A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
|
|
|
|
|
3999
|
The mean width of circumscribed random polytopes
|
|
|
|
|
4000
|
Limit theorems for random spatial drainage networks
|
|
|
|
|
4001
|
Zonal polynomials and hypergeometric functions of quaternion matrix argument
|
|
|
|
|
4002
|
The algebraic difference of two random Cantor sets: the Larsson family
|
|
|
|
|
4003
|
Moderate deviations in random graphs and Bernoulli random matrices
|
|
|
|
|
4004
|
From the long jump random walk to the fractional Laplacian
|
|
|
|
|
4005
|
Max-plus Stochastic Control and Risk-sensitivity
|
|
|
|
|
4006
|
On the Convergence of the Ensemble Kalman Filter
|
|
|
|
|
4007
|
Simulation and approximation of Levy-driven stochastic differential equations
|
|
|
|
|
4008
|
A Trotter type approach to infinite rate mutually catalytic branching
|
|
|
|
|
4009
|
Condenser physics applied to Markov chains - A brief introduction to potential theory
|
|
|
|
|
4010
|
A process very similar to multifractional Brownian motion
|
|
|
|
|
4011
|
A martingale approach to continuous time marginal structural models
|
|
|
|
|
4012
|
Trivial intersection of $\sigma$-fields and Gibbs sampling
|
|
|
|
|
4013
|
Depinning of a polymer in a multi-interface medium
|
|
|
|
|
4014
|
Some local approximations of Dawson--Watanabe superprocesses
|
|
|
|
|
4015
|
Weak solutions for forward--backward SDEs--a martingale problem approach
|
|
|
|
|
4016
|
Averaging of Hamiltonian flows with an ergodic component
|
|
|
|
|
4017
|
Optimal approximation rate of certain stochastic integrals
|
|
|
|
|
4018
|
Ornstein-Uhlenbeck Equations with time-dependent coefficients and Levy Noise in finite and infinite dimensions
|
|
|
|
|
4019
|
Evolution Systems of Measures for Non-autonomous Ornstein-Uhlenbeck Processes with Levy noise
|
|
|
|
|
4020
|
Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution
|
|
|
|
|
4021
|
Ham Sandwich with Mayo: A Stronger Conclusion to the Classical Ham Sandwich Theorem
|
|
|
|
|
4022
|
Optimal stopping and free boundary characterizations for some Brownian control problems
|
|
|
|
|
4023
|
Synchronization of dissipative dynamical systems driven by non-Gaussian Levy noises
|
|
|
|
|
4024
|
The contact process in a dynamic random environment
|
|
|
|
|
4025
|
The asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
|
|
|
|
|
4026
|
Central limit theorem for the solution of the Kac equation
|
|
|
|
|
4027
|
Asymptotic optimality of maximum pressure policies in stochastic processing networks
|
|
|
|
|
4028
|
Busemann functions and Equilibrium measures in last passage percolation models
|
|
|
|
|
4029
|
Poisson process approximation for dependent superposition of point processes
|
|
|
|
|
4030
|
A von Neumann theorem for uniformly distributed sequences of partitions
|
|
|
|
|
4031
|
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
|
|
|
|
|
4032
|
Pricing and trading credit default swaps in a hazard process model
|
|
|
|
|
4033
|
Rare event simulation for T-cell activation
|
|
|
|
|
4034
|
An Excursion-Theoretic Approach to Stability of Discrete-Time Stochastic Hybrid Systems
|
|
|
|
|
4035
|
Counterexamples in the theory of fair division
|
|
|
|
|
4036
|
H"older index at a given point for density states of super-alpha-stable motion of index 1+beta
|
|
|
|
|
4037
|
On weak approximation of U-statistics
|
|
|
|
|
4038
|
Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise
|
|
|
|
|
4039
|
On the Dybvig-Ingersoll-Ross Theorem
|
|
|
|
|
4040
|
The cut metric, random graphs, and branching processes
|
|
|
|
|
4041
|
Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
|
|
|
|
|
4042
|
Hankel determinants of Dirichlet series
|
|
|
|
|
4043
|
Some differential systems driven by a fBm with Hurst parameter greater than 1/4
|
|
|
|
|
4044
|
A finite dimensional filter with exponential conditional density
|
|
|
|
|
4045
|
Distribution of Random Variables on the Symmetric Group
|
|
|
|
|
4046
|
Classification of E_0--Semigroups by Product Systems
|
|
|
|
|
4047
|
Entropic Measure on Multidimensional Spaces
|
|
|
|
|
4048
|
Approximation of target problems in Blackwell spaces
|
|
|
|
|
4049
|
Tails of multivariate Archimedean copulas
|
|
|
|
|
4050
|
Correlation inequalities of GKS type for the Potts model
|
|
|
|
|
4051
|
The Logarithmic Sobolev Inequality on the Heisenberg group for the Infinite Dimensional Gibbs measure
|
|
|
|
|
4052
|
Degree-distribution Stability of Evolving Networks
|
|
|
|
|
4053
|
Perturbing the Logarithmic Sobolev Inequality for Unbounded Spin Systems on the Lattice with non Quadratic Interactions
|
|
|
|
|
4054
|
A cautionary tale on the efficiency of some adaptive Monte Carlo Schemes
|
|
|
|
|
4055
|
The Logarithmic Sobolev Inequality in Infinite dimensions for Unbounded Spin Systems on the Lattice with non Quadratic Interactions
|
|
|
|
|
4056
|
Semi-infinite TASEP with a Complex Boundary Mechanism
|
|
|
|
|
4057
|
Mixture of the Riesz distribution with respect to the multivariate Poisson
|
|
|
|
|
4058
|
Two kinds of conditionings for stable L\'evy processes
|
|
|
|
|
4059
|
Asymptotic behaviour of reversible chemical reaction-diffusion equations
|
|
|
|
|
4060
|
Collisions and Spirals of Loewner Traces
|
|
|
|
|
4061
|
A Better Way to Deal the Cards
|
|
|
|
|
4062
|
Projecting the Fokker-Planck Equation onto a finite dimensional exponential family
|
|
|
|
|
4063
|
Asymptotic behaviour of a general reversible chemical reaction-diffusion equation
|
|
|
|
|
4064
|
A CLT for the L^\u007b2\u007d modulus of continuity of Brownian local time
|
|
|
|
|
4065
|
A new approach to mutual information. II
|
|
|
|
|
4066
|
Phantom Probability
|
|
|
|
|
4067
|
An upper bound for front propagation velocities inside moving populations
|
|
|
|
|
4068
|
New bounds for the free energy of directed polymers in dimension 1+1 and 1+2
|
|
|
|
|
4069
|
The growth of the infinite long-range percolation cluster
|
|
|
|
|
4070
|
Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence
|
|
|
|
|
4071
|
A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (extended version)
|
|
|
|
|
4072
|
Isomorphism and Symmetries in Random Phylogenetic Trees
|
|
|
|
|
4073
|
General discrete random walk with variable absorbing probabilities
|
|
|
|
|
4074
|
Convolution symmetries of integrable hierarchies, matrix models and $\tau$-functions
|
|
|
|
|
4075
|
Invariant manifolds for random and stochastic partial differential equations
|
|
|
|
|
4076
|
Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
|
|
|
|
|
4077
|
The phase transition of the quantum Ising model is sharp
|
|
|
|
|
4078
|
Beta Jacobi processes
|
|
|
|
|
4079
|
Order-invariant Measures on Fixed Causal Sets
|
|
|
|
|
4080
|
Representation of gaussian small ball probabilities in $l_2$
|
|
|
|
|
4081
|
Spatial Epidemics and Local Times for Critical Branching Random Walks in Dimensions 2 and 3
|
|
|
|
|
4082
|
Order-invariant Measures on Causal Sets
|
|
|
|
|
4083
|
Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
|
|
|
|
|
4084
|
Current and density fluctuations for interacting particle systems with anomalous diffusive behavior
|
|
|
|
|
4085
|
Adjustment coefficient for risk processes in some dependent contexts
|
|
|
|
|
4086
|
Efficient importance sampling for binary contingency tables
|
|
|
|
|
4087
|
Product-form stationary distributions for deficiency zero chemical reaction networks
|
|
|
|
|
4088
|
A constructive Borel-Cantelli lemma. Constructing orbits with required statistical properties
|
|
|
|
|
4089
|
Shrinkage Effect in Ancestral Maximum Likelihood
|
|
|
|
|
4090
|
Real Zeros and Normal Distribution for Statistics on Stirling Permutations Defined by Gessel and Stanley
|
|
|
|
|
4091
|
Concentration of Random Determinants and Permanent Estimators
|
|
|
|
|
4092
|
Dynamic Programming Optimization over Random Data: The Scaling Exponent for Near-Optimal Solutions
|
|
|
|
|
4093
|
Random dense bipartite graphs and directed graphs with specified degrees
|
|
|
|
|
4094
|
Hamilton cycles in 3-out
|
|
|
|
|
4095
|
Minors in random regular graphs
|
|
|
|
|
4096
|
Clique percolation
|
|
|
|
|
4097
|
On the girth of random Cayley graphs
|
|
|
|
|
4098
|
When almost all sets are difference dominated
|
|
|
|
|
4099
|
Longest convex chains
|
|
|
|
|
4100
|
The onset of dominance in balls-in-bins processes with feedback
|
|
|
|
|
4101
|
Linear lower bounds for deltac(p) for a class of 2D self-destructive percolation models
|
|
|
|
|
4102
|
The simple random walk and max-degree walk on a directed graph
|
|
|
|
|
4103
|
Proof of the local REM conjecture for number partitioning. I: Constant energy scales
|
|
|
|
|
4104
|
A new approach to the giant component problem
|
|
|
|
|
4105
|
A percolating hard sphere model
|
|
|
|
|
4106
|
Avoiding small subgraphs in Achlioptas processes
|
|
|
|
|
4107
|
On upper bounds for the tail distribution of geometric sums of subexponential random variables
|
|
|
|
|
4108
|
Batch queues, reversibility and first-passage percolation
|
|
|
|
|
4109
|
On sojourn times in the finite capacity M/M/1 queue with processor sharing
|
|
|
|
|
4110
|
On a Continuous-Time Game with Incomplete Information
|
|
|
|
|
4111
|
Belief Propagation: An Asymptotically Optimal Algorithm for the Random Assignment Problem
|
|
|
|
|
4112
|
The rotor-router model on regular trees
|
|
|
|
|
4113
|
Explicit error bounds for lazy reversible Markov chain Monte Carlo
|
|
|
|
|
4114
|
On the distribution function of the complexity of finite sequences
|
|
|
|
|
4115
|
Laws of Large Numbers for Continuous Belief Measures on Compact Spaces
|
|
|
|
|
4116
|
Computing expectations with continuous p-boxes: Univariate case
|
|
|
|
|
4117
|
Vertex percolation on expander graphs
|
|
|
|
|
4118
|
On q-functional equations and excursion moments
|
|
|
|
|
4119
|
Step Size in Stein's Method of Exchangeable Pairs
|
|
|
|
|
4120
|
Line-of-Sight Percolation
|
|
|
|
|
4121
|
The Probability That a Random Multigraph is Simple
|
|
|
|
|
4122
|
Majority Bootstrap Percolation on the Hypercube
|
|
|
|
|
4123
|
Decision Trees and Influences of Variables Over Product Probability Spaces
|
|
|
|
|
4124
|
Optimal minimax strategy in a dice game
|
|
|
|
|
4125
|
Balancing Traffic in Networks: Redundancy, Learning and the Effect of Stochastic Fluctuations
|
|
|
|
|
4126
|
Global Alignment of Molecular Sequences via Ancestral State Reconstruction
|
|
|
|
|
4127
|
Computable de Finetti measures
|
|
|
|
|
4128
|
Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures
|
|
|
|
|
4129
|
Correlation Decay in Random Decision Networks
|
|
|
|
|
4130
|
An Invariance Principle for Polytopes
|
|
|
|
|
4131
|
Renewal theory in analysis of tries and strings
|
|
|
|
|
4132
|
Topological Properties of an Exponential Random Geometric Graph Process
|
|
|
|
|
4133
|
Which Connected Spatial Networks on Random Points have Linear Route-Lengths?
|
|
|
|
|
4134
|
On the relation between plausibility logic and the maximum-entropy principle: a numerical study
|
|
|
|
|
4135
|
Asynchronous CDMA Systems with Random Spreading-Part I: Fundamental Limits
|
|
|
|
|
4136
|
Asynchronous CDMA Systems with Random Spreading-Part II: Design Criteria
|
|
|
|
|
4137
|
Continuity of mutual entropy in the large signal-to-noise ratio limit
|
|
|
|
|
4138
|
Entropy sensitivity of languages defined by infinite automata, via Markov chains with forbidden transitions
|
|
|
|
|
4139
|
Kalman Filtering with Intermittent Observations: Weak Convergence and Moderate Deviations
|
|
|
|
|
4140
|
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
|
|
|
|
|
4141
|
Performance of Statistical Tests for Source Detection using Random Matrix Theory
|
|
|
|
|
4142
|
Noisy fighter-bomber duel
|
|
|
|
|
4143
|
On the stability of two-chunk file-sharing systems
|
|
|
|
|
4144
|
Sharp Load Thresholds for Cuckoo Hashing
|
|
|
|
|
4145
|
Construction of a Large Class of Deterministic Sensing Matrices that Satisfy a Statistical Isometry Property
|
|
|
|
|
4146
|
A Random Dynamical Systems Approach to Filtering in Large-scale Networks
|
|
|
|
|
4147
|
Geometrical Interpretation of Shannon's Entropy Based on the Born Rule
|
|
|
|
|
4148
|
On an Inequality of Karlin and Rinott Concerning Weighted Sums of i.i.d. Random Variables
|
|
|
|
|
4149
|
Deterministic approximation for the cover time of trees
|
|
|
|
|
4150
|
Finding passwords by random walks: How long does it take?
|
|
|
|
|
4151
|
On the minimal penalty for Markov order estimation
|
|
|
|
|
4152
|
Hydrodynamic limit of move-to-front rules and search cost probabilities
|
|
|
|
|
4153
|
Learning, complexity and information density
|
|
|
|
|
4154
|
Distributed Averaging via Lifted Markov Chains
|
|
|
|
|
4155
|
Randomized Scheduling Algorithm for Queueing Networks
|
|
|
|
|
4156
|
Distributed Random Access Algorithm: Scheduling and Congesion Control
|
|
|
|
|
4157
|
Uniquely Ergodic Minimal Tiling Spaces with Positive Entropy
|
|
|
|
|
4158
|
Rational Behaviour in the Presence of Stochastic Perturbations
|
|
|
|
|
4159
|
Spread of Misinformation in Social Networks
|
|
|
|
|
4160
|
Thinning, Entropy and the Law of Thin Numbers
|
|
|
|
|
4161
|
A criterion for hypothesis testing for stationary processes
|
|
|
|
|
4162
|
Characterizing predictable classes of processes
|
|
|
|
|
4163
|
Breaking through the Thresholds: an Analysis for Iterative Reweighted $\ell_1$ Minimization via the Grassmann Angle Framework
|
|
|
|
|
4164
|
A method for Hedging in continuous time
|
|
|
|
|
4165
|
What does Newcomb's paradox teach us?
|
|
|
|
|
4166
|
Spatial and Temporal Correlation of the Interference in ALOHA Ad Hoc Networks
|
|
|
|
|
4167
|
A statistical mechanical interpretation of algorithmic information theory III: Composite systems and fixed points
|
|
|
|
|
4168
|
Thin Partitions: Isoperimetric Inequalities and Sampling Algorithms for some Nonconvex Families
|
|
|
|
|
4169
|
Time Allocation of a Set of Radars in a Multitarget Environment
|
|
|
|
|
4170
|
A Mean Field Approach for Optimization in Particles Systems and Applications
|
|
|
|
|
4171
|
A Lower Bound on Arbitrary $f$--Divergences in Terms of the Total Variation
|
|
|
|
|
4172
|
How random are a learner's mistakes?
|
|
|
|
|
4173
|
Statistical RIP and Semi-Circle Distribution of Incoherent Dictionaries
|
|
|
|
|
4174
|
Definition of evidence fusion rules on the basis of Referee Functions
|
|
|
|
|
4175
|
Analytical Expression of the Expected Values of Capital at Voting in the Stochastic Environment
|
|
|
|
|
4176
|
Strategies of Voting in Stochastic Environment: Egoism and Collectivism
|
|
|
|
|
4177
|
Connectivity, Percolation, and Information Dissemination in Large-Scale Wireless Networks with Dynamic Links
|
|
|
|
|
4178
|
A mathematical proof of the existence of trends in financial time series
|
|
|
|
|
4179
|
When do nonlinear filters achieve maximal accuracy?
|
|
|
|
|
4180
|
Factorization of Joint Probability Mass Functions into Parity Check Interactions
|
|
|
|
|
4181
|
The compositional construction of Markov processes
|
|
|
|
|
4182
|
A Lower Bound on the Capacity of Wireless Erasure Networks with Random Node Locations
|
|
|
|
|
4183
|
Maximum Entropy on Compact Groups
|
|
|
|
|
4184
|
Entropy and set cardinality inequalities for partition-determined functions, with applications to sumsets
|
|
|
|
|
4185
|
Information Inequalities for Joint Distributions, with Interpretations and Applications
|
|
|
|
|
4186
|
The Height and Range of Watermelons without Wall
|
|
|
|
|
4187
|
Degree-Distribution Stability of Growing Networks
|
|
|
|
|
4188
|
Mixing time for the solid-on-solid model
|
|
|
|
|
4189
|
How long does it take to catch a wild kangaroo?
|
|
|
|
|
4190
|
Randomness on Computable Probability Spaces - A Dynamical Point of View
|
|
|
|
|
4191
|
Cover Time and Broadcast Time
|
|
|
|
|
4192
|
Phylogenies without Branch Bounds: Contracting the Short, Pruning the Deep
|
|
|
|
|
4193
|
Fixed Point Theorems on Partial Randomness
|
|
|
|
|
4194
|
A Better Algorithm for Random k-SAT
|
|
|
|
|
4195
|
Choice-Memory Tradeoff in Allocations
|
|
|
|
|
4196
|
A New Probability Inequality Using Typical Moments and Concentration Results
|
|
|
|
|
4197
|
Smooth Analysis of the Condition Number and the Least Singular Value
|
|
|
|
|
4198
|
p-Adic Spherical Coordinates and Their Applications
|
|
|
|
|
4199
|
Weak Solutions of the Stochastic Landau-Lifshitz-Gilbert Equation
|
|
|
|
|
4200
|
Polynomial processes and their applications to mathematical Finance
|
|
|
|
|
4201
|
Regularity of Ornstein-Uhlenbeck processes driven by a L\u007b\'e\u007dvy white noise
|
|
|
|
|
4202
|
On the Bose-Einstein distribution and Bose condensation
|
|
|
|
|
4203
|
Random Current Representation for Transverse Field Ising Models
|
|
|
|
|
4204
|
Polynomial birth-death distribution approximation in Wasserstein distance
|
|
|
|
|
4205
|
Large deviation principles for non-uniformly hyperbolic rational maps
|
|
|
|
|
4206
|
Convergence of complex multiplicative cascades
|
|
|
|
|
4207
|
Uniform convergence for complex $[\mathbf\u007b0,1\u007d]$-martingales
|
|
|
|
|
4208
|
Random complex dynamics and semigroups of holomorphic maps
|
|
|
|
|
4209
|
Convergence of signed multiplicative cascades
|
|
|
|
|
4210
|
Construction of signed multiplicative cascades
|
|
|
|
|
4211
|
Martingale-Coboundary Representation for a Class of Random Fields
|
|
|
|
|
4212
|
Bounding basic characteristics of spatial epidemics with a new percolation model
|
|
|
|
|
4213
|
A useful relationship between epidemiology and queueing theory
|
|
|
|
|
4214
|
Threshold behaviour and final outcome of an epidemic on a random network with household structure
|
|
|
|
|
4215
|
Non-Equilibrium Dynamics of Dyson's Model with an Infinite Number of Particles
|
|
|
|
|
4216
|
Fluctuations of the empirical quantiles of independent Brownian motions
|
|
|
|
|
4217
|
Note on radial Dunkl processes
|
|
|
|
|
4218
|
Asymptotics of the Norm of Elliptical Random Vectors
|
|
|
|
|
4219
|
Stochastically stable globally coupled maps with bistable thermodynamic limit
|
|
|
|
|
4220
|
On the Supremum of Certain Families of Stochastic Processes
|
|
|
|
|
4221
|
Ising (Conformal) Fields and Cluster Area Measures
|
|
|
|
|
4222
|
Default times, non arbitrage conditions and change of probability measures
|
|
|
|
|
4223
|
Reflected Backward SDEs with General Jumps
|
|
|
|
|
4224
|
Radial Dunkl processes associated with Dihedral systems
|
|
|
|
|
4225
|
A Probablistic Origin for a New Class of Bivariate Polynomials
|
|
|
|
|
4226
|
Immigrated urn models - asymptotic properties and applications
|
|
|
|
|
4227
|
Optimal stopping of a risk process when claims are covered immediately
|
|
|
|
|
4228
|
Multi-color Randomly Reinforced Urn for Adaptive Designs
|
|
|
|
|
4229
|
A New Family of Covariate-Adjusted Response Adaptive Designs and their Asymptotic Properties
|
|
|
|
|
4230
|
The critical Z-invariant Ising model via dimers: the periodic case
|
|
|
|
|
4231
|
The duration problem with multiple exchanges
|
|
|
|
|
4232
|
The Gaussian approximation for multi-color generalized Friedman's urn model
|
|
|
|
|
4233
|
Scaling limits for symmetric Ito-Levy processes in random medium
|
|
|
|
|
4234
|
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity
|
|
|
|
|
4235
|
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
|
|
|
|
|
4236
|
Estimation of the instantaneous volatility
|
|
|
|
|
4237
|
A rank-based selection with cardinal payoffs and a cost of choice
|
|
|
|
|
4238
|
Time management in a Poisson fishing model
|
|
|
|
|
4239
|
Predictability in Spatially Extended Systems with Model Uncertainty
|
|
|
|
|
4240
|
Epidemic modelling: aspects where stochasticity matters
|
|
|
|
|
4241
|
Artificial intelligence for Bidding Hex
|
|
|
|
|
4242
|
Simultaneous Asymptotics for the Shape of Random Young Tableaux with Growingly Reshuffled Alphabets
|
|
|
|
|
4243
|
On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
|
|
|
|
|
4244
|
Ultraspherical type generating functions for orthogonal polynomials
|
|
|
|
|
4245
|
Optimal detection of homogeneous segment of observations in stochastic sequence
|
|
|
|
|
4246
|
On the annealed large deviation rate function for a multi-dimensional random walk in random environment
|
|
|
|
|
4247
|
Upper bounds on Rubinstein distances on configuration spaces and applications
|
|
|
|
|
4248
|
Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling
|
|
|
|
|
4249
|
Intermittency on catalysts: three-dimensional simple symmetric exclusion
|
|
|
|
|
4250
|
Evolution by mean curvature in sub-Riemannian geometries: A stochastic approach
|
|
|
|
|
4251
|
A numerical algorithm for zero counting II: Randomization and Condition
|
|
|
|
|
4252
|
Distances between pairs of vertices and vertical profile in conditioned Galton--Watson trees
|
|
|
|
|
4253
|
Rubinstein distances on configuration spaces
|
|
|
|
|
4254
|
Non-colliding Jacobi processes as limits of Markov chains on Gelfand-Tsetlin graph
|
|
|
|
|
4255
|
Critical Value of the Quantum Ising Model on Star-Like Graphs
|
|
|
|
|
4256
|
Mathematical model for resistance and optimal strategy
|
|
|
|
|
4257
|
Asymptotics for the size of the largest component scaled to "log n" in inhomogeneous random graphs
|
|
|
|
|
4258
|
Normal approximation for coverage models over binomial point processes
|
|
|
|
|
4259
|
Parameter Estimation for Rough Differential Equations
|
|
|
|
|
4260
|
From Schoenberg to Pick--Nevanlinna: Toward a complete picture of the variogram class
|
|
|
|
|
4261
|
Synchronization of discrete-time dynamical networks with time-varying couplings
|
|
|
|
|
4262
|
Sequential multiple hypothesis testing in presence of control variables
|
|
|
|
|
4263
|
From Schoenberg to Pick-Nevanlinna: towards a complete picture of the variogram class
|
|
|
|
|
4264
|
Cone structure of $L^2$-Wasserstein spaces
|
|
|
|
|
4265
|
Universality in Complex Wishart ensembles: The 1 cut case
|
|
|
|
|
4266
|
Commuting birth-and-death processes
|
|
|
|
|
4267
|
An empirical central limit theorem in L^1 for stationary sequences
|
|
|
|
|
4268
|
Mean field frozen percolation
|
|
|
|
|
4269
|
Sparse graphs: metrics and random models
|
|
|
|
|
4270
|
Generalized Hammersley Process and Phase Transition for Activated Random Walk Models
|
|
|
|
|
4271
|
Heat-kernel estimates for random walk among random conductances with heavy tail
|
|
|
|
|
4272
|
Fluctuation theory and exit systems for positive self-similar Markov processes
|
|
|
|
|
4273
|
Copulas for Markovian dependence
|
|
|
|
|
4274
|
The speed of a biased random walk on a percolation cluster at high density
|
|
|
|
|
4275
|
Gibbsianness and non-Gibbsianness in divide and color models
|
|
|
|
|
4276
|
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
|
|
|
|
|
4277
|
Liquidity Risk, Price Impacts and the Replication Problem
|
|
|
|
|
4278
|
Spectral norm of products of random and deterministic matrices
|
|
|
|
|
4279
|
Gibbsianness and non-Gibbsianness in divide and colour models
|
|
|
|
|
4280
|
Chaos in a spatial epidemic model
|
|
|
|
|
4281
|
Factorization property of generalized s-selfdecomposable measures and class $L^f$ distributions$^1$
|
|
|
|
|
4282
|
Harmonic functions for a class of integro-differential operators
|
|
|
|
|
4283
|
A universality result for the smallest eigenvalues of certain sample covariance matrices
|
|
|
|
|
4284
|
Macroscopic reduction for stochastic reaction-diffusion equations
|
|
|
|
|
4285
|
Phylogenetic distances for neighbour dependent substitution processes
|
|
|
|
|
4286
|
A central limit theorem for random walk in random environment on marked Galton-Watson trees
|
|
|
|
|
4287
|
Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
|
|
|
|
|
4288
|
Approximate factor analysis model building via alternating I-divergence minimization
|
|
|
|
|
4289
|
Transport diffusion coefficient for a Knudsen gas in a random tube
|
|
|
|
|
4290
|
Gibbs-non-Gibbs properties for n-vector lattice and mean-field models
|
|
|
|
|
4291
|
Occupation times via Bessel functions
|
|
|
|
|
4292
|
Existence and uniqueness of solutions of stochastic functional differential equations
|
|
|
|
|
4293
|
Polymorphic evolution sequence and evolutionary branching
|
|
|
|
|
4294
|
Completeness of bond market driven by L\'evy process
|
|
|
|
|
4295
|
Palindromic random trigonometric polynomials
|
|
|
|
|
4296
|
Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment
|
|
|
|
|
4297
|
Alternating I-divergence minimization in factor analysis
|
|
|
|
|
4298
|
Brownian motion on the Sierpinski carpet
|
|
|
|
|
4299
|
Large deviations for intersection local times in critical dimension
|
|
|
|
|
4300
|
Orthogonality and probability: beyond nearest neighbor transitions
|
|
|
|
|
4301
|
Supermartingale Deomposition with General Index Set
|
|
|
|
|
4302
|
On vertex, edge, and vertex-edge random graphs
|
|
|
|
|
4303
|
On the largest-eigenvalue process for generalized Wishart random matrices
|
|
|
|
|
4304
|
A simple proof of exponential decay in the two dimensional percolation model
|
|
|
|
|
4305
|
Optimal sequential testing of two simple hypotheses in presence of control variables
|
|
|
|
|
4306
|
Dynamics of the time to the most recent common ancestor in a large branching population
|
|
|
|
|
4307
|
Asymptotics of one-dimensional forest fire processes
|
|
|
|
|
4308
|
Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization
|
|
|
|
|
4309
|
Regularity results for stable-like operators
|
|
|
|
|
4310
|
Sharp error terms for return time statistics under mixing conditions
|
|
|
|
|
4311
|
Distribution and asymptotics under beta random scaling
|
|
|
|
|
4312
|
Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues
|
|
|
|
|
4313
|
Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations
|
|
|
|
|
4314
|
The two uniform infinite quadrangulations of the plane have the same law
|
|
|
|
|
4315
|
Lowering and raising operators for the free Meixner class of orthogonal polynomials
|
|
|
|
|
4316
|
Censored Glauber Dynamics for the mean field Ising Model
|
|
|
|
|
4317
|
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps
|
|
|
|
|
4318
|
Poisson boundary of the discrete quantum group A_u(F)^
|
|
|
|
|
4319
|
Phi-entropy inequalities for diffusion semigroups
|
|
|
|
|
4320
|
An almost sure limit theorem for super-Brownian motion
|
|
|
|
|
4321
|
Askey-Wilson polynomials, quadratic harnesses and martingales
|
|
|
|
|
4322
|
Spatial random permutations with small cycle weights
|
|
|
|
|
4323
|
On near optimal trajectories for a game associated with the \infty-Laplacian
|
|
|
|
|
4324
|
Annealed upper tails for the energy of a polymer
|
|
|
|
|
4325
|
Fast approximation of solutions of SDE's with oblique reflection on an orthant
|
|
|
|
|
4326
|
Qualitative Properties of Local Random Invariant Manifolds for SPDEs with Quadratic Nonlinearity
|
|
|
|
|
4327
|
Uniform Time Average Consistency of Monte Carlo Particle Filters
|
|
|
|
|
4328
|
Bounds for the annealed return probability on large finite random percolation clusters
|
|
|
|
|
4329
|
Optimal sequential procedures with Bayes decision rules
|
|
|
|
|
4330
|
Multiple intersection exponents
|
|
|
|
|
4331
|
Bounds for the return probability of the delayed random walk on finite percolation clusters in the critical case
|
|
|
|
|
4332
|
Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading
|
|
|
|
|
4333
|
Cutoff phenomena for random walks on random regular graphs
|
|
|
|
|
4334
|
Fixation Probability for Competing Selective Sweeps
|
|
|
|
|
4335
|
Extending the Set of Quadratic Exponential Vectors
|
|
|
|
|
4336
|
Dynamics of postcritically bounded polynomial semigroups III: classification of semi-hyperbolic semigroups and random Julia sets which are Jordan curves but not quasicircles
|
|
|
|
|
4337
|
Convergence rates of posterior distributions for observations without the iid structure
|
|
|
|
|
4338
|
Utility maximization in incomplete markets with default
|
|
|
|
|
4339
|
Some Examples of Dynamics for Gelfand Tsetlin Patterns
|
|
|
|
|
4340
|
The falling appart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation
|
|
|
|
|
4341
|
Coagulation, diffusion and the continuous Smoluchowski equation
|
|
|
|
|
4342
|
Pricing financial derivatives by a minimizing method
|
|
|
|
|
4343
|
Recurrence and transience for long-range reversible random walks on a random point process
|
|
|
|
|
4344
|
Second order Poincar\'e inequalities and CLTs on Wiener space
|
|
|
|
|
4345
|
Convergence to Weighted Fractional Brownian Sheets
|
|
|
|
|
4346
|
The 2D Ising model near criticality: a FK percolation analysis
|
|
|
|
|
4347
|
Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes
|
|
|
|
|
4348
|
Random walks in random Dirichlet environment are transient in dimension $d\ge 3$
|
|
|
|
|
4349
|
Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes
|
|
|
|
|
4350
|
Linear stochastic systems: a white noise approach
|
|
|
|
|
4351
|
Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon
|
|
|
|
|
4352
|
Brownian motion conditioned to stay in a cone
|
|
|
|
|
4353
|
Rescaled Levy-Loewner hulls and random growth
|
|
|
|
|
4354
|
The regularizing effects of resetting in a particle system for the Burgers' equation
|
|
|
|
|
4355
|
Multivariate utility maximization with proportional transaction costs
|
|
|
|
|
4356
|
The TASEP speed process
|
|
|
|
|
4357
|
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise
|
|
|
|
|
4358
|
A calculus on L\'evy exponents and selfdecomposability on Banach spaces
|
|
|
|
|
4359
|
Quantile hedging for an insider
|
|
|
|
|
4360
|
A note on a composition of two random integral mappings $\J^\be$ and some examples
|
|
|
|
|
4361
|
Dynamics of postcritically bounded polynomial semigroups I: connected components of the Julia sets
|
|
|
|
|
4362
|
Predictability in Nonlinear Dynamical Systems with Model Uncertainty
|
|
|
|
|
4363
|
Discrete random walk with barriers on a locally infinite graph
|
|
|
|
|
4364
|
On the residual dependence index of elliptical distributions
|
|
|
|
|
4365
|
An extension of a logarithmic form of Cramer's ruin theorem to some FARIMA and related processes
|
|
|
|
|
4366
|
The first digit frequencies of primes and Riemann zeta zeros tend to uniformity following a size-dependent generalized Benford's law
|
|
|
|
|
4367
|
Distribution of Normalized Zero-Sets of Random Entire Functions
|
|
|
|
|
4368
|
Lagrangian structures for the Stokes, Navier-Stokes and Euler equations
|
|
|
|
|
4369
|
Random tree growth by vertex splitting
|
|
|
|
|
4370
|
Exact and asymptotic $n$-tuple laws at first and last passage
|
|
|
|
|
4371
|
The structure of typical clusters in large sparse random configurations
|
|
|
|
|
4372
|
Information Percolation
|
|
|
|
|
4373
|
Information Percolation with Equilibrium Search Dynamics
|
|
|
|
|
4374
|
On Relations Between Urbanik and Mehler Semigroups
|
|
|
|
|
4375
|
Random Complexes and l^2-Betti Numbers
|
|
|
|
|
4376
|
An Upper Bound on the critical density for Activated Random Walks on Euclidean Lattices
|
|
|
|
|
4377
|
The "north pole problem" and random orthogonal matrices
|
|
|
|
|
4378
|
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
|
|
|
|
|
4379
|
Particle approximation of some Landau equations
|
|
|
|
|
4380
|
Brunet-Derrida behavior of branching-selection particle systems on the line
|
|
|
|
|
4381
|
Quantitative asymptotics of graphical projection pursuit
|
|
|
|
|
4382
|
Limit Theorems and Coexistence Probabilities for the Curie-Weiss Potts Model with an external field
|
|
|
|
|
4383
|
On Boundary Crossing Probabilities for Diffusion Processes
|
|
|
|
|
4384
|
Shifted small deviations and Chung LIL for symmetric alpha-stable processes
|
|
|
|
|
4385
|
Slow decay of Gibbs measures with heavy tails
|
|
|
|
|
4386
|
Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
|
|
|
|
|
4387
|
A continuous semigroup of notions of independence between the classical and the free one
|
|
|
|
|
4388
|
Variation and Rough Path Properties of Local Times of L\'evy Processes
|
|
|
|
|
4389
|
Lattice gas model in random medium and open boundaries: hydrodynamic and relaxation to the steady state
|
|
|
|
|
4390
|
On universal estimates for binary renewal processes
|
|
|
|
|
4391
|
A Central Limit Theorem, and related results, for a two-color randomly reinforced urn
|
|
|
|
|
4392
|
Self-organized criticality via stochastic partial differential equations
|
|
|
|
|
4393
|
Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
|
|
|
|
|
4394
|
A connection between extreme value theory and long time approximation of SDE's
|
|
|
|
|
4395
|
Brownian moving averages have conditional full support
|
|
|
|
|
4396
|
Finite time extinction for solutions to fast diffusion stochastic porous media equations
|
|
|
|
|
4397
|
On the laws of first hitting times of points for one-dimensional symmetric stable L\'evy processes
|
|
|
|
|
4398
|
Aggregation of autoregressive processes and long memory
|
|
|
|
|
4399
|
Measures and dimensions of Julia sets of semi-hyperbolic rational semigroups
|
|
|
|
|
4400
|
Airy processes with wanderers and new universality classes
|
|
|
|
|
4401
|
Equality of critical points for polymer depinning transitions with loop exponent one
|
|
|
|
|
4402
|
Binomial approximations of shortfall risk for game options
|
|
|
|
|
4403
|
Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data
|
|
|
|
|
4404
|
On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative L\'\u007be\u007dvy processes
|
|
|
|
|
4405
|
Stochastic integrals and conditional full support
|
|
|
|
|
4406
|
An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees
|
|
|
|
|
4407
|
Combinatorics of Tripartite Boundary Connections for Trees and Dimers
|
|
|
|
|
4408
|
On $k$-free-like groups
|
|
|
|
|
4409
|
Survival of branching random walks in random environment
|
|
|
|
|
4410
|
Slowdown estimates for ballistic random walk in random environment
|
|
|
|
|
4411
|
Moments, cumulants and diagram formulae for non-linear functionals of random measures
|
|
|
|
|
4412
|
Branching Brownian motion: Almost sure growth along unscaled paths
|
|
|
|
|
4413
|
Measure changes with extinction
|
|
|
|
|
4414
|
The Distribution of Fst and other Genetic Statistics for a Class of Population Structure Models
|
|
|
|
|
4415
|
Dirichlet Forms on Laakso and Barlow-Evans Fractals of Arbitrary Dimension
|
|
|
|
|
4416
|
Spectral measure of heavy tailed band and covariance random matrices
|
|
|
|
|
4417
|
Robust adaptive importance sampling for normal random vectors
|
|
|
|
|
4418
|
Matrix valued Brownian motion and a paper by Polya
|
|
|
|
|
4419
|
A self-regulating and patch subdivided population
|
|
|
|
|
4420
|
Optimal sequential multiple hypothesis tests
|
|
|
|
|
4421
|
Spectrum of large random reversible Markov chains: two examples
|
|
|
|
|
4422
|
Isotropic Ornstein-Uhlenbeck flows
|
|
|
|
|
4423
|
Spectrum of large random reversible Markov chains
|
|
|
|
|
4424
|
Reconstruction of symmetric Potts Models
|
|
|
|
|
4425
|
On percolation and the bunkbed conjecture
|
|
|
|
|
4426
|
A Duality Approach to the Genealogies of Discrete Non-Neutral Wright-Fisher Models
|
|
|
|
|
4427
|
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
|
|
|
|
|
4428
|
Distribution of the Brownian motion on its way to hitting zero
|
|
|
|
|
4429
|
Marginal relevance of disorder for pinning models
|
|
|
|
|
4430
|
A Bayesian Framework for Collaborative Multi-Source Signal Detection
|
|
|
|
|
4431
|
Diffusion limit for many particles in a periodic stochastic acceleration field
|
|
|
|
|
4432
|
Probability measures, L\'\u007be\u007dvy measures and analyticity in time
|
|
|
|
|
4433
|
An asymptotic theory for randomly-forced discrete nonlinear heat equations
|
|
|
|
|
4434
|
An elementary approach to extreme values theory
|
|
|
|
|
4435
|
Asymptotics for Kotz Type III Elliptical Distributions
|
|
|
|
|
4436
|
Asymptotic analysis and diffusion limit of the Persistent Turning Walker Model
|
|
|
|
|
4437
|
Confluence of geodesic paths and separating loops in large planar quadrangulations
|
|
|
|
|
4438
|
Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection
|
|
|
|
|
4439
|
Closeness of convolutions of probability measures
|
|
|
|
|
4440
|
Differences of random Cantor sets and lower spectral radii
|
|
|
|
|
4441
|
First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes
|
|
|
|
|
4442
|
On the moments and distribution of discrete Choquet integrals from continuous distributions
|
|
|
|
|
4443
|
Generalized Bessel function of Type D
|
|
|
|
|
4444
|
Large deviations for random walks in random environment on a Galton-Watson tree
|
|
|
|
|
4445
|
Gaussian Correlation Conjecture for Symmetric Convex Sets
|
|
|
|
|
4446
|
Sharp Transitions in Making Squares
|
|
|
|
|
4447
|
Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones
|
|
|
|
|
4448
|
Scale-invariant groups
|
|
|
|
|
4449
|
Competitive or Weak Cooperative Stochastic Lotka-Volterra Systems Conditioned to Non-Extinction
|
|
|
|
|
4450
|
Quenched invariance principle for the Knudsen stochastic billiard in a random tube
|
|
|
|
|
4451
|
Greedy Polyominoes and first-passage times on random Voronoi tilings
|
|
|
|
|
4452
|
Asymptotics for the survival probability in a killed branching random walk
|
|
|
|
|
4453
|
Dispersion of volume under the action of isotropic Brownian flows
|
|
|
|
|
4454
|
A Criterion for the Viability of Stochastic Semilinear Control Systems via the Quasi-Tangency Condition
|
|
|
|
|
4455
|
Jack deformations of Plancherel measures and traceless Gaussian random matrices
|
|
|
|
|
4456
|
A pathwise approach to relativistic diffusions
|
|
|
|
|
4457
|
The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options
|
|
|
|
|
4458
|
Conditional Limits of W_p scale Mixture Distributions
|
|
|
|
|
4459
|
Large gaps between random eigenvalues
|
|
|
|
|
4460
|
The Packing Measure of the Range of Super-Brownian Motion
|
|
|
|
|
4461
|
An example of Brunet-Derrida behavior for a branching-selection particle system on $\Z$
|
|
|
|
|
4462
|
Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
|
|
|
|
|
4463
|
How hot can a heat bath get?
|
|
|
|
|
4464
|
A Theory of Truncated Inverse Sampling
|
|
|
|
|
4465
|
A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
|
|
|
|
|
4466
|
Limit Behaviour of Sequential Empirical Measure Processes
|
|
|
|
|
4467
|
Monotonic Convergence in an Information-Theoretic Law of Small Numbers
|
|
|
|
|
4468
|
On weak generalized stability and (c,d)-pseudostable random variables via functional equations
|
|
|
|
|
4469
|
Large deviations for Branching Processes in Random Environment
|
|
|
|
|
4470
|
Semi-static hedging for certain Margrabe type options with barriers
|
|
|
|
|
4471
|
On unique extension of time changed reflecting Brownian motions
|
|
|
|
|
4472
|
Jump-Diffusions in Hilbert Spaces: Existence, Stability and Numerics
|
|
|
|
|
4473
|
Structural properties of semilinear SPDEs driven by cylindrical stable processes
|
|
|
|
|
4474
|
Smooth Homogenization of Heat Equations on Tubular Neighborhoods
|
|
|
|
|
4475
|
L2-Homogenization of Heat Equations on Tubular Neighborhoods
|
|
|
|
|
4476
|
On notions of harmonicity
|
|
|
|
|
4477
|
A sharp threshold for minimum bounded-depth and bounded-diameter spanning trees and Steiner trees in random networks
|
|
|
|
|
4478
|
A general theory of Finite State Backward Stochastic Difference Equations
|
|
|
|
|
4479
|
Image and Reciprocal Image of a Measure. Compatibility Theorem
|
|
|
|
|
4480
|
Limits of bifractional Brownian noises
|
|
|
|
|
4481
|
A Charlier-Parseval approach to Poisson approximation and its applications
|
|
|
|
|
4482
|
Robust Estimation of Mean Values
|
|
|
|
|
4483
|
On nearly radial marginals of high-dimensional probability measures
|
|
|
|
|
4484
|
A Stochastic Representation for Backward Incompressible Navier-Stokes Equations
|
|
|
|
|
4485
|
On ergodicity of some Markov processes
|
|
|
|
|
4486
|
Stochastic flows with reflection
|
|
|
|
|
4487
|
The law of series
|
|
|
|
|
4488
|
Spontaneous clustering in theoretical and some empirical stationary processes
|
|
|
|
|
4489
|
Local times of multifractional Brownian sheets
|
|
|
|
|
4490
|
Central limit theorems for double Poisson integrals
|
|
|
|
|
4491
|
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
|
|
|
|
|
4492
|
Skewness Premium with L\'evy Processes
|
|
|
|
|
4493
|
Kshirsagar--Tan independence property of beta matrices and related characterizations
|
|
|
|
|
4494
|
Sharp large deviations for the fractional Ornstein-Uhlenbeck process
|
|
|
|
|
4495
|
Facilitated oriented spin models:some non equilibrium results
|
|
|
|
|
4496
|
Chaos, concentration, and multiple valleys
|
|
|
|
|
4497
|
Localization for Linear Stochastic Evolutions
|
|
|
|
|
4498
|
Continuity of the SLE trace in simply connected domains
|
|
|
|
|
4499
|
Symmetry and Time Changed Brownian Motions
|
|
|
|
|
4500
|
Discrete approximation of the free Fock space
|
|
|
|
|
4501
|
Multistage Hypothesis Tests for the Mean of a Normal Distribution
|
|
|
|
|
4502
|
Ball throwing on spheres
|
|
|
|
|
4503
|
Structurally damped plate and wave equations with random point force in arbitrary space dimensions
|
|
|
|
|
4504
|
Difference operators and determinantal point processes
|
|
|
|
|
4505
|
Scaling Limits for Width Two Partially Ordered Sets: The Incomparability Window
|
|
|
|
|
4506
|
Excited Brownian Motions
|
|
|
|
|
4507
|
Central extensions of the Heisenberg algebra
|
|
|
|
|
4508
|
Central Limit Theorems for the Energy Density in the Sherrington-Kirkpatrick Model
|
|
|
|
|
4509
|
The rate of convergence of the Walk on Spheres Algorithm
|
|
|
|
|
4510
|
Optimal Switching of One-Dimensional Reflected BSDEs, and Associated Multi-Dimensional BSDEs with Oblique Reflection
|
|
|
|
|
4511
|
A model for infection on graphs
|
|
|
|
|
4512
|
Occupancy Schemes Associated to Yule Processes
|
|
|
|
|
4513
|
Weak Error for stable driven SDEs: expansion of the densities
|
|
|
|
|
4514
|
Exponential random graphs as models of overlay networks
|
|
|
|
|
4515
|
alpha-Wiener bridges: singularity of induced measures and sample path properties
|
|
|
|
|
4516
|
Self-Similar Markov Processes on Cantor Set
|
|
|
|
|
4517
|
Spectra of winner-take-all stochastic neural networks
|
|
|
|
|
4518
|
On the number of cutpoints of the transient nearest neighbor random walk on the line
|
|
|
|
|
4519
|
Probabilistic characterisation of Besov-Lipschitz spaces on metric measure spaces
|
|
|
|
|
4520
|
Invariance Principle and recurrence for random walks in random environments with zero local drift
|
|
|
|
|
4521
|
On Sums of Indicator Functions in Dynamical Systems
|
|
|
|
|
4522
|
From the Littlewood-Offord problem to the Circular Law: universality of the spectral distribution of random matrices
|
|
|
|
|
4523
|
On the Limiting Shape of Markovian Random Young Tableaux
|
|
|
|
|
4524
|
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
|
|
|
|
|
4525
|
Stein's method and stochastic analysis of Rademacher functionals
|
|
|
|
|
4526
|
Tableaux Combinatorics for the Asymmetric Exclusion Process II
|
|
|
|
|
4527
|
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
|
|
|
|
|
4528
|
Yet another look at Harris' ergodic theorem for Markov chains
|
|
|
|
|
4529
|
Small probability events for two-layer geophysical flows under uncertainty
|
|
|
|
|
4530
|
Limit Theorems for Individual-Based Models in Economics and Finance
|
|
|
|
|
4531
|
Concentration Inequalities and Laws of Large Numbers under Epistemic Irrelevance
|
|
|
|
|
4532
|
From random walks to rough paths
|
|
|
|
|
4533
|
Multi-variable subordination distributions for free additive convolution
|
|
|
|
|
4534
|
An Indicator Function Limit Theorem in Dynamical Systems
|
|
|
|
|
4535
|
Parabolic Harnack Inequality and Local Limit Theorem for Percolation Clusters
|
|
|
|
|
4536
|
The Geometry of Filtering
|
|
|
|
|
4537
|
Distribution of values of $L$-functions at the edge of the critical strip
|
|
|
|
|
4538
|
Travelling with/against the flow. Deterministic diffusive driven systems
|
|
|
|
|
4539
|
Rare events, escape rates and quasistationarity: some exact formulae
|
|
|
|
|
4540
|
Discrete complex analysis on isoradial graphs
|
|
|
|
|
4541
|
Central Limit Theorem and recurrence for random walks in bistochastic random environments
|
|
|
|
|
4542
|
On Collisions of Brownian Particles
|
|
|
|
|
4543
|
Constant Rate Distributions on Partially Ordered Sets
|
|
|
|
|
4544
|
Upward and Downward Runs on Partially Ordered Sets
|
|
|
|
|
4545
|
Phase transition for the Ising model on the Critical Lorentzian triangulation
|
|
|
|
|
4546
|
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
|
|
|
|
|
4547
|
Convolutions of long-tailed and subexponential distributions
|
|
|
|
|
4548
|
Hedging of claims with physical delivery under convex transaction costs
|
|
|
|
|
4549
|
Rough Volterra equations 2: convolutional generalized integrals
|
|
|
|
|
4550
|
Strong solutions of a class of SDEs with jumps
|
|
|
|
|
4551
|
Percolation on correlated networks
|
|
|
|
|
4552
|
A strictly stationary, N-tuplewise independent counterexample to the central limit theorem
|
|
|
|
|
4553
|
A non-Markovian model of rill erosion
|
|
|
|
|
4554
|
The rough path associated to the multidimensional analytic fbm with any Hurst parameter
|
|
|
|
|
4555
|
Counting open nodal lines of random waves on planar domains
|
|
|
|
|
4556
|
Duality and hidden symmetries in interacting particle systems
|
|
|
|
|
4557
|
On a Speculated Relation Between Chv\'atal-Sankoff Constants of Several Sequences
|
|
|
|
|
4558
|
A Strong Law of Large Numbers with Applications to Self-Similar Stable Processes
|
|
|
|
|
4559
|
Hedging and production decisions under uncertainty: A survey
|
|
|
|
|
4560
|
Orbit measures, random matrix theory and interlaced determinantal processes
|
|
|
|
|
4561
|
Scaling Limits of Two-Dimensional Percolation: an Overview
|
|
|
|
|
4562
|
The Covariant Measure of SLE on the Boundary
|
|
|
|
|
4563
|
Measuring the "non-stopping timeness" of ends of previsible sets
|
|
|
|
|
4564
|
A connection between the Ghirlanda--Guerra identities and ultrametricity
|
|
|
|
|
4565
|
On the Purity of the free boundary condition Potts measure on random trees
|
|
|
|
|
4566
|
Translated Poisson approximation for Markov chains
|
|
|
|
|
4567
|
Brownian motion and the parabolicity of minimal graphs
|
|
|
|
|
4568
|
From persistent random walks to the telegraph noise
|
|
|
|
|
4569
|
Information inequalities and a dependent Central Limit Theorem
|
|
|
|
|
4570
|
Intersection exponents for biased random walks on discrete cylinders
|
|
|
|
|
4571
|
Passage-time moments and hybrid zones for the exclusion-voter model
|
|
|
|
|
4572
|
Estimating the Parameters of Binomial and Poisson Distributions via Multistage Sampling
|
|
|
|
|
4573
|
Interacting multi-class transmissions in large stochastic networks
|
|
|
|
|
4574
|
Random matrices with external source and KP $\tau$ functions
|
|
|
|
|
4575
|
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
|
|
|
|
|
4576
|
Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
|
|
|
|
|
4577
|
Limiting distributions and large deviations for random walks in random environments
|
|
|
|
|
4578
|
Hydrodynamic limit of zero range processes among random conductances on the supercritical percolation cluster
|
|
|
|
|
4579
|
Concentration inequalities for Markov processes via coupling
|
|
|
|
|
4580
|
Planar aggregation and the coalescing Brownian flow
|
|
|
|
|
4581
|
Estimating Speed and Damping in the Stochastic Wave Equation
|
|
|
|
|
4582
|
Stationary Solutions of SPDEs and Infinite Horizon BDSDEs with Non-Lipschitz Coefficients
|
|
|
|
|
4583
|
CLT Variance Associated with Baxendale's SDE
|
|
|
|
|
4584
|
Solutions of Backward Stochastic Differential Equations on Markov Chains
|
|
|
|
|
4585
|
Stochastic vortex method for forced three dimensional Navier-Stokes equations and pathwise convergence rate
|
|
|
|
|
4586
|
Stochastic solutions of a class of Higher order Cauchy problems in $\rd$
|
|
|
|
|
4587
|
Square integrable holomorphic functions on infinite-dimensional Heisenberg type groups
|
|
|
|
|
4588
|
A class of optimal stopping problems for Markov processes
|
|
|
|
|
4589
|
A note on random orthogonal polynomials on a compact interval
|
|
|
|
|
4590
|
Concentration of measure and mixing for Markov chains
|
|
|
|
|
4591
|
On contingent claims pricing in incomplete markets: A risk sharing approach
|
|
|
|
|
4592
|
Large deviations for the leaves in some random trees
|
|
|
|
|
4593
|
Multistage Estimation of Bounded-Variable Means
|
|
|
|
|
4594
|
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
|
|
|
|
|
4595
|
Almost all one-relator groups with at least three generators are residually finite
|
|
|
|
|
4596
|
Brownian couplings, convexity, and shy-ness
|
|
|
|
|
4597
|
Random block matrices and matrix orthogonal polynomials
|
|
|
|
|
4598
|
Sensitivity for Smoluchowski equation
|
|
|
|
|
4599
|
Boundary non-crossings of Brownian pillow
|
|
|
|
|
4600
|
Infinite rate mutually catalytic branching
|
|
|
|
|
4601
|
Rescaled Lotka-Volterra Models Converge to Super Stable Processes
|
|
|
|
|
4602
|
Convergence to stable laws for a class of multidimensional stochastic recursions
|
|
|
|
|
4603
|
Ruin probabilities under general investments and heavy-tailed claims
|
|
|
|
|
4604
|
Small counts in the infinite occupancy scheme
|
|
|
|
|
4605
|
Long-range self-avoiding walk converges to alpha-stable processes
|
|
|
|
|
4606
|
Correction. SDEs with oblique reflections on nonsmooth domains
|
|
|
|
|
4607
|
Law of the Iterated Logarithm for the random walk on the infinite percolation cluster
|
|
|
|
|
4608
|
Heavy-traffic limits for waiting times in many-server queues with abandonment
|
|
|
|
|
4609
|
Approximate zero-one laws and sharpness of the percolation transition in a class of models including two-dimensional Ising percolation
|
|
|
|
|
4610
|
A problem in one-dimensional diffusion-limited aggregation (DLA) and positive recurrence of Markov chains
|
|
|
|
|
4611
|
From Pet to Split
|
|
|
|
|
4612
|
Testing Composite Hypotheses via Convex Duality
|
|
|
|
|
4613
|
Expected Coalescence Time for a Nonuniform Allocation Process
|
|
|
|
|
4614
|
Bounded harmonic functions for the Heckman--Opdam Laplacian
|
|
|
|
|
4615
|
Multilevel Discretized Random Field Models with "Spin" Correlations for the Simulation of Environmental Spatial Data
|
|
|
|
|
4616
|
Clustering of discretely observed diffusion processes
|
|
|
|
|
4617
|
Stochastic and deterministic models for age-structured populations with genetically variable traits
|
|
|
|
|
4618
|
Time Consistent Dynamic Limit Order Books Calibrated on Options
|
|
|
|
|
4619
|
Universality in Complex Wishart ensembles: The 2 cut case
|
|
|
|
|
4620
|
Grassmannian Estimation
|
|
|
|
|
4621
|
Some limit theorems for rescaled Wick powers
|
|
|
|
|
4622
|
Spatial Markov Semigroups Admit Hudson-Parthasarathy Dilations
|
|
|
|
|
4623
|
Optimal L$^1$-bounds for submartingales
|
|
|
|
|
4624
|
Perfect simulation and finitary coding for multicolor systems with interactions of infinite range
|
|
|
|
|
4625
|
Analysis of Fourier transform valuation formulas and applications
|
|
|
|
|
4626
|
Implied volatility explosions: European calls and implied volatilities close to expiry in exponential L\'evy models
|
|
|
|
|
4627
|
Averaged large deviations for random walk in a random environment
|
|
|
|
|
4628
|
Convergence of symmetric trap models in the hypercube
|
|
|
|
|
4629
|
Scaling limit for a drainage network model
|
|
|
|
|
4630
|
A New Framework of Multistage Hypothesis Tests
|
|
|
|
|
4631
|
On the norm of the Beurling-Ahlfors operator in several dimensions
|
|
|
|
|
4632
|
Stochastic analysis of Bernoulli processes
|
|
|
|
|
4633
|
Some Notes on Standard Borel and Related Spaces
|
|
|
|
|
4634
|
Uniqueness of the stationary distribution and stabilizability in Zhang's sandpile model
|
|
|
|
|
4635
|
Thermodynamic Limit for Large Random Trees
|
|
|
|
|
4636
|
Uniform estimates for order statistics and Orlicz functions
|
|
|
|
|
4637
|
Strong Law of Large Numbers for Fragmentation Processes
|
|
|
|
|
4638
|
Poisson Limit for Associated Random Fields
|
|
|
|
|
4639
|
Dynamics of Vertex-Reinforced Random Walks
|
|
|
|
|
4640
|
Proportional fairness and its relationship with multi-class queueing networks
|
|
|
|
|
4641
|
Anomalous behavior of the Kramers rate at bifurcations in classical field theories
|
|
|
|
|
4642
|
Loop-Erased Random Walk and Poisson Kernel on Planar Graphs
|
|
|
|
|
4643
|
Logarithmic Sobolev inequalities: regularizing effect of L\'evy operators and asymptotic convergence in the L\'evy-Fokker-Planck equation
|
|
|
|
|
4644
|
Criteria for strong and weak random attractors
|
|
|
|
|
4645
|
Two new Probability inequalities and Concentration Results
|
|
|
|
|
4646
|
Exponential functionals of Brownian motion and class one Whittaker functions
|
|
|
|
|
4647
|
Infinite paths and cliques in random graphs
|
|
|
|
|
4648
|
On incompleteness of bond markets with infinite number of random factors
|
|
|
|
|
4649
|
Limit law of the local time for Brox's diffusion
|
|
|
|
|
4650
|
Continuous LERW Started from Interior Points
|
|
|
|
|
4651
|
Affine Models
|
|
|
|
|
4652
|
Some remarks on Betti numbers of random polygon spaces
|
|
|
|
|
4653
|
Rough Volterra equations 1: the algebraic integration setting
|
|
|
|
|
4654
|
Local time and the pricing of time-dependent barrier options
|
|
|
|
|
4655
|
The distribution of the zeroes of random trigonometric polynomials
|
|
|
|
|
4656
|
Convergence of the critical finite-range contact process to super-Brownian motion above the upper critical dimension: I. The higher-point functions
|
|
|
|
|
4657
|
On the invariant measure of the random difference equation $X_n=A_n X_\u007bn-1\u007d+ B_n$ in the critical case
|
|
|
|
|
4658
|
A Markov model for the spread of Hepatitis C
|
|
|
|
|
4659
|
Correlated continuous time random walks
|
|
|
|
|
4660
|
Central limit theorem for a class of one-dimensional kinetic equations
|
|
|
|
|
4661
|
Energy diffusion and superdiffusion in oscillators lattice networks
|
|
|
|
|
4662
|
Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
|
|
|
|
|
4663
|
A New Framework of Multistage Estimation
|
|
|
|
|
4664
|
Graphical models for correlated defaults
|
|
|
|
|
4665
|
Well-posedness of the transport equation by stochastic perturbation
|
|
|
|
|
4666
|
On Resolvent Identities in Gaussian Ensembles at the Edge of the Spectrum
|
|
|
|
|
4667
|
Some notes on trees and paths
|
|
|
|
|
4668
|
General Existence Results for Reflected BSDE and BSDE
|
|
|
|
|
4669
|
Reliability analysis of semicoherent systems through their lattice polynomial descriptions
|
|
|
|
|
4670
|
Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
|
|
|
|
|
4671
|
Large deviations for random walk in a random environment
|
|
|
|
|
4672
|
On adaptive stratification
|
|
|
|
|
4673
|
Number of Edges in Random Intersection Graph on Surface of a Sphere
|
|
|
|
|
4674
|
A Strong threshold for the size of random caps to cover a sphere
|
|
|
|
|
4675
|
Vertex Degree of Random Intersection Graph
|
|
|
|
|
4676
|
Heat Conduction and Entropy Production in Anharmonic Crystals with Self-Consistent Stochastic Reservoirs
|
|
|
|
|
4677
|
A phase transition for non-intersecting Brownian motions, and the Painleve II equation
|
|
|
|
|
4678
|
Measurability of optimal transportation and strong coupling of martingale measures
|
|
|
|
|
4679
|
Sudden extinction of a critical branching process in random environment
|
|
|
|
|
4680
|
A dual characterization of self-generation and exponential forward performances
|
|
|
|
|
4681
|
Small-time expansions for the transition distributions of L\'evy processes
|
|
|
|
|
4682
|
Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces
|
|
|
|
|
4683
|
The notion of convexity and concavity on Wiener space
|
|
|
|
|
4684
|
Refined estimates for some basic random walks on the symmetric and alternating groups
|
|
|
|
|
4685
|
A Remark on the Infinite-Volume Gibbs Measures of Spin Glasses
|
|
|
|
|
4686
|
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
|
|
|
|
|
4687
|
Probabilistic solution of the American options
|
|
|
|
|
4688
|
Zero-temperature Glauber dynamics on Z^d
|
|
|
|
|
4689
|
Average Continuous Control of Piecewise Deterministic Markov Processes
|
|
|
|
|
4690
|
An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem
|
|
|
|
|
4691
|
Error calculus and regularity of Poisson functionals : the lent particle method
|
|
|
|
|
4692
|
Esscher transform and the duality principle for multidimensional semimartingales
|
|
|
|
|
4693
|
Replica overlap and covering time for the Wiener sausages among Poissonian obstacles
|
|
|
|
|
4694
|
Limit theorems for additive functionals of a Markov chain
|
|
|
|
|
4695
|
Fluctuations of the quenched mean of a planar random walk in an i.i.d. random environment with forbidden direction
|
|
|
|
|
4696
|
Competing risks within shock models
|
|
|
|
|
4697
|
A necessary and sufficient condition for the invertibility of adapted perturbations of identity on the Wiener space
|
|
|
|
|
4698
|
Pathwise uniqueness for stochastic heat equations with H\"older continuous coefficients: the white noise case
|
|
|
|
|
4699
|
The t-stability number of a random graph
|
|
|
|
|
4700
|
Using Relative Entropy to Find Optimal Approximations: an Application to Simple Fluids
|
|
|
|
|
4701
|
Robust hedging of double touch barrier options
|
|
|
|
|
4702
|
A priori Holder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
|
|
|
|
|
4703
|
The Center of Mass for Spatial Branching Processes and an Application for Self-Interaction
|
|
|
|
|
4704
|
On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions
|
|
|
|
|
4705
|
Directed polymer in random environment and last passage percolation
|
|
|
|
|
4706
|
Critique du rapport signal \`a bruit en communications num\'eriques -- Questioning the signal to noise ratio in digital communications
|
|
|
|
|
4707
|
Occupation times of subcritical branching immigration system with Markov motions
|
|
|
|
|
4708
|
Survival of contact processes on the hierarchical group
|
|
|
|
|
4709
|
Asymptotics of randomly stopped sums in the presence of heavy tails
|
|
|
|
|
4710
|
Large deviations for infinite dimensional stochastic dynamical systems
|
|
|
|
|
4711
|
Necessary and sufficient conditions for the existence of the q-optimal measure
|
|
|
|
|
4712
|
Martingale approach to stochastic differential games of control and stopping
|
|
|
|
|
4713
|
Reversibility of chordal SLE
|
|
|
|
|
4714
|
Exceptional Times for the Dynamical Discrete Web
|
|
|
|
|
4715
|
Edge percolation on a random regular graph of low degree
|
|
|
|
|
4716
|
K-processes, scaling limit and aging for the trap model in the complete graph
|
|
|
|
|
4717
|
A central limit theorem for the rescaled L\'evy area of two-dimensional fractional Brownian motion with Hurst index $H<1/4$
|
|
|
|
|
4718
|
Large deviations for a random sign Lindley recursion
|
|
|
|
|
4719
|
Percolation for the Vacant Set of Random Interlacements
|
|
|
|
|
4720
|
On homogenization of space-time dependent and degenerate random flows II
|
|
|
|
|
4721
|
Call option prices based on Bessel processes
|
|
|
|
|
4722
|
Support of Borelian Measures in Separable Banach Spaces
|
|
|
|
|
4723
|
Maximal Inequalities in Bilateral Grand Lebesque Spaces Over Unbounded Measure
|
|
|
|
|
4724
|
Entropy and chaos in the Kac model
|
|
|
|
|
4725
|
Explicit and Almost Explicit Spectral Calculations for Diffusion Operators
|
|
|
|
|
4726
|
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
|
|
|
|
|
4727
|
Joint continuity of the local times of fractional Brownian sheets
|
|
|
|
|
4728
|
Limit laws for the energy of a charged polymer
|
|
|
|
|
4729
|
Some properties of multivariate measures of concordance
|
|
|
|
|
4730
|
On mean central limit theorems for stationary sequences
|
|
|
|
|
4731
|
Skew-product representations of multidimensional Dunkl Markov processes
|
|
|
|
|
4732
|
On the concentration and the convergence rate with a moment condition in first passage percolation
|
|
|
|
|
4733
|
On independent sets in purely atomic probability spaces with geometric distribution
|
|
|
|
|
4734
|
On honest times in financial modeling
|
|
|
|
|
4735
|
On the largest component of a random graph with a subpower-law degree sequence in a subcritical phase
|
|
|
|
|
4736
|
Stein's method for discrete Gibbs measures
|
|
|
|
|
4737
|
Central limit theorem for a many-server queue with random service rates
|
|
|
|
|
4738
|
Bayesian nonparametric estimators derived from conditional Gibbs structures
|
|
|
|
|
4739
|
Efficient rare-event simulation for the maximum of heavy-tailed random walks
|
|
|
|
|
4740
|
Edge scaling limits for a family of non-Hermitian random matrix ensembles
|
|
|
|
|
4741
|
Universal Malliavin Calculus in Fock and L\'\u007be\u007dvy-It\^\u007bo\u007d Spaces
|
|
|
|
|
4742
|
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
|
|
|
|
|
4743
|
An observation about submatrices
|
|
|
|
|
4744
|
The age incidence of any cancer can be explained by a one-mutation model
|
|
|
|
|
4745
|
Fitting Martingales To Given Marginals
|
|
|
|
|
4746
|
Markov paths, loops and fields
|
|
|
|
|
4747
|
Deducing the multidimensional Szemeredi Theorem from an infinitary removal lemma
|
|
|
|
|
4748
|
On the geometry of a class of invariant measures and a problem of Aldous
|
|
|
|
|
4749
|
Density estimates and concentration inequalities with Malliavin calculus
|
|
|
|
|
4750
|
Erdos-Renyi random graphs + forest fires = self-organized criticality
|
|
|
|
|
4751
|
New coins from old, smoothly
|
|
|
|
|
4752
|
Regular induced subgraphs of a random graph
|
|
|
|
|
4753
|
The number of 2x2 integer matrices having a prescribed integer eigenvalue
|
|
|
|
|
4754
|
Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
|
|
|
|
|
4755
|
Conflations of Probability Distributions
|
|
|
|
|
4756
|
On the number of allelic types for samples taken from exchangeable coalescents with mutation
|
|
|
|
|
4757
|
On idempotent states on quantum groups
|
|
|
|
|
4758
|
Extremal distributions for tail probabilities of sums of iid random variables on [0,1]
|
|
|
|
|
4759
|
Liouville Quantum Gravity and KPZ
|
|
|
|
|
4760
|
Circular Law Theorem for Random Markov Matrices
|
|
|
|
|
4761
|
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
|
|
|
|
|
4762
|
A stochastic differential game for the inhomogeneous $\infty$-Laplace equation
|
|
|
|
|
4763
|
A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs
|
|
|
|
|
4764
|
Linear systems and determinantal random point fields
|
|
|
|
|
4765
|
Heat conductivity from molecular chaos hypothesis in locally confined billiard systems
|
|
|
|
|
4766
|
Microscopic concavity and fluctuation bounds in a class of deposition processes
|
|
|
|
|
4767
|
Optimal control of a stochastic network driven by a fractional Brownian motion input
|
|
|
|
|
4768
|
Relations among conditional probabilities
|
|
|
|
|
4769
|
An intermediate regime for exit phenomena driven by non-Gaussian Levy noises
|
|
|
|
|
4770
|
General Matrix-Valued Inhomogeneous Linear Stochastic Differential Equations and Applications
|
|
|
|
|
4771
|
Divergences Test Statistics for Discretely Observed Diffusion Processes
|
|
|
|
|
4772
|
Backward stochastic variational inequalities under weak assumptions on the data
|
|
|
|
|
4773
|
Stationary non-equilibrium properties for a heat conduction model
|
|
|
|
|
4774
|
Superdiffusivity of Asymmetric Energy Model in Dimension One and Two
|
|
|
|
|
4775
|
Thermal Conductivity for a Noisy Disordered Harmonic Chain
|
|
|
|
|
4776
|
Global geometry under isotropic Brownian flows
|
|
|
|
|
4777
|
Series Jackson networks and non-crossing probabilities
|
|
|
|
|
4778
|
A modified lookdown construction for the Xi-Fleming-Viot process with mutation and populations with recurrent bottlenecks
|
|
|
|
|
4779
|
Strong laws for balanced triangular urns
|
|
|
|
|
4780
|
The Hausdorff dimension of the double points on the Brownian frontier
|
|
|
|
|
4781
|
Non-standard approximations of the Ito-map
|
|
|
|
|
4782
|
Coexistence of ordered and disordered phases in Potts models in the continuum
|
|
|
|
|
4783
|
Stein's method and normal approximation of Poisson functionals
|
|
|
|
|
4784
|
Decomposition of order statistics of semimartingales using local times
|
|
|
|
|
4785
|
An anticipating It\^o formula for L\'evy processes
|
|
|
|
|
4786
|
Hazard processes and martingale hazard processes
|
|
|
|
|
4787
|
Random matrices: Universality of ESDs and the circular law
|
|
|
|
|
4788
|
FDR control for multiple hypothesis testing on composite nulls
|
|
|
|
|
4789
|
Random networks with sublinear preferential attachment: Degree evolutions
|
|
|
|
|
4790
|
Hierarchical pinning model with site disorder: Disorder is marginally relevant
|
|
|
|
|
4791
|
Mod-Gaussian convergence: new limit theorems in probability and number theory
|
|
|
|
|
4792
|
Rescaled weighted random balls models and stable self-similar random fields
|
|
|
|
|
4793
|
On a conjecture of Laugesen and Morpurgo
|
|
|
|
|
4794
|
A Strong Law of Large Numbers for Strongly Mixing Processes
|
|
|
|
|
4795
|
Bounds for the Transition Density of Time-Homogeneous Diffusion Processes
|
|
|
|
|
4796
|
The $M_t/M_t/K_t+M_t$ queue in heavy traffic
|
|
|
|
|
4797
|
Necessary and sufficient optimality conditions for relaxed and strict control problems of backward systems
|
|
|
|
|
4798
|
Penalising symmetric stable L\'evy paths
|
|
|
|
|
4799
|
The $\Lambda$-coalescent speed of coming down from infinity
|
|
|
|
|
4800
|
Large scale behavior of semiflexible heteropolymers
|
|
|
|
|
4801
|
Aggregation of Risks and Asymptotic independence
|
|
|
|
|
4802
|
Long-time behavior of stochastically perturbed neuronal networks
|
|
|
|
|
4803
|
A short proof and a generalization of the BKR-inequality
|
|
|
|
|
4804
|
Reflection principle and Ocone martingales
|
|
|
|
|
4805
|
On the strong approximation of non-overlapping m-spacings processes
|
|
|
|
|
4806
|
Universality of the Limit Shape of Convex Lattice Polygonal Lines
|
|
|
|
|
4807
|
Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models
|
|
|
|
|
4808
|
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
|
|
|
|
|
4809
|
A stochastic SIR model with contact-tracing: large population limits and statistical inference
|
|
|
|
|
4810
|
On the expected diameter of an L2-bounded martingale
|
|
|
|
|
4811
|
On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
|
|
|
|
|
4812
|
Quantum Homodyne Tomography as an Informationally Complete Positive Operator Valued Measure
|
|
|
|
|
4813
|
Will the announced influenza pandemic really happen?
|
|
|
|
|
4814
|
Limit theorem for random walk in weakly dependent random scenery
|
|
|
|
|
4815
|
On the spectral gap of the Kac walk and other binary collision processes
|
|
|
|
|
4816
|
Visibility to infinity in the hyperbolic plane, despite obstacles
|
|
|
|
|
4817
|
Space-Time Current Process for Independent Random Walks in One Dimension
|
|
|
|
|
4818
|
Convergence of symmetric Markov chains on $\Z^d$
|
|
|
|
|
4819
|
Reversibility of Some Chordal SLE$(\kappa;\rho)$ Traces
|
|
|
|
|
4820
|
On the localized phase of a copolymer in an emulsion: subcritical percolation regime
|
|
|
|
|
4821
|
The pattern of genetic hitchhiking under recurrent mutation
|
|
|
|
|
4822
|
Cutting Cakes Correctly
|
|
|
|
|
4823
|
Functional inequalities for heavy tails distributions and application to isoperimetry
|
|
|
|
|
4824
|
Stochastic Maximum Principle for a PDEs with noise and control on the boundary
|
|
|
|
|
4825
|
Superhedging in illiquid markets
|
|
|
|
|
4826
|
Learning from Experts: A Survey
|
|
|
|
|
4827
|
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
|
|
|
|
|
4828
|
Stochastic domination for the last passage percolation model
|
|
|
|
|
4829
|
Annealed vs Quenched Critical Points for a Random Walk Pinning Model
|
|
|
|
|
4830
|
The Degree Sequence of a Scale-Free Random Graph Process with Hard Copying
|
|
|
|
|
4831
|
Phase Transition on The Degree Sequence of a Mixed Random Graph Process
|
|
|
|
|
4832
|
On asymptotics of exchangeable coalescents with multiple collisions
|
|
|
|
|
4833
|
Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'\u007be\u007dvy Process
|
|
|
|
|
4834
|
A decomposition result for the Haar distribution on the orthogonal group
|
|
|
|
|
4835
|
Arbitrage and deflators in illiquid markets
|
|
|
|
|
4836
|
Quenched large deviation principle for words in a letter sequence
|
|
|
|
|
4837
|
Brownian survival and Lifshitz tail in perturbed lattice disorder
|
|
|
|
|
4838
|
Decay of covariances, uniqueness of ergodic component and scaling limit for a class of \nabla\phi systems with non-convex potential
|
|
|
|
|
4839
|
The height of random binary unlabelled trees
|
|
|
|
|
4840
|
Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$
|
|
|
|
|
4841
|
An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications
|
|
|
|
|
4842
|
Generalized fractional Ornstein-Uhlenbeck processes
|
|
|
|
|
4843
|
Rate of Escape of Random Walks on Regular Languages and Free Products by Amalgamation of Finite Groups
|
|
|
|
|
4844
|
Windings of planar random walks and averaged Dehn function
|
|
|
|
|
4845
|
Reflected Backward Stochastic Differential Equations Driven by L\'\u007be\u007dvy Process
|
|
|
|
|
4846
|
Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
|
|
|
|
|
4847
|
Sparse random graphs with clustering
|
|
|
|
|
4848
|
Markov Stochastic Operators of Heredity
|
|
|
|
|
4849
|
Energy image density property and the lent particle method for Poisson measures
|
|
|
|
|
4850
|
On the Gaussian q-Distribution
|
|
|
|
|
4851
|
Lp-Solutions for Reected Backward Stochastic Differential Equations
|
|
|
|
|
4852
|
Stochastic 2D hydrodynamical type systems: Well posedness and large deviations
|
|
|
|
|
4853
|
The best constant in a fractional Hardy inequality
|
|
|
|
|
4854
|
Asymptotics in ASEP with Step Initial Condition
|
|
|
|
|
4855
|
Convergence of the law of the Environment Seen by the Particle for Directed Polymers in Random Media in the $L^2$ region
|
|
|
|
|
4856
|
The Eyring-Kramers law for potentials with nonquadratic saddles
|
|
|
|
|
4857
|
Percolation of arbitrary words in one dimension
|
|
|
|
|
4858
|
Sequential cavity method for computing free energy and surface pressure
|
|
|
|
|
4859
|
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
|
|
|
|
|
4860
|
Ergodic BSDEs and related PDEs with Neumann boundary conditions
|
|
|
|
|
4861
|
On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps
|
|
|
|
|
4862
|
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
|
|
|
|
|
4863
|
Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
|
|
|
|
|
4864
|
Spatial homogenization in a stochastic network with mobility
|
|
|
|
|
4865
|
Negative volatility for a 2-dimensional square root SDE
|
|
|
|
|
4866
|
Discrete time nonlinear filters with informative observations are stable
|
|
|
|
|
4867
|
KPZ formula for log-infinitely divisible multifractal random measures
|
|
|
|
|
4868
|
Componentwise condition numbers of random sparse matrices
|
|
|
|
|
4869
|
Matrix random products with singular harmonic measure
|
|
|
|
|
4870
|
Gaussian Multiplicative Chaos revisited
|
|
|
|
|
4871
|
Hydrodynamic turbulence and intermittent random fields
|
|
|
|
|
4872
|
On a Lower Bound for the Time Constant of First-Passage Percolation
|
|
|
|
|
4873
|
A noncommutative de Finetti theorem: Invariance under quantum permutations is equivalent to freeness with amalgamation
|
|
|
|
|
4874
|
Localisable moving average stable and multistable processes
|
|
|
|
|
4875
|
Unconstrained Recursive Importance Sampling
|
|
|
|
|
4876
|
Detection of cellular aging in a Galton-Watson process
|
|
|
|
|
4877
|
Representations of SO(3) and angular polyspectra
|
|
|
|
|
4878
|
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
|
|
|
|
|
4879
|
Exact distribution of the maximal height of p vicious walkers
|
|
|
|
|
4880
|
A new family of Markov branching trees: the alpha-gamma model
|
|
|
|
|
4881
|
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
|
|
|
|
|
4882
|
On a surprising relation between rectangular and square free convolutions
|
|
|
|
|
4883
|
Random systems of polynomial equations. The expected number of roots under smooth analysis
|
|
|
|
|
4884
|
La forme asymptotique du processus de contact en environnement al\'eatoire
|
|
|
|
|
4885
|
Counterparty risk valuation for CDS
|
|
|
|
|
4886
|
Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
|
|
|
|
|
4887
|
Matrix representation of the stationary measure for the multispecies TASEP
|
|
|
|
|
4888
|
Optimal consumption policies in illiquid markets
|
|
|
|
|
4889
|
Fluctuations of eigenvalues of random normal matrices
|
|
|
|
|
4890
|
Discontinuous Superprocesses with Dependent Spatial Motion
|
|
|
|
|
4891
|
Concentration inequalities for $s$-concave measures of dilations of Borel sets and applications
|
|
|
|
|
4892
|
Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations
|
|
|
|
|
4893
|
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
|
|
|
|
|
4894
|
Maximum principle for viscosity solutions on Riemannian manifolds
|
|
|
|
|
4895
|
IDLA on the Supercritical Percolation Cluster
|
|
|
|
|
4896
|
On the Degree Sequence and its Critical Phenomenon of an Evolving Random Graph Process
|
|
|
|
|
4897
|
Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts
|
|
|
|
|
4898
|
Bootstrap percolation in three dimensions
|
|
|
|
|
4899
|
Geometric extension of put-call symmetry in the multiasset setting
|
|
|
|
|
4900
|
Probability and Statistics: Essays in Honor of David A. Freedman
|
|
|
|
|
4901
|
Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
|
|
|
|
|
4902
|
Exit times from cones for non-homogeneous random walk with asymptotically zero drift
|
|
|
|
|
4903
|
Semicircle Law for Random Matrices of Long-Range Percolation Model
|
|
|
|
|
4904
|
Heat kernel estimates for strongly recurrent random walk on random media
|
|
|
|
|
4905
|
Sharp asymptotics for metastability in the random field Curie-Weiss model
|
|
|
|
|
4906
|
Numerical simulation of BSDEs using empirical regression methods: theory and practice
|
|
|
|
|
4907
|
The notion of $\psi$-weak dependence and its applications to bootstrapping time series
|
|
|
|
|
4908
|
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
|
|
|
|
|
4909
|
Ruin models with investment income
|
|
|
|
|
4910
|
On a Non-Standard Stochastic Control Problem
|
|
|
|
|
4911
|
Compound real Wishart and q-Wishart matrices
|
|
|
|
|
4912
|
What does a random contingency table look like?
|
|
|
|
|
4913
|
On localization in Kronecker's diophantine theorem
|
|
|
|
|
4914
|
Harmonic measures versus quasiconformal measures for hyperbolic groups
|
|
|
|
|
4915
|
Special Examples of Diffusions in Random Environment
|
|
|
|
|
4916
|
Time-dependent Schr\"odinger perturbations of transition densities
|
|
|
|
|
4917
|
A noncommutative extended de Finetti theorem
|
|
|
|
|
4918
|
White Noise Calculus and Hamiltonian of a Quantum Stochastic Process
|
|
|
|
|
4919
|
Duality of real and quaternionic random matrices
|
|
|
|
|
4920
|
A matrix interpolation between classical and free max operations: I. The univariate case
|
|
|
|
|
4921
|
Integral representation of renormalized self-intersection local times
|
|
|
|
|
4922
|
Carries, Shuffling and An Amazing Matrix
|
|
|
|
|
4923
|
Stochastic relations of random variables and processes
|
|
|
|
|
4924
|
Heterogeneous credit portfolios and the dynamics of the aggregate losses
|
|
|
|
|
4925
|
Minimal supporting subtrees for the free energy of polymers on disordered trees
|
|
|
|
|
4926
|
Well-posedness of the spatially homogeneous Landau equation for soft potentials
|
|
|
|
|
4927
|
Maximum Likelihood Drift Estimation for Multiscale Diffusions
|
|
|
|
|
4928
|
Directionally Convex Ordering of Random Measures, Shot Noise Fields and Some Applications to Wireless Communications
|
|
|
|
|
4929
|
Laws of the iterated logarithm for a class of iterated processes
|
|
|
|
|
4930
|
Hydrodynamic limit of gradient exclusion processes with conductances
|
|
|
|
|
4931
|
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in $R^\u007b2\u007d$ with non--zero mean
|
|
|
|
|
4932
|
Renewal series and square-root boundaries for Bessel processes
|
|
|
|
|
4933
|
Non-perturbative approach to random walk in markovian environment
|
|
|
|
|
4934
|
Stochastic control up to a hitting time: optimality and rolling-horizon implementation
|
|
|
|
|
4935
|
The high temperature Ising model on the triangular lattice is a critical percolation model
|
|
|
|
|
4936
|
On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains
|
|
|
|
|
4937
|
A fourth moment inequality for functionals of stationary processes
|
|
|
|
|
4938
|
New Techniques for Empirical Process of Dependent Data
|
|
|
|
|
4939
|
Stationary max-stable fields associated to negative definite functions
|
|
|
|
|
4940
|
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
|
|
|
|
|
4941
|
A mixed singular/switching control problem for a dividend policy with reversible technology investment
|
|
|
|
|
4942
|
$\u007bL^p\u007d$-variations for multifractal fractional random walks
|
|
|
|
|
4943
|
Conditionally identically distributed species sampling sequences
|
|
|
|
|
4944
|
Palm distributions of wave characteristics in encountering seas
|
|
|
|
|
4945
|
Stochastic Impulse Control of Non-Markovian Processes
|
|
|
|
|
4946
|
Variance bounding Markov chains
|
|
|
|
|
4947
|
Another Correction. Error estimates for Binomial approximations of game options
|
|
|
|
|
4948
|
Optimal investment and consumption in a Black--Scholes market with L\'evy-driven stochastic coefficients
|
|
|
|
|
4949
|
A unified framework for utility maximization problems: An Orlicz space approach
|
|
|
|
|
4950
|
On a class of optimal stopping problems for diffusions with discontinuous coefficients
|
|
|
|
|
4951
|
Quenched law of large numbers for branching Brownian motion in a random medium
|
|
|
|
|
4952
|
Central limit theorems for eigenvalues in a spiked population model
|
|
|
|
|
4953
|
On the Small Deviation Problem for Some Iterated Processes
|
|
|
|
|
4954
|
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation
|
|
|
|
|
4955
|
Homogenization of a singular random one-dimensional PDE
|
|
|
|
|
4956
|
Relations between invasion percolation and critical percolation in two dimensions
|
|
|
|
|
4957
|
Universal structures in some mean field spin glasses, and an application
|
|
|
|
|
4958
|
Tree-valued resampling dynamics: Martingale Problems and applications
|
|
|
|
|
4959
|
Special points of the Brownian net
|
|
|
|
|
4960
|
Strong asymmetric limit of the quasi-potential of the boundary driven weakly asymmetric exclusion process
|
|
|
|
|
4961
|
The oriented swap process
|
|
|
|
|
4962
|
Local Bootstrap Percolation
|
|
|
|
|
4963
|
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
|
|
|
|
|
4964
|
Stein's Method and Characters of Compact Lie Groups
|
|
|
|
|
4965
|
A sharp uniform bound for the distribution of a sum of Bernoulli random variables
|
|
|
|
|
4966
|
Switching Games of Backward Stochastic Differential Equations
|
|
|
|
|
4967
|
Stochastic calculus for symmetric Markov processes
|
|
|
|
|
4968
|
The mixing time evolution of Glauber dynamics for the mean-field Ising model
|
|
|
|
|
4969
|
Quasi-stationary Random Overlap Structures and the Continuous Cascades
|
|
|
|
|
4970
|
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
|
|
|
|
|
4971
|
Distal actions and shifted convolution property
|
|
|
|
|
4972
|
The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property
|
|
|
|
|
4973
|
On divergence form SPDEs with VMO coefficients in a half space
|
|
|
|
|
4974
|
On divergence form SPDEs with VMO coefficients
|
|
|
|
|
4975
|
It\^o's formula for the $L_\u007bp\u007d$-norm of stochastic $W^\u007b1\u007d_\u007bp\u007d$-valued processes
|
|
|
|
|
4976
|
On the number of matrices and a random matrix with prescribed row and column sums and 0-1 entries
|
|
|
|
|
4977
|
The Alexander-Orbach conjecture holds in high dimensions
|
|
|
|
|
4978
|
Slow decorrelations in KPZ growth
|
|
|
|
|
4979
|
KPZ in one dimensional random geometry of multiplicative cascades
|
|
|
|
|
4980
|
Computing expected transition events in reducible Markov chains
|
|
|
|
|
4981
|
Semigroup inequalities, stochastic domination, Hardy's inequality, and strong ergodicity
|
|
|
|
|
4982
|
Limit theorems for sample eigenvalues in a generalized spiked population model
|
|
|
|
|
4983
|
Monotone loop models and rational resonance
|
|
|
|
|
4984
|
Asymptotics of posteriors for binary branching processes
|
|
|
|
|
4985
|
Negative Entropy, Zero temperature and stationary Markov Chains on the interval
|
|
|
|
|
4986
|
The Fractional Langevin Equation: Brownian Motion Revisited
|
|
|
|
|
4987
|
Survival time of random walk in random environment among soft obstacles
|
|
|
|
|
4988
|
Competition between Discrete Random Variables, with Applications to Occupancy Problems
|
|
|
|
|
4989
|
Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers
|
|
|
|
|
4990
|
The stochastic Hamilton-Jacobi equation
|
|
|
|
|
4991
|
Reflected Solutions of Backward Doubly Stochastic Differential Equations
|
|
|
|
|
4992
|
On randomly placed arcs on the circle
|
|
|
|
|
4993
|
Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures
|
|
|
|
|
4994
|
Continuous Spin Mean-Field models: Limiting kernels and Gibbs Properties of local transforms
|
|
|
|
|
4995
|
On slowdown and speedup of transient random walks in random environment
|
|
|
|
|
4996
|
Fluctuation bounds for the asymmetric simple exclusion process
|
|
|
|
|
4997
|
A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks
|
|
|
|
|
4998
|
Backward Uniqueness and the existence of the spectral limit for some parabolic SPDEs
|
|
|
|
|
4999
|
Subequivalence Relations and Positive-Definite Functions
|
|
|
|
|
5000
|
An integral test for the transience of a Brownian path with limited local time
|
|
|
|
|
5001
|
On Sums of Conditionally Independent Subexponential Random Variables
|
|
|
|
|
5002
|
Conditions for existence and smoothness of the distribution density for an Ornstein-Uhlenbeck process with Levy noise
|
|
|
|
|
5003
|
Stability of the LCD Model
|
|
|
|
|
5004
|
Risk Premium Impact in the Perturbative Black Scholes Model
|
|
|
|
|
5005
|
Perturbative Approach on Financial Markets
|
|
|
|
|
5006
|
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
|
|
|
|
|
5007
|
Coarse graining, fractional moments and the critical slope of random copolymers
|
|
|
|
|
5008
|
Susceptibility in subcritical random graphs
|
|
|
|
|
5009
|
Backward Stochastic PDEs related to the utility maximization problem
|
|
|
|
|
5010
|
The growth exponent for planar loop-erased random walk
|
|
|
|
|
5011
|
Density fluctuations for a zero-range process on the percolation cluster
|
|
|
|
|
5012
|
Even Walks and Estimates of High Moments of Large Wigner Random Matrices
|
|
|
|
|
5013
|
Marking (1,2) Points of the Brownian Web and Applications
|
|
|
|
|
5014
|
Differentiability of stochastic flow of reflected Brownian motions
|
|
|
|
|
5015
|
Markov chain-based stability analysis of growing networks
|
|
|
|
|
5016
|
Backward SDEs with constrained jumps and Quasi-Variational Inequalities
|
|
|
|
|
5017
|
Denseness of certain smooth L\'evy functionals in $\DD_\u007b1,2\u007d$
|
|
|
|
|
5018
|
Numerical Computations for Backward Doubly SDEs and SPDEs
|
|
|
|
|
5019
|
Les deux quadrangulations infinies uniformes ont m\^eme loi
|
|
|
|
|
5020
|
Asymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable
|
|
|
|
|
5021
|
On the first passage time for Brownian motion subordinated by a Levy process
|
|
|
|
|
5022
|
Random Walks on Discrete Cylinders and Random Interlacements
|
|
|
|
|
5023
|
Queueing systems with pre-scheduled random arrivals
|
|
|
|
|
5024
|
Conditioning on an extreme component: Model consistency with regular variation on cones
|
|
|
|
|
5025
|
Conditioning on an Extreme Component: Model consistency and regular variation on cones
|
|
|
|
|
5026
|
On subexponentiality of the L\'evy measure of the diffusion inverse local time; with applications to penalizations
|
|
|
|
|
5027
|
Exact Edgeworth expansion for a L\'\u007be\u007dvy process
|
|
|
|
|
5028
|
Generalized Stirling permutations, families of increasing trees and urn models
|
|
|
|
|
5029
|
On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields
|
|
|
|
|
5030
|
Chains of distributions, hierarchical Bayesian models and Benford's Law
|
|
|
|
|
5031
|
Convergence of Point Processes with Weakly Dependent Points
|
|
|
|
|
5032
|
On the uniqueness of the infinite cluster of the vacant set of random interlacements
|
|
|
|
|
5033
|
Optimal Investment Strategy to Minimize Occupation Time
|
|
|
|
|
5034
|
Optimal local H\"older index for density states of superprocesses with (1 + \beta)-branching mechanism
|
|
|
|
|
5035
|
A set-valued framework for birth-and-growth process
|
|
|
|
|
5036
|
Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part
|
|
|
|
|
5037
|
Generalized Chinese restaurant construction of exchangeable Gibbs partitions and related results
|
|
|
|
|
5038
|
Multiplicative functional for reflected Brownian motion via deterministic ODE
|
|
|
|
|
5039
|
Averages of ratios of characteristic polynomials in circular beta-ensembles and super-Jack polynomials
|
|
|
|
|
5040
|
On the Cluster Size Distribution for Percolation on Some General Graphs
|
|
|
|
|
5041
|
Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model
|
|
|
|
|
5042
|
Bernstein measures on convex polytopes
|
|
|
|
|
5043
|
Vitesse de convergence dans le th\'\u007be\u007dor\`\u007be\u007dme limite central pour des cha\^\u007bi\u007dnes de Markov fortement ergodiques
|
|
|
|
|
5044
|
Singular value decomposition of large random matrices (for two-way classification of microarrays)
|
|
|
|
|
5045
|
Comparison between criteria leading to the weak invariance principle
|
|
|
|
|
5046
|
Estimation in models driven by fractional Brownian motion
|
|
|
|
|
5047
|
Random walks in space time mixing environments
|
|
|
|
|
5048
|
Linear Statistics of Point Processes via Orthogonal Polynomials
|
|
|
|
|
5049
|
The least singular value of a random square matrix is O(n^\u007b-1/2\u007d)
|
|
|
|
|
5050
|
Random paths with bounded local time
|
|
|
|
|
5051
|
Poisson-Dirichlet Distribution with Small Mutation Rate
|
|
|
|
|
5052
|
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
|
|
|
|
|
5053
|
Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum
|
|
|
|
|
5054
|
Energy transport in stochastically perturbed lattice dynamics
|
|
|
|
|
5055
|
Generalized BSDE With 2-Reflecting Barriers and Stochastic Quadratic Growth. Application to Dynkin Games
|
|
|
|
|
5056
|
On the distribution of the nodal sets of random spherical harmonics
|
|
|
|
|
5057
|
On almost randomizing channels with a short Kraus decomposition
|
|
|
|
|
5058
|
Generating uniform random vectors in $\QTR\u007bbf\u007d\u007bZ\u007d_\u007bp\u007d^\u007bk\u007d$: the general case
|
|
|
|
|
5059
|
Generalized Backward Stochastic Differential Equation With Two Reflecting Barriers and Stochastic Quadratic Growth
|
|
|
|
|
5060
|
Moderate deviations for stationary sequences of Hilbert valued bounded random variables
|
|
|
|
|
5061
|
Dutch book in simple multivariate normal prediction: Another look
|
|
|
|
|
5062
|
Probability theory and its models
|
|
|
|
|
5063
|
Disjointness of representations arising in harmonic analysis on the infinite-dimensional unitary group
|
|
|
|
|
5064
|
Phase Transitions for the Groeth Rate of Linear Stochastic Evolutions
|
|
|
|
|
5065
|
Overcrowding and hole probabilities for random zeros on complex manifolds
|
|
|
|
|
5066
|
N/V-limit for Langevin dynamics in continuum
|
|
|
|
|
5067
|
Stochastic expansions and Hopf algebras
|
|
|
|
|
5068
|
Probabilistic representation for solutions of an irregular porous media type equation
|
|
|
|
|
5069
|
The dbar steepest descent method for orthogonal polynomials on the real line with varying weights
|
|
|
|
|
5070
|
The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
|
|
|
|
|
5071
|
Stochastic analysis on Gaussian space applied to drift estimation
|
|
|
|
|
5072
|
Stochastic calculus for convoluted L\'\u007be\u007dvy processes
|
|
|
|
|
5073
|
On a set of transformations of Gaussian random functions
|
|
|
|
|
5074
|
Aggregation of weakly dependent doubly stochastic processes
|
|
|
|
|
5075
|
On the martingale probem associated to the 2D and 3D Stochastic Navier-Stokes equations
|
|
|
|
|
5076
|
Cell contamination and branching process in random environment with immigration
|
|
|
|
|
5077
|
On one property of distances in the infinite random quadrangulation
|
|
|
|
|
5078
|
Log-Level Comparison Principle for Small Ball Probabilities
|
|
|
|
|
5079
|
The covariogram determines three-dimensional convex polytopes
|
|
|
|
|
5080
|
Quenched and Annealed Critical Points in Polymer Pinning Models
|
|
|
|
|
5081
|
On isoperimetric inequalities for log-convex measures
|
|
|
|
|
5082
|
Heat Kernel Analysis on Infinite-Dimensional Heisenberg Groups
|
|
|
|
|
5083
|
The probability of exceeding a piecewise deterministic barrier by the heavy-tailed renewal compound process
|
|
|
|
|
5084
|
Fluctuations of the partition function in the GREM with external field
|
|
|
|
|
5085
|
Conditions for stochastic integrability in UMD Banach spaces
|
|
|
|
|
5086
|
Uniform limit theorems for wavelet density estimators
|
|
|
|
|
5087
|
Adaptive Estimation of a Distribution Function and its Density in Sup-Norm Loss by Wavelet and Spline Projections
|
|
|
|
|
5088
|
A note on the enumeration of directed animals via gas considerations
|
|
|
|
|
5089
|
Degree-distribution stability of scale-free networks
|
|
|
|
|
5090
|
Small deviations of general L\'\u007be\u007dvy processes
|
|
|
|
|
5091
|
Hydrodynamic limit of particle systems with long jumps
|
|
|
|
|
5092
|
The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach
|
|
|
|
|
5093
|
Exactness of martingale approximation and the central limit theorem
|
|
|
|
|
5094
|
On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
|
|
|
|
|
5095
|
Coalescent processes in subdivided populations subject to recurrent mass extinctions
|
|
|
|
|
5096
|
Behavior near the extinction time in self-similar fragmentations I: the stable case
|
|
|
|
|
5097
|
On the Eigenspaces of Lamplighter Random Walks and Percolation Clusters on Graphs
|
|
|
|
|
5098
|
Concentration of measure via approximated Brunn--Minkowski inequalities
|
|
|
|
|
5099
|
Cut Points and Diffusions in Random Environment
|
|
|
|
|
5100
|
The effect of classical noise on a quantum two-level system
|
|
|
|
|
5101
|
Some New Random Field Tools for Spatial Analysis
|
|
|
|
|
5102
|
Random walk weakly attracted to a wall
|
|
|
|
|
5103
|
Principal eigenvalue for random walk among random traps on Z^d
|
|
|
|
|
5104
|
Levy processes and Schroedinger equation
|
|
|
|
|
5105
|
Risk Aversion and Portfolio Selection in a Continuous-Time Model
|
|
|
|
|
5106
|
A martingale approach to minimal surfaces
|
|
|
|
|
5107
|
Intermittence and nonlinear parabolic stochastic partial differential equations
|
|
|
|
|
5108
|
Limit theorems for additive c-free convolution
|
|
|
|
|
5109
|
Functional moderate deviations for triangular arrays and applications
|
|
|
|
|
5110
|
Spectral gap for the interchange process in a box
|
|
|
|
|
5111
|
The Player's Effect
|
|
|
|
|
5112
|
The mixing advantage is less than 2
|
|
|
|
|
5113
|
Hydrodynamic limit for a zero-range process in the Sierpinski gasket
|
|
|
|
|
5114
|
Central Limit Theorem for a Class of Linear Systems
|
|
|
|
|
5115
|
A Limit Theorem for Products of Free Unitary Operators
|
|
|
|
|
5116
|
Multifractal analysis in a mixed asymptotic framework
|
|
|
|
|
5117
|
Averaging principle for a class of stochastic reaction-diffusion equations
|
|
|
|
|
5118
|
A Khasminskii type averaging principle for stochastic reaction-diffusion equations
|
|
|
|
|
5119
|
Random walks, arrangements, cell complexes, greedoids, and self-organizing libraries
|
|
|
|
|
5120
|
Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets
|
|
|
|
|
5121
|
Resonances for a diffusion with small noise
|
|
|
|
|
5122
|
A Discrete Construction for Gaussian Markov Processes
|
|
|
|
|
5123
|
Substochastic semigroups and densities of piecewise deterministic Markov processes
|
|
|
|
|
5124
|
Ising models on locally tree-like graphs
|
|
|
|
|
5125
|
The spectrum of the random environment and localization of noise
|
|
|
|
|
5126
|
Hamiltonicity thresholds in Achlioptas processes
|
|
|
|
|
5127
|
Circular Jacobi Ensembles and deformed Verblunsky coefficients
|
|
|
|
|
5128
|
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
|
|
|
|
|
5129
|
Cordes conditions and some alternatives for parabolic equations and discontinuous diffusion
|
|
|
|
|
5130
|
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
|
|
|
|
|
5131
|
Fractional Brownian flows
|
|
|
|
|
5132
|
Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic and Stationary Coefficients
|
|
|
|
|
5133
|
Large Deviations for Random Spectral Measures and Sum Rules
|
|
|
|
|
5134
|
Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein--Uhlenbeck processes
|
|
|
|
|
5135
|
Continuity properties and infinite divisibility of stationary distributions of some generalised Ornstein-Uhlenbeck processes
|
|
|
|
|
5136
|
Gaussian limits for generalized spacings
|
|
|
|
|
5137
|
Logarithmic components of the vacant set for random walk on a discrete torus
|
|
|
|
|
5138
|
A family of series representations of the multiparameter fractional Brownian motion
|
|
|
|
|
5139
|
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
|
|
|
|
|
5140
|
Maximum Probability and Relative Entropy Maximization. Bayesian Maximum Probability and Empirical Likelihood
|
|
|
|
|
5141
|
Insurance, Reinsurance and Dividend Payment
|
|
|
|
|
5142
|
Limit Theorems for Translation Flows
|
|
|
|
|
5143
|
The M/M/1 queue is Bernoulli
|
|
|
|
|
5144
|
The noisy veto-voter model: a Recursive Distributional Equation on [0,1]
|
|
|
|
|
5145
|
Quantum Gross Laplacian and Applications
|
|
|
|
|
5146
|
On Estimation of Finite Population Proportion
|
|
|
|
|
5147
|
Phase Transition in the 1d Random Field ising model with long range interaction
|
|
|
|
|
5148
|
Arr\^et optimal pour les processus de Markov forts et les fonctions affines
|
|
|
|
|
5149
|
Random Walk in deterministically changing environment
|
|
|
|
|
5150
|
R-boundedness of smooth operator-valued functions
|
|
|
|
|
5151
|
The Anti-Symmetric GUE Minor Process
|
|
|
|
|
5152
|
A proof of the Dalang-Morton-Willinger theorem
|
|
|
|
|
5153
|
Optimal stopping for L\'evy processes and affine functions
|
|
|
|
|
5154
|
Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem
|
|
|
|
|
5155
|
Interlaced processes on the circle
|
|
|
|
|
5156
|
Cram\'\u007be\u007dr asymptotics for finite time first passage probabilities of general L\'\u007be\u007dvy processes
|
|
|
|
|
5157
|
Shuffling algorithm for boxed plane partitions
|
|
|
|
|
5158
|
Anisotropic growth of random surfaces in 2+1 dimensions
|
|
|
|
|
5159
|
Scaling limits of a tagged particle in the exclusion process with variable diffusion coefficient
|
|
|
|
|
5160
|
Refined convergence for the Boolean model
|
|
|
|
|
5161
|
Absolute continuity for some one-dimensional processes
|
|
|
|
|
5162
|
Geodesics in large planar maps and in the Brownian map
|
|
|
|
|
5163
|
A Simple Sample Size Formula for Estimating Means of Poisson Random Variables
|
|
|
|
|
5164
|
A characterization of dimension free concentration in terms of transportation inequalities
|
|
|
|
|
5165
|
Small parts in the Bernoulli sieve
|
|
|
|
|
5166
|
The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints
|
|
|
|
|
5167
|
Hitting Time Statistics and Extreme Value Theory
|
|
|
|
|
5168
|
Uniform observability of hidden Markov models and filter stability for unstable signals
|
|
|
|
|
5169
|
Characterization of Compact Subsets of $\mathcal\u007bA\u007d^p$ with Respect to Weak Topology
|
|
|
|
|
5170
|
Duality, Ancestral and Diffusion Processes in Models with Selection
|
|
|
|
|
5171
|
Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
|
|
|
|
|
5172
|
On the asymptotic measure of periodic subsystems of finite type in symbolic dynamics
|
|
|
|
|
5173
|
Poisson processes for subsystems of finite type in symbolic dynamics
|
|
|
|
|
5174
|
On the orthogonal polynomials associated with a L\'evy process
|
|
|
|
|
5175
|
The allelic partition for coalescent point processes
|
|
|
|
|
5176
|
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
|
|
|
|
|
5177
|
Shape transition under excess self-intersections for transient random walk
|
|
|
|
|
5178
|
Nonstandard limit theorem for infinite variance functionals
|
|
|
|
|
5179
|
On the probabilistic description of a multipartite correlation scenario with arbitrary numbers of settings and outcomes per site
|
|
|
|
|
5180
|
Growth rate for the expected value of a generalized random Fibonacci sequence
|
|
|
|
|
5181
|
Almost-sure Growth Rate of Generalized Random Fibonacci sequences
|
|
|
|
|
5182
|
Strong hydrodynamic limit for attractive particle systems on Z
|
|
|
|
|
5183
|
Bounds for the loss probability in large loss queueing systems
|
|
|
|
|
5184
|
On the permanent of random Bernoulli matrices
|
|
|
|
|
5185
|
Dynamical large deviations for the boundary driven weakly asymmetric exclusion process
|
|
|
|
|
5186
|
Special invited paper. Large deviations
|
|
|
|
|
5187
|
Large deviations for quantum Markov semigroups on the 2 x 2 matrix algebra
|
|
|
|
|
5188
|
Two-dimensional Markovian holonomy fields
|
|
|
|
|
5189
|
Stone-Weierstrass type theorems for large deviations
|
|
|
|
|
5190
|
Surface tension in the dilute Ising model. The Wulff construction
|
|
|
|
|
5191
|
Critical behavior and the limit distribution for long-range oriented percolation. II: Spatial correlation
|
|
|
|
|
5192
|
Stochastic chains with memory of variable length
|
|
|
|
|
5193
|
Stationary distributions for diffusions with inert drift
|
|
|
|
|
5194
|
A stochastic fixed point equation for weighted minima and maxima
|
|
|
|
|
5195
|
Small deviations of stable processes and entropy of the associated random operators
|
|
|
|
|
5196
|
Multivariate normal approximation using Stein's method and Malliavin calculus
|
|
|
|
|
5197
|
Independence of Four Projective Criteria for the Weak Invariance Principle
|
|
|
|
|
5198
|
On Probabilistic Parametric Inference
|
|
|
|
|
5199
|
Collision probabilities in the rarefaction fan of asymmetric exclusion processes
|
|
|
|
|
5200
|
Calibration of transparency risks: a note
|
|
|
|
|
5201
|
Last Passage Percolation in Macroscopically Inhomogeneous Media
|
|
|
|
|
5202
|
Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem
|
|
|
|
|
5203
|
On percolation in random graphs with given vertex degrees
|
|
|
|
|
5204
|
Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
|
|
|
|
|
5205
|
The Phase Diagram of the Quantum Curie-Weiss Model
|
|
|
|
|
5206
|
Boundedness of Riesz transforms for elliptic operators on abstract Wiener spaces
|
|
|
|
|
5207
|
Suppression of unbounded gradients in a SDE associated with the Burgers equation
|
|
|
|
|
5208
|
Quenched large deviations for multidimensional random walk in random environment: a variational formula
|
|
|
|
|
5209
|
A lower bound for the principal eigenvalue of the Stokes operator in a random domain
|
|
|
|
|
5210
|
Order of current variance and diffusivity in the rate one totally asymmetric zero range process
|
|
|
|
|
5211
|
A Fredholm Determinant Representation in ASEP
|
|
|
|
|
5212
|
On Estimation and Optimization of Probability
|
|
|
|
|
5213
|
Stabilit\'\u007be\u007d du comportement des marches al\'\u007be\u007datoires sur un groupe localement compact
|
|
|
|
|
5214
|
An asymptotic result for Brownian polymers
|
|
|
|
|
5215
|
On an identity of Ky Fan
|
|
|
|
|
5216
|
Weak approximation of stochastic partial differential equations: the non linear case
|
|
|
|
|
5217
|
Chaining Techniques and their Application to Stochastic Flows
|
|
|
|
|
5218
|
The expansion for the overlap function
|
|
|
|
|
5219
|
Multivariate Feller conditions in term structure models: Why do(n't) we care?
|
|
|
|
|
5220
|
A New Estimator for the Number of Species in a Population
|
|
|
|
|
5221
|
The compound Poisson distribution and return times in dynamical systems
|
|
|
|
|
5222
|
Branching processes in random environment die slowly
|
|
|
|
|
5223
|
A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
|
|
|
|
|
5224
|
A fractional Poisson equation: existence, regularity and approximations
|
|
|
|
|
5225
|
Pruning a L\'evy continuum random tree
|
|
|
|
|
5226
|
Large Deviations Principle for Stochastic Scalar Conservation Laws
|
|
|
|
|
5227
|
Stochastic evolution equations in UMD Banach spaces
|
|
|
|
|
5228
|
Spiked Models in Wishart Ensemble
|
|
|
|
|
5229
|
On Gaussian Brunn-Minkowski inequalities
|
|
|
|
|
5230
|
Surviving particles for subcritical branching processes in random environment
|
|
|
|
|
5231
|
Markov Jump Processes Approximating a Nonsymmetric Generalized Diffusion: numerics explained to probabilists
|
|
|
|
|
5232
|
Complements and signed digit representations: Analysis of a multi-exponentiation-algorithm of Wu, Lou, Lai and Chang
|
|
|
|
|
5233
|
A system of grabbing particles related to Galton-Watson trees
|
|
|
|
|
5234
|
An introduction to L\'\u007be\u007dvy processes with applications in finance
|
|
|
|
|
5235
|
The structure of unicellular maps, and a connection between maps of positive genus and planar labelled trees
|
|
|
|
|
5236
|
On the role of Convexity in Functional and Isoperimetric Inequalities
|
|
|
|
|
5237
|
Convergence Properties of Kemp's q-Binomial Distribution
|
|
|
|
|
5238
|
Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers
|
|
|
|
|
5239
|
Hyperdeterminantal point processes
|
|
|
|
|
5240
|
Existence of an infinite particle limit of stochastic ranking process
|
|
|
|
|
5241
|
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
|
|
|
|
|
5242
|
Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
|
|
|
|
|
5243
|
Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
|
|
|
|
|
5244
|
Estimating correlation from high, low, opening and closing prices
|
|
|
|
|
5245
|
Convex pricing by a generalized entropy penalty
|
|
|
|
|
5246
|
Quenched large deviations for random walk in a random environment
|
|
|
|
|
5247
|
Basic properties of nonlinear stochastic Schr\"\u007bo\u007ddinger equations driven by Brownian motions
|
|
|
|
|
5248
|
A Theoretical Study of Mafia Games
|
|
|
|
|
5249
|
Characterization of the critical values of branching random walks on weighted graphs through infinite-type branching processes
|
|
|
|
|
5250
|
Renormalization of the two-dimensional Lotka--Volterra model
|
|
|
|
|
5251
|
Phase Transitions in Partially Structured Random Graphs
|
|
|
|
|
5252
|
Pathwise uniqueness of the squared Bessel and CIR process with skew reflection on a deterministic time dependent curve
|
|
|
|
|
5253
|
Weak existence of the squared Bessel process and CIR process with skew reflection on a deterministic time dependent curve
|
|
|
|
|
5254
|
Estimates of tempered stable densities
|
|
|
|
|
5255
|
Real Roots of Random Polynomials and Zero Crossing Properties of Diffusion Equation
|
|
|
|
|
5256
|
Poisson Cluster Measures: Quasi-invariance, Integration by Parts and Equilibrium Stochastic Dynamics
|
|
|
|
|
5257
|
Consistent price systems and face-lifting pricing under transaction costs
|
|
|
|
|
5258
|
Stochastic solution of a nonlinear fractional differential equation
|
|
|
|
|
5259
|
Real and complex zeros of Riemannian random waves
|
|
|
|
|
5260
|
On Sequential Estimation and Prediction for Discrete Time Series
|
|
|
|
|
5261
|
Small Deviations of Smooth Stationary Gaussian Processes
|
|
|
|
|
5262
|
The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices
|
|
|
|
|
5263
|
An approximation algorithm for counting contingency tables
|
|
|
|
|
5264
|
The Reverse of The Law of Large Numbers
|
|
|
|
|
5265
|
Trivial, Critical and Near-critical Scaling Limits of Two-dimensional Percolation
|
|
|
|
|
5266
|
Conditional Haar measures on classical compact groups
|
|
|
|
|
5267
|
The Fourier Spectrum of Critical Percolation
|
|
|
|
|
5268
|
Integration with respect to fractional local times with Hurst index $H$ greater than 1/2
|
|
|
|
|
5269
|
Transcience/recurrence for normally reflected Brownian motion in unbounded domains
|
|
|
|
|
5270
|
On distributional properties of perpetuities
|
|
|
|
|
5271
|
Numerical Algorithms and Simulations for Reflected Backward Stochastic Differential Equations with two Continuous Barriers
|
|
|
|
|
5272
|
The generality of the zero-one laws
|
|
|
|
|
5273
|
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
|
|
|
|
|
5274
|
Escaping the Brownian stalkers
|
|
|
|
|
5275
|
Homogenization of semi-linear PDEs with discontinuous effective coefficients
|
|
|
|
|
5276
|
On convergence of dynamics of hopping particles to a birth-and-death process in continuum
|
|
|
|
|
5277
|
Maxima of Dirichlet and triangular arrays of gamma variables
|
|
|
|
|
5278
|
Integration with respect to local time and Ito's formula for smooth nondegenerate martingales
|
|
|
|
|
5279
|
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence
|
|
|
|
|
5280
|
A Generalized Backward Equation For One Dimensional Processes
|
|
|
|
|
5281
|
Recurrence and transience of a multi-excited random walk on a regular tree
|
|
|
|
|
5282
|
Branching Process approach for 2-SAT thresholds
|
|
|
|
|
5283
|
On some results of Cufaro Petroni about Student t-processes
|
|
|
|
|
5284
|
A few remarks on the operator norm of random Toeplitz matrices
|
|
|
|
|
5285
|
Symmetric jump processes: localization, heat kernels, and convergence
|
|
|
|
|
5286
|
Diversity and relative arbitrage in equity markets
|
|
|
|
|
5287
|
Regenerative tree growth: Binary self-similar continuum random trees and Poisson--Dirichlet compositions
|
|
|
|
|
5288
|
Repeated quantum interactions Quantum Langevin equation and the low density limit
|
|
|
|
|
5289
|
A Lindblad model for a spin chain coupled to heat baths
|
|
|
|
|
5290
|
A pedestrian's view on interacting particle systems, KPZ universality, and random matrices
|
|
|
|
|
5291
|
Interacting particle systems out of equilibrium
|
|
|
|
|
5292
|
Potts models in the continuum. Uniqueness and exponential decay in the restricted ensembles
|
|
|
|
|
5293
|
Self-repelling random walk with directed edges on Z
|
|
|
|
|
5294
|
On Monge-Kantorovich Problem in the Plane
|
|
|
|
|
5295
|
Typical Dispersion and Generalized Lyapunov Exponents
|
|
|
|
|
5296
|
Poisson and Diffusion Approximation of Stochastic Schrodinger equations with Control
|
|
|
|
|
5297
|
Markov Chains Approximations of jump-Diffusion Quantum Trajectories
|
|
|
|
|
5298
|
A circle of interacting servers; spontaneous collective behavior in case of large fluctuations
|
|
|
|
|
5299
|
A New Central Limit Theorem under Sublinear Expectations
|
|
|
|
|
5300
|
Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
|
|
|
|
|
5301
|
A Ruelle Operator for continuous time Markov Chains
|
|
|
|
|
5302
|
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
|
|
|
|
|
5303
|
Discrete stochastic processes, replicator and Fokker-Planck equations of coevolutionary dynamics in finite and infinite populations
|
|
|
|
|
5304
|
On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
|
|
|
|
|
5305
|
Absolute continuity and convergence in variation for distributions of a functionals of Poisson point measure
|
|
|
|
|
5306
|
Stability of a processor sharing queue with varying throughput
|
|
|
|
|
5307
|
Field theory conjecture for loop-erased random walks
|
|
|
|
|
5308
|
On perpetual American put valuation and first-passage in a regime-switching model with jumps
|
|
|
|
|
5309
|
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
|
|
|
|
|
5310
|
Optimal two-value zero-mean disintegration of zero-mean random variables
|
|
|
|
|
5311
|
Partial differential equations driven by rough paths
|
|
|
|
|
5312
|
No-Free-Lunch equivalences for exponential Levy models
|
|
|
|
|
5313
|
Duality of Chordal SLE, II
|
|
|
|
|
5314
|
A decomposition of the bifractional Brownian motion and some applications
|
|
|
|
|
5315
|
On the semimartingale property of discounted asset-price processes
|
|
|
|
|
5316
|
The numeraire portfolio in semimartingale financial models
|
|
|
|
|
5317
|
Diffusion at the random matrix hard edge
|
|
|
|
|
5318
|
Constants of concentration for a simple recurrent random walk on random environment
|
|
|
|
|
5319
|
Monotonicity for excited random walk in high dimensions
|
|
|
|
|
5320
|
Balance, growth and diversity of financial markets
|
|
|
|
|
5321
|
Copolymers at selective interfaces: new bounds on the phase diagram
|
|
|
|
|
5322
|
Strong law of large numbers with concave moments
|
|
|
|
|
5323
|
BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games
|
|
|
|
|
5324
|
Equality of pressures for diffeomorphisms preserving hyperbolic measures
|
|
|
|
|
5325
|
A note on multi-type cookie random walk on integers
|
|
|
|
|
5326
|
On some generalized reinforced random walks on integers
|
|
|
|
|
5327
|
Lyapunov exponents for the one-dimensional parabolic Anderson model with drift
|
|
|
|
|
5328
|
Estimation of Wiener--Ito integrals and polynomials of independent Gaussian random variables
|
|
|
|
|
5329
|
Reversibility of Interacting Fleming-Viot Processes with Mutation, Selection, and Recombination
|
|
|
|
|
5330
|
On some transformations of bilateral birth-and-death processes with applications
|
|
|
|
|
5331
|
Diffraction of stochastic point sets: Explicitly computable examples
|
|
|
|
|
5332
|
Parameter Collapse due to the Zeros in the Inverse Condition
|
|
|
|
|
5333
|
A stochastic-Lagrangian particle system for the Navier-Stokes equations
|
|
|
|
|
5334
|
Plane recursive trees, Stirling permutations and an urn model
|
|
|
|
|
5335
|
Statistical analysis of self-similar conservative fragmentation chains
|
|
|
|
|
5336
|
On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix
|
|
|
|
|
5337
|
On the ruin problem in the renewal risk processes perturbed by diffusion
|
|
|
|
|
5338
|
Time--space harmonic polynomials relative to a L\'\u007be\u007dvy process
|
|
|
|
|
5339
|
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
|
|
|
|
|
5340
|
Recurrence of the twisted planar random walk
|
|
|
|
|
5341
|
Polling systems with parameter regeneration, the general case
|
|
|
|
|
5342
|
Superposition rules and stochastic Lie-Scheffers systems
|
|
|
|
|
5343
|
The Theory of Fallible Probability and The Dynamics of Degrees of Belief
|
|
|
|
|
5344
|
A note on optimal probability lower bounds for centered random variables
|
|
|
|
|
5345
|
Local semicircle law and complete delocalization for Wigner random matrices
|
|
|
|
|
5346
|
Stein's method and exact Berry--Esseen asymptotics for functionals of Gaussian fields
|
|
|
|
|
5347
|
The square negative correlation property for generalized Orlicz balls
|
|
|
|
|
5348
|
Rough evolution equations
|
|
|
|
|
5349
|
Individual Risk and Lebesgue Extension without Aggregate Uncertainty
|
|
|
|
|
5350
|
The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball
|
|
|
|
|
5351
|
The conditioned reconstructed process
|
|
|
|
|
5352
|
Positive volatility simulation in the Heston model
|
|
|
|
|
5353
|
Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time
|
|
|
|
|
5354
|
Positive and implicit stochastic volatility simulation
|
|
|
|
|
5355
|
Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue
|
|
|
|
|
5356
|
Limits Laws for Geometric Means of Free Random Variables
|
|
|
|
|
5357
|
Limits laws for geometric means of free positive random variables
|
|
|
|
|
5358
|
A measure-conjugacy invariant for free group actions
|
|
|
|
|
5359
|
Good deal bounds induced by shortfall risk
|
|
|
|
|
5360
|
Orbit measures and interlaced determinantal point processes
|
|
|
|
|
5361
|
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
|
|
|
|
|
5362
|
The smallest singular value of a random rectangular matrix
|
|
|
|
|
5363
|
A Link between Binomial Parameters and Means of Bounded Random Variables
|
|
|
|
|
5364
|
Stochastic Tamed 3D Navier-Stokes Equations: Existence, Uniqueness and Ergodicity
|
|
|
|
|
5365
|
Asymptotically optimal quantization schemes for Gaussian processes
|
|
|
|
|
5366
|
Veraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations
|
|
|
|
|
5367
|
Strong solutions for stochastic porous media equations with jumps
|
|
|
|
|
5368
|
Random walk on a discrete torus and random interlacements
|
|
|
|
|
5369
|
On Equilibrium Prices in Continuous Time
|
|
|
|
|
5370
|
On the locality of the Pr\"ufer code
|
|
|
|
|
5371
|
The time constant vanishes only on the percolation cone in directed first passage percolation
|
|
|
|
|
5372
|
Interval Estimation of Bounded Variable Means via Inverse Sampling
|
|
|
|
|
5373
|
Reconstruction of Random Colourings
|
|
|
|
|
5374
|
The waiting time for m mutations
|
|
|
|
|
5375
|
Confidence Interval for the Mean of a Bounded Random Variable and Its Applications in Point Estimation
|
|
|
|
|
5376
|
The Aizenman-Sims-Starr and Guerra's schemes for the SK model with multidimensional spins
|
|
|
|
|
5377
|
A Truncation Approach for Fast Computation of Distribution Functions
|
|
|
|
|
5378
|
On a nonhierarchical version of the Generalized Random Energy Model. II. Ultrametricity
|
|
|
|
|
5379
|
A change of variable formula with It\^o correction term
|
|
|
|
|
5380
|
The subelliptic heat kernel on SU(2): Representations, Asymptotics and Gradient bounds
|
|
|
|
|
5381
|
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case $H=1/4$
|
|
|
|
|
5382
|
A model of continuous time polymer on the lattice
|
|
|
|
|
5383
|
Moment problems and boundaries of number triangles
|
|
|
|
|
5384
|
Relationship between stochastic flows and connection forms
|
|
|
|
|
5385
|
Scaling limits of $(1+1)$-dimensional pinning models with Laplacian interaction
|
|
|
|
|
5386
|
The Virgin Island Model
|
|
|
|
|
5387
|
Spectral representation of some non stationary alpha-stable processes
|
|
|
|
|
5388
|
Multiple Stratonovich integral and Hu--Meyer formula for L\'evy processes
|
|
|
|
|
5389
|
Random Lie group actions on compact manifolds: A perturbative analysis
|
|
|
|
|
5390
|
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility
|
|
|
|
|
5391
|
The height of watermelons with wall
|
|
|
|
|
5392
|
On the time to reach maximum for a variety of constrained Brownian motions
|
|
|
|
|
5393
|
Measures and their random reals
|
|
|
|
|
5394
|
Complete moment and integral convergence for sums of negatively associated random variables
|
|
|
|
|
5395
|
On the Shuffling Algorithm for Domino Tilings
|
|
|
|
|
5396
|
Proof(s) of the Lamperti representation of Continuous-State Branching Processes
|
|
|
|
|
5397
|
Separation and coupling cutoffs for tuples of independent Markov processes
|
|
|
|
|
5398
|
Harmonic measure and winding of random conformal paths: A Coulomb gas perspective
|
|
|
|
|
5399
|
Construction of a stationary FIFO queue with impatient customers
|
|
|
|
|
5400
|
Ballot theorems for random walks with finite variance
|
|
|
|
|
5401
|
Markov loops and renormalization
|
|
|
|
|
5402
|
Rational functions associated with the white noise space and related topics
|
|
|
|
|
5403
|
A New Approach of Point Estimation from Truncated or Grouped and Censored Data
|
|
|
|
|
5404
|
Predictive approach to some quantum paradoxes
|
|
|
|
|
5405
|
Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule
|
|
|
|
|
5406
|
Cylindrical Wiener processes
|
|
|
|
|
5407
|
Explicit parametrix and local limit theorems for some degenerate diffusion processes
|
|
|
|
|
5408
|
Meta-stability and condensed zero-range processes on finite sets
|
|
|
|
|
5409
|
Non-homogeneous polygonal Markov fields in the plane: graphical representations and geometry of higher order correlations
|
|
|
|
|
5410
|
Diffeomorphisms of the circle and Brownian motions on an infinite-dimensional symplectic group
|
|
|
|
|
5411
|
On the Kert\'esz line: Some rigorous bounds
|
|
|
|
|
5412
|
Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models
|
|
|
|
|
5413
|
Markovian embeddings of general random strings
|
|
|
|
|
5414
|
On a theorem of V. Bernik in the metrical theory of Diophantine approximation
|
|
|
|
|
5415
|
Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains
|
|
|
|
|
5416
|
Conditions for stability and instability of retrial queueing systems with general retrial times
|
|
|
|
|
5417
|
Levy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing
|
|
|
|
|
5418
|
A transference method in quantum probability
|
|
|
|
|
5419
|
Properties of the density for a three dimensional stochastic wave equation
|
|
|
|
|
5420
|
Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk
|
|
|
|
|
5421
|
Laws of large numbers for epidemic models with countably many types
|
|
|
|
|
5422
|
Asymptotics of the Spectral Gap for the Interchange Process on Large Hypercubes
|
|
|
|
|
5423
|
Large deviations for the Boussinesq Equations under Random Influences
|
|
|
|
|
5424
|
A generalization of Doob's maximal identity
|
|
|
|
|
5425
|
Fractional term structure models: No-arbitrage and consistency
|
|
|
|
|
5426
|
Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes
|
|
|
|
|
5427
|
Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats
|
|
|
|
|
5428
|
Hiding a drift
|
|
|
|
|
5429
|
Limit Theorems for Hybridization Reactions on Oligonucleotide Microarrays
|
|
|
|
|
5430
|
Representation of the penalty term of dynamic concave utilities
|
|
|
|
|
5431
|
Finite size scaling for homogeneous pinning models
|
|
|
|
|
5432
|
Existence of non-trivial harmonic functions on Cartan-Hadamard manifolds of unbounded curvature
|
|
|
|
|
5433
|
Continuous local time of a purely atomic immigration superprocess with dependent spatial motion
|
|
|
|
|
5434
|
Stochastic equations of non-negative processes with jumps
|
|
|
|
|
5435
|
On the Lamperti stable processes
|
|
|
|
|
5436
|
Transient nearest neighbor random walk and Bessel process
|
|
|
|
|
5437
|
On the local time of the asymmetric Bernoulli walk
|
|
|
|
|
5438
|
On the Distribution of the Domination Number of a New Family of Parametrized Random Digraphs
|
|
|
|
|
5439
|
Semi-classical analysis of a random walk on a manifold
|
|
|
|
|
5440
|
On the Asymptotic Normality of the Conditional Maximum Likelihood Estimators for the Truncated Regression Model and the Tobit Model
|
|
|
|
|
5441
|
Fractional Cauchy problems on bounded domains
|
|
|
|
|
5442
|
Stabilization and limit theorems for geometric functionals of Gibbs point processes
|
|
|
|
|
5443
|
Time--space white noise eliminates global solutions in reaction diffusion equations
|
|
|
|
|
5444
|
Large Deviations for the Stochastic Shell Model of Turbulence
|
|
|
|
|
5445
|
Multifractional, multistable, and other processes with prescribed local form
|
|
|
|
|
5446
|
A uniqueness theorem for solution of BSDEs
|
|
|
|
|
5447
|
Jack polynomials and free cumulants
|
|
|
|
|
5448
|
Improved mixing time bounds for the Thorp shuffle and L-reversal chain
|
|
|
|
|
5449
|
Nondifferentiable functions of one-dimensional semimartingales
|
|
|
|
|
5450
|
Absolute continuity and singularity of two probability measures on a filtered space
|
|
|
|
|
5451
|
Jensen's Inequality for g-Convex Function under g-Expectation
|
|
|
|
|
5452
|
Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
|
|
|
|
|
5453
|
Harnack Inequality and Applications for Stochastic Evolution Equations with Monotone Drifts
|
|
|
|
|
5454
|
A quadratic regression problem for two-state algebras with application to the Central Limit Theorem
|
|
|
|
|
5455
|
V-Variable Fractals: Fractals with Partial Self Similarity
|
|
|
|
|
5456
|
Occupation time fluctuation limits of infinite variance equilibrium branching systems
|
|
|
|
|
5457
|
Degenerate Stochastic Differential Equations for Catalytic Branching Networks
|
|
|
|
|
5458
|
Central limit theorem for Hotelling's T^2 statistic under large dimension
|
|
|
|
|
5459
|
On the Supremum of Some Random Dirichlet Polynomials
|
|
|
|
|
5460
|
Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
|
|
|
|
|
5461
|
Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
|
|
|
|
|
5462
|
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
|
|
|
|
|
5463
|
The Bernoulli sieve revisited
|
|
|
|
|
5464
|
A general stochastic maximum principle for mixed relaxed-singular control problems
|
|
|
|
|
5465
|
Refracted Levy processes
|
|
|
|
|
5466
|
The strict and relaxed stochastic maximum principle for optimal control problem of backward systems
|
|
|
|
|
5467
|
Convex ordering for random vectors using predictable representation
|
|
|
|
|
5468
|
Stochastic extrema as stationary phases of characteristic functions
|
|
|
|
|
5469
|
Gradient Estimate and Harnack Inequality on Non-Compact Riemannian Manifolds
|
|
|
|
|
5470
|
Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1
|
|
|
|
|
5471
|
Subordinated discrete semigroups of operators
|
|
|
|
|
5472
|
Canonical moments and random spectral measures
|
|
|
|
|
5473
|
On the birth-and-assassination process, with an application to scotching a rumor in a network
|
|
|
|
|
5474
|
Forecasting volatility with the multifractal random walk model
|
|
|
|
|
5475
|
The stability of conditional Markov processes and Markov chains in random environments
|
|
|
|
|
5476
|
A general stochastic maximum principle for optimal control problems of forward-backward systems
|
|
|
|
|
5477
|
A general necessary and sufficient optimality conditions for singular control problems
|
|
|
|
|
5478
|
A permutation model for free random variables and its classical analogue
|
|
|
|
|
5479
|
Lower bounds for transition probabilities on graphs
|
|
|
|
|
5480
|
Critical percolation of virtually free groups and other tree-like graphs
|
|
|
|
|
5481
|
From combinatorics to large deviations for the invariant measures of some multiclass particle systems
|
|
|
|
|
5482
|
No Arbitrage Conditions For Simple Trading Strategies
|
|
|
|
|
5483
|
First-exit-time probability density tails for a local height of a non-equilibrium Gaussian interface
|
|
|
|
|
5484
|
Carry Propagation in Multiplication by Constants
|
|
|
|
|
5485
|
Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise
|
|
|
|
|
5486
|
An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise
|
|
|
|
|
5487
|
On the infimum convolution inequality
|
|
|
|
|
5488
|
On large intersection and self-intersection local times in dimension five or more
|
|
|
|
|
5489
|
Smooth Solutions of Non-linear Stochastic Partial Differential Equations
|
|
|
|
|
5490
|
Algorithm for solving optimization problems with Interval Valued Probability Measure
|
|
|
|
|
5491
|
Novel Bounds on Marginal Probabilities
|
|
|
|
|
5492
|
Stable laws and products of positive random matrices
|
|
|
|
|
5493
|
A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems
|
|
|
|
|
5494
|
Construction and Uniqueness for reflected BSDE under linear increasing condition
|
|
|
|
|
5495
|
A concentration inequality for interval maps with an indifferent fixed point
|
|
|
|
|
5496
|
Majorizing measures and proportional subsets of bounded orthonormal systems
|
|
|
|
|
5497
|
Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations
|
|
|
|
|
5498
|
Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets
|
|
|
|
|
5499
|
Evolutionarily stable strategies of random games, and the vertices of random polygons
|
|
|
|
|
5500
|
Convexity, translation invariance and subadditivity for $g$-expectations and related risk measures
|
|
|
|
|
5501
|
On the condensed density of the generalized eigenvalues of pencils of Hankel Gaussian random matrices and applications
|
|
|
|
|
5502
|
Quenched convergence of a sequence of superprocesses in R^d among Poissonian obstacles
|
|
|
|
|
5503
|
One-dimensional stepping stone models, sardine genetics and Brownian local time
|
|
|
|
|
5504
|
The lineage process in Galton--Watson trees and globally centered discrete snakes
|
|
|
|
|
5505
|
Occupation densities for certain processes related to fractional Brownian motion
|
|
|
|
|
5506
|
Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
|
|
|
|
|
5507
|
Poisson suspensions and entropy for infinite transformations
|
|
|
|
|
5508
|
The heavy traffic limit of an unbalanced generalized processor sharing model
|
|
|
|
|
5509
|
Degenerate stochastic differential equations arising from catalytic branching networks
|
|
|
|
|
5510
|
Time discretization and Markovian iteration for coupled FBSDEs
|
|
|
|
|
5511
|
Intensity process and compensator: A new filtration expansion approach and the Jeulin--Yor theorem
|
|
|
|
|
5512
|
Approximate word matches between two random sequences
|
|
|
|
|
5513
|
The expected duration of random sequential adsorption
|
|
|
|
|
5514
|
A note about conditional Ornstein-Uhlenbeck processes
|
|
|
|
|
5515
|
A lower bound for the Chung-Diaconis-Graham random process
|
|
|
|
|
5516
|
Strategic Execution in the Presence of an Uninformed Arbitrageur
|
|
|
|
|
5517
|
Estimation of quadratic variation for two-parameter diffusions
|
|
|
|
|
5518
|
$C^1$-Generic Symplectic Diffeomorphisms: Partial Hyperbolicity and Zero Center Lyapunov Exponents
|
|
|
|
|
5519
|
Asymptotics for the survival probability of a Rouse chain monomer
|
|
|
|
|
5520
|
Malliavin calculus and decoupling inequalities in Banach spaces
|
|
|
|
|
5521
|
On Besov regularity of Brownian motions in infinite dimensions
|
|
|
|
|
5522
|
A new concept of strong controllability via the Schur complement in adaptive tracking
|
|
|
|
|
5523
|
Integrability of exit times and ballisticity for random walks in Dirichlet environment
|
|
|
|
|
5524
|
Total-variation cutoff in birth-and-death chains
|
|
|
|
|
5525
|
Discrete approximation of a stable self-similar stationary increments process
|
|
|
|
|
5526
|
Construction of an Edwards' probability measure on $\mathcal\u007bC\u007d (\mathbb\u007bR\u007d_+, \mathbb\u007bR\u007d)$
|
|
|
|
|
5527
|
Poincare Inequality on the Path Space of Poisson Point Processes
|
|
|
|
|
5528
|
Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GOE
|
|
|
|
|
5529
|
Thermodynamic Limit for the Invariant Measures in Supercritical Zero Range Processes
|
|
|
|
|
5530
|
Uniformly spread measures and vector fields
|
|
|
|
|
5531
|
The variance of the shock in the HAD process
|
|
|
|
|
5532
|
Stochastic Porous Media Equation and Self-Organized Criticality
|
|
|
|
|
5533
|
Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
|
|
|
|
|
5534
|
On Wasserstein geometry of the space of Gaussian measures
|
|
|
|
|
5535
|
Recurrence times and large deviations
|
|
|
|
|
5536
|
The Einstein relation for random walks on graphs
|
|
|
|
|
5537
|
Analysis of the stochastic FitzHugh-Nagumo system
|
|
|
|
|
5538
|
Malliavin calculus for difference approximations of multidimensional diffusions: truncated local limit theorem
|
|
|
|
|
5539
|
A functional central limit theorem for regenerative chains
|
|
|
|
|
5540
|
Random walks on graphs with volume and time doubling
|
|
|
|
|
5541
|
Upper bounds for transition probabilities on graphs and isoperimetric inequalities
|
|
|
|
|
5542
|
A study of counts of Bernoulli strings via conditional Poisson processes
|
|
|
|
|
5543
|
q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
|
|
|
|
|
5544
|
Bounds on the Poincare constant of ultra log-concave random variables
|
|
|
|
|
5545
|
The Local Time of the Classical Risk Process
|
|
|
|
|
5546
|
Geometric Gamma Max-Infinitely Divisible Models
|
|
|
|
|
5547
|
Exponential Bounds in the Law of Iterated Logarithm for Martingales
|
|
|
|
|
5548
|
n-Monotone exact functionals
|
|
|
|
|
5549
|
Convexity and smoothness of scale functions and de Finetti's control problem
|
|
|
|
|
5550
|
The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula
|
|
|
|
|
5551
|
Far field asymptotics of solutions to convection equation with anomalous diffusion
|
|
|
|
|
5552
|
Effective resistance of random trees
|
|
|
|
|
5553
|
Positively and negatively excited random walks on integers, with branching processes
|
|
|
|
|
5554
|
The Lexicographic First Occurrence of a I-II-III pattern
|
|
|
|
|
5555
|
Harmonic measure and SLE
|
|
|
|
|
5556
|
Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations
|
|
|
|
|
5557
|
On exchangeable random variables and the statistics of large graphs and hypergraphs
|
|
|
|
|
5558
|
Random subgraphs of the 2D Hamming graph: the supercritical phase
|
|
|
|
|
5559
|
A geometric preferential attachment model with fitness
|
|
|
|
|
5560
|
Comments on "Reverse auction: the lowest positive integer game"
|
|
|
|
|
5561
|
Estimation of ordinal pattern probabilities in fractional Brownian motion
|
|
|
|
|
5562
|
On maxima of periodograms of stationary processes
|
|
|
|
|
5563
|
Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise
|
|
|
|
|
5564
|
Central and $L^p$-concentration of 1-Lipschitz maps into $\mathbb\u007bR\u007d$-trees
|
|
|
|
|
5565
|
Longest increasing subsequences, Plancherel-type measure and the Hecke insertion algorithm
|
|
|
|
|
5566
|
Random walks on complex trees
|
|
|
|
|
5567
|
Balanced routing of random calls
|
|
|
|
|
5568
|
Exchangeable lower previsions
|
|
|
|
|
5569
|
Optimal co-adapted coupling for the symmetric random walk on the hypercube
|
|
|
|
|
5570
|
Stochastic processes and their spectral representations over non-archimedean fields
|
|
|
|
|
5571
|
Finitely Additive Supermartingales
|
|
|
|
|
5572
|
On the singularity of random matrices with independent entries
|
|
|
|
|
5573
|
Game-theoretic Brownian motion
|
|
|
|
|
5574
|
On the extremal rays of the cone of positive, positive definite functions
|
|
|
|
|
5575
|
Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation
|
|
|
|
|
5576
|
Imprecise Markov chains and their limit behaviour
|
|
|
|
|
5577
|
On the robustness of power-law random graphs in the finite mean, infinite variance region
|
|
|
|
|
5578
|
Law of large numbers for non-additive measures
|
|
|
|
|
5579
|
Moderate deviations for random fields and random complex zeroes
|
|
|
|
|
5580
|
On the Stickiness Property
|
|
|
|
|
5581
|
Fractional Brownian motion in presence of two fixed adsorbing boundaries
|
|
|
|
|
5582
|
Some remarks on tangent martingale difference sequences in $L^1$-spaces
|
|
|
|
|
5583
|
Convergence of multi-dimensional quantized $SDE$'s
|
|
|
|
|
5584
|
Maximum and entropic repulsion for a Gaussian membrane model in the critical dimension
|
|
|
|
|
5585
|
Some examples of absolute continuity of measures in stochastic fluid dynamics
|
|
|
|
|
5586
|
Nonparametric sequential prediction of time series
|
|
|
|
|
5587
|
Properties of Expectations of Functions of Martingale Diffusions
|
|
|
|
|
5588
|
The Littlewood-Offord problem and invertibility of random matrices
|
|
|
|
|
5589
|
Exact finite approximations of average-cost countable Markov decision processes
|
|
|
|
|
5590
|
Stability of Parallel Queueing Systems with Coupled Service Rates
|
|
|
|
|
5591
|
Monte Carlo Greeks for Financial Products via Approximative Transition Densities
|
|
|
|
|
5592
|
Local resilience of graphs
|
|
|
|
|
5593
|
Hitting time of large subsets of the hypercube
|
|
|
|
|
5594
|
Eigenvalues of Euclidean random matrices
|
|
|
|
|
5595
|
The rank of random graphs
|
|
|
|
|
5596
|
Universality in two-dimensional enhancement percolation
|
|
|
|
|
5597
|
The order of the largest complete minor in a random graph
|
|
|
|
|
5598
|
Sharp thresholds for constraint satisfaction problems and homomorphisms
|
|
|
|
|
5599
|
Percolation on dual lattices with k-fold symmetry
|
|
|
|
|
5600
|
On the size of the algebraic difference of two random Cantor sets
|
|
|
|
|
5601
|
The cutoff phenomenon for randomized riffle shuffles
|
|
|
|
|
5602
|
The isoperimetric constant of the random graph process
|
|
|
|
|
5603
|
Continuity theorems for the M / M /1/ n queueing system
|
|
|
|
|
5604
|
Convex comparison of service disciplines in real time queues
|
|
|
|
|
5605
|
Efficient Routing in Heavy Traffic Under Partial Sampling of Service Times
|
|
|
|
|
5606
|
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
|
|
|
|
|
5607
|
Fault tolerance in cellular automata at high fault rates
|
|
|
|
|
5608
|
On the number of minima of a random polynomial
|
|
|
|
|
5609
|
t-Wise independence with local dependencies
|
|
|
|
|
5610
|
A Systematic Scan for 7-colourings of the Grid
|
|
|
|
|
5611
|
Unifying practical uncertainty representations. II: Clouds
|
|
|
|
|
5612
|
Unifying practical uncertainty representations - I: Generalized p-boxes
|
|
|
|
|
5613
|
Critical Percolation of Free Product of Groups
|
|
|
|
|
5614
|
The Polynomial Method for Random Matrices
|
|
|
|
|
5615
|
Expansion properties of a random regular graph after random vertex deletions
|
|
|
|
|
5616
|
The distribution of the domination number of class cover catch digraphs for non-uniform one-dimensional data
|
|
|
|
|
5617
|
Where the monotone pattern (mostly) rules
|
|
|
|
|
5618
|
Weighted lattice polynomials of independent random variables
|
|
|
|
|
5619
|
Long-Range Percolation Mixing Time
|
|
|
|
|
5620
|
Enumerating Contingency Tables via Random Permanents
|
|
|
|
|
5621
|
Two-Parameter Poisson-Dirichlet Measures and Reversible Exchangeable Fragmentation-Coalescence Processes
|
|
|
|
|
5622
|
The k-Core and Branching Processes
|
|
|
|
|
5623
|
On the Strong Chromatic Number of Random Graphs
|
|
|
|
|
5624
|
The statistical restricted isometry property and the Wigner semicircle distribution of incoherent dictionaries
|
|
|
|
|
5625
|
On the long time behavior of the TCP window size process
|
|
|
|
|
5626
|
The Relationship between Tsallis Statistics, the Fourier Transform, and Nonlinear Coupling
|
|
|
|
|
5627
|
A maximum entropy approach to OFDM channel estimation
|
|
|
|
|
5628
|
Cognitive OFDM network sensing: a free probability approach
|
|
|
|
|
5629
|
On the dynamics of Social Balance on general networks (with an application to XOR-SAT)
|
|
|
|
|
5630
|
Dynamic Tree Algorithms
|
|
|
|
|
5631
|
An impossibility result for process discrimination
|
|
|
|
|
5632
|
Irreversible Monte Carlo Algorithms for Efficient Sampling
|
|
|
|
|
5633
|
Linear Universal Decoding for Compound Channels: a Local to Global Geometric Approach
|
|
|
|
|
5634
|
Incoherent dictionaries and the statistical restricted isometry property
|
|
|
|
|
5635
|
Intersecting random graphs and networks with multiple adjacency constraints: A simple example
|
|
|
|
|
5636
|
Dynamic Connectivity in ALOHA Ad Hoc Networks
|
|
|
|
|
5637
|
Finding cores of random 2-SAT formulae via Poisson cloning
|
|
|
|
|
5638
|
Front Propagation with Rejuvenation in Flipping Processes
|
|
|
|
|
5639
|
The finite harmonic oscillator and its associated sequences
|
|
|
|
|
5640
|
On the random satisfiable process
|
|
|
|
|
5641
|
Counting the Faces of Randomly-Projected Hypercubes and Orthants, with Applications
|
|
|
|
|
5642
|
Informed Traders
|
|
|
|
|
5643
|
The end of Sleeping Beauty's nightmare
|
|
|
|
|
5644
|
On the entropy and log-concavity of compound Poisson measures
|
|
|
|
|
5645
|
Sparse power-efficient topologies for wireless ad hoc sensor networks
|
|
|
|
|
5646
|
Success Exponent of Wiretapper: A Tradeoff between Secrecy and Reliability
|
|
|
|
|
5647
|
On Tightness of Mutual Dependence Upperbound for Secret-key Capacity of Multiple Terminals
|
|
|
|
|
5648
|
Communication Requirements for Generating Correlated Random Variables
|
|
|
|
|
5649
|
A constructive proof of the existence of Viterbi processes
|
|
|
|
|
5650
|
Cryptanalysis of the Algebraic Eraser and short expressions of permutations as products
|
|
|
|
|
5651
|
Decentralized Search with Random Costs
|
|
|
|
|
5652
|
Bipolarization of posets and natural interpolation
|
|
|
|
|
5653
|
The ergodic decomposition of asymptotically mean stationary random sources
|
|
|
|
|
5654
|
The Secrecy Graph and Some of its Properties
|
|
|
|
|
5655
|
The Symmetric Sugeno Integral
|
|
|
|
|
5656
|
Measure and integral with purely ordinal scales
|
|
|
|
|
5657
|
Asymptotics of Input-Constrained Binary Symmetric Channel Capacity
|
|
|
|
|
5658
|
Toeplitz Block Matrices in Compressed Sensing
|
|
|
|
|
5659
|
Order-Optimal Consensus through Randomized Path Averaging
|
|
|
|
|
5660
|
Convergence of some leader election algorithms
|
|
|
|
|
5661
|
Ascending runs in dependent uniformly distributed random variables: Application to wireless networks
|
|
|
|
|
5662
|
A statistical mechanical interpretation of algorithmic information theory
|
|
|
|
|
5663
|
Imprecise probability trees: Bridging two theories of imprecise probability
|
|
|
|
|
5664
|
Maturity-independent risk measures
|
|
|
|
|
5665
|
The vanishing approach for the average continuous control of piecewise deterministic Markov processes
|
|
|
|
|
5666
|
A cut-off phenomenon in location based random access games with imperfect information
|
|
|
|
|
5667
|
Analysis of discrete and hybrid stochastic systems by nonlinear contraction theory
|
|
|
|
|
5668
|
Percolation on sparse random graphs with given degree sequence
|
|
|
|
|
5669
|
A Stochastic Epidemiological Model and a Deterministic Limit for BitTorrent-Like Peer-to-Peer File-Sharing Networks
|
|
|
|
|
5670
|
Logconcave random graphs
|
|
|
|
|
5671
|
Every minor-closed property of sparse graphs is testable
|
|
|
|
|
5672
|
Many random walks are faster than one
|
|
|
|
|
5673
|
Rapid mixing of Gibbs sampling on graphs that are sparse on average
|
|
|
|
|
5674
|
Deterministic random walks on regular trees
|
|
|
|
|
5675
|
Algorithmic Barriers from Phase Transitions
|
|
|
|
|
5676
|
Sequence Length Requirement of Distance-Based Phylogeny Reconstruction: Breaking the Polynomial Barrier
|
|
|
|
|
5677
|
Mixing Time of Exponential Random Graphs
|
|
|
|
|
5678
|
Adversarial Scheduling Analysis of Game-Theoretic Models of Norm Diffusion
|
|
|
|
|
5679
|
A Birthday Paradox for Markov Chains, with an Optimal Bound for Collision in the Pollard Rho Algorithm for Discrete Logarithm
|
|
|
|
|
5680
|
The Maximal Probability that k-wise Independent Bits are All 1
|
|
|
|
|
5681
|
Resolvent of Large Random Graphs
|
|
|
|
|
5682
|
Standard representation of multivariate functions on a general probability space
|
|
|
|
|
5683
|
From Power Laws to Fractional Diffusion: the Direct Way
|
|
|
|
|
5684
|
Some recent advances in theory and simulation of fractional diffusion processes
|
|
|
|
|
5685
|
Random turn walk on a half line with creation of particles at the origin
|
|
|
|
|
5686
|
Old and new examples of scale functions for spectrally negative Levy processes
|
|
|
|
|
5687
|
Limit Theorems for Internal Aggregation Models
|
|
|
|
|
5688
|
Convolution type stochastic Volterra equations
|
|
|
|
|
5689
|
Martingale proofs of many-server heavy-traffic limits for Markovian queues
|
|
|
|
|
5690
|
Excursion sets of stable random fields
|
|
|
|
|
5691
|
Edgeworth expansions in operator form
|
|
|
|
|
5692
|
Uniqueness for the martingale problem associated with pure jump processes of variable order
|
|
|
|
|
5693
|
Determinantal identity for multilevel systems and finite determinantal processes
|
|
|
|
|
5694
|
Noisy heteroclinic networks
|
|
|
|
|
5695
|
Stochastic integration based on simple, symmetric random walks
|
|
|
|
|
5696
|
On the convergence to the multiple Wiener-Ito integral
|
|
|
|
|
5697
|
Random and Integrable Models in Mathematics and Physics
|
|
|
|
|
5698
|
Pricing and hedging of derivatives based on non-tradable underlyings
|
|
|
|
|
5699
|
Langevin molecular dynamics derived from Ehrenfest dynamics
|
|
|
|
|
5700
|
Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
|
|
|
|
|
5701
|
Subcritical regimes in some models of continuum percolation
|
|
|
|
|
5702
|
Cubature on Wiener space in infinite dimension
|
|
|
|
|
5703
|
Tessellations of random maps of arbitrary genus
|
|
|
|
|
5704
|
Convergence Rates for Approximations of Functionals of SDEs
|
|
|
|
|
5705
|
The rate of convergence of spectra of sample covariance matrices
|
|
|
|
|
5706
|
Central limit theorem for sampled sums of dependent random variables
|
|
|
|
|
5707
|
On the sphericity of scaling limits of random planar quadrangulations
|
|
|
|
|
5708
|
On limit theorems for continued fractions
|
|
|
|
|
5709
|
Arbitrage free cointegrated models in gas and oil future markets
|
|
|
|
|
5710
|
On Financial Markets Based on Telegraph Processes
|
|
|
|
|
5711
|
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
|
|
|
|
|
5712
|
Predicting the Last Zero of Brownian Motion with Drift
|
|
|
|
|
5713
|
Smart expansion and fast calibration for jump diffusion
|
|
|
|
|
5714
|
Statistical properties of Pauli matrices going through noisy channels
|
|
|
|
|
5715
|
Repeated Quantum Interactions and Unitary Random Walks
|
|
|
|
|
5716
|
Incorporating exchange rate risk into PDs and asset correlations
|
|
|
|
|
5717
|
Negative correlation and log-concavity
|
|
|
|
|
5718
|
Transformations of L\'evy Processes
|
|
|
|
|
5719
|
Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws
|
|
|
|
|
5720
|
Domains of attraction of the random vector $(X,X^2)$ and applications
|
|
|
|
|
5721
|
A polymer in a multi-interface medium
|
|
|
|
|
5722
|
Scaling Limits for Internal Aggregation Models with Multiple Sources
|
|
|
|
|
5723
|
Rapid paths in von Neumann-Gale dynamical systems
|
|
|
|
|
5724
|
Analysis of the optimal exercise boundary of American options for jump diffusions
|
|
|
|
|
5725
|
Special, conjugate and complete scale functions for spectrally negative L\'evy processes
|
|
|
|
|
5726
|
Martingales and first passage times of AR(1) sequences
|
|
|
|
|
5727
|
An analysis of two modifications of the Petersburg game
|
|
|
|
|
5728
|
Large deviations for directed percolation on a thin rectangle
|
|
|
|
|
5729
|
Cumulative record times in a Poisson process
|
|
|
|
|
5730
|
Stochastic Homogenization of Reflected Diffusion Processes
|
|
|
|
|
5731
|
A note on the supremum of a stable process
|
|
|
|
|
5732
|
Priscilla Greenwood: Queen of Probability
|
|
|
|
|
5733
|
Tauberian theorems and large deviations
|
|
|
|
|
5734
|
On the spectrum of lamplighter groups and percolation clusters
|
|
|
|
|
5735
|
Probabilistic analysis of the upwind scheme for transport
|
|
|
|
|
5736
|
Schramm-Loewner Evolution
|
|
|
|
|
5737
|
Log-Sobolev inequalities: Different roles of Ric and Hess
|
|
|
|
|
5738
|
Weakly dependent chains with infinite memory
|
|
|
|
|
5739
|
From Super Poincar\'e to Weighted Log-Sobolev and Entropy-Cost Inequalities
|
|
|
|
|
5740
|
Transportation Cost Inequality on Path Spaces with Uniform Distance
|
|
|
|
|
5741
|
Harnack Inequality and Strong Feller Property for Stochastic Fast-Diffusion Equations
|
|
|
|
|
5742
|
Simulation of a Local Time Fractional Stable Motion
|
|
|
|
|
5743
|
Intrinsic Ultracontractivity on Riemannian Manifolds with Infinite Volume Measures
|
|
|
|
|
5744
|
Dimension and natural parametrization for SLE curves
|
|
|
|
|
5745
|
Identities and Inequalities for Tree Entropy
|
|
|
|
|
5746
|
When Do Random Subsets Decompose a Finite Group?
|
|
|
|
|
5747
|
SLE and the free field: Partition functions and couplings
|
|
|
|
|
5748
|
Stein's method on Wiener chaos
|
|
|
|
|
5749
|
Attractive nearest-neighbor spin systems on the integers in a randomly evolving environment
|
|
|
|
|
5750
|
Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
|
|
|
|
|
5751
|
The Skorokhod problem in a time-dependent interval
|
|
|
|
|
5752
|
Coverage Processes on Spheres and Condition Numbers for Linear Programming
|
|
|
|
|
5753
|
Random Walks and Levy processes Conditioned not to Overshoot
|
|
|
|
|
5754
|
Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment
|
|
|
|
|
5755
|
Some unbounded functions of intermittent maps for which the central limit theorem holds
|
|
|
|
|
5756
|
The copies of any permutation pattern are asymptotically normal
|
|
|
|
|
5757
|
Graph limits and exchangeable random graphs
|
|
|
|
|
5758
|
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences
|
|
|
|
|
5759
|
Minima in branching random walks
|
|
|
|
|
5760
|
Cycle time of stochastic max-plus linear systems
|
|
|
|
|
5761
|
Rate of relaxation for a mean-field zero-range process
|
|
|
|
|
5762
|
Convex Entropy Decay via the Bochner-Bakry-Emery approach
|
|
|
|
|
5763
|
Fractional moment bounds and disorder relevance for pinning models
|
|
|
|
|
5764
|
Takacs' asymptotic theorem and its applications: A survey
|
|
|
|
|
5765
|
Limits Of One Dimensional Diffusions
|
|
|
|
|
5766
|
Competing Particle Systems and the Ghirlanda-Guerra Identities
|
|
|
|
|
5767
|
Large Deviations for Riesz Potentials of Additive Processes
|
|
|
|
|
5768
|
Particle Approximation of the Wasserstein Diffusion
|
|
|
|
|
5769
|
Asymptotic distributions and chaos for the supermarket model
|
|
|
|
|
5770
|
Representation theorems for backward doubly stochastic differential equations
|
|
|
|
|
5771
|
Large Deviations for Random Trees
|
|
|
|
|
5772
|
Cycles of random permutations with restricted cycle lengths
|
|
|
|
|
5773
|
Critique du rapport signal \`a bruit en th\'eorie de l'information -- A critical appraisal of the signal to noise ratio in information theory
|
|
|
|
|
5774
|
Continuum limits of random matrices and the Brownian carousel
|
|
|
|
|
5775
|
Facilitated spin models: recent and new results
|
|
|
|
|
5776
|
Poisson Matching
|
|
|
|
|
5777
|
Scaling limit and aging for directed trap models
|
|
|
|
|
5778
|
Proofs of the martingale FCLT
|
|
|
|
|
5779
|
Supercritical general branching processes conditioned on extinction are subcritical
|
|
|
|
|
5780
|
Random graph models of communication network topologies
|
|
|
|
|
5781
|
Random Cluster Tessellations
|
|
|
|
|
5782
|
Local tail bounds for functions of independent random variables
|
|
|
|
|
5783
|
The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions
|
|
|
|
|
5784
|
Spectrum of the product of Toeplitz matrices with application in probability
|
|
|
|
|
5785
|
Continuous-time trading and emergence of volatility
|
|
|
|
|
5786
|
Measures on two-component configuration spaces
|
|
|
|
|
5787
|
How universal are asymptotics of disconnection times in discrete cylinders?
|
|
|
|
|
5788
|
Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
|
|
|
|
|
5789
|
An Hilbert space approach for a class of arbitrage free implied volatilities models
|
|
|
|
|
5790
|
Lyapunov Exponents of Free Operators
|
|
|
|
|
5791
|
Commutation relations and Markov chains
|
|
|
|
|
5792
|
Equidistribution of Horocyclic Flows on Complete Hyperbolic Surfaces of Finite Area
|
|
|
|
|
5793
|
Continuous-time trading and emergence of randomness
|
|
|
|
|
5794
|
The derivatives of Asian call option prices
|
|
|
|
|
5795
|
Airy kernel with two sets of parameters in directed percolation and random matrix theory
|
|
|
|
|
5796
|
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
|
|
|
|
|
5797
|
Introduction to (generalized) Gibbs measures
|
|
|
|
|
5798
|
On continuous state branching processes: conditioning and self-similarity
|
|
|
|
|
5799
|
High resolution quantization and entropy coding of jump processes
|
|
|
|
|
5800
|
What is the difference between a square and a triangle?
|
|
|
|
|
5801
|
Ewens measures on compact groups and hypergeometric kernels
|
|
|
|
|
5802
|
System reliability and weighted lattice polynomials
|
|
|
|
|
5803
|
Ergodic Theory, Abelian Groups, and Point Processes Induced by Stable Random Fields
|
|
|
|
|
5804
|
Localization for Branching Random Walks in Random Environment
|
|
|
|
|
5805
|
Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability
|
|
|
|
|
5806
|
Asymptotics for first-passage times of L\'evy processes and random walks
|
|
|
|
|
5807
|
Central Limit Theorem for Branching Random Walks in Random Environment
|
|
|
|
|
5808
|
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
|
|
|
|
|
5809
|
Stochastic FitzHugh-Nagumo equations on networks with impulsive noise
|
|
|
|
|
5810
|
Sequential Tracking of a Hidden Markov Chain Using Point Process Observations
|
|
|
|
|
5811
|
Some families of increasing planar maps
|
|
|
|
|
5812
|
Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures and identification of stable laws
|
|
|
|
|
5813
|
Large deviations for local time fractional Brownian motion and applications
|
|
|
|
|
5814
|
Glauber dynamics on nonamenable graphs: Boundary conditions and mixing time
|
|
|
|
|
5815
|
Multiple equilibria of nonhomogeneous Markov chains and self-validating web rankings
|
|
|
|
|
5816
|
Large Deviations for Heavy-Tailed Factor Models
|
|
|
|
|
5817
|
Fragmenting random permutations
|
|
|
|
|
5818
|
Filtrations
|
|
|
|
|
5819
|
Non-Markovian diffusion equations and processes: analysis and simulations
|
|
|
|
|
5820
|
Duality of Chordal SLE
|
|
|
|
|
5821
|
Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk
|
|
|
|
|
5822
|
Random graphs with forbidden vertex degrees
|
|
|
|
|
5823
|
On estimating the memory for finitarily Markovian processes
|
|
|
|
|
5824
|
Constrained BSDE and Viscosity Solutions of Variation Inequalities
|
|
|
|
|
5825
|
Rates of convergence for minimal distances in the central limit theorem under projective criteria
|
|
|
|
|
5826
|
Lyapunov conditions for logarithmic Sobolev and Super Poincar\'e inequality
|
|
|
|
|
5827
|
The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
|
|
|
|
|
5828
|
Generating functions of Cauchy-Stieltjes type for orthogonal polynomials
|
|
|
|
|
5829
|
Coupling times with ambiguities for particle systems and applications to context-dependent DNA substitution models
|
|
|
|
|
5830
|
Large deviations for random walk in a space-time product environment
|
|
|
|
|
5831
|
A random walk on Z with drift driven by its occupation time at zero
|
|
|
|
|
5832
|
Near-critical percolation in two dimensions
|
|
|
|
|
5833
|
Signed Chord Length Distribution. I
|
|
|
|
|
5834
|
Hierarchical pinning models, quadratic maps and quenched disorder
|
|
|
|
|
5835
|
H\"older-differentiability of Gibbs distribution functions
|
|
|
|
|
5836
|
Integrated Harnack inequalities on Lie groups
|
|
|
|
|
5837
|
A quenched limit theorem for the local time of random walks on \Z^2
|
|
|
|
|
5838
|
Lower limits for distributions of randomly stopped sums
|
|
|
|
|
5839
|
Recurrent extensions of self-similar Markov processes and Cram\'er's condition II
|
|
|
|
|
5840
|
Evolution equations of the probabilistic generalization of the Voigt profile function
|
|
|
|
|
5841
|
Mean density of inhomogeneous Boolean models with lower dimensional typical grain
|
|
|
|
|
5842
|
An inequality for correlated measurable functions
|
|
|
|
|
5843
|
On Three Different Notions of Monotone Subsequences
|
|
|
|
|
5844
|
Modeling snow crystal growth III: three-dimensional snowfakes
|
|
|
|
|
5845
|
Parking on a Random Tree
|
|
|
|
|
5846
|
The Interaction Between Multi-Overlaps in the High Temperature Phase of the Sherrington-Kirkpatrick Spin Glass
|
|
|
|
|
5847
|
Hausdorff dimension of the SLE curve intersected with the real line
|
|
|
|
|
5848
|
A PDE for the multi-time joint probability of the Airy process
|
|
|
|
|
5849
|
Moderate deviations for stationary sequences of bounded random variables
|
|
|
|
|
5850
|
Quenched CLT for random toral automorphism
|
|
|
|
|
5851
|
Forward estimation for ergodic time series
|
|
|
|
|
5852
|
The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations
|
|
|
|
|
5853
|
Hyperfinite graph limits
|
|
|
|
|
5854
|
Free Brownian motion and evolution towards boxplus-infinite divisibility for k-tuples
|
|
|
|
|
5855
|
Reconstruction for Colorings on Trees
|
|
|
|
|
5856
|
The Posterior metric and the Goodness of Gibbsianness for transforms of Gibbs measures
|
|
|
|
|
5857
|
Biased random walks on a Galton-Watson tree with leaves
|
|
|
|
|
5858
|
Strong invariance principles for dependent random variables
|
|
|
|
|
5859
|
Gibbsianness versus Non-Gibbsianness of time-evolved planar rotor models
|
|
|
|
|
5860
|
Stochastic domination for a hidden Markov chain with applications to the contact process in a randomly evolving environment
|
|
|
|
|
5861
|
Boundary proximity of SLE
|
|
|
|
|
5862
|
Positive association in the fractional fuzzy Potts model
|
|
|
|
|
5863
|
Stochastic Integrals and Abelian Processes
|
|
|
|
|
5864
|
Stochastic Mechanics as a Gauge Theory
|
|
|
|
|
5865
|
G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
|
|
|
|
|
5866
|
The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
|
|
|
|
|
5867
|
A family of martingales generated by a process with independent increments
|
|
|
|
|
5868
|
Automorphism Groups of Finite p-Groups: Structure and Applications
|
|
|
|
|
5869
|
Pricing Equity Default Swaps under an approximation to the CGMY L\'\u007be\u007d% vy Model
|
|
|
|
|
5870
|
Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means
|
|
|
|
|
5871
|
Free Martingale polynomials for stationary Jacobi processes
|
|
|
|
|
5872
|
The fundamental group of random 2-complexes
|
|
|
|
|
5873
|
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
|
|
|
|
|
5874
|
On the Rank of Random Sparse Matrices
|
|
|
|
|
5875
|
A note on random walks in a hypercube
|
|
|
|
|
5876
|
Delay equations driven by rough paths
|
|
|
|
|
5877
|
Poisson approximation for search of rare words in DNA sequences
|
|
|
|
|
5878
|
Ornstein-Uhlenbeck Processes on Lie Groups
|
|
|
|
|
5879
|
Copulas: compatibility and Fr\'echet classes
|
|
|
|
|
5880
|
A two-dimensional ruin problem on the positive quadrant
|
|
|
|
|
5881
|
Constituting Atoms of a $\sigma$ Algebra via Its Generator
|
|
|
|
|
5882
|
A singular stochastic differential equation driven by fractional Brownian motion
|
|
|
|
|
5883
|
Urn-related random walk with drift $\rho x^\u007b\alpha\u007d / t^\u007b\beta\u007d$
|
|
|
|
|
5884
|
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
|
|
|
|
|
5885
|
Mean-field backward stochastic differential equations: A limit approach
|
|
|
|
|
5886
|
A Singular Control Model with Application to the Goodwill Problem
|
|
|
|
|
5887
|
Reflecting Ornstein-Uhlenbeck processes on pinned path spaces
|
|
|
|
|
5888
|
The Aizenman-Sims-Starr scheme for the SK model with multidimensional spins
|
|
|
|
|
5889
|
Uniqueness of a constrained variational problem and large deviations of buffer size
|
|
|
|
|
5890
|
The Key Renewal Theorem for a Transient Markov Chain
|
|
|
|
|
5891
|
Martingale dimensions for fractals
|
|
|
|
|
5892
|
A Local time correspondence for stochastic partial differential equations
|
|
|
|
|
5893
|
Splitting for Rare Event Simulation: A Large Deviation Approach to Design and Analysis
|
|
|
|
|
5894
|
Duality of Schramm-Loewner Evolutions
|
|
|
|
|
5895
|
Number variance of random zeros on complex manifolds, II: smooth statistics
|
|
|
|
|
5896
|
Growth of the Number of Spanning Trees of the Erd\"os-R\'enyi Giant Component
|
|
|
|
|
5897
|
On the asymptotic behaviour of increasing positive self-similar Markov processes
|
|
|
|
|
5898
|
Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function
|
|
|
|
|
5899
|
A Class of Infinite Dimensional Diffusion Processes with Connection to Population Genetics
|
|
|
|
|
5900
|
Renyi information for ergodic diffusion processes
|
|
|
|
|
5901
|
Some short proofs for connectedness of boundaries
|
|
|
|
|
5902
|
A Measurable-Group-Theoretic Solution to von Neumann's Problem
|
|
|
|
|
5903
|
Energy Discriminant Analysis, Quantum Logic, and Fuzzy sets
|
|
|
|
|
5904
|
Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
|
|
|
|
|
5905
|
Asymptotics of Studentized U-type processes for changepoint problems
|
|
|
|
|
5906
|
On weighted approximations in $D[0, 1]$ with applications to self-normalized partial sum processes
|
|
|
|
|
5907
|
On Weak Tail Domination of Random Vectors
|
|
|
|
|
5908
|
Contributions to Random Energy Models
|
|
|
|
|
5909
|
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
|
|
|
|
|
5910
|
From random matrices to random analytic functions
|
|
|
|
|
5911
|
The critical contact process in a randomly evolving environment dies out
|
|
|
|
|
5912
|
Fractional martingales and characterization of the fractional Brownian motion
|
|
|
|
|
5913
|
Local probabilities for random walks conditioned to stay positive
|
|
|
|
|
5914
|
Optimal intertemporal risk allocation applied to insurance pricing
|
|
|
|
|
5915
|
Analysis of continuous strict local martingales via h-transforms
|
|
|
|
|
5916
|
Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
|
|
|
|
|
5917
|
Obtaining Measure Concentration from Markov Contraction
|
|
|
|
|
5918
|
Projections, Entropy and Sumsets
|
|
|
|
|
5919
|
Approximating Perpetuities
|
|
|
|
|
5920
|
Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
|
|
|
|
|
5921
|
A conservative evolution of the Brownian excursion
|
|
|
|
|
5922
|
Constructing processes with prescribed mixing coefficients
|
|
|
|
|
5923
|
Infinite Viterbi alignments in the two state hidden Markov models
|
|
|
|
|
5924
|
First exit times for L\'evy-driven diffusions with exponentially light jumps
|
|
|
|
|
5925
|
Weighted power variations of iterated Brownian motion
|
|
|
|
|
5926
|
Correction. Perfect simulation for a class of positive recurrent Markov chains
|
|
|
|
|
5927
|
Confirmation of Matheron's conjecture on the covariogram of a planar convex body
|
|
|
|
|
5928
|
HJB equations for certain singularly controlled diffusions
|
|
|
|
|
5929
|
Differential Equations Driven by Gaussian Signals II
|
|
|
|
|
5930
|
A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
|
|
|
|
|
5931
|
Survival and complete convergence for a spatial branching system with local regulation
|
|
|
|
|
5932
|
Reflected BSDE with quadratic growth and unbounded terminal value
|
|
|
|
|
5933
|
Skorohod-reflection of Brownian Paths and BES^3
|
|
|
|
|
5934
|
On the stochastic Burgers equation with some applications to turbulence and astrophysics
|
|
|
|
|
5935
|
Fluctuations for a conservative interface model on a wall
|
|
|
|
|
5936
|
Maximum likelihood estimators and random walks in long memory models
|
|
|
|
|
5937
|
On time dynamics of coagulation-fragmentation processes
|
|
|
|
|
5938
|
A new approach to strong embeddings
|
|
|
|
|
5939
|
Markov processes with product-form stationary distribution
|
|
|
|
|
5940
|
Prediction for discrete time series
|
|
|
|
|
5941
|
Continuum percolation at and above the uniqueness treshold on homogeneous spaces
|
|
|
|
|
5942
|
Period Lengths for Iterated Functions
|
|
|
|
|
5943
|
Nonparametric inference for ergodic, stationary time series
|
|
|
|
|
5944
|
Intermittent estimation of stationary time series
|
|
|
|
|
5945
|
Lineage-through-time plots of birth-death processes
|
|
|
|
|
5946
|
Kernel Convergence Estimates for Diffusions with Continuous Coefficients
|
|
|
|
|
5947
|
Isoperimetry and Rough Path Regularity
|
|
|
|
|
5948
|
Entropic Projections and Dominating Points
|
|
|
|
|
5949
|
The quenched critical point of a diluted disordered polymer model
|
|
|
|
|
5950
|
On a random recursion related to absorption times of death Markov chains
|
|
|
|
|
5951
|
Implementing Quasi-Monte Carlo Simulations with Linear Transformations
|
|
|
|
|
5952
|
On Optimality Properties of the Shiryaev-Roberts Procedure
|
|
|
|
|
5953
|
Exponential inequalities for empirical unbounded context trees
|
|
|
|
|
5954
|
Some aspects of extreme value theory under serial dependence
|
|
|
|
|
5955
|
Lingering random walks in random environment on a strip
|
|
|
|
|
5956
|
Free Bessel laws
|
|
|
|
|
5957
|
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
|
|
|
|
|
5958
|
The random case of Conley's theorem: II. The complete Lyapunov function
|
|
|
|
|
5959
|
The random case of Conley's theorem: III. Random semiflow case and Morse decomposition
|
|
|
|
|
5960
|
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
|
|
|
|
|
5961
|
The two-type Richardson model with unbounded initial configurations
|
|
|
|
|
5962
|
Minimal $f^q$-martingale measures for exponential L\'evy processes
|
|
|
|
|
5963
|
Large deviations associated with Poisson--Dirichlet distribution and Ewens sampling formula
|
|
|
|
|
5964
|
Random Walk on a Surface Group: Boundary Behavior of the Green's Function at the Spectral Radius
|
|
|
|
|
5965
|
Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths
|
|
|
|
|
5966
|
Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
|
|
|
|
|
5967
|
Another Look at AR(1)
|
|
|
|
|
5968
|
Coexistence in locally regulated competing populations and survival of branching annihilating random walk
|
|
|
|
|
5969
|
Stationary distribution for dioecious branching particle systems with rapid stirring
|
|
|
|
|
5970
|
Ergodicity and hydrodynamic limits for an epidemic model
|
|
|
|
|
5971
|
Age-structured Trait Substitution Sequence Process and Canonical Equation
|
|
|
|
|
5972
|
On fractional Ornstein-Uhlenbeck processes
|
|
|
|
|
5973
|
Forecasting for stationary binary time series
|
|
|
|
|
5974
|
From the Pr\'ekopa-Leindler inequality to modified logarithmic Sobolev inequality
|
|
|
|
|
5975
|
Recurrence for branching Markov chains
|
|
|
|
|
5976
|
Markovian perturbation, response and fluctuation dissipation theorem
|
|
|
|
|
5977
|
Kernel estimation of Greek weights by parameter randomization
|
|
|
|
|
5978
|
On the disconnection of a discrete cylinder by a biased random walk
|
|
|
|
|
5979
|
Dynamic importance sampling for queueing networks
|
|
|
|
|
5980
|
Limit theorems for maximum flows on a lattice
|
|
|
|
|
5981
|
Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005)
|
|
|
|
|
5982
|
Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums
|
|
|
|
|
5983
|
Integral means spectrum of random conformal snowflakes
|
|
|
|
|
5984
|
Cash Sub-additive Risk Measures and Interest Rate Ambiguity
|
|
|
|
|
5985
|
The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management
|
|
|
|
|
5986
|
On the capacity achieving covariance matrix for Rician MIMO channels: an asymptotic approach
|
|
|
|
|
5987
|
Area limit laws for symmetry classes of staircase polygons
|
|
|
|
|
5988
|
Message passing for the coloring problem: Gallager meets Alon and Kahale
|
|
|
|
|
5989
|
The fractional stochastic heat equation on the circle: Time regularity and potential theory
|
|
|
|
|
5990
|
Limitations on intermittent forecasting
|
|
|
|
|
5991
|
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
|
|
|
|
|
5992
|
Approximating critical parameters of branching random walks
|
|
|
|
|
5993
|
Guessing the output of a stationary binary time series
|
|
|
|
|
5994
|
Coupling a branching process to an infinite dimensional epidemic process
|
|
|
|
|
5995
|
On invariant measures of stochastic recursions in a critical case
|
|
|
|
|
5996
|
Weak convergence of Metropolis algorithms for non-i.i.d. target distributions
|
|
|
|
|
5997
|
Inferring the conditional mean
|
|
|
|
|
5998
|
On classifying processes
|
|
|
|
|
5999
|
Conformal Invariance for Certain Models of the Bond-Triangular Type
|
|
|
|
|
6000
|
Small value probabilities via the branching tree heuristic
|
|
|
|
|
6001
|
Moderate deviations for Poisson--Dirichlet distribution
|
|
|
|
|
6002
|
On an extreme two-point distribution
|
|
|
|
|
6003
|
Distributional Limits for the Symmetric Exclusion Process
|
|
|
|
|
6004
|
$L^1$ bounds in normal approximation
|
|
|
|
|
6005
|
Duality, Vector advection and the Navier-Stokes equations
|
|
|
|
|
6006
|
Transient Random Walks in Random Environment on a Galton-Watson Tree
|
|
|
|
|
6007
|
Differential equation approximations for Markov chains
|
|
|
|
|
6008
|
One more approach to the convergence of the empirical process to the Brownian bridge
|
|
|
|
|
6009
|
Moment Methods for Exotic Volatility Derivatives
|
|
|
|
|
6010
|
On gradient bounds for the heat kernel on the Heisenberg group
|
|
|
|
|
6011
|
Ballistic Phase of Self-Interacting Random Walks
|
|
|
|
|
6012
|
Weak convergence of measure-valued processes and $r$-point functions
|
|
|
|
|
6013
|
An explicit formula for the Skorokhod map on $[0,a]$
|
|
|
|
|
6014
|
Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices
|
|
|
|
|
6015
|
Dam Rain and Cumulative Gain
|
|
|
|
|
6016
|
Information, Inflation, and Interest
|
|
|
|
|
6017
|
Market completion using options
|
|
|
|
|
6018
|
The fundamental theorem of asset pricing under proportional transaction costs
|
|
|
|
|
6019
|
A Feynman-Kac-type formula for the deterministic and stochastic wave equations
|
|
|
|
|
6020
|
Reduced branching processes with very heavy tails
|
|
|
|
|
6021
|
A note on mean volume and surface densities for a class of birth-and-growth stochastic processes
|
|
|
|
|
6022
|
Multivariate integration of functions depending explicitly on the minimum and the maximum of the variables
|
|
|
|
|
6023
|
Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging
|
|
|
|
|
6024
|
Stochastic Integrals and Evolution Equations with Gaussian Random Fields
|
|
|
|
|
6025
|
Regression estimation from an individual stable sequence
|
|
|
|
|
6026
|
A peculiar two point boundary value problem
|
|
|
|
|
6027
|
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
|
|
|
|
|
6028
|
Random walk delayed on percolation clusters
|
|
|
|
|
6029
|
Exponential stability of non-autonomous stochastic partial differential equations with finite memory
|
|
|
|
|
6030
|
A dual eigenvector condition for strong lumpability of Markov chains
|
|
|
|
|
6031
|
Dynamics of Mandelbrot Cascades
|
|
|
|
|
6032
|
Traveling waves in a one-dimensional random medium
|
|
|
|
|
6033
|
Percolation in the Sherrington-Kirkpatrick Spin Glass
|
|
|
|
|
6034
|
Operator Methods, Abelian Processes and Dynamic Conditioning
|
|
|
|
|
6035
|
Ballistic Transport at Uniform Temperature
|
|
|
|
|
6036
|
Laplace Transforms for Integrals of Markov Processes
|
|
|
|
|
6037
|
Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions
|
|
|
|
|
6038
|
Multicolor urn models with reducible replacement matrices
|
|
|
|
|
6039
|
Strong Approximations of BSDEs in a domain
|
|
|
|
|
6040
|
Asymmetry of near-critical percolation interfaces
|
|
|
|
|
6041
|
A large deviation approach to optimal transport
|
|
|
|
|
6042
|
The accuracy of merging approximation in generalized St. Petersburg games
|
|
|
|
|
6043
|
Exact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions
|
|
|
|
|
6044
|
On the Limiting Empirical Measure of the sum of rank one matrices with log-concave distribution
|
|
|
|
|
6045
|
On freely indecomposable measures
|
|
|
|
|
6046
|
Stabilizability and percolation in the infinite volume sandpile model
|
|
|
|
|
6047
|
Sharp asymptotics for the partition function of some continuous-time directed polymers
|
|
|
|
|
6048
|
The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs
|
|
|
|
|
6049
|
Subadditivity of the entropy and its relation to Brascamp-Lieb type inequalities
|
|
|
|
|
6050
|
Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options
|
|
|
|
|
6051
|
Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion
|
|
|
|
|
6052
|
Differential equations driven by rough paths: an approach via discrete approximation
|
|
|
|
|
6053
|
A new technique for proving uniqueness for martingale problems
|
|
|
|
|
6054
|
Lectures on two-dimensional critical percolation
|
|
|
|
|
6055
|
Steady-state analysis of a multi-server queue in the Halfin-Whitt regime
|
|
|
|
|
6056
|
Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree
|
|
|
|
|
6057
|
Central limits and homogenization in random media
|
|
|
|
|
6058
|
Branching diffusions, superdiffusions and random media
|
|
|
|
|
6059
|
Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
|
|
|
|
|
6060
|
Applications of integral transforms in fractional diffusion processes
|
|
|
|
|
6061
|
High-order accurate implicit methods for the pricing of barrier options
|
|
|
|
|
6062
|
The Dirichlet Markov Ensemble
|
|
|
|
|
6063
|
A Convex Stochastic Optimization Problem Arising from Portfolio Selection
|
|
|
|
|
6064
|
Noncommutative Brownian motions with Kesten distributions and related Poisson processes
|
|
|
|
|
6065
|
Modulated Branching Processes, Origins of Power Laws and Queueing Duality
|
|
|
|
|
6066
|
Generalized Descents and Normality
|
|
|
|
|
6067
|
Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences
|
|
|
|
|
6068
|
Threshold phenomena on product spaces: BKKKL revisited (once more)
|
|
|
|
|
6069
|
Uniqueness of solutions of stochastic differential equations
|
|
|
|
|
6070
|
Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk
|
|
|
|
|
6071
|
The Circular Law for Random Matrices
|
|
|
|
|
6072
|
Noncentral convergence of multiple integrals
|
|
|
|
|
6073
|
Variations and estimators for the selfsimilarity order through Malliavin calculus
|
|
|
|
|
6074
|
Mass transport and variants of the logarithmic Sobolev inequality
|
|
|
|
|
6075
|
On the path structure of a semimartingale arising from monotone probability theory
|
|
|
|
|
6076
|
Existence, uniqueness and approximation for stochastic Schrodinger equation: the Poisson case
|
|
|
|
|
6077
|
Spherical Model in a Random Field
|
|
|
|
|
6078
|
Random wavelet series based on a tree-indexed Markov chain
|
|
|
|
|
6079
|
Random fractals and tree-indexed Markov chains
|
|
|
|
|
6080
|
Singularity sets of Levy processes
|
|
|
|
|
6081
|
Sure Wins, Separating Probabilities and the Representation of Linear Functionals
|
|
|
|
|
6082
|
Ergodic behaviour of "signed voter models"
|
|
|
|
|
6083
|
A normal distribution for the disturbance term in regression theory
|
|
|
|
|
6084
|
Analysis of equilibrium states of Markov solutions to the 3D Navier-Stokes equations driven by additive noise
|
|
|
|
|
6085
|
Level sets of the stochastic wave equation driven by a symmetric L\'\u007be\u007dvy noise
|
|
|
|
|
6086
|
Line crossing problem for biased monotonic random walks in the plane
|
|
|
|
|
6087
|
Distribution functions of linear combinations of lattice polynomials from the uniform distribution
|
|
|
|
|
6088
|
Infinitely divisible distributions over locally compact non-archimedean fields
|
|
|
|
|
6089
|
Maximal regularity for stochastic convolutions driven by Levy noise
|
|
|
|
|
6090
|
Least squares volatility change point estimation for partially observed diffusion processes
|
|
|
|
|
6091
|
Quasi-maximum likelihood estimation of periodic GARCH processes
|
|
|
|
|
6092
|
Random even graphs
|
|
|
|
|
6093
|
Some extensions of the uncertainty principle
|
|
|
|
|
6094
|
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
|
|
|
|
|
6095
|
Construction of a stationary queue with impatient customers
|
|
|
|
|
6096
|
On some probabilistic properties of periodic GARCH processes
|
|
|
|
|
6097
|
A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral
|
|
|
|
|
6098
|
The martingale problem for a class of stable-like processes
|
|
|
|
|
6099
|
Behavioral Portfolio Selection in Continuous Time
|
|
|
|
|
6100
|
On the structure of quasi-stationary competing particle systems
|
|
|
|
|
6101
|
How often does the ratchet click? Facts, heuristics, asymptotics
|
|
|
|
|
6102
|
Shape and local growth for multidimensional branching random walks in random environment
|
|
|
|
|
6103
|
Interacting Brownian motions and the Gross-Pitaevskii formula
|
|
|
|
|
6104
|
On the approach to equilibrium for a polymer with adsorption and repulsion
|
|
|
|
|
6105
|
Convex-compactness and its applications
|
|
|
|
|
6106
|
Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations
|
|
|
|
|
6107
|
Regularity of the density for the stochastic heat equation
|
|
|
|
|
6108
|
On homogeneous pinning models and penalizations
|
|
|
|
|
6109
|
A new weak approximation scheme of stochastic differential equations and the Runge-Kutta method
|
|
|
|
|
6110
|
Adjusted Viterbi training for hidden Markov models
|
|
|
|
|
6111
|
On rough isometries of Poisson processes on the line
|
|
|
|
|
6112
|
Pseudo-maximization and self-normalized processes
|
|
|
|
|
6113
|
Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems
|
|
|
|
|
6114
|
The stability of quantum Markov filters
|
|
|
|
|
6115
|
On convergence of generators of equilibrium dynamics of hopping particles to generator of a birth-and-death process in continuum
|
|
|
|
|
6116
|
Queueing for ergodic arrivals and services
|
|
|
|
|
6117
|
Branched Polymers
|
|
|
|
|
6118
|
Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data
|
|
|
|
|
6119
|
Nonparametric estimation for L\'evy processes from low-frequency observations
|
|
|
|
|
6120
|
A probabilistic proof of Wallis's formula for pi
|
|
|
|
|
6121
|
A Clark-Ocone formula in UMD Banach spaces
|
|
|
|
|
6122
|
Mutation-selection balance with recombination: convergence to equilibrium for polynomial selection costs
|
|
|
|
|
6123
|
Chaoticity for multi-class systems and exchangeability within classes
|
|
|
|
|
6124
|
Asymptotics for the Wiener sausage among Poissonian obstacles
|
|
|
|
|
6125
|
Symmetric $\alpha$-stable subordinators and Cauchy problems
|
|
|
|
|
6126
|
On exit times of Levy-driven Ornstein--Uhlenbeck processes
|
|
|
|
|
6127
|
American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions
|
|
|
|
|
6128
|
On the localized phase of a copolymer in an emulsion: supercritical percolation regime
|
|
|
|
|
6129
|
Disordered pinning models and copolymers: beyond annealed bounds
|
|
|
|
|
6130
|
A Haar-like Construction for the Ornstein Uhlenbeck Process
|
|
|
|
|
6131
|
Mean-field conditions for percolation on finite graphs
|
|
|
|
|
6132
|
Existence, uniqueness and approximation of a stochastic Schr\"odinger equation: the diffusive case
|
|
|
|
|
6133
|
On differentiability of the Parisi formula
|
|
|
|
|
6134
|
On the asymptotic of likelihood ratios for self-normalized large deviations
|
|
|
|
|
6135
|
Random walks on quasisymmetric functions
|
|
|
|
|
6136
|
Analysis of stochastic fluid queues driven by local time processes
|
|
|
|
|
6137
|
A note on the component structure in random intersection graphs with tunable clustering
|
|
|
|
|
6138
|
Relative and Discrete Utility Maximising Entropy
|
|
|
|
|
6139
|
Corners and Records of the Poisson Process in Quadrant
|
|
|
|
|
6140
|
Exponential clogging time for a one dimensional DLA
|
|
|
|
|
6141
|
Divergence of a stationary random vector field can be always positive (a Weiss' phenomenon)
|
|
|
|
|
6142
|
Characterizing Heavy-Tailed Distributions Induced by Retransmissions
|
|
|
|
|
6143
|
Critical scaling of stochastic epidemic models
|
|
|
|
|
6144
|
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
|
|
|
|
|
6145
|
Generalized solutions of the Cauchy problem for the Navier-Stokes system and diffusion processes
|
|
|
|
|
6146
|
Self-similar stable processes arising from high-density limits of occupation times of particle systems
|
|
|
|
|
6147
|
Random colourings of aperiodic graphs: Ergodic and spectral properties
|
|
|
|
|
6148
|
Fastest mixing Markov chain on graphs with symmetries
|
|
|
|
|
6149
|
Weak approximation of a fractional SDE
|
|
|
|
|
6150
|
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
|
|
|
|
|
6151
|
Limit theorems for functionals on the facets of stationary random tessellations
|
|
|
|
|
6152
|
On It\^\u007bo\u007d's formula for elliptic diffusion processes
|
|
|
|
|
6153
|
Poisson-type deviation inequalities for curved continuous-time Markov chains
|
|
|
|
|
6154
|
Asymptotic normality for the counting process of weak records and \delta-records in discrete models
|
|
|
|
|
6155
|
Sample path properties of the local time of multifractional Brownian motion
|
|
|
|
|
6156
|
Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
|
|
|
|
|
6157
|
Spiral Model: a cellular automaton with a discontinuous glass transition
|
|
|
|
|
6158
|
Approximation via regularization of the local time of semimartingales and Brownian motion
|
|
|
|
|
6159
|
Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion
|
|
|
|
|
6160
|
Hydrodynamic behavior of one dimensional subdiffusive exclusion processes with random conductances
|
|
|
|
|
6161
|
Strong Law of Large Numbers for branching diffusions
|
|
|
|
|
6162
|
Valuations and dynamic convex risk measures
|
|
|
|
|
6163
|
On shape stability for a storage model
|
|
|
|
|
6164
|
On the precision of the spectral profile
|
|
|
|
|
6165
|
Circular law for non-central random matrices
|
|
|
|
|
6166
|
Dynamical sensitivity of the infinite cluster in critical percolation
|
|
|
|
|
6167
|
On hitting times and fastest strong stationary times for skip-free and more general chains
|
|
|
|
|
6168
|
Moments and distribution of the local times of a transient random walk on $\Z^d$
|
|
|
|
|
6169
|
Large sample asymptotics for the two-parameter Poisson--Dirichlet process
|
|
|
|
|
6170
|
The largest component in a subcritical random graph with a power law degree distribution
|
|
|
|
|
6171
|
The size of a pond in 2D invasion percolation
|
|
|
|
|
6172
|
On martingale approximations
|
|
|
|
|
6173
|
Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands
|
|
|
|
|
6174
|
$L^2$-approximating pricing under restricted information
|
|
|
|
|
6175
|
The Laguerre process and generalized Hartman--Watson law
|
|
|
|
|
6176
|
Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
|
|
|
|
|
6177
|
A limit result for a system of particles in random environment
|
|
|
|
|
6178
|
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples
|
|
|
|
|
6179
|
Applications of a finite-dimensional duality principle to some prediction problems
|
|
|
|
|
6180
|
A critical constant for the k nearest neighbour model
|
|
|
|
|
6181
|
Epidemics on random graphs with tunable clustering
|
|
|
|
|
6182
|
Is critical 2D percolation universal?
|
|
|
|
|
6183
|
Acceleration of Lamplighter Random Walks
|
|
|
|
|
6184
|
Rate of Escape on the Lamplighter Tree
|
|
|
|
|
6185
|
Rate of Escape on Free Products
|
|
|
|
|
6186
|
Densities for Rough Differential Equations under Hoermander's Condition
|
|
|
|
|
6187
|
BTP SIEs on $\Rp\times\Rd$: Ultra regular BTRW SIEs limits solutions, the K-martingale approach, and fourth order SPDEs links
|
|
|
|
|
6188
|
Fractional Processes with Long-range Dependence
|
|
|
|
|
6189
|
First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes
|
|
|
|
|
6190
|
A note on the convergence of renewal and regenerative processes to a Brownian bridge
|
|
|
|
|
6191
|
Guerra's interpolation using Derrida-Ruelle cascades
|
|
|
|
|
6192
|
On topological spaces possessing uniformly distributed sequences
|
|
|
|
|
6193
|
Asymptotic behavior of the rate of adaptation
|
|
|
|
|
6194
|
Asymptotic Behaviour of the Rate of Adaptation
|
|
|
|
|
6195
|
Observability and nonlinear filtering
|
|
|
|
|
6196
|
Sharp phase transition and critical behaviour in 2D divide and colour models
|
|
|
|
|
6197
|
Ergodic properties of a class of non-Markovian processes
|
|
|
|
|
6198
|
Asymptotically Optimal Importance Sampling for Jackson Networks with a Tree Topology
|
|
|
|
|
6199
|
Potential confinement property in the Parabolic Anderson Model
|
|
|
|
|
6200
|
Topology of randon linkages
|
|
|
|
|
6201
|
Convergence of random zeros on complex manifolds
|
|
|
|
|
6202
|
Random Matrices: The circular Law
|
|
|
|
|
6203
|
A new metric between distributions of point processes
|
|
|
|
|
6204
|
Maxima of Moving Sums in a Poisson Random Field
|
|
|
|
|
6205
|
Diagrammatic bounds on the lace-expansion coefficients for oriented percolation
|
|
|
|
|
6206
|
Stabilization of an overloaded queueing network using measurement-based admission control
|
|
|
|
|
6207
|
Directed random growth models on the plane
|
|
|
|
|
6208
|
Boundary Harnack Principle for Subordinate Brownian Motions
|
|
|
|
|
6209
|
Pursuit-Evasion Games with Incomplete Information in Discrete Time
|
|
|
|
|
6210
|
Duality and semi-group property for backward parabolic Ito equations
|
|
|
|
|
6211
|
A note on Talagrand's positivity principle
|
|
|
|
|
6212
|
Hoeffding's inequality in game-theoretic probability
|
|
|
|
|
6213
|
The non-viscous Burgers equation associated with random positions in coordinate space: a threshold for blow up behaviour
|
|
|
|
|
6214
|
Some explicit identities associated with positive self-similar Markov processes
|
|
|
|
|
6215
|
Non-intersecting paths and Hahn orthogonal polynomial ensemble
|
|
|
|
|
6216
|
Non-intersecting paths and Hahn orthogonal polynomial ensemble
|
|
|
|
|
6217
|
Unimodality of ordinary multinomials and maximal probabilities of convolution powers of discrete uniform distribution
|
|
|
|
|
6218
|
Stochastic Variational Integrators
|
|
|
|
|
6219
|
Matching with shift for one-dimensional Gibbs measures
|
|
|
|
|
6220
|
Coupling, concentration inequalities and stochastic dynamics
|
|
|
|
|
6221
|
Connection between ordinary multinomials, generalized Fibonacci numbers, partial Bell partition polynomials and convolution powers of discrete uniform distribution
|
|
|
|
|
6222
|
Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
|
|
|
|
|
6223
|
Models with time-dependent parameters using transform methods: application to Heston's model
|
|
|
|
|
6224
|
Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories
|
|
|
|
|
6225
|
Metrics for sparse graphs
|
|
|
|
|
6226
|
A Two-Parameter Family of Infinite-Dimensional Diffusions in the Kingman Simplex
|
|
|
|
|
6227
|
Tail Asymptotics and Estimation for Elliptical Distributions
|
|
|
|
|
6228
|
Stochastic bounds for two-layer loss systems
|
|
|
|
|
6229
|
Schramm-Loewner Equations Driven by Symmetric Stable Processes
|
|
|
|
|
6230
|
A random walk approximation to fractional Brownian motion
|
|
|
|
|
6231
|
Optimal execution strategies in limit order books with general shape functions
|
|
|
|
|
6232
|
Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
|
|
|
|
|
6233
|
On asymptotics of eigenvectors of large sample covariance matrix
|
|
|
|
|
6234
|
On the structure of general mean-variance hedging strategies
|
|
|
|
|
6235
|
Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers
|
|
|
|
|
6236
|
Curve crossing for random walks reflected at their maximum
|
|
|
|
|
6237
|
The infinite valley for a recurrent random walk in random environment
|
|
|
|
|
6238
|
Harnack inequality and applications for stochastic generalized porous media equations
|
|
|
|
|
6239
|
Dynamics of Jackson networks: perturbation theory
|
|
|
|
|
6240
|
The marginalization paradox and the formal Bayes' law
|
|
|
|
|
6241
|
Selfdecomposability and selfsimilarity: a concise primer
|
|
|
|
|
6242
|
Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing
|
|
|
|
|
6243
|
On deciding stability of multiclass queueing networks under buffer priority scheduling policies
|
|
|
|
|
6244
|
Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets
|
|
|
|
|
6245
|
Densities for Ornstein-Uhlenbeck processes with jumps
|
|
|
|
|
6246
|
Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures
|
|
|
|
|
6247
|
Fine-tune your smile: Correction to Hagan et al
|
|
|
|
|
6248
|
Law of Large Numbers Limits for Many Server Queues
|
|
|
|
|
6249
|
The effect of memory on functional large deviations of infinite moving average processes
|
|
|
|
|
6250
|
Lamperti-type laws
|
|
|
|
|
6251
|
Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms
|
|
|
|
|
6252
|
Lamperti Type Laws: Positive Linnik, Bessel Bridge Occupation and Mittag-Leffler Functions
|
|
|
|
|
6253
|
New Dirichlet Mean Identities
|
|
|
|
|
6254
|
Quenched Limits for Transient, Ballistic, Sub-Gaussian One-Dimensional Random Walk in Random Environment
|
|
|
|
|
6255
|
Investment and Consumption without Commitment
|
|
|
|
|
6256
|
Second Order Cumulants of products
|
|
|
|
|
6257
|
On representing claims for coherent risk measures
|
|
|
|
|
6258
|
Probabilistic implications of symmetries of q-Hermite and Al-Salam-Chihara polynomials
|
|
|
|
|
6259
|
Edge Flows in the Complete Random-Lengths Network
|
|
|
|
|
6260
|
A new formulation of asset trading games in continuous time with essential forcing of variation exponent
|
|
|
|
|
6261
|
Propagation of Fluctuations in Biochemical Systems, II: Nonlinear Chains
|
|
|
|
|
6262
|
The Central Limit Theorem for the Smoluchovski Coagulation Model
|
|
|
|
|
6263
|
Data-driven goodness-of-fit tests
|
|
|
|
|
6264
|
The alternating marked point process of h-slopes of the drifted Brownian motion
|
|
|
|
|
6265
|
Self-similar branching Markov chains
|
|
|
|
|
6266
|
Conformal invariance in random cluster models. I. Holomorphic fermions in the Ising model
|
|
|
|
|
6267
|
Towards conformal invariance of 2D lattice models
|
|
|
|
|
6268
|
Heavy traffic limit for a processor sharing queue with soft deadlines
|
|
|
|
|
6269
|
Uniform convergence of exact large deviations for renewal reward processes
|
|
|
|
|
6270
|
Probabilistic validation of homology computations for nodal domains
|
|
|
|
|
6271
|
Stationary distributions of a model of sympatric speciation
|
|
|
|
|
6272
|
Good rough path sequences and applications to anticipating stochastic calculus
|
|
|
|
|
6273
|
Structural properties of proportional fairness: stability and insensitivity
|
|
|
|
|
6274
|
On the paper ``Weak convergence of some classes of martingales with jumps''
|
|
|
|
|
6275
|
Central limit theorem and almost sure central limit theorem for the product of some partial sums
|
|
|
|
|
6276
|
Large deviations for occupation times of Markov processes with $L_\u007b\mathbf\u007b2\u007d\u007d$ semigroups
|
|
|
|
|
6277
|
Backward stochastic differential equations with random stopping time and singular final condition
|
|
|
|
|
6278
|
Exact Hausdorff measure on the boundary of a Galton--Watson tree
|
|
|
|
|
6279
|
A convexity property of expectations under exponential weights
|
|
|
|
|
6280
|
Moderate deviations and laws of the iterated logarithm for the local times of additive L\'\u007be\u007dvy processes and additive random walks
|
|
|
|
|
6281
|
Non-equilibrium scaling limit for a tagged particle in the simple exclusion process with long jumps
|
|
|
|
|
6282
|
Trace Estimates for Stable Processes
|
|
|
|
|
6283
|
Neumann Heat kernel monotonicity
|
|
|
|
|
6284
|
Large time asymptotics of growth models on space-like paths II: PNG and parallel TASEP
|
|
|
|
|
6285
|
Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues
|
|
|
|
|
6286
|
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
|
|
|
|
|
6287
|
The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
|
|
|
|
|
6288
|
Characterizations of probability distributions via bivariate regression of record values
|
|
|
|
|
6289
|
Correlation Inequalities for Generalized Potts Model: General Griffiths' Inequalities
|
|
|
|
|
6290
|
Regularly varying multivariate time series
|
|
|
|
|
6291
|
Asymptotic expansions for functions of the increments of certain Gaussian processes
|
|
|
|
|
6292
|
Multivariate normal approximation in geometric probability
|
|
|
|
|
6293
|
The growth of additive processes
|
|
|
|
|
6294
|
Filtration shrinkage by level-crossings of a diffusion
|
|
|
|
|
6295
|
Cha\^\u007bi\u007dnes de Markov Constructives Index\'\u007be\u007des par Z
|
|
|
|
|
6296
|
Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
|
|
|
|
|
6297
|
Mixed States Markov Random Fields with Symbolic Labels and Multidimensional Real Values
|
|
|
|
|
6298
|
Maximal Arithmetic Progressions in Random Subsets
|
|
|
|
|
6299
|
The Jancovici - Lebowitz - Manificat law for large fluctuations of random complex zeroes
|
|
|
|
|
6300
|
Occupation Statistics of Critical Branching Random Walks in Two or Higher Dimensions
|
|
|
|
|
6301
|
Exponential inequalities for self-normalized martingales with applications
|
|
|
|
|
6302
|
Ergodic properties of Poissonian ID processes
|
|
|
|
|
6303
|
Scaling limits for random fields with long-range dependence
|
|
|
|
|
6304
|
Effective resistance on random electrical networks
|
|
|
|
|
6305
|
Malliavin calculus and Clark-Ocone formula for functionals of a square-integrable L\'evy process
|
|
|
|
|
6306
|
On the Hausdorff dimension of invariant measures of weakly contracting on average measurable IFS
|
|
|
|
|
6307
|
Singular measures of circle homeomorphisms with two break points
|
|
|
|
|
6308
|
Exchangeable Random Networks
|
|
|
|
|
6309
|
Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions
|
|
|
|
|
6310
|
Limit laws for boolean convolutions
|
|
|
|
|
6311
|
On the irrelevant disorder regime of pinning models
|
|
|
|
|
6312
|
The barnes G function and its relations with sums and products of generalized Gamma convolution variables
|
|
|
|
|
6313
|
Central limit theorems for multiple Skorohod integrals
|
|
|
|
|
6314
|
On a Gibbs characterization of normalized generalized Gamma processes
|
|
|
|
|
6315
|
Gibbs Rapidly Samples Colorings of G(n,d/n)
|
|
|
|
|
6316
|
Measure-valued equations for Kolmogorov operators with unbounded coefficients
|
|
|
|
|
6317
|
Growth-optimal portfolios under transaction costs
|
|
|
|
|
6318
|
Intersection probabilities for a chordal SLE path and a semicircle
|
|
|
|
|
6319
|
Card shuffling and diophantine approximation
|
|
|
|
|
6320
|
Finding Efficient Recursions for Risk Aggregation by Computer Algebra
|
|
|
|
|
6321
|
A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise
|
|
|
|
|
6322
|
The coding complexity of L\'evy processes
|
|
|
|
|
6323
|
Coverage Probability of Random Intervals
|
|
|
|
|
6324
|
Convergence in distribution of some particular self-interacting diffusions: the simulated annealing method
|
|
|
|
|
6325
|
Some particular self-interacting diffusions: ergodic behavior and almost sure convergence
|
|
|
|
|
6326
|
Geography of local configurations
|
|
|
|
|
6327
|
Poincar\'e inequality for non euclidean metrics and transportation cost inequalities on $\mathbb\u007bR\u007d^d$
|
|
|
|
|
6328
|
Large time asymptotics of growth models on space-like paths I: PushASEP
|
|
|
|
|
6329
|
A Note on the Pfaffian Integration Theorem
|
|
|
|
|
6330
|
Nonlinear SDEs driven by L\'evy processes and related PDEs
|
|
|
|
|
6331
|
Random perturbations of stochastic chains with unbounded variable length memory
|
|
|
|
|
6332
|
A Finite Horizon Optimal Multiple Switching Problem
|
|
|
|
|
6333
|
Iterated logarithm law for anticipating stochastic differential equations
|
|
|
|
|
6334
|
On the linear fractional self-attracting diffusion
|
|
|
|
|
6335
|
Real analyticity of Hausdorff dimension for expanding rational semigroups
|
|
|
|
|
6336
|
The equilibrium states for semigroups of rational maps
|
|
|
|
|
6337
|
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
|
|
|
|
|
6338
|
Negative dependence and the geometry of polynomials
|
|
|
|
|
6339
|
Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
|
|
|
|
|
6340
|
Probability Bracket Notation: Probability Space, Conditional Expectation and Introductory Martingales
|
|
|
|
|
6341
|
From ballistic to diffusive behavior in periodic potentials
|
|
|
|
|
6342
|
Weakly infinitely divisible measures on some locally compact Abelian groups
|
|
|
|
|
6343
|
Exact Computation of Minimum Sample Size for Estimation of Binomial Parameters
|
|
|
|
|
6344
|
Exact Computation of Minimum Sample size for Estimation of Poisson Parameters
|
|
|
|
|
6345
|
Exact Computation of Minimum Sample Size for Estimating Proportion of Finite Population
|
|
|
|
|
6346
|
The spectrum of heavy-tailed random matrices
|
|
|
|
|
6347
|
Representations of homogeneous quantum L\'evy fields
|
|
|
|
|
6348
|
Stochastic integral representations of quantum martingales on multiple Fock space
|
|
|
|
|
6349
|
Malliavin calculus of Bismut type without probability
|
|
|
|
|
6350
|
Nearly optimal embeddings of trees
|
|
|
|
|
6351
|
Approximate zero-one laws and sharpness of the percolation transition in a class of models including 2D Ising percolation
|
|
|
|
|
6352
|
A waiting time problem arising from the study of multi-stage carcinogenesis
|
|
|
|
|
6353
|
Exit problems associated with affine reflection groups
|
|
|
|
|
6354
|
Law of iterated logarithm for NA sequences with non-identical distributions
|
|
|
|
|
6355
|
Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction
|
|
|
|
|
6356
|
Determinantal transition kernels for some interacting particles on the line
|
|
|
|
|
6357
|
Random environment on coloured trees
|
|
|
|
|
6358
|
Statistical properties of a generalized threshold network model
|
|
|
|
|
6359
|
Hausdorrf dimension for level sets and k-multiple times
|
|
|
|
|
6360
|
On a general theorem for additive Levy processes
|
|
|
|
|
6361
|
On a theorem in multi-parameter potential theory
|
|
|
|
|
6362
|
Asymptotic regimes for the occupancy scheme of multiplicative cascades
|
|
|
|
|
6363
|
Exchangeable partitions derived from Markovian coalescents with simultaneous multiple collisions
|
|
|
|
|
6364
|
Continuous first-passage percolation and continuous greedy paths model: linear growth
|
|
|
|
|
6365
|
Non-Uniqueness of Gibbs measures relative to Brownian motion
|
|
|
|
|
6366
|
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
|
|
|
|
|
6367
|
Gaussian Approximations of Multiple Integrals
|
|
|
|
|
6368
|
Euler Scheme and Tempered Distributuions
|
|
|
|
|
6369
|
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
|
|
|
|
|
6370
|
Sharpness of the phase transition and exponential decay of the subcritical cluster size for percolation on quasi-transitive graphs
|
|
|
|
|
6371
|
On Connected Diagrams and Cumulants of Erdos-Renyi Matrix Models
|
|
|
|
|
6372
|
Tail estimates for the Brownian excursion area and other Brownian areas
|
|
|
|
|
6373
|
The integral of the supremum process of Brownian motion
|
|
|
|
|
6374
|
Explicit Formula for Constructing Binomial Confidence Interval with Guaranteed Coverage Probability
|
|
|
|
|
6375
|
The number of open paths in an oriented $\rho$-percolation model
|
|
|
|
|
6376
|
A New Generalization of Chebyshev Inequality for Random Vectors
|
|
|
|
|
6377
|
Large Deviations Principle for Self-Intersection Local Times for random walk in dimension d>4
|
|
|
|
|
6378
|
Transient NN random walk on the line
|
|
|
|
|
6379
|
Transformations of infinitely divisible distributions via improper stochastic integrals
|
|
|
|
|
6380
|
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients
|
|
|
|
|
6381
|
Filtering the Wright-Fisher diffusion
|
|
|
|
|
6382
|
Dyson's non-intersecting Brownian motions with a few outliers
|
|
|
|
|
6383
|
Random Normal Matrices and Polynomial Curves
|
|
|
|
|
6384
|
Radial Dunkl Processes : Existence and uniqueness, Hitting time, Beta Processes and Random Matrices
|
|
|
|
|
6385
|
Large deviations for symmetrised empirical measures
|
|
|
|
|
6386
|
Rubinstein distance on configurations spaces
|
|
|
|
|
6387
|
A statistical theory for the measurement and estimation of Rayleigh fading channel
|
|
|
|
|
6388
|
Stochastic domination for iterated convolutions and catalytic majorization
|
|
|
|
|
6389
|
LAMN property for hidden processes: the case of integrated diffusions
|
|
|
|
|
6390
|
Convex and star-shaped sets associated with stable distributions
|
|
|
|
|
6391
|
Occupation time fluctuations of Poisson and equilibrium branching systems in critical and large dimensions
|
|
|
|
|
6392
|
Maximum Likelihood Estimator for Hidden Markov Models in continuous time
|
|
|
|
|
6393
|
Non-degeneracy of Wiener functionals arising from rough differential equations
|
|
|
|
|
6394
|
Differential Equations Driven by Gaussian Signals I
|
|
|
|
|
6395
|
On Bernoulli Decompositions for Random Variables, Concentration Bounds, and Spectral Localization
|
|
|
|
|
6396
|
On the One-Dimensional Optimal Switching Problem
|
|
|
|
|
6397
|
A multi-dimensional Markov chain and the Meixner ensemble
|
|
|
|
|
6398
|
Asymptotic Expansion of the One-Loop Approximation of the Chern-Simons Integral in an Abstract Wiener Space Setting
|
|
|
|
|
6399
|
Introducing a Probabilistic Structure on Sequential Dynamical Systems, Simulation and Reduction of Probabilistic Sequential Networks
|
|
|
|
|
6400
|
Tightness of voter model interfaces
|
|
|
|
|
6401
|
Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
|
|
|
|
|
6402
|
Quadratic optimal functional quantization of stochastic processes and numerical applications
|
|
|
|
|
6403
|
Subsampling needlet coefficients on the sphere
|
|
|
|
|
6404
|
Adaptive dynamics in logistic branching populations
|
|
|
|
|
6405
|
Transportation-information inequalities for Markov processes
|
|
|
|
|
6406
|
Harmonic analysis of additive Levy processes
|
|
|
|
|
6407
|
Chernoff's theorem for evolution families
|
|
|
|
|
6408
|
An effective criterion and a new example for ballistic diffusions in random environment
|
|
|
|
|
6409
|
Stochastic control problems for systems driven by normal martingales
|
|
|
|
|
6410
|
Stopped diffusion processes: boundary corrections and overshoot
|
|
|
|
|
6411
|
Pruning Processes and a New Characterization of Convex Geometries
|
|
|
|
|
6412
|
Random Sampling of Entire Functions of Exponential Type in Several Variables
|
|
|
|
|
6413
|
On systematic scan for sampling H-colourings of the path
|
|
|
|
|
6414
|
Graphical Representation of some Duality Relations in Stochastic Population Models
|
|
|
|
|
6415
|
No phase transition for Gaussian fields with bounded spins
|
|
|
|
|
6416
|
A phase transition behavior for Brownian motions interacting through their ranks
|
|
|
|
|
6417
|
Translation-invariance of two-dimensional Gibbsian point processes
|
|
|
|
|
6418
|
A Problem in Last-Passage Percolation
|
|
|
|
|
6419
|
On probabilities for separating sets of order statistics
|
|
|
|
|
6420
|
Spin glasses and Stein's method
|
|
|
|
|
6421
|
Stationarity and Self-similarity Characterization of the Set-indexed Fractional Brownian Motion
|
|
|
|
|
6422
|
A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS
|
|
|
|
|
6423
|
Flocking in noisy environments
|
|
|
|
|
6424
|
Solving SPDEs driven by colored noise: a chaos approach
|
|
|
|
|
6425
|
Probabilistic Representations of Solutions of the Forward Equations
|
|
|
|
|
6426
|
Radius and profile of random planar maps with faces of arbitrary degrees
|
|
|
|
|
6427
|
Euler Walk on a Cayley Tree
|
|
|
|
|
6428
|
Tau-function of discrete isomonodromy transformations and probability
|
|
|
|
|
6429
|
Polynomial rate convergence to an invariant measure for the continuum time limit of the Minority Game
|
|
|
|
|
6430
|
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
|
|
|
|
|
6431
|
Extreme values for Benedicks-Carleson quadratic maps
|
|
|
|
|
6432
|
The characteristic polynomial on compact groups with Haar measure : some equalities in law
|
|
|
|
|
6433
|
Quasi-invariance properties of a class of subordinators
|
|
|
|
|
6434
|
Group Representations and High-Resolution Central Limit Theorems for Subordinated Spherical Random Fields
|
|
|
|
|
6435
|
Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent
|
|
|
|
|
6436
|
Scaled entropy of filtrations of $\sigma$-fields
|
|
|
|
|
6437
|
On certain bounds for first-crossing-time probabilities of a jump-diffusion process
|
|
|
|
|
6438
|
Small Deviation Probability via Chaining
|
|
|
|
|
6439
|
An extension of a Bourgain--Lindenstrauss--Milman inequality
|
|
|
|
|
6440
|
On the Number of Nodal Domains of Random Spherical Harmonics
|
|
|
|
|
6441
|
On the genealogy on conditioned stable L\'evy forest
|
|
|
|
|
6442
|
Bounds on the concentration function in terms of Diophantine approximation
|
|
|
|
|
6443
|
Some applications of the Mellin transform to branching processes
|
|
|
|
|
6444
|
Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
|
|
|
|
|
6445
|
Analysis of the expected number of bit comparisons required by Quickselect
|
|
|
|
|
6446
|
From Random Processes to Generalized Fields: A Unified Approach to Stochastic Integration
|
|
|
|
|
6447
|
Stochastic Parabolic Equations of Full Second Order
|
|
|
|
|
6448
|
Towards the Distribution of the Size of a Largest Planar Matching and Largest Planar Subgraph in Random Bipartite Graphs
|
|
|
|
|
6449
|
Generation interval contraction and epidemic data analysis
|
|
|
|
|
6450
|
The first-passage area for drifted Brownian motion and the moments of the Airy distribution
|
|
|
|
|
6451
|
Universality of the REM for dynamics of mean-field spin glasses
|
|
|
|
|
6452
|
Marcus-Lushnikov processes, Smoluchowski's and Flory's models
|
|
|
|
|
6453
|
The size of the largest component below phase transition in inhomogeneous random graphs
|
|
|
|
|
6454
|
A mathematical model for a copolymer in an emulsion
|
|
|
|
|
6455
|
A transient Markov chain with finitely many cutpoints
|
|
|
|
|
6456
|
Extreme-Value Analysis of Standardized Gaussian Increments
|
|
|
|
|
6457
|
On pathwise uniqueness for reflecting Brownian motion in $C^\u007b1+\gamma\u007d$ domains
|
|
|
|
|
6458
|
Generalized Continuous-Time Random Walks (CTRW), Subordination by Hitting Times and Fractional Dynamics
|
|
|
|
|
6459
|
Survival Probabilities for N-ary Subtrees on a Galton-Watson Family Tree
|
|
|
|
|
6460
|
The Explicit Chaotic Representation of the powers of increments of Levy Processes
|
|
|
|
|
6461
|
Wetting of gradient fields: pathwise estimates
|
|
|
|
|
6462
|
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
|
|
|
|
|
6463
|
Regularization by free additive convolution, square and rectangular cases
|
|
|
|
|
6464
|
On dynamical bit sequences
|
|
|
|
|
6465
|
The law of the supremum of a stable L\'\u007be\u007dvy process with no negative jumps
|
|
|
|
|
6466
|
Power-free values, repulsion between points, differing beliefs and the existence of error
|
|
|
|
|
6467
|
Rate of Convergence of Space Time Approximations for stochastic evolution equations
|
|
|
|
|
6468
|
Two-sided optimal bounds for Green function of half-spaces for relativistic $\alpha$-stable process
|
|
|
|
|
6469
|
On the threshold for k-regular subgraphs of random graphs
|
|
|
|
|
6470
|
A one dimensional analysis of singularities and turbulence for the stochastic Burgers equation in d-dimensions
|
|
|
|
|
6471
|
Stein's method and Poisson process approximation for a class of Wasserstein metrics
|
|
|
|
|
6472
|
Intermittency on catalysts
|
|
|
|
|
6473
|
Some Uniform Limit Results in Additive Regression Model
|
|
|
|
|
6474
|
Additive Regression Model for Continuous Time Processes
|
|
|
|
|
6475
|
A one dimensional analysis of turbulence and its intermittence for the d-dimensional stochastic Burgers equation
|
|
|
|
|
6476
|
Infinite-dimensional diffusions as limits of random walks on partitions
|
|
|
|
|
6477
|
On Stein factors and the construction of examples with sharp rates in Stein's method
|
|
|
|
|
6478
|
Limit laws for k-coverage of paths by a Markov-Poisson-Boolean model
|
|
|
|
|
6479
|
Janossy densities for Unitary ensembles at the spectral edge
|
|
|
|
|
6480
|
Two multivariate central limit theorems
|
|
|
|
|
6481
|
On the lower bound of the spectral norm of symmetric random matrices with independent entries
|
|
|
|
|
6482
|
Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions
|
|
|
|
|
6483
|
Measure-valued stochastic recurrences and the stability of queues
|
|
|
|
|
6484
|
Maximal probabilities of convolution powers of discrete uniform distributions
|
|
|
|
|
6485
|
An expansion for self-interacting random walks
|
|
|
|
|
6486
|
On the geometry of generalized Gaussian distributions
|
|
|
|
|
6487
|
A characterization of the Riesz distribution
|
|
|
|
|
6488
|
An extension of the inductive approach to the lace expansion
|
|
|
|
|
6489
|
The zero-one law for planar random walks in i.i.d. random environments revisited
|
|
|
|
|
6490
|
Local Limit Theorems and Number of Connected Hypergraphs
|
|
|
|
|
6491
|
Maximizing the Growth Rate under Risk Constraints
|
|
|
|
|
6492
|
Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing
|
|
|
|
|
6493
|
Stability of utility-maximization in incomplete markets
|
|
|
|
|
6494
|
Stability of the utility maximization problem with random endowment in incomplete markets
|
|
|
|
|
6495
|
On the semimartingale property via bounded logarithmic utility
|
|
|
|
|
6496
|
Operator space Lp embedding theory I
|
|
|
|
|
6497
|
Queues with heterogeneous servers and uninformed customers: who works the most?
|
|
|
|
|
6498
|
Ends in Uniform Spanning Forests
|
|
|
|
|
6499
|
Regularity of harmonic functions for anisotropic fractional Laplacian
|
|
|
|
|
6500
|
Renewal convergence rates and correlation decay for homogeneous pinning models
|
|
|
|
|
6501
|
The characteristic polynomial of a random unitary matrix: a probabilistic approach
|
|
|
|
|
6502
|
The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
|
|
|
|
|
6503
|
Optimal consumption from investment and random endowment in incomplete semimartingale markets
|
|
|
|
|
6504
|
Random spatial growth with paralyzing obstacles
|
|
|
|
|
6505
|
The M-estimator in a multi-phase random nonlinear model
|
|
|
|
|
6506
|
A CLT for Information-theoretic statistics of Gram random matrices with a given variance profile
|
|
|
|
|
6507
|
The largest eigenvalue of finite rank deformation of large Wigner matrices: convergence and non-universality of the fluctuations
|
|
|
|
|
6508
|
A filtered version of the bipolar theorem of Brannath and Schachermayer
|
|
|
|
|
6509
|
Asymptotic results on the length of coalescent trees
|
|
|
|
|
6510
|
A non commutative sewing lemma
|
|
|
|
|
6511
|
On the Small Ball Inequality in All Dimensions
|
|
|
|
|
6512
|
Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields
|
|
|
|
|
6513
|
Explicit bounds for the approximation error in Benford's law
|
|
|
|
|
6514
|
Dynamical Diophantine Approximation
|
|
|
|
|
6515
|
Diameters in preferential attachment models
|
|
|
|
|
6516
|
Entiers al\'eatoires, ensembles de Sidon, densit\'e dans le groupe de Bohr et ensembles d'analyticit\'e
|
|
|
|
|
6517
|
Learning about a Categorical Latent Variable under Prior Near-Ignorance
|
|
|
|
|
6518
|
A preferential attachment model with random initial degrees
|
|
|
|
|
6519
|
The ODE method for some self-interacting diffusions on non-compact spaces
|
|
|
|
|
6520
|
Almost sure functional central limit theorem for ballistic random walk in random environment
|
|
|
|
|
6521
|
Fast computation by block permanents of cumulative distribution functions of order statistics from several populations
|
|
|
|
|
6522
|
Optimal cross hedging for insurance derivatives
|
|
|
|
|
6523
|
On measure solutions of backward stochastic differential equations
|
|
|
|
|
6524
|
Extension of the generalised inductive approach to the lace expansion: Full proof
|
|
|
|
|
6525
|
Circular law, Extreme Singular values and Potential theory
|
|
|
|
|
6526
|
Poisson approximation for large clusters in the supercritical FK model
|
|
|
|
|
6527
|
Spinal partitions and invariance under re-rooting of continuum random trees
|
|
|
|
|
6528
|
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
|
|
|
|
|
6529
|
The two-parameter Poisson--Dirichlet point process
|
|
|
|
|
6530
|
Burkholder's submartingales from a stochastic calculus perspective
|
|
|
|
|
6531
|
Pseudoprocesses governed by higher-order fractional differential equations
|
|
|
|
|
6532
|
Large Scale Properties of the IIIC for 2D Percolation
|
|
|
|
|
6533
|
Diffusion constants and martingales for senile random walks
|
|
|
|
|
6534
|
A functional limit theorem for a 2D-random walk with dependent marginals
|
|
|
|
|
6535
|
Invariant measures for a stochastic Kuramoto-Sivashinky equation
|
|
|
|
|
6536
|
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
|
|
|
|
|
6537
|
Differentiable perturbations of Ornstein-Uhlenbeck operators
|
|
|
|
|
6538
|
Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations
|
|
|
|
|
6539
|
Elementary Proof for Asymptotics of Large Haar-Distributed Unitary Matrices
|
|
|
|
|
6540
|
A conditional 0-1 law for the symmetric sigma-field
|
|
|
|
|
6541
|
Optimal Stopping with Rank-Dependent Loss
|
|
|
|
|
6542
|
On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions
|
|
|
|
|
6543
|
Statistics of the Number of Zero Crossings : from Random Polynomials to Diffusion Equation
|
|
|
|
|
6544
|
Real Zeros and Partitions without singleton blocks
|
|
|
|
|
6545
|
Molecular Spiders in One Dimension
|
|
|
|
|
6546
|
On Asymptotic Proximity of Distributions
|
|
|
|
|
6547
|
Molecular Spiders with Memory
|
|
|
|
|
6548
|
Noncolliding Brownian Motion and Determinantal Processes
|
|
|
|
|
6549
|
Uniqueness of polynomial canonical representations
|
|
|
|
|
6550
|
A note on the diffusivity of finite-range asymmetric exclusion processes on Z
|
|
|
|
|
6551
|
Cadlag curves of SLE driven by Levy processes
|
|
|
|
|
6552
|
On randomized stopping
|
|
|
|
|
6553
|
Predictability, entropy and information of infinite transformations
|
|
|
|
|
6554
|
On the convergence to equilibrium of Kac's random walk on matrices
|
|
|
|
|
6555
|
Optimal quantization for the pricing of swing options
|
|
|
|
|
6556
|
A tree approach to $p$-variation and to integration
|
|
|
|
|
6557
|
Brownian Motion, "Diverse and Undulating"
|
|
|
|
|
6558
|
Percolation Crossing Formulas and Conformal Field Theory
|
|
|
|
|
6559
|
Noncommutative Burkholder/Rosenthal inequalities II: applications
|
|
|
|
|
6560
|
On level crossings for a general class of piecewise-deterministic Markov processes
|
|
|
|
|
6561
|
Energy of zeros of random sections on Riemann Surface
|
|
|
|
|
6562
|
A criterion for transience of multidimensional branching random walk in random environment
|
|
|
|
|
6563
|
Anticipated backward stochastic differential equations
|
|
|
|
|
6564
|
Revesibility of chordal SLE
|
|
|
|
|
6565
|
Semimartingale Stochastic Approximation Procedures and Recursive Estimation
|
|
|
|
|
6566
|
The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion
|
|
|
|
|
6567
|
A coarse graining for the Fortuin-Kasteleyn measure in random media
|
|
|
|
|
6568
|
Boundary Harnack inequalities for regional fractional Laplacian
|
|
|
|
|
6569
|
Universality results for largest eigenvalues of some sample covariance matrix ensembles
|
|
|
|
|
6570
|
Asymptotic velocity of one dimensional diffusions with periodic drift
|
|
|
|
|
6571
|
On the approximate normality of eigenfunctions of the Laplacian
|
|
|
|
|
6572
|
Slow Convergence in Bootstrap Percolation
|
|
|
|
|
6573
|
Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps
|
|
|
|
|
6574
|
Fluctuations of eigenvalues and second order Poincar\'e inequalities
|
|
|
|
|
6575
|
On regularity of SLE_8 curves
|
|
|
|
|
6576
|
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
|
|
|
|
|
6577
|
Poisson approximation for non-backtracking random walks
|
|
|
|
|
6578
|
Vicious walkers and random contraction matrices
|
|
|
|
|
6579
|
Ultrametric and tree potential
|
|
|
|
|
6580
|
A Berry-Esseen type inequality for convex bodies with an unconditional basis
|
|
|
|
|
6581
|
Une nouvelle condition d'independance pour le theoreme de la limite centrale
|
|
|
|
|
6582
|
Uniqueness and non-uniqueness of chains on half lines
|
|
|
|
|
6583
|
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
|
|
|
|
|
6584
|
Central Limit Theorem for the Excited Random Walk in dimension $d \geq 2$
|
|
|
|
|
6585
|
Change point estimation for the telegraph process observed at discrete times
|
|
|
|
|
6586
|
Survival of a diffusing particle in an expanding cage
|
|
|
|
|
6587
|
Bringing errors into focus
|
|
|
|
|
6588
|
Space-time percolation
|
|
|
|
|
6589
|
When are Swing options bang-bang and how to use it
|
|
|
|
|
6590
|
Large deviations for multidimensional SDEs with reflection
|
|
|
|
|
6591
|
Merging of opinions in game-theoretic probability
|
|
|
|
|
6592
|
Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin
|
|
|
|
|
6593
|
Brownian subordinators and fractional Cauchy problems
|
|
|
|
|
6594
|
Dynamical percolation on general trees
|
|
|
|
|
6595
|
Packing-Dimension Profiles and Fractional Brownian Motion
|
|
|
|
|
6596
|
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
|
|
|
|
|
6597
|
On the number of collisions in $\Lambda$-coalescents
|
|
|
|
|
6598
|
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations
|
|
|
|
|
6599
|
Large Deviations for Partition Functions of Directed Polymers and Some Other Models in an IID Field
|
|
|
|
|
6600
|
Asymptotics of Tracy-Widom distributions and the total integral of a Painlev\'e II function
|
|
|
|
|
6601
|
Chung's law for homogeneous Brownian functionals
|
|
|
|
|
6602
|
A Class of pairwise-independent Joinings
|
|
|
|
|
6603
|
On the Marginal Distributions of Stationary AR(1) Sequences
|
|
|
|
|
6604
|
How to clean a dirty floor: Probabilistic potential theory and the Dobrushin uniqueness theorem
|
|
|
|
|
6605
|
The contour of splitting trees is a L\'evy process
|
|
|
|
|
6606
|
Gibbs measures on Brownian currents
|
|
|
|
|
6607
|
Multiple pattern matching: A Markov chain approach
|
|
|
|
|
6608
|
Entanglement in the quantum Ising model
|
|
|
|
|
6609
|
Scaling limit for a class of gradient fields with non-convex potentials
|
|
|
|
|
6610
|
Random walks and exclusion processes among random conductances on random infinite clusters: homogenization and hydrodynamic limit
|
|
|
|
|
6611
|
Ladder Sandpiles
|
|
|
|
|
6612
|
Uniqueness thresholds on trees versus graphs
|
|
|
|
|
6613
|
Large components in random induced subgraphs of n-cubes
|
|
|
|
|
6614
|
Classical and quantum randomness and the financial market
|
|
|
|
|
6615
|
The spectral laws of Hermitian block-matrices with large random blocks
|
|
|
|
|
6616
|
Analytic crossing probabilities for certain barriers by Brownian motion
|
|
|
|
|
6617
|
Gaussian conditional independence relations have no finite complete characterization
|
|
|
|
|
6618
|
The Dynamical Discrete Web
|
|
|
|
|
6619
|
The order of the decay of the hole probability for Gaussian random SU(m+1) polynomials
|
|
|
|
|
6620
|
Multidimensional SDE with anticipating initial process and reflection
|
|
|
|
|
6621
|
Integral Formulas for the Asymmetric Simple Exclusion Process
|
|
|
|
|
6622
|
Structural adaptation via $L_p$-norm oracle inequalities
|
|
|
|
|
6623
|
Vacant Set of Random Interlacements and Percolation
|
|
|
|
|
6624
|
Existence and Stability for Fokker-Planck equations with log-concave reference measure
|
|
|
|
|
6625
|
Distributions of Roots of Reduced Cubic Equations with Random Coefficients
|
|
|
|
|
6626
|
Brownian excursion area, Wright's constants in graph enumeration, and other Brownian areas
|
|
|
|
|
6627
|
Existence of graphs with sub exponential transitions probability decay and applications
|
|
|
|
|
6628
|
Local well-posedness of Musiela's SPDE with L\'evy noise
|
|
|
|
|
6629
|
Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control
|
|
|
|
|
6630
|
On the Computational Complexity of MCMC-based Estimators in Large Samples
|
|
|
|
|
6631
|
Hydrodynamic Limit for a Particle System with degenerate rates
|
|
|
|
|
6632
|
Stability in random Boolean cellular automata on the integer lattice
|
|
|
|
|
6633
|
Factor Analysis and Alternating Minimization
|
|
|
|
|
6634
|
Information-Based Asset Pricing
|
|
|
|
|
6635
|
Pure inductive limit state and Kolmogorov's property
|
|
|
|
|
6636
|
Probabilit\'es et fluctuations quantiques (Probabilities and quantum fluctuations)
|
|
|
|
|
6637
|
Jones index of a quantum dynamical semigroup
|
|
|
|
|
6638
|
On a new version of the Ito's formula for the stochastic heat equation
|
|
|
|
|
6639
|
Representation Theorems for Quadratic $\u007b\cal F\u007d$-Consistent Nonlinear Expectations
|
|
|
|
|
6640
|
Quenched Limits for Transient, Zero Speed One-Dimensional Random Walk in Random Environment
|
|
|
|
|
6641
|
Stochastic Heat Equation Driven by Fractional Noise and Local Time
|
|
|
|
|
6642
|
Generalized Smirnov statistics and the distribution of prime factors
|
|
|
|
|
6643
|
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
|
|
|
|
|
6644
|
The LIL for $U$-statistics in Hilbert spaces
|
|
|
|
|
6645
|
Large portfolio losses: A dynamic contagion model
|
|
|
|
|
6646
|
Exact retrospective Monte Carlo computation of arithmetic average Asian options
|
|
|
|
|
6647
|
U-max-Statistics
|
|
|
|
|
6648
|
Williams' decomposition of the L\'evy continuous random tree and simultaneous extinction probability for populations with neutral mutations
|
|
|
|
|
6649
|
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
|
|
|
|
|
6650
|
Large deviations of Poisson cluster processes
|
|
|
|
|
6651
|
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
|
|
|
|
|
6652
|
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension
|
|
|
|
|
6653
|
Intersection local time for two independent fractional Brownian motions
|
|
|
|
|
6654
|
Fermionic construction of tau functions and random processes
|
|
|
|
|
6655
|
Almost sure functional central limit theorem for non-nestling random walk in random environment
|
|
|
|
|
6656
|
One-dimensional Brownian particle systems with rank dependent drifts
|
|
|
|
|
6657
|
Gibbs fragmentation trees
|
|
|
|
|
6658
|
Metropolis algorithm and equienergy sampling for two mean field spin systems
|
|
|
|
|
6659
|
Non-monotone convergence in the quadratic Wasserstein distance
|
|
|
|
|
6660
|
Strong Spherical Asymptotics for Rotor-Router Aggregation and the Divisible Sandpile
|
|
|
|
|
6661
|
Weak and Strong Taylor methods for numerical solutions of stochastic differential equations
|
|
|
|
|
6662
|
Entropic Measure and Wasserstein Diffusion
|
|
|
|
|
6663
|
Computation of Power Loss in Likelihood Ratio Tests for Probability Densities Extended by Lehmann Alternatives
|
|
|
|
|
6664
|
Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models
|
|
|
|
|
6665
|
Continuous interfaces with disorder: Even strong pinning is too weak in 2 dimensions
|
|
|
|
|
6666
|
Optimal control of stochastic differential equations with dynamical boundary conditions
|
|
|
|
|
6667
|
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
|
|
|
|
|
6668
|
Invariance principle for additive functionals of Markov chains
|
|
|
|
|
6669
|
A new approach to mutual information
|
|
|
|
|
6670
|
An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries
|
|
|
|
|
6671
|
Exponential growth rates in a typed branching diffusion
|
|
|
|
|
6672
|
Average optimality for risk-sensitive control with general state space
|
|
|
|
|
6673
|
Approximation of the distribution of a stationary Markov process with application to option pricing
|
|
|
|
|
6674
|
Solutions of fractional reaction-diffusion equations in terms of the H-function
|
|
|
|
|
6675
|
Renewals for exponentially increasing lifetimes, with an application to digital search trees
|
|
|
|
|
6676
|
The small deviations of many-dimensional diffusion processes and rarefaction by boundaries
|
|
|
|
|
6677
|
Pfaffians, hafnians and products of real linear functionals
|
|
|
|
|
6678
|
The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
|
|
|
|
|
6679
|
Clustering in a stochastic model of one-dimensional gas
|
|
|
|
|
6680
|
Approximation for extinction probability of the contact process based on the Gr\"obner basis
|
|
|
|
|
6681
|
Localization transition in disordered pinning models. Effect of randomness on the critical properties
|
|
|
|
|
6682
|
Betti numbers of random manifolds
|
|
|
|
|
6683
|
Randomly growing braid on three strands and the manta ray
|
|
|
|
|
6684
|
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
|
|
|
|
|
6685
|
On Lerch's transcendent and the Gaussian random walk
|
|
|
|
|
6686
|
Parametric estimation for planar random flights observed at discrete times
|
|
|
|
|
6687
|
On bounded solutions of the balanced generalized pantograph equation
|
|
|
|
|
6688
|
Coalescent processes arising in a study of diffusive clustering
|
|
|
|
|
6689
|
Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin
|
|
|
|
|
6690
|
Frustration solitaire
|
|
|
|
|
6691
|
Electric currents in infinite networks
|
|
|
|
|
6692
|
Minimizing the Probability of Lifetime Ruin under Borrowing Constraints
|
|
|
|
|
6693
|
Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis
|
|
|
|
|
6694
|
Optimal Time to Change Premiums
|
|
|
|
|
6695
|
Minimizing the Lifetime Shortfall or Shortfall at Death
|
|
|
|
|
6696
|
Optimizing Venture Capital Investments in a Jump Diffusion Model
|
|
|
|
|
6697
|
The Effects of Implementation Delay on Decision-Making Under Uncertainty
|
|
|
|
|
6698
|
A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays
|
|
|
|
|
6699
|
Queueing Theoretic Approaches to Financial Price Fluctuations
|
|
|
|
|
6700
|
Interacting Agent Feedback Finance Model
|
|
|
|
|
6701
|
An isoperimetric inequality for uniformly log-concave measures and uniformly convex bodies
|
|
|
|
|
6702
|
Geometric Brownian Motion with delay: mean square characterisation
|
|
|
|
|
6703
|
A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions
|
|
|
|
|
6704
|
Correspondence between Lifetime Minimum Wealth and Utility of Consumption
|
|
|
|
|
6705
|
The trap of complacency in predicting the maximum
|
|
|
|
|
6706
|
Comparison of semimartingales and L\'\u007be\u007dvy processes
|
|
|
|
|
6707
|
Quasi-stationary distributions and diffusion models in population dynamics
|
|
|
|
|
6708
|
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $H>1/2$
|
|
|
|
|
6709
|
Global flows for stochastic differential equations without global Lipschitz conditions
|
|
|
|
|
6710
|
Un th\'\u007be\u007dor\`\u007be\u007dme limite pour les covariances des spins dans le mod\`\u007be\u007dle de Sherrington--Kirkpatrick avec champ externe
|
|
|
|
|
6711
|
Multivariable approximate Carleman-type theorems for complex measures
|
|
|
|
|
6712
|
Extremal behavior of stochastic integrals driven by regularly varying L\'\u007be\u007dvy processes
|
|
|
|
|
6713
|
Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
|
|
|
|
|
6714
|
Typical support and Sanov large deviations of correlated states
|
|
|
|
|
6715
|
Impulse control problem on finite horizon with execution delay
|
|
|
|
|
6716
|
Self-Correction of Transmission on Regular Trees
|
|
|
|
|
6717
|
Implications of contrarian and one-sided strategies for the fair-coin game
|
|
|
|
|
6718
|
Poisson limit of an inhomogeneous nearly critical INAR(1) model
|
|
|
|
|
6719
|
On the invariant distribution of a one-dimensional avalanche process
|
|
|
|
|
6720
|
Generalized zig-zag products of regular digraphs and bounds on their spectral expansions
|
|
|
|
|
6721
|
A dynamical characterization of Poisson-Dirichlet distributions
|
|
|
|
|
6722
|
Effective macroscopic dynamics of stochastic partial differential equations in perforated domains
|
|
|
|
|
6723
|
Stochastic calculus for fractional Brownian motion with Hurst exponent $H>1/4$: A rough path method by analytic extension
|
|
|
|
|
6724
|
Schur-Weyl duality and the heat kernel measure on the unitary group
|
|
|
|
|
6725
|
Sampling the Lindel\"of Hypothesis with the Cauchy Random Walk
|
|
|
|
|
6726
|
On the Supremum of Random Dirichlet Polynomials
|
|
|
|
|
6727
|
Divisors of Bernoulli sums
|
|
|
|
|
6728
|
Kolmogorov equations for measures
|
|
|
|
|
6729
|
Infinite Products of Random Matrices and Repeated Interaction Dynamics
|
|
|
|
|
6730
|
Limit laws for transient random walks in random environment on $\z$
|
|
|
|
|
6731
|
Collision probability for random trajectories in two dimensions
|
|
|
|
|
6732
|
A probabilistic representation of constants in Kesten's renewal theorem
|
|
|
|
|
6733
|
Quotient probabilistic normed spaces and completeness results
|
|
|
|
|
6734
|
Dynamics of postcritically bounded polynomial semigroups
|
|
|
|
|
6735
|
An explicit Skorokhod embedding for spectrally negative Levy processes
|
|
|
|
|
6736
|
The scaling limit of Fomin's identity for two paths in the plane
|
|
|
|
|
6737
|
A quenched CLT for super-Brownian motion with random immigration
|
|
|
|
|
6738
|
Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
|
|
|
|
|
6739
|
Kakeya Sets and Directional Maximal Operators in the Plane
|
|
|
|
|
6740
|
A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
|
|
|
|
|
6741
|
On the rate of growth of L\'evy processes with no positive jumps conditioned to stay positive
|
|
|
|
|
6742
|
H\u007b\"o\u007dlder continuity of random processes
|
|
|
|
|
6743
|
Limit theorems for radial random walks on pxq-matrices as p tends to infinity
|
|
|
|
|
6744
|
Properties of centered random walks on locally compact groups and Lie groups
|
|
|
|
|
6745
|
Nonlinear Filtering with Optimal MTLL
|
|
|
|
|
6746
|
Dispersion measure for symmetric, stable probability distributions
|
|
|
|
|
6747
|
On discrete time hedging in d-dimensional option pricing models
|
|
|
|
|
6748
|
On some special directed last-passage percolation models
|
|
|
|
|
6749
|
Solvability of Backward Stochastic Differential Equations with Quadratic Growth
|
|
|
|
|
6750
|
Belief Propagation and Bethe approximation for Traffic Prediction
|
|
|
|
|
6751
|
Critical behavior and the limit distribution for long-range oriented percolation. I
|
|
|
|
|
6752
|
Trends to Equilibrium in Total Variation Distance
|
|
|
|
|
6753
|
Effective non-additive pair potential for lock-and-key interacting particles: the role of the limited valence
|
|
|
|
|
6754
|
Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction
|
|
|
|
|
6755
|
Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
|
|
|
|
|
6756
|
Mean-variance Hedging Under Partial Information
|
|
|
|
|
6757
|
Quadratic BSDEs with convex generators and unbounded terminal conditions
|
|
|
|
|
6758
|
Existence of Strong Solutions for Stochastic Porous Media Equation under General Monotonicity Conditions
|
|
|
|
|
6759
|
Existence and Uniqueness of Nonnegative Solutions to the Stochastic Porous Media Equation
|
|
|
|
|
6760
|
Fertile Three State Hard-Core Models on a Cayley Tree
|
|
|
|
|
6761
|
Random walks and orthogonal polynomials: some challenges
|
|
|
|
|
6762
|
On a model of random cycles
|
|
|
|
|
6763
|
Approximation of quantum Levy processes by quantum random walks
|
|
|
|
|
6764
|
Rate of Converrgence for ergodic continuous Markov processes : Lyapunov versus Poincare
|
|
|
|
|
6765
|
Non-Negative Integer-Valued Semi-Selfsimilar Processes
|
|
|
|
|
6766
|
A Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method
|
|
|
|
|
6767
|
On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution
|
|
|
|
|
6768
|
Does there exist the Lebesgue measure in the infinite-dimensional space?
|
|
|
|
|
6769
|
Separation cutoffs for random walk on irreducible representations
|
|
|
|
|
6770
|
Moderate deviations for log-like functions of stationary Gaussian processes
|
|
|
|
|
6771
|
Is the Universe Noise-Sensitive?
|
|
|
|
|
6772
|
Path integrals on manifolds by finite dimensional approximation
|
|
|
|
|
6773
|
Large deviations for random walks under subexponentiality: the big-jump domain
|
|
|
|
|
6774
|
Rate of growth of a transient cookie random walk
|
|
|
|
|
6775
|
On Stochastic Evolution Equations with non-Lipschitz Coefficients
|
|
|
|
|
6776
|
Tamed 3D Navier-Stokes Equation: Existence, Uniqueness and Regularity
|
|
|
|
|
6777
|
Counting magic squares in quasi-polynomial time
|
|
|
|
|
6778
|
Indeterminacy relations in random dynamics
|
|
|
|
|
6779
|
Central limit theorems for multiple stochastic integrals and Malliavin calculus
|
|
|
|
|
6780
|
Nonequilibrium fluctuations for a tagged particle in mean-zero one-dimensional zero-range processes
|
|
|
|
|
6781
|
Transition between Airy_1 and Airy_2 processes and TASEP fluctuations
|
|
|
|
|
6782
|
The Biham-Middleton-Levine traffic model for a single junction
|
|
|
|
|
6783
|
Front propagation in an exclusion one-dimensional reactive dynamics
|
|
|
|
|
6784
|
Gaussian fluctuations for \beta Ensembles
|
|
|
|
|
6785
|
Integrable Structure of Ginibre's Ensemble of Real Random Matrices and a Pfaffian Integration Theorem
|
|
|
|
|
6786
|
Equilibrium States of Two Stochastic Models in Mathematical Ecology
|
|
|
|
|
6787
|
Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk
|
|
|
|
|
6788
|
On the spectral norm of a random Toeplitz matrix
|
|
|
|
|
6789
|
On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
|
|
|
|
|
6790
|
The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution
|
|
|
|
|
6791
|
Donsker theorem for the Rosenblatt process and a binary market model
|
|
|
|
|
6792
|
Multidimensional bifractional Brownian motion: Ito and Tanaka formulas
|
|
|
|
|
6793
|
Existence and spatial limit theorems for lattice and continuum particle systems
|
|
|
|
|
6794
|
The upper envelope of positive self-similar Markov processes
|
|
|
|
|
6795
|
On the critical weight statistics of the Random Energy Model and of the Directed Polymer on the Cayley Tree
|
|
|
|
|
6796
|
Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions
|
|
|
|
|
6797
|
Existence of independent random matching
|
|
|
|
|
6798
|
Select sets: Rank and file
|
|
|
|
|
6799
|
Recurrence of edge-reinforced random walk on a two-dimensional graph
|
|
|
|
|
6800
|
The radial spanning tree of a Poisson point process
|
|
|
|
|
6801
|
Tails of random sums of a heavy-tailed number of light-tailed terms
|
|
|
|
|
6802
|
Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing
|
|
|
|
|
6803
|
Poisson limits of sums of point processes and a particle-survivor model
|
|
|
|
|
6804
|
Singularly perturbed Markov chains: Limit results and applications
|
|
|
|
|
6805
|
Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications
|
|
|
|
|
6806
|
Existence and Uniqueness of the Measure of Maximal Entropy for the Teichmueller Flow on the Moduli Space of Abelian Differentials
|
|
|
|
|
6807
|
Use of an Hourglass Model in Neuronal Coding
|
|
|
|
|
6808
|
Retrieving convex bodies from restricted covariogram functions
|
|
|
|
|
6809
|
On the signal-to-interference ratio of CDMA systems in wireless communications
|
|
|
|
|
6810
|
Waiting for regulatory sequences to appear
|
|
|
|
|
6811
|
Toll Based Measures for Dynamical Graphs
|
|
|
|
|
6812
|
On the optimal dividend problem for a spectrally negative L\'\u007be\u007dvy process
|
|
|
|
|
6813
|
Integration by parts formula for locally smooth laws and applications to sensitivity computations
|
|
|
|
|
6814
|
Lower bounds for the density of locally elliptic It\^\u007bo\u007d processes
|
|
|
|
|
6815
|
Percolation on nonunimodular transitive graphs
|
|
|
|
|
6816
|
A Fleming--Viot process and Bayesian nonparametrics
|
|
|
|
|
6817
|
Neighboring clusters in Bernoulli percolation
|
|
|
|
|
6818
|
Price systems for markets with transaction costs and control problems for some finance problems
|
|
|
|
|
6819
|
Asymptotic arbitrage and num\'eraire portfolios in large financial markets
|
|
|
|
|
6820
|
Poisson process approximation: From Palm theory to Stein's method
|
|
|
|
|
6821
|
Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
|
|
|
|
|
6822
|
Classical dilations \`a la Hudson-Parthasarathy of Markov semigroups
|
|
|
|
|
6823
|
Stochastic Hamiltonian dynamical systems
|
|
|
|
|
6824
|
Further results on some singular linear stochastic differential equations
|
|
|
|
|
6825
|
Orbital approach to microstate free entropy
|
|
|
|
|
6826
|
Asymptotics of the minimum manipulating coalition size for positional voting rules under IC behaviour
|
|
|
|
|
6827
|
On Robust Utility Maximization
|
|
|
|
|
6828
|
A Portfolio Decomposition Formula
|
|
|
|
|
6829
|
On the volume of nodal sets for eigenfunctions of the Laplacian on the torus
|
|
|
|
|
6830
|
Uniform in bandwidth consistency of conditional U-statistics
|
|
|
|
|
6831
|
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
|
|
|
|
|
6832
|
Classical dilations \`a la Quantum Probability of Markov evolutions in discrete time
|
|
|
|
|
6833
|
Hitting Probabilities for Systems of Non-Linear Stochastic Heat Equations with Additive Noise
|
|
|
|
|
6834
|
Bilateral Canonical Cascades: Multiplicative Refinement Paths to Wiener's and Variant Fractional Brownian Limits
|
|
|
|
|
6835
|
AR and MA representation of partial autocorrelation functions, with applications
|
|
|
|
|
6836
|
A survey of conformally invariant measures on H^m(\delta)
|
|
|
|
|
6837
|
The Riff-Shuffle Distribution is Unimodal
|
|
|
|
|
6838
|
Well-posedness and invariant measures for HJM models with deterministic volatility and L\'evy noise
|
|
|
|
|
6839
|
Large deviation estimates of the crossing probability for pinned Gaussian processes
|
|
|
|
|
6840
|
An improved method for model selection based on Information Criteria
|
|
|
|
|
6841
|
Variance asymptotics and central limit theorems for generalized growth processes with applications to convex hulls and maximal points
|
|
|
|
|
6842
|
QQ plots, Random sets and data from a heavy tailed distribution
|
|
|
|
|
6843
|
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial/\partial t = \pm\partial^N/\partial x^N$
|
|
|
|
|
6844
|
Dynamics for the Brownian web and the erosion flow
|
|
|
|
|
6845
|
Extreme Points of the Convex Set of Joint Probability Distributions with Fixed Marginals
|
|
|
|
|
6846
|
A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number
|
|
|
|
|
6847
|
Scaling limits for gradient systems in random environment
|
|
|
|
|
6848
|
A note on percolation on Z^d: isoperimetric profile via exponential cluster repulsion
|
|
|
|
|
6849
|
Central Limit Theorem for a Class of Relativistic Diffusions
|
|
|
|
|
6850
|
Some applications and methods of large deviations in finance and insurance
|
|
|
|
|
6851
|
Limiting shapes for deterministic centrally seeded growth models
|
|
|
|
|
6852
|
Convexity theory for the term structure equation
|
|
|
|
|
6853
|
The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance
|
|
|
|
|
6854
|
Asymptotic theory for the multidimensional random on-line nearest-neighbour graph
|
|
|
|
|
6855
|
Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
|
|
|
|
|
6856
|
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
|
|
|
|
|
6857
|
Separation cut-offs for birth and death chains
|
|
|
|
|
6858
|
Market free lunch and large financial markets
|
|
|
|
|
6859
|
The Choquet-Deny theorem and distal properties of totally disconnected locally compact groups of polynomial growth
|
|
|
|
|
6860
|
Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging
|
|
|
|
|
6861
|
Functional inequalities and uniqueness of the Gibbs measure -- from log-Sobolev to Poincar\'e
|
|
|
|
|
6862
|
Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function
|
|
|
|
|
6863
|
Stationarity and geometric ergodicity of a class of nonlinear ARCH models
|
|
|
|
|
6864
|
Existence of optimal controls for singular control problems with state constraints
|
|
|
|
|
6865
|
Correction. Error estimates for binomial approximations of game options
|
|
|
|
|
6866
|
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes''
|
|
|
|
|
6867
|
Bergman kernels for weighted polynomials and weighted equilibrium measures of C^n
|
|
|
|
|
6868
|
Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations
|
|
|
|
|
6869
|
Stationary flows and uniqueness of invariant measures
|
|
|
|
|
6870
|
Integral Equations in the Theory of Levy Processes
|
|
|
|
|
6871
|
A population model for $\Lambda$-coalescents with neutral mutations
|
|
|
|
|
6872
|
Smooth densities for stochastic differential equations with jumps
|
|
|
|
|
6873
|
On the Circular Law
|
|
|
|
|
6874
|
Network-based analysis of stochastic SIR epidemic models with random and proportionate mixing
|
|
|
|
|
6875
|
Multiplicative free Convolution and Information-Plus-Noise Type Matrices
|
|
|
|
|
6876
|
Measures with zeros in the inverse of their moment matrix
|
|
|
|
|
6877
|
Existence and smoothness of the density for spatially homogeneous SPDEs
|
|
|
|
|
6878
|
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
|
|
|
|
|
6879
|
A note on equilibrium Glauber and Kawasaki dynamics for fermion point processes
|
|
|
|
|
6880
|
Tightness conditions for polymer measures
|
|
|
|
|
6881
|
Milstein's type schemes for fractional SDEs
|
|
|
|
|
6882
|
Homogenization of periodic linear degenerate PDEs
|
|
|
|
|
6883
|
A quenched invariance principle for certain ballistic random walks in i.i.d. environments
|
|
|
|
|
6884
|
A simple proof of Kaijser's unique ergodicity result for hidden Markov $\alpha$-chains
|
|
|
|
|
6885
|
Sample path large deviations for multiclass feedforward queueing networks in critical loading
|
|
|
|
|
6886
|
Periodicity in the transient regime of exhaustive polling systems
|
|
|
|
|
6887
|
Continuous-time mean-variance efficiency: the 80% rule
|
|
|
|
|
6888
|
On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data
|
|
|
|
|
6889
|
A randomized Kaczmarz algorithm with exponential convergence
|
|
|
|
|
6890
|
Stochastic Models for Phylogenetic Trees on Higher-order Taxa
|
|
|
|
|
6891
|
On entropy production for controlled Markovian evolution
|
|
|
|
|
6892
|
Rigorous confidence intervals for critical probabilities
|
|
|
|
|
6893
|
Parabolic Harnack inequality and heat kernel estimates for random walks with long range jumps
|
|
|
|
|
6894
|
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
|
|
|
|
|
6895
|
Diffusion approximation for equilibrium Kawasaki dynamics in continuum
|
|
|
|
|
6896
|
Difference approximation for local times of multidimensional diffusions
|
|
|
|
|
6897
|
Directed polymer in a random medium of dimension 1+1 and 1+3: weights statistics in the low-temperature phase
|
|
|
|
|
6898
|
Records in a changing world
|
|
|
|
|
6899
|
Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations
|
|
|
|
|
6900
|
Statistical analysis of the Diffie-Hellman key exchange protocol in a finite group
|
|
|
|
|
6901
|
Mellin transform and subordination laws in fractional diffusion processes
|
|
|
|
|
6902
|
Finite-size effects for anisotropic bootstrap percolation: logarithmic corrections
|
|
|
|
|
6903
|
Local Energy Statistics in Directed Polymers
|
|
|
|
|
6904
|
Tail probabilities for infinite series of regularly varying random vectors
|
|
|
|
|
6905
|
Random walk in Markovian environment
|
|
|
|
|
6906
|
Extinction versus unbounded growth; Habilitation Thesis of the University Erlangen-N\"urnberg
|
|
|
|
|
6907
|
A note on ergodic transformations of self-similar Volterra Gaussian processes
|
|
|
|
|
6908
|
Divergence theorems in path space III: hypoelliptic diffusions and beyond
|
|
|
|
|
6909
|
On a non-classical invariance principle
|
|
|
|
|
6910
|
Limit theorems on locally compact Abelian groups
|
|
|
|
|
6911
|
Computing the Loewner driving process of random curves in the half plane
|
|
|
|
|
6912
|
Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition
|
|
|
|
|
6913
|
Large deviations for empirical path measures in cycles of integer partitions
|
|
|
|
|
6914
|
Mixtures in non stable Levy processes
|
|
|
|
|
6915
|
A large deviation principle in H\"older norm for multiple fractional integrals
|
|
|
|
|
6916
|
H\"\u007bo\u007dlder regularity for operator scaling stable random fields
|
|
|
|
|
6917
|
Ancestral processes with selection: Branching and Moran models
|
|
|
|
|
6918
|
Finite size scaling for the core of large random hypergraphs
|
|
|
|
|
6919
|
Graphs with specified degree distributions, simple epidemics and local vaccination strategies
|
|
|
|
|
6920
|
A functional CLT for the occupation time of a state-dependent branching random walk
|
|
|
|
|
6921
|
On Stein's method and perturbations
|
|
|
|
|
6922
|
On the Variance of the Optimal Alignment Score for an Asymmetric Scoring Function
|
|
|
|
|
6923
|
Wigner random matrices with non-symmetrically distributed entries
|
|
|
|
|
6924
|
On a randomized PNG model with a columnar defect
|
|
|
|
|
6925
|
Evaluation of Formal posterior distributions via Markov chain arguments
|
|
|
|
|
6926
|
Asymptotics of non-intersecting Brownian motions and a 4 x 4 Riemann-Hilbert problem
|
|
|
|
|
6927
|
Kernel methods in machine learning
|
|
|
|
|
6928
|
On lower limits and equivalences for distribution tails of randomly stopped sums
|
|
|
|
|
6929
|
Proliferating parasites in dividing cells : Kimmel's branching model revisited
|
|
|
|
|
6930
|
On several two-boundary problems for a particular class of L\'\u007be\u007dvy processes
|
|
|
|
|
6931
|
Differentiating sigma-fields for Gaussian and shifted Gaussian processes
|
|
|
|
|
6932
|
Local limit theorems for ladder epochs
|
|
|
|
|
6933
|
A combinatorial method for calculating the moments of L\'evy area
|
|
|
|
|
6934
|
Exponential control of overlap in the replica method for p-spin Sherrington-Kirkpatrick model
|
|
|
|
|
6935
|
Ricci curvature of Markov chains on metric spaces
|
|
|
|
|
6936
|
Classical and Variational Differentiability of BSDEs with quadratic growth
|
|
|
|
|
6937
|
Measure-preserving transformations of Volterra Gaussian processes and related bridges
|
|
|
|
|
6938
|
Propagation of chaos and Poincar\'e inequalities for a system of particles interacting through their cdf
|
|
|
|
|
6939
|
Record indices and age-ordered frequencies in Gibbs random partitions
|
|
|
|
|
6940
|
Local Gaussian fluctuations in the Airy and discrete PNG processes
|
|
|
|
|
6941
|
Directed polymer in a random medium of dimension 1+3 : multifractal properties at the localization/delocalization transition
|
|
|
|
|
6942
|
On the Fluctuations of Macroscopic Observables in Quantum Nonequilibrium Steady States
|
|
|
|
|
6943
|
M/M/$\infty$ queues in semi-Markovian random environment
|
|
|
|
|
6944
|
Occupation laws for some time-nonhomogeneous Markov chains
|
|
|
|
|
6945
|
BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
|
|
|
|
|
6946
|
Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
|
|
|
|
|
6947
|
Extremal Probabilistic Problems and Hotelling's T^2 Test Under Symmetry Condition
|
|
|
|
|
6948
|
A note on weak convergence of random step processes
|
|
|
|
|
6949
|
Free diffusions and Matrix models with strictly convex interaction
|
|
|
|
|
6950
|
Learning Trigonometric Polynomials from Random Samples and Exponential Inequalities for Eigenvalues of Random Matrices
|
|
|
|
|
6951
|
Non-equilibrium stochastic dynamics in continuum: The free case
|
|
|
|
|
6952
|
Exponential ergodicity of the solutions to SDE's with a jump noise
|
|
|
|
|
6953
|
Search cost for a nearly optimal path in a binary tree
|
|
|
|
|
6954
|
Distance estimates for dependent thinnings of point processes with densities
|
|
|
|
|
6955
|
Large deviations for voter model occupation times in two dimensions
|
|
|
|
|
6956
|
Parametrized Stochastic Grammars for RNA Secondary Structure Prediction
|
|
|
|
|
6957
|
Shape curvatures and transversal fluctuations in the first passage percolation model
|
|
|
|
|
6958
|
Spatial Epidemics: Critical Behavior in One Dimension
|
|
|
|
|
6959
|
Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
|
|
|
|
|
6960
|
Critical Age Dependent Branching Markov Processes and Their Scaling Limits
|
|
|
|
|
6961
|
Area distribution and scaling function for punctured polygons
|
|
|
|
|
6962
|
Asymptotic evolution of acyclic random mappings
|
|
|
|
|
6963
|
Diffusive variance for a tagged particle in $d\leq 2$ asymmetric simple exclusion
|
|
|
|
|
6964
|
Splitting pairs and the number of clusters generated by random pair incompatibilities
|
|
|
|
|
6965
|
The lower tail problem for homogeneous functionals of stable processes with no negative jumps
|
|
|
|
|
6966
|
Growth of preferential attachment random graphs via continuous-time branching processes
|
|
|
|
|
6967
|
A limit theorem for diffusions on graphs with variable configuration
|
|
|
|
|
6968
|
Normal form transforms separate slow and fast modes in stochastic dynamical systems
|
|
|
|
|
6969
|
Harmonic analysis of finite lamplighter random walks
|
|
|
|
|
6970
|
Exit asymptotics for small diffusion about an unstable equilibrium
|
|
|
|
|
6971
|
Connected allocation to Poisson points in R^2
|
|
|
|
|
6972
|
Meinardus' theorem on weighted partitions: extensions and a probabilistic proof
|
|
|
|
|
6973
|
Generating Random Vectors in (Z/pZ)^d Via an Affine Random Process
|
|
|
|
|
6974
|
Harmonic analysis on a finite homogeneous space
|
|
|
|
|
6975
|
Voter models with heterozygosity selection
|
|
|
|
|
6976
|
On singular integral and martingale transforms
|
|
|
|
|
6977
|
Penalizations of the Brownian motion by a functional of its local times
|
|
|
|
|
6978
|
The Evolution of the Mixing Rate
|
|
|
|
|
6979
|
On the hardness of sampling independent sets beyond the tree threshold
|
|
|
|
|
6980
|
The ghosts of the Ecole Normale. Life, death and destiny of Ren\'\u007be\u007d Gateaux
|
|
|
|
|
6981
|
The correlation decay (CD) tree and strong spatial mixing in multi-spin systems
|
|
|
|
|
6982
|
Random conformal snowflakes
|
|
|
|
|
6983
|
On Classical Analogues of Free Entropy Dimension
|
|
|
|
|
6984
|
Multivariate normal approximation using exchangeable pairs
|
|
|
|
|
6985
|
Optimal control of a large dam, taking into account the water costs
|
|
|
|
|
6986
|
A fractional generalization of the Poisson processes
|
|
|
|
|
6987
|
Renewal processes of Mittag-Leffler and Wright type
|
|
|
|
|
6988
|
A phase transition for competition interfaces
|
|
|
|
|
6989
|
A Lower Bound on the Disconnection Time of a Discrete Cylinder
|
|
|
|
|
6990
|
Multivariate regular variation of heavy-tailed Markov chains
|
|
|
|
|
6991
|
Hydrodynamics for a non-conservative Interacting Particle System
|
|
|
|
|
6992
|
The birthday problem and Markov chain Monte Carlo
|
|
|
|
|
6993
|
A mathematical approach to the nonequilibrium work theorem
|
|
|
|
|
6994
|
On uniqueness of maximal coupling for diffusion processes with a reflection
|
|
|
|
|
6995
|
Percolation on dense graph sequences
|
|
|
|
|
6996
|
Efficient estimation of the cardinality of large data sets
|
|
|
|
|
6997
|
A particle system in interaction with a rapidly varying environment: Mean field limits and applications
|
|
|
|
|
6998
|
A graph theoretic interpretation of the mean first passage times
|
|
|
|
|
6999
|
A probabilistic approach to Zhang's sandpile model
|
|
|
|
|
7000
|
Critical random graphs: Diameter and mixing time
|
|
|
|
|
7001
|
Some Theory for the Analysis of Random Fields - With Applications to Geostatistics
|
|
|
|
|
7002
|
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
|
|
|
|
|
7003
|
Random Matrices, the Ulam Problem, Directed Polymers & Growth Models, and Sequence Matching
|
|
|
|
|
7004
|
Sorting using complete subintervals and the maximum number of runs in a randomly evolving sequence
|
|
|
|
|
7005
|
The convergence to equilibrium of neutral genetic models
|
|
|
|
|
7006
|
An improvement of a result on Smolyanov-Weizsaecker surface measures
|
|
|
|
|
7007
|
Fluctuations of Levy processes and scattering theory
|
|
|
|
|
7008
|
Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
|
|
|
|
|
7009
|
Functional CLT for random walk among bounded random conductances
|
|
|
|
|
7010
|
Diffusivity in one-dimensional generalized Mott variable-range hopping models
|
|
|
|
|
7011
|
A MARKOV chain model of a polling system with parameter regeneration
|
|
|
|
|
7012
|
On the constructions of the skew Brownian motion
|
|
|
|
|
7013
|
Diffusion Limited Aggregation on a Cylinder
|
|
|
|
|
7014
|
Continuous time random walk and parametric subordination in fractional diffusion
|
|
|
|
|
7015
|
On a type Sobolev inequality and its applications
|
|
|
|
|
7016
|
A note for extension of almost sure central limit theory
|
|
|
|
|
7017
|
One dimensional nearest neighbor exclusion processes in inhomogeneous and random environments
|
|
|
|
|
7018
|
The law of the iterated logarithm for additive functionals of Markov chains
|
|
|
|
|
7019
|
The Central Limit Theorem for LS Estimator in Simple Linear Ev Regression Models
|
|
|
|
|
7020
|
Short-length routes in low-cost networks via Poisson line patterns
|
|
|
|
|
7021
|
A Law of Large Numbers for an Interacting Particle System with Confining Potential
|
|
|
|
|
7022
|
Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders
|
|
|
|
|
7023
|
Intractability rate of approximation problem for random fields in increasing dimension
|
|
|
|
|
7024
|
Gaussian bounds for noise correlation of functions
|
|
|
|
|
7025
|
Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable
|
|
|
|
|
7026
|
Spread-out percolation in Rd
|
|
|
|
|
7027
|
Random trees and general branching processes
|
|
|
|
|
7028
|
The phase transition in inhomogeneous random graphs
|
|
|
|
|
7029
|
Large-deviations/thermodynamic approach to percolation on the complete graph
|
|
|
|
|
7030
|
The diameter of sparse random graphs
|
|
|
|
|
7031
|
A simple solution to the k-core problem
|
|
|
|
|
7032
|
The Klee-Minty random edge chain moves with linear speed
|
|
|
|
|
7033
|
Rainbow Hamilton cycles in random regular graphs
|
|
|
|
|
7034
|
Distributed algorithms in an ergodic Markovian environment
|
|
|
|
|
7035
|
Stability of join-the-shortest-queue networks
|
|
|
|
|
7036
|
Asymptotic expansions for the conditional sojourn time distribution in the M/M/1-PS queue
|
|
|
|
|
7037
|
A Large Deviation Principle for Join the Shortest Queue
|
|
|
|
|
7038
|
Slow emergence of cooperation for win-stay lose-shift on trees
|
|
|
|
|
7039
|
Free-knot spline approximation of stochastic processes
|
|
|
|
|
7040
|
Simple Monte Carlo and the Metropolis algorithm
|
|
|
|
|
7041
|
Optimal quantizers for Radon random vectors in a Banach space
|
|
|
|
|
7042
|
Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
|
|
|
|
|
7043
|
A mathematical theory of citing
|
|
|
|
|
7044
|
A note on the Harris-Kesten Theorem
|
|
|
|
|
7045
|
Deterministic random walks on the integers
|
|
|
|
|
7046
|
On the Expansion of the Giant Component in Percolated (n, d, lambda) Graphs
|
|
|
|
|
7047
|
Thresholds and Expectation Thresholds
|
|
|
|
|
7048
|
Cutsets in Infinite Graphs
|
|
|
|
|
7049
|
A Point Process Describing the Component Sizes in the Critical Window of the Random Graph Evolution
|
|
|
|
|
7050
|
Poisson Representation of a Ewens Fragmentation Process
|
|
|
|
|
7051
|
On a Random Graph Related to Quantum Theory
|
|
|
|
|
7052
|
Completing a (k - 1)-Assignment
|
|
|
|
|
7053
|
Judgment
|
|
|
|
|
7054
|
Directed Percolation in Wireless Networks with Interference and Noise
|
|
|
|
|
7055
|
Numerical Sensitivity and Efficiency in the Treatment of Epistemic and Aleatory Uncertainty
|
|
|
|
|
7056
|
Local independence of fractional Brownian motion
|
|
|
|
|
7057
|
On the Information Rates of the Plenoptic Function
|
|
|
|
|
7058
|
Minimization of entropy functionals
|
|
|
|
|
7059
|
Semantic distillation: a method for clustering objects by their contextual specificity
|
|
|
|
|
7060
|
Bayesian sequential change diagnosis
|
|
|
|
|
7061
|
From the entropy to the statistical structure of spike trains
|
|
|
|
|
7062
|
Some information-theoretic computations related to the distribution of prime numbers
|
|
|
|
|
7063
|
Wireless Network Information Flow
|
|
|
|
|
7064
|
A Deterministic Approach to Wireless Relay Networks
|
|
|
|
|
7065
|
Double Clustering and Graph Navigability
|
|
|
|
|
7066
|
Geographic Gossip: Efficient Averaging for Sensor Networks
|
|
|
|
|
7067
|
On Real-Time Communication Systems with Noisy Feedback
|
|
|
|
|
7068
|
Estimating Random Variables from Random Sparse Observations
|
|
|
|
|
7069
|
Nonantagonistic noisy duels of discrete type with an arbitrary number of actions
|
|
|
|
|
7070
|
On Semimeasures Predicting Martin-Loef Random Sequences
|
|
|
|
|
7071
|
Multisource Bayesian sequential change detection
|
|
|
|
|
7072
|
Upper bound of loss probability in an OFDMA system with randomly located users
|
|
|
|
|
7073
|
Multiplication of free random variables and the S-transform: the case of vanishing mean
|
|
|
|
|
7074
|
On the freezing of variables in random constraint satisfaction problems
|
|
|
|
|
7075
|
Connectivity and Equilibrium in Random Games
|
|
|
|
|
7076
|
Reading policies for joins: An asymptotic analysis
|
|
|
|
|
7077
|
Finding long cycles in graphs
|
|
|
|
|
7078
|
Neighbor Selection and Hitting Probability in Small-World Graphs
|
|
|
|
|
7079
|
Matrix norms and rapid mixing for spin systems
|
|
|
|
|
7080
|
Induced Hilbert Space, Markov Chain, Diffusion Map and Fock Space in Thermophysics
|
|
|
|
|
7081
|
Probability Bracket Notation, Probability Vectors, Markov Chains and Stochastic Processes
|
|
|
|
|
7082
|
Deterministic modal Bayesian Logic: derive the Bayesian inference within the modal logic T
|
|
|
|
|
7083
|
Compressed Sensing and Redundant Dictionaries
|
|
|
|
|
7084
|
Permutations Without Long Decreasing Subsequences and Random Matrices
|
|
|
|
|
7085
|
Random Geometric Graph Diameter in the Unit Ball
|
|
|
|
|
7086
|
Determining Factors Behind the PageRank Log-Log Plot
|
|
|
|
|
7087
|
First to market is not everything: an analysis of preferential attachment with fitness
|
|
|
|
|
7088
|
On the submodularity of influence in social networks
|
|
|
|
|
7089
|
Randomly coloring planar graphs with fewer colors than the maximum degree
|
|
|
|
|
7090
|
The condition number of a randomly perturbed matrix
|
|
|
|
|
7091
|
Correlation decay and deterministic FPTAS for counting list-colorings of a graph
|
|
|
|
|
7092
|
Dobrushin Conditions for Systematic Scan with Block Dynamics
|
|
|
|
|
7093
|
Near Optimal Bounds for Collision in Pollard Rho for Discrete Log
|
|
|
|
|
7094
|
Reconstruction for Models on Random Graphs
|
|
|
|
|
7095
|
Random Motion with Gamma-Distributed Alternating Velocities in Biological Modeling
|
|
|
|
|
7096
|
Eigenvectors of Random Graphs: Nodal Domains
|
|
|
|
|
7097
|
Goodness of fit test for ergodic diffusion processes
|
|
|
|
|
7098
|
Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
|
|
|
|
|
7099
|
Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
|
|
|
|
|
7100
|
Condensation for a fixed number of independent random variables
|
|
|
|
|
7101
|
Adaptive Allocation Theory in Clinical Trials
|
|
|
|
|
7102
|
Asymptotic normality of the $k$-core in random graphs
|
|
|
|
|
7103
|
Uniqueness and non-uniqueness in percolation theory
|
|
|
|
|
7104
|
Large Deviations and Random Energy Models
|
|
|
|
|
7105
|
Empirical graph Laplacian approximation of Laplace--Beltrami operators: Large sample results
|
|
|
|
|
7106
|
Billiards in a general domain with random reflections
|
|
|
|
|
7107
|
High Dimensional Probability
|
|
|
|
|
7108
|
Law of large numbers for superdiffusions: the non-ergodic case
|
|
|
|
|
7109
|
A CLT for regularized sample covariance matrices
|
|
|
|
|
7110
|
Estimation for the discretely observed telegraph process
|
|
|
|
|
7111
|
Stochastic inertial manifolds for damped wave equations
|
|
|
|
|
7112
|
Convex chains in Z^2
|
|
|
|
|
7113
|
Law of the iterated logarithm for stationary processes
|
|
|
|
|
7114
|
Realizability of point processes
|
|
|
|
|
7115
|
Risk bounds for the non-parametric estimation of L\'\u007be\u007dvy processes
|
|
|
|
|
7116
|
How to Choose a Champion
|
|
|
|
|
7117
|
Option pricing with log-stable L\'\u007be\u007dvy processes
|
|
|
|
|
7118
|
Revisiting two strong approximation results of Dudley and Philipp
|
|
|
|
|
7119
|
Path Integrals on a Compact Manifold with Non-negative Curvature
|
|
|
|
|
7120
|
Homogenenous Multitype Fragmentations
|
|
|
|
|
7121
|
Fractal properties of the random string processes
|
|
|
|
|
7122
|
Fractional Brownian fields, duality, and martingales
|
|
|
|
|
7123
|
Karhunen-Lo\`\u007be\u007dve expansions of mean-centered Wiener processes
|
|
|
|
|
7124
|
On the Bahadur slope of the Lilliefors and the Cram\'\u007be\u007dr--von Mises tests of normality
|
|
|
|
|
7125
|
Invariance principle for stochastic processes with short memory
|
|
|
|
|
7126
|
Empirical and Gaussian processes on Besov classes
|
|
|
|
|
7127
|
Oscillations of empirical distribution functions under dependence
|
|
|
|
|
7128
|
On the excursion theory for linear diffusions
|
|
|
|
|
7129
|
Modified empirical CLT's under only pre-Gaussian conditions
|
|
|
|
|
7130
|
A Generalized Occupation Time Formula For Continuous Semimartingales
|
|
|
|
|
7131
|
Survival probability of a diffusing particle constrained by two moving, absorbing boundaries
|
|
|
|
|
7132
|
Ivy on the ceiling: first-order polymer depinning transitions with quenched disorder
|
|
|
|
|
7133
|
A Call-Put Duality for Perpetual American Options
|
|
|
|
|
7134
|
General Duality for Perpetual American Options
|
|
|
|
|
7135
|
Gaussian processes, kinematic formulae and Poincar\'e's limit
|
|
|
|
|
7136
|
The Length of an SLE - Monte Carlo Studies
|
|
|
|
|
7137
|
Level crossings and other level functionals of stationary Gaussian processes
|
|
|
|
|
7138
|
Linear Ramsey numbers for bounded-degree hypergraphs
|
|
|
|
|
7139
|
The asymptotic behavios of free convolution
|
|
|
|
|
7140
|
Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
|
|
|
|
|
7141
|
Volume growth and heat kernel estimates for the continuum random tree
|
|
|
|
|
7142
|
A Random Multiple Access Protocol with Spatial Interactions
|
|
|
|
|
7143
|
A contact process with mutations on a tree
|
|
|
|
|
7144
|
On Exponential Ergodicity of Multiclass Queueing Networks
|
|
|
|
|
7145
|
Rank distributions in semiotics
|
|
|
|
|
7146
|
Rank distributions in semiotics
|
|
|
|
|
7147
|
On the hyperplane conjecture for random convex sets
|
|
|
|
|
7148
|
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and complexity
|
|
|
|
|
7149
|
Localization of favorite points for diffusion in random environment
|
|
|
|
|
7150
|
The area of exponential random walk and partial sums of uniform order statistics
|
|
|
|
|
7151
|
Capital allocation for credit portfolios with kernel estimators
|
|
|
|
|
7152
|
A discrete-time Markov modulated queuing system with batched arrivals
|
|
|
|
|
7153
|
Joint probability for the Pearcey process
|
|
|
|
|
7154
|
Heat kernel and Green function estimates on affine buildings of type $\tilde\u007bA\u007d_r$
|
|
|
|
|
7155
|
Tightness for a family of recursion equations
|
|
|
|
|
7156
|
Sharp Thresholds for Constraint Satisfaction Problem and Graph Homomorphisms
|
|
|
|
|
7157
|
An L2 theory for differential forms on path spaces I
|
|
|
|
|
7158
|
Dynamical properties and characterization of gradient drift diffusions
|
|
|
|
|
7159
|
On the minimization of operational risks
|
|
|
|
|
7160
|
On a distribution in frequency probability theory corresponding to the Bose-Einstein distribution
|
|
|
|
|
7161
|
Single-crossover dynamics: finite versus infinite populations
|
|
|
|
|
7162
|
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
|
|
|
|
|
7163
|
A new REM conjecture
|
|
|
|
|
7164
|
On the Longest Increasing Subsequence for Finite and Countable Alphabets
|
|
|
|
|
7165
|
What is the natural scale for a L\'evy process in modelling term structure of interest rates?
|
|
|
|
|
7166
|
Boundary singularities and boundary conditions for the Fokker-Planck equations
|
|
|
|
|
7167
|
Automorphisms of the type II_1 Arveson system of Warren's noise
|
|
|
|
|
7168
|
Scaling limits of bipartite planar maps are homeomorphic to the 2-sphere
|
|
|
|
|
7169
|
On a model for the storage of files on a hardware II : Evolution of a typical data block
|
|
|
|
|
7170
|
On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda
|
|
|
|
|
7171
|
Anticipating Reflected Stochastic Differential Equations
|
|
|
|
|
7172
|
Limit theorems for free multiplicative convolutions
|
|
|
|
|
7173
|
Parabolic Equations and Markov Processes Over p-adic Fields
|
|
|
|
|
7174
|
The Poisson boundary of triangular matrices in a number field
|
|
|
|
|
7175
|
On Mixing and Ergodicity in Locally Compact Motion Groups
|
|
|
|
|
7176
|
Error structures and parameter estimation
|
|
|
|
|
7177
|
A functional limit theorem for the position of a particle in a Lorentz type model
|
|
|
|
|
7178
|
Large closed queueing networks in semi-Markov environment and its application
|
|
|
|
|
7179
|
A slow transient diffusion in a drifted stable potential
|
|
|
|
|
7180
|
Two-player Knock 'em Down
|
|
|
|
|
7181
|
Sinai's walk: a statistical aspect
|
|
|
|
|
7182
|
Bessel Potentials, Hitting Distributions and Green Functions
|
|
|
|
|
7183
|
Duality and exact correlations for a model of heat conduction
|
|
|
|
|
7184
|
Utility Maximization in a jump market model
|
|
|
|
|
7185
|
An arithmetic model for the total disorder process
|
|
|
|
|
7186
|
The Limiting Spectra of Girko's Block-Matrix
|
|
|
|
|
7187
|
Brownian Super-exponents
|
|
|
|
|
7188
|
Approche intrins\`\u007be\u007dque des fluctuations quantiques en m\'\u007be\u007dcanique stochastique (An intrinsic approach of the quantum fluctuations in stochastic mechanics)
|
|
|
|
|
7189
|
Square summability of variations and convergence of the transfer operator
|
|
|
|
|
7190
|
Markov loops, determinants and Gaussian fields
|
|
|
|
|
7191
|
The random paving property for uniformly bounded matrices
|
|
|
|
|
7192
|
A singular perturbation approach for choosing PageRank damping factor
|
|
|
|
|
7193
|
Hydrodynamics and hydrostatics for a class of asymmetric particle systems with open boundaries
|
|
|
|
|
7194
|
Option Pricing without Price Dynamics: A Probabilistic Approach
|
|
|
|
|
7195
|
Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures
|
|
|
|
|
7196
|
Attraction time for strongly reinforced walks
|
|
|
|
|
7197
|
Computable exponential bounds for screened estimation and simulation
|
|
|
|
|
7198
|
Exponential Martingales and Time integrals of Brownian Motion
|
|
|
|
|
7199
|
One-Factor Term Structure without Forward Rates
|
|
|
|
|
7200
|
Relativistic Diffusion in G\"odel's Universe
|
|
|
|
|
7201
|
Modified logarithmic Sobolev inequalities on R
|
|
|
|
|
7202
|
Sparsity and Incoherence in Compressive Sampling
|
|
|
|
|
7203
|
Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?
|
|
|
|
|
7204
|
Markov chain approximations for symmetric jump processes
|
|
|
|
|
7205
|
An extension of the Levy characterization to fractional Brownian motion
|
|
|
|
|
7206
|
The limiting move-to-front search-cost in law of large numbers asymptotic regimes
|
|
|
|
|
7207
|
Gravitational allocation to Poisson points
|
|
|
|
|
7208
|
Correlation lengths for random polymer models and for some renewal sequences
|
|
|
|
|
7209
|
Asymptotic homology of the quotient of $PSL_2(\BR)$ by a modular group
|
|
|
|
|
7210
|
How do random Fibonacci sequences grow?
|
|
|
|
|
7211
|
Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition
|
|
|
|
|
7212
|
Numerical Algorithms for 1-d Backward Stochastic Differential Equations: Convergence and Simulations
|
|
|
|
|
7213
|
A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise
|
|
|
|
|
7214
|
Large Deviations for Statistics of Jacobi Process
|
|
|
|
|
7215
|
A law of large numbers for random partitions of the interval and the limiting search-cost of the move-to-front strategy
|
|
|
|
|
7216
|
Laguerre Process and Generalised Hartman-Watson Law
|
|
|
|
|
7217
|
A Generalization and Extension of an Autoregressive Model
|
|
|
|
|
7218
|
Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$
|
|
|
|
|
7219
|
Conformal boundary loop models
|
|
|
|
|
7220
|
Probing rare physical trajectories with Lyapunov weighted dynamics
|
|
|
|
|
7221
|
Dobrushin states in the \phi^4_1 model
|
|
|
|
|
7222
|
Soft and hard wall in a stochastic reaction diffusion equation
|
|
|
|
|
7223
|
Convolution-type stochastic Volterra equations with additive fractional Brownian motion in Hilbert space
|
|
|
|
|
7224
|
Equilibrium fluctuations for the zero-range process on the Sierpinski gasket
|
|
|
|
|
7225
|
The Cox Theorem: Unknowns And Plausible Value
|
|
|
|
|
7226
|
Parametric estimation for partially hidden diffusion processes sampled at discrete times
|
|
|
|
|
7227
|
Colored loop-erased random walk on the complete graph
|
|
|
|
|
7228
|
A note on Talagrand's convex hull concentration inequality
|
|
|
|
|
7229
|
Stochastic anticipating boundary value problems
|
|
|
|
|
7230
|
Statistical Physics Algorithms for Traffic Reconstruction
|
|
|
|
|
7231
|
Smoothing problem in anticipating scenario
|
|
|
|
|
7232
|
A Random Walk with Collapsing Bonds and Its Scaling Limit
|
|
|
|
|
7233
|
One Brownian Stochastic Flow
|
|
|
|
|
7234
|
One version of the Clark representation theorem for Arratia flow
|
|
|
|
|
7235
|
An analogue of the Kubilius main theorem for quasi-logarithmic structures
|
|
|
|
|
7236
|
Freezing transition of the random bond RNA model: statistical properties of the pairing weights
|
|
|
|
|
7237
|
Ecological equilibrium for restrained branching random walks
|
|
|
|
|
7238
|
Self-Intersection Local Time of $(\alpha,d,\beta)$-superprocess
|
|
|
|
|
7239
|
A lattice gas model for the incompressible Navier-Stokes equation
|
|
|
|
|
7240
|
One-dimensional random field Kac's model: weak large deviations principle
|
|
|
|
|
7241
|
Borel theorems for random matrices from the classical compact symmetric spaces
|
|
|
|
|
7242
|
Conformal radii for conformal loop ensembles
|
|
|
|
|
7243
|
Group invariant inferred distributions via noncommutative probability
|
|
|
|
|
7244
|
Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters
|
|
|
|
|
7245
|
Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
|
|
|
|
|
7246
|
Random walk on a polygon
|
|
|
|
|
7247
|
Metastability in Interacting Nonlinear Stochastic Differential Equations II: Large-N Behaviour
|
|
|
|
|
7248
|
Prophet inequalities for i.i.d. random variables with random arrival times
|
|
|
|
|
7249
|
Metastability in Interacting Nonlinear Stochastic Differential Equations I: From Weak Coupling to Synchronisation
|
|
|
|
|
7250
|
Linear and quadratic functionals of random hazard rates: an asymptotic analysis
|
|
|
|
|
7251
|
On a stochastic version of Prouse model in fluid dynamics
|
|
|
|
|
7252
|
Poincar\'\u007be\u007d and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
|
|
|
|
|
7253
|
Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
|
|
|
|
|
7254
|
An Extension to Gaussian Semigroup and Some Applications
|
|
|
|
|
7255
|
The norm of products of free random variables
|
|
|
|
|
7256
|
Bourgain's Entropy Estimates Revisited
|
|
|
|
|
7257
|
On laws of large numbers for random walks
|
|
|
|
|
7258
|
Quenched invariance principles for random walks with random conductances
|
|
|
|
|
7259
|
On homogenization of space-time dependent and degenerate random flows
|
|
|
|
|
7260
|
Random sampling in chirp space
|
|
|
|
|
7261
|
High Dimensional Statistical Inference and Random Matrices
|
|
|
|
|
7262
|
Conductance and canonical paths for directed non-lazy walks
|
|
|
|
|
7263
|
Power-law estimates for the central limit theorem for convex sets
|
|
|
|
|
7264
|
On the Estimates of the Density of Feynman-Kac Semigroups of $\alpha$-Stable-like Processes
|
|
|
|
|
7265
|
Estimation of Parameters of Stable Distributions
|
|
|
|
|
7266
|
On the speed of a cookie random walk
|
|
|
|
|
7267
|
On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $\alpha$-Stable-like Processes
|
|
|
|
|
7268
|
Shape of the ground state energy density of Hill's equation with nice Gaussian potential
|
|
|
|
|
7269
|
Joint density for the local times of continuous-time Markov chains
|
|
|
|
|
7270
|
Multiscale Analysis for SPDEs with Quadratic Nonlinearities
|
|
|
|
|
7271
|
Random walk on a building of type $\tilde\u007bA\u007d_r$ and Brownian motion of the Weyl chamber
|
|
|
|
|
7272
|
Coherent random permutations with record statistics
|
|
|
|
|
7273
|
A note on insensitivity in stochastic networks
|
|
|
|
|
7274
|
On the equivalence of some eternal additive coalescents
|
|
|
|
|
7275
|
Quantum stochastic convolution cocycles II
|
|
|
|
|
7276
|
Cycles of free words in several independent random permutations with restricted cycle lengths
|
|
|
|
|
7277
|
Central Limit Theorem for a Tagged Particle in Asymmetric Simple Exclusion
|
|
|
|
|
7278
|
Random Graph-Homomorphisms and Logarithmic Degree
|
|
|
|
|
7279
|
How often is the coordinate of a harmonic oscillator positive?
|
|
|
|
|
7280
|
On a model for the storage of files on a hardware I : Statistics at a fixed time and asymptotics
|
|
|
|
|
7281
|
On Penrose's square-root law and beyond
|
|
|
|
|
7282
|
Subcritical regimes in the Poisson Boolean model of continuum percolation
|
|
|
|
|
7283
|
On the existence of some ARCH($\infty$) processes
|
|
|
|
|
7284
|
Trees and asymptotic developments for fractional stochastic differential equations
|
|
|
|
|
7285
|
Random Discrete Matrices
|
|
|
|
|
7286
|
A near neighbour continuum percolation model
|
|
|
|
|
7287
|
Consistent families of Brownian motions and stochastic flows of kernels
|
|
|
|
|
7288
|
Quasi-arithmetic means of covariance functions with potential applications to space-time data
|
|
|
|
|
7289
|
Completely positive quantum stochastic convolution cocycles and their dilations
|
|
|
|
|
7290
|
Approximating genealogies for partially linked neutral loci under a selective sweep
|
|
|
|
|
7291
|
A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces
|
|
|
|
|
7292
|
A new method of normal approximation
|
|
|
|
|
7293
|
Elementary potential theory on the hypercube
|
|
|
|
|
7294
|
Height process for super-critical continuous state branching process
|
|
|
|
|
7295
|
Phase transitions for the long-time behavior of interacting diffusions
|
|
|
|
|
7296
|
Mutation, selection, and ancestry in branching models: a variational approach
|
|
|
|
|
7297
|
Probability distribution of distances between local extrema of random number series
|
|
|
|
|
7298
|
Nonexistence of random gradient Gibbs measures in continuous interface models in $d=2$
|
|
|
|
|
7299
|
KdV Preserves White Noise
|
|
|
|
|
7300
|
Counting planar random walk holes
|
|
|
|
|
7301
|
Loop-erased random walk on finite graphs and the Rayleigh process
|
|
|
|
|
7302
|
Some Estimates for Planar Random Walk and Brownian Motion
|
|
|
|
|
7303
|
Discrete approximations to reflected Brownian motion
|
|
|
|
|
7304
|
SLE(6) and CLE(6) from Critical Percolation
|
|
|
|
|
7305
|
On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation
|
|
|
|
|
7306
|
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
|
|
|
|
|
7307
|
Computation of the invariant measure for a L\'\u007be\u007dvy driven SDE: Rate of convergence
|
|
|
|
|
7308
|
On discretization schemes for stochastic evolution equations
|
|
|
|
|
7309
|
Wigner formula of rotation matrices and quantum walks
|
|
|
|
|
7310
|
A new formulation of the spine approach to branching diffusions
|
|
|
|
|
7311
|
Spine proofs for Lp-convergence of branching-diffusion martingales
|
|
|
|
|
7312
|
A note on the exchangeability condition in Stein's method
|
|
|
|
|
7313
|
Simulation Studies of Some Voronoi Point Processes
|
|
|
|
|
7314
|
Markovianity and ergodicity for a surface growth PDE
|
|
|
|
|
7315
|
Ergodic properties of geometrical crystallization processes, I
|
|
|
|
|
7316
|
Second look at the spread of epidemics on networks
|
|
|
|
|
7317
|
Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model
|
|
|
|
|
7318
|
Stochastic Models for Speciation Events in Phylogenetic trees
|
|
|
|
|
7319
|
How to determine the law of the noise driving a SPDE
|
|
|
|
|
7320
|
CLT for L^\u007bp\u007d moduli of continuity of Gaussian processes
|
|
|
|
|
7321
|
Estimating the relative order of speciation or coalescence events on a given phylogeny
|
|
|
|
|
7322
|
Talagrand Inequality for the Semicircular Law and Energy of the Eigenvalues of Beta Ensembles
|
|
|
|
|
7323
|
Inverse problems for random walks on trees: network tomography
|
|
|
|
|
7324
|
John Michael Hammersley (1920-2004)
|
|
|
|
|
7325
|
Ordered random walks
|
|
|
|
|
7326
|
General Tridiagonal Random Matrix Models, Limiting Distributions and Fluctuations
|
|
|
|
|
7327
|
L-Divergence Consistency for a Discrete Prior
|
|
|
|
|
7328
|
Giant Component and Vacant Set for Random Walk on a Discrete Torus
|
|
|
|
|
7329
|
Large deviations for random matrix ensembles in mesoscopic physics
|
|
|
|
|
7330
|
Invariance principles for spatial multitype Galton-Watson trees
|
|
|
|
|
7331
|
An application of Jacobi's elliptic functions to asymptotic probabilities for conformal restriction measures
|
|
|
|
|
7332
|
Graph Measures
|
|
|
|
|
7333
|
Stochastic flows approach to Dupire's formula
|
|
|
|
|
7334
|
A Paradox for Admission Control of Multiclass Queueing Network with Differentiated Service
|
|
|
|
|
7335
|
A practical guide to measuring the Hurst parameter
|
|
|
|
|
7336
|
Malliavin Calculus for Infinite-Dimensional Systems with Additive Noise
|
|
|
|
|
7337
|
Analytical Lower Bounds on the Critical Density in Continuum Percolation
|
|
|
|
|
7338
|
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
|
|
|
|
|
7339
|
Global Fluctuations in General Beta Dyson Brownian Motion
|
|
|
|
|
7340
|
Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem
|
|
|
|
|
7341
|
It\^\u007bo\u007d's formula for linear fractional PDEs
|
|
|
|
|
7342
|
On Traversable Length inside Semi-Cylinder in 2D supercritical Bond Percolation
|
|
|
|
|
7343
|
A simple proof of a recurrence theorem for random walks in $\Z^\u007b2\u007d$
|
|
|
|
|
7344
|
A finite difference method for Piecewise Deterministic Processes with memory
|
|
|
|
|
7345
|
A Linear Programming Inequality with Applications to Concentration of Measure
|
|
|
|
|
7346
|
The Shift, properties and recommendations for practical use
|
|
|
|
|
7347
|
Percolation on random Johnson-Mehl tessellations and related models
|
|
|
|
|
7348
|
A Nonmeasurable Set from Coin Flips
|
|
|
|
|
7349
|
The hole probability for Gaussian random SU(2) polynomials
|
|
|
|
|
7350
|
Critical exponents of planar gradient percolation
|
|
|
|
|
7351
|
Monte Carlo simulations with a generalized detailed balance using the quantum-classical isomorphism
|
|
|
|
|
7352
|
On the Lyapunov Exponent of a Multidimensional Stochastic Flow
|
|
|
|
|
7353
|
The renormalization transformation for two-type branching models
|
|
|
|
|
7354
|
Revisiting Offspring Maxima in Branching Processes
|
|
|
|
|
7355
|
Identifying the covariation between the diffusion parts and the co-jumps given discrete observations
|
|
|
|
|
7356
|
Construction of a Gibbs measure associated to the periodic Benjamin-Ono equation
|
|
|
|
|
7357
|
The Brownian net
|
|
|
|
|
7358
|
Stochastic integration in UMD Banach spaces
|
|
|
|
|
7359
|
The surface tension near criticality of the 2d-Ising model
|
|
|
|
|
7360
|
Critical curves in conformally invariant statistical systems
|
|
|
|
|
7361
|
On spatial thinning-replacement processes based on Voronoi cells
|
|
|
|
|
7362
|
On Permanental Processes
|
|
|
|
|
7363
|
Hoeffding decompositions and two-colour urn sequences
|
|
|
|
|
7364
|
Uniqueness of the critical probability for percolation in the two dimensional Sierpinski carpet lattice
|
|
|
|
|
7365
|
Non-backtracking random walks mix faster
|
|
|
|
|
7366
|
Invariance principle, multifractional Gaussian processes and long-range dependence
|
|
|
|
|
7367
|
Dynkin's isomorphism without symmetry
|
|
|
|
|
7368
|
Penalizations of Walsh Brownian motion
|
|
|
|
|
7369
|
On numerical integration by the shift and application to Wiener space
|
|
|
|
|
7370
|
Asymptotic Properties of Covariate-Adjusted Adaptive Designs
|
|
|
|
|
7371
|
Maximal inequalities and a law of the iterated logarithm for negatively associated random fields
|
|
|
|
|
7372
|
Precise rates in the law of the iterated logarithm
|
|
|
|
|
7373
|
Asymptotic behavior of branching populations before extinction
|
|
|
|
|
7374
|
A note on the invariance principle of the product of sums of random variables
|
|
|
|
|
7375
|
An extension to the Wiener space of the arbitrary functions principle
|
|
|
|
|
7376
|
Viscoelasticity and L\'\u007be\u007dvy processes
|
|
|
|
|
7377
|
On the rates of the other law of the logarithm
|
|
|
|
|
7378
|
Precise Asymptotics in Chung's law of the iterated logarithm
|
|
|
|
|
7379
|
Calcul d'erreur complet lipschitzien et formes de Dirichlet
|
|
|
|
|
7380
|
Error calculus and path sensitivity in financial models
|
|
|
|
|
7381
|
Dirichlet forms in simulation
|
|
|
|
|
7382
|
Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image
|
|
|
|
|
7383
|
Dirichlet forms methods, an application to the propagation of the error due to the Euler scheme
|
|
|
|
|
7384
|
Component sizes of the random graph outside the scaling window
|
|
|
|
|
7385
|
The mixing time of the giant component of a random graph
|
|
|
|
|
7386
|
The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
|
|
|
|
|
7387
|
Sharp probability estimates for random walks with barriers
|
|
|
|
|
7388
|
A second order SDE for the Langevin process reflected at a completely inelastic boundary
|
|
|
|
|
7389
|
Non-exponential stability and decay rates in nonlinear stochastic difference equation with unbounded noises
|
|
|
|
|
7390
|
Metric and Mixing Sufficient Conditions for Concentration of Measure
|
|
|
|
|
7391
|
Some thoughts upon axiomatized languages with estension tools, a focus on probability theory and error calculus with Dirichlet forms
|
|
|
|
|
7392
|
When and how an error yields a Dirichlet form
|
|
|
|
|
7393
|
A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundaries
|
|
|
|
|
7394
|
Submean variance bound for effective resistance of random electric networks
|
|
|
|
|
7395
|
Th\'\u007be\u007dor\`\u007be\u007dme de Donsker et formes de Dirichlet
|
|
|
|
|
7396
|
The Curie-Weiss model with dynamical external field
|
|
|
|
|
7397
|
Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
|
|
|
|
|
7398
|
Reflection positivity and phase transitions in lattice spin models
|
|
|
|
|
7399
|
Correction. Brownian models of open processing networks: canonical representation of workload
|
|
|
|
|
7400
|
The Ornstein Uhlenbeck Bridge and Applications to Markov Semigroups
|
|
|
|
|
7401
|
On some errors related to the graduation of measuring instruments
|
|
|
|
|
7402
|
Nonmonotonicity of phase transitions in a loss network with controls
|
|
|
|
|
7403
|
Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms
|
|
|
|
|
7404
|
On the ergodicity properties of some adaptive MCMC algorithms
|
|
|
|
|
7405
|
Translation-Equivariant Matchings of Coin-Flips on Z^d
|
|
|
|
|
7406
|
A heteropolymer in a medium with random droplets
|
|
|
|
|
7407
|
Upper limits of Sinai's walk in random scenery
|
|
|
|
|
7408
|
On the value of optimal stopping games
|
|
|
|
|
7409
|
On the variational distance of two trees
|
|
|
|
|
7410
|
A Tight Bound for the Lamplighter Problem
|
|
|
|
|
7411
|
The scaling limits of planar LERW in finitely connected domains
|
|
|
|
|
7412
|
Spectral gap for stable process on convex planar double symmetric domains
|
|
|
|
|
7413
|
A Complete Renormalization Group Trajectory Between Two Fixed Points
|
|
|
|
|
7414
|
Tail asymptotics for the maximum of perturbed random walk
|
|
|
|
|
7415
|
Representations of Lie groups and random matrices
|
|
|
|
|
7416
|
Random rewards, fractional Brownian local times and stable self-similar processes
|
|
|
|
|
7417
|
The Palm measure and the Voronoi tessellation for the Ginibre process
|
|
|
|
|
7418
|
Martin boundary of a reflected random walk on a half-space
|
|
|
|
|
7419
|
Asymptotics of Plancherel-type random partitions
|
|
|
|
|
7420
|
On stochastic fractional Volterra equations in Hilbert space
|
|
|
|
|
7421
|
Stochastic Volterra equations driven by cylindrical Wiener process
|
|
|
|
|
7422
|
A spatially explicit model for competition among specialists and generalists in a heterogeneous environment
|
|
|
|
|
7423
|
On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets
|
|
|
|
|
7424
|
Gamma Tilting Calculus for GGC and Dirichlet means with applications to Linnik processes and Occupation Time Laws for Randomly Skewed Bessel Processes and Bridges
|
|
|
|
|
7425
|
The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models
|
|
|
|
|
7426
|
Central limit theorems for Gaussian polytopes
|
|
|
|
|
7427
|
The number of unbounded components in the Poisson Boolean model in hyperbolic space
|
|
|
|
|
7428
|
Local alignment of Markov chains
|
|
|
|
|
7429
|
Parallel and interacting Markov chains Monte Carlo method
|
|
|
|
|
7430
|
Multitype randomized Reed--Frost epidemics and epidemics upon random graphs
|
|
|
|
|
7431
|
A new coexistence result for competing contact processes
|
|
|
|
|
7432
|
A duality approach for the weak approximation of stochastic differential equations
|
|
|
|
|
7433
|
Stability and genericity for SPDEs driven by spatially correlated noise
|
|
|
|
|
7434
|
Positive recurrence of processes associated to crystal growth models
|
|
|
|
|
7435
|
Points on Hemispheres
|
|
|
|
|
7436
|
Limit Correlation Functions for Fixed Trace Random Matrix Ensembles
|
|
|
|
|
7437
|
$L^p$ properties for Gaussian random series
|
|
|
|
|
7438
|
Fluctuation theory of connectivities for subcritical random cluster models
|
|
|
|
|
7439
|
Kinetically constrained spin models
|
|
|
|
|
7440
|
Reflected diffusions defined via the extended Skorokhod map
|
|
|
|
|
7441
|
Better Bell inequalities (passion at a distance)
|
|
|
|
|
7442
|
On quasi successful couplings of Markov processes
|
|
|
|
|
7443
|
On the zero mass limit of tagged particle diffusion in the 1-d Rayleigh-gas
|
|
|
|
|
7444
|
Moment bounds for the Smoluchowski equation and their consequences
|
|
|
|
|
7445
|
Geodesics and almost geodesic cycles in random regular graphs
|
|
|
|
|
7446
|
Partially Reflected Brownian Motion: A Stochastic Approach to Transport Phenomena
|
|
|
|
|
7447
|
A survey of random processes with reinforcement
|
|
|
|
|
7448
|
Berry-Esseen for Free Random Variables
|
|
|
|
|
7449
|
One dimensional diffusion in an asymmetric random environment
|
|
|
|
|
7450
|
A note on recurrent random walks
|
|
|
|
|
7451
|
On superconvergence of sums of free random variables
|
|
|
|
|
7452
|
Quasipotential and logarithmic asymptotics of the Green's measures
|
|
|
|
|
7453
|
The principle of the large sieve
|
|
|
|
|
7454
|
The Effect of Disorder on Polymer Depinning Transitions
|
|
|
|
|
7455
|
Rough solutions for the periodic Korteweg-de Vries equation
|
|
|
|
|
7456
|
Some relations between mutual information and estimation error in Wiener space
|
|
|
|
|
7457
|
Non-local Dirichlet Forms and Symmetric Jump Processes
|
|
|
|
|
7458
|
Concentration inequalities for dependent Random variables via the martingale method
|
|
|
|
|
7459
|
The work of Andrei Okounkov
|
|
|
|
|
7460
|
Convergence in distribution of random metric measure spaces: (Lambda-coalescent measure trees)
|
|
|
|
|
7461
|
Copolymer at selective interfaces and pinning potentials: weak coupling limits
|
|
|
|
|
7462
|
Meixner polynomials and random partitions
|
|
|
|
|
7463
|
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
|
|
|
|
|
7464
|
Probability of hitting a distant point for the voter model started with a single one
|
|
|
|
|
7465
|
Random patterns generated by random permutations of natural numbers
|
|
|
|
|
7466
|
A central limit theorem for a localized version of the SK model
|
|
|
|
|
7467
|
Large Deviations and Phase Transition for Random Walks in Random Nonnegative Potentials
|
|
|
|
|
7468
|
On the strong law of large numbers for L-statistics with dependent data
|
|
|
|
|
7469
|
A mutation-selection model for general genotypes with recombination
|
|
|
|
|
7470
|
Vitesse de Convergence dans le Th\'eor\`eme Limite Central pour Cha\^ines de Markov de Probabilit\'e de Transition Quasi-Compacte
|
|
|
|
|
7471
|
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
|
|
|
|
|
7472
|
Correction note. Typical configuration for one-dimensional random field Kac model
|
|
|
|
|
7473
|
Exponential concentration for First Passage Percolation through modified Poincare inequalities
|
|
|
|
|
7474
|
Intermittent random walks for an optimal search strategy: One-dimensional case
|
|
|
|
|
7475
|
Quelques approximations du temps local brownien
|
|
|
|
|
7476
|
A note about Khoshnevisan--Xiao conjecture
|
|
|
|
|
7477
|
On the second moment of the number of crossings by a stationary Gaussian process
|
|
|
|
|
7478
|
On Gibbsianness of Random Fields
|
|
|
|
|
7479
|
A chaotic representation property of the multidimensional Dunkl processes
|
|
|
|
|
7480
|
Stochastic Preconditioning for Iterative Linear Equation Solvers
|
|
|
|
|
7481
|
Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
|
|
|
|
|
7482
|
Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
|
|
|
|
|
7483
|
Levy Processes on a First Order Model
|
|
|
|
|
7484
|
Euler hydrodynamics of one-dimensional attractive particle systems
|
|
|
|
|
7485
|
Merging percolation and classical random graphs: Phase transition in dimension 1
|
|
|
|
|
7486
|
The diameter of a random Cayley graph of Z_q
|
|
|
|
|
7487
|
An invariance principle for the law of the iterated logarithm for additive functionals of Markov chains
|
|
|
|
|
7488
|
Mixing times via super-fast coupling
|
|
|
|
|
7489
|
Near-Minimal Spanning Trees: a Scaling Exponent in Probability Models
|
|
|
|
|
7490
|
Limiting dynamics for spherical models of spin glasses at high temperature
|
|
|
|
|
7491
|
A Positivstellensatz which Preserves the Coupling Pattern of Variables
|
|
|
|
|
7492
|
Mafia: A theoretical study of players and coalitions in a partial information environment
|
|
|
|
|
7493
|
Loop models and their critical points
|
|
|
|
|
7494
|
Random Sorting Networks
|
|
|
|
|
7495
|
Changing the branching mechanism of a continuous state branching process using immigration
|
|
|
|
|
7496
|
On the variance of the number of occupied boxes
|
|
|
|
|
7497
|
Distributions of linear functionals of two parameter Poisson--Dirichlet random measures
|
|
|
|
|
7498
|
Euclidean Gibbs states of interacting quantum anharmonic oscillators
|
|
|
|
|
7499
|
Asymptotic Optimality in Bayesian Change-Point Detection Problems Under Global False Alarm Probability Constraint
|
|
|
|
|
7500
|
Escape of mass in zero-range processes with random rates
|
|
|
|
|
7501
|
Large deviations for a scalar diffusion in random environment
|
|
|
|
|
7502
|
L\'evy processes and Fourier multipliers
|
|
|
|
|
7503
|
Convexity of the median in the gamma distribution
|
|
|
|
|
7504
|
On utility-based super-replication prices of contingent claims with unbounded payoffs
|
|
|
|
|
7505
|
Geometry of polar wedges and super-replication prices in incomplete financial markets
|
|
|
|
|
7506
|
On random measures, unordered sums and discontinuities of the first kind
|
|
|
|
|
7507
|
A functional limit theorem for the profile of search trees
|
|
|
|
|
7508
|
On the dynamic programming approach for the 3D Navier-Stokes equations
|
|
|
|
|
7509
|
Stochastic nonlinear Schrodinger equations driven by a fractional noise - Well posedness, large deviations and support
|
|
|
|
|
7510
|
Rates of convergence of means of Euclidean functionals
|
|
|
|
|
7511
|
Small noise asymptotic of the timing jitter in soliton transmission
|
|
|
|
|
7512
|
Information Geometry of Random Matrix Models
|
|
|
|
|
7513
|
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation
|
|
|
|
|
7514
|
Pathwise stationary solutions of stochastic Burgers equations with $L^2[0,1]$-noise and stochastic Burgers integral equations on infinite horizon
|
|
|
|
|
7515
|
The size of random fragmentation trees
|
|
|
|
|
7516
|
A law of large numbers for finite-range dependent random matrices
|
|
|
|
|
7517
|
Classes of Skorokhod Embeddings for the Simple Symmetric Random Walk
|
|
|
|
|
7518
|
Interpolation of Random Hyperplanes
|
|
|
|
|
7519
|
Asymptotics for rooted planar maps and scaling limits of two-type spatial trees
|
|
|
|
|
7520
|
Statistical aspects of the fractional stochastic calculus
|
|
|
|
|
7521
|
Occupation time limits of inhomogeneous Poisson systems of independent particles
|
|
|
|
|
7522
|
Existence of martingale and stationary suitable weak solutions for a stochastic Navier-Stokes system
|
|
|
|
|
7523
|
Regularity of transition semigroups associated to a 3D stochastic Navier-Stokes equation
|
|
|
|
|
7524
|
On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
|
|
|
|
|
7525
|
On the Markov property of strong solutions to SDE with generalized coefficients
|
|
|
|
|
7526
|
A special set of exceptional times for dynamical random walk on $\Z^2$
|
|
|
|
|
7527
|
Renormalization and convergence in law for the derivative of intersection local time in R^2
|
|
|
|
|
7528
|
Chaotic temperature dependence at zero temperature
|
|
|
|
|
7529
|
Sharp probability estimates for generalized Smirnov statistics
|
|
|
|
|
7530
|
The Exact Value for European Options on a Stock Paying a Discrete Dividend
|
|
|
|
|
7531
|
Lower bounds for tails of sums of independent symmetric random variables
|
|
|
|
|
7532
|
A formula of total probability with interference term and the Hilbert space representation of the contextual Kolmogorovian model
|
|
|
|
|
7533
|
Vertex Degree of Random Geometric Graph on Exponentially Distributed Points
|
|
|
|
|
7534
|
On random Cameo graphs with independent edges Part I: path connectivity and essential diameter
|
|
|
|
|
7535
|
A Markov chain on permutations which projects to the PASEP
|
|
|
|
|
7536
|
Estimating heavy-tail exponents through max self-similarity
|
|
|
|
|
7537
|
Adaptive Weak Approximation of Diffusions with Jumps
|
|
|
|
|
7538
|
Analysis of top-swap shuffling for genome rearrangements
|
|
|
|
|
7539
|
Exploration trees and conformal loop ensembles
|
|
|
|
|
7540
|
Asymptotic density in quasi-logarithmic additive number systems
|
|
|
|
|
7541
|
Approximation by the Dickman distribution and quasi-logarithmic combinatorial structures
|
|
|
|
|
7542
|
The small-time behaviour of diffusion and time-changed diffusion processes on the line
|
|
|
|
|
7543
|
A Tanaka formula for the derivative of intersection local time in $\reals^1$
|
|
|
|
|
7544
|
The emergence of the deterministic Hodgkin--Huxley equations as a limit from the underlying stochastic ion-channel mechanism
|
|
|
|
|
7545
|
The Choquet-Deny equation in a Banach space
|
|
|
|
|
7546
|
Conley index for random dynamical systems
|
|
|
|
|
7547
|
On Uniformly Subelliptic Operators and Stochastic Area
|
|
|
|
|
7548
|
Stochastic Lagrangian Transport and Generalized Relative Entropies
|
|
|
|
|
7549
|
Counting Knight's Tours through the Randomized Warnsdorff Rule
|
|
|
|
|
7550
|
Complex determinantal processes and H1 noise
|
|
|
|
|
7551
|
The Burkholder-Davis-Gundy Inequality for Enhanced Martingales
|
|
|
|
|
7552
|
Quantum stochastic convolution cocycles
|
|
|
|
|
7553
|
Number variance of random zeros on complex manifolds
|
|
|
|
|
7554
|
Moments of characteristic polynomials for compact symmetric spaces and Jack polynomials
|
|
|
|
|
7555
|
Tail estimates for sums of variables sampled from a random walk
|
|
|
|
|
7556
|
Limiting Laws of Linear Eigenvalue Statistics for Unitary Invariant Matrix Models
|
|
|
|
|
7557
|
Entropy method for the left tail
|
|
|
|
|
7558
|
Logarithmic speeds for one-dimensional perturbed random walk in random environment
|
|
|
|
|
7559
|
Modified log-Sobolev inequalities and isoperimetry
|
|
|
|
|
7560
|
Random walk in random environment with asymptotically zero perturbation
|
|
|
|
|
7561
|
Tightness for the interfaces of one-dimensional voter models
|
|
|
|
|
7562
|
Characterization of LIL behavior in Banach space
|
|
|
|
|
7563
|
Capacitive flows on a 2D random net
|
|
|
|
|
7564
|
First-passage competition with different speeds: positive density for both species is impossible
|
|
|
|
|
7565
|
Fluctuation properties of the TASEP with periodic initial configuration
|
|
|
|
|
7566
|
Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models
|
|
|
|
|
7567
|
The Problem of Small Unilateral Deviations: the Existence of Decay Exponents
|
|
|
|
|
7568
|
Central Limit Theorems for Non-Invertible Measure Preserving Maps
|
|
|
|
|
7569
|
Smile Asymptotics II: Models with Known Moment Generating Function
|
|
|
|
|
7570
|
Loop statistics in the toroidal honeycomb dimer model
|
|
|
|
|
7571
|
Sub-Gaussian short time asymptotics for measure metric Dirichlet spaces
|
|
|
|
|
7572
|
Random walk on graphs with regular resistance and volume growth
|
|
|
|
|
7573
|
Constrained exchangeable partitions
|
|
|
|
|
7574
|
Conformal Random Geometry
|
|
|
|
|
7575
|
Propagation Time in Stochastic Communication Networks
|
|
|
|
|
7576
|
Complete localisation in the parabolic Anderson model with Pareto-distributed potential
|
|
|
|
|
7577
|
Growth and roughness of the interface for ballistic deposition
|
|
|
|
|
7578
|
Time change approach to generalized excursion measures, and its application to limit theorems
|
|
|
|
|
7579
|
Measure Concentration of Markov Tree Processes
|
|
|
|
|
7580
|
An intrinsic metric for power spectral density functions
|
|
|
|
|
7581
|
Asymptotic behavior of a generalized TCP congestion avoidance algorithm
|
|
|
|
|
7582
|
On Products of Random Matrices and certain Hecke Algebras associated with Groups of $2\times 2$ Matrices
|
|
|
|
|
7583
|
Exact connections between current fluctuations and the second class particle in a class of deposition models
|
|
|
|
|
7584
|
Boundary Partitions in Trees and Dimers
|
|
|
|
|
7585
|
Localized large sums of random variables
|
|
|
|
|
7586
|
Mixed powers of generating functions
|
|
|
|
|
7587
|
Incubation periods under various anti-retroviral therapies in homogeneous mixing and age-structured dynamical models: A theoretical approach
|
|
|
|
|
7588
|
Variational inequalities in Hilbert spaces with measures and optimal stopping problems
|
|
|
|
|
7589
|
Order of current variance and diffusivity in the asymmetric simple exclusion process
|
|
|
|
|
7590
|
A note of spaces of test and generalized functions of Poisson white noise
|
|
|
|
|
7591
|
Functional spaces and operators connected with some L\'evy noises
|
|
|
|
|
7592
|
Levy Processes, Generators
|
|
|
|
|
7593
|
Mott law as upper bound for a random walk in a random environment
|
|
|
|
|
7594
|
Analysis and geometry on $R_+$-marked configuration spaces
|
|
|
|
|
7595
|
On a spectral representation for correlation measures in configuration space analysis
|
|
|
|
|
7596
|
Analysis and geometry on marked configuration spaces
|
|
|
|
|
7597
|
Operators of Gamma white noise analysis
|
|
|
|
|
7598
|
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
|
|
|
|
|
7599
|
Coincidence of Lyapunov exponents for random walks in weak random potentials
|
|
|
|
|
7600
|
Image of the spectral measure of a Jacobi field and the corresponding operators
|
|
|
|
|
7601
|
Multiagent models in time-varying and random environment
|
|
|
|
|
7602
|
De Rham cohomology of configuration spaces with Poisson measure
|
|
|
|
|
7603
|
Laplace operators and diffusions in tangent bundles over Poisson spaces
|
|
|
|
|
7604
|
Laplace operators on differential forms over configuration spaces
|
|
|
|
|
7605
|
Equivalence of ensembles for two-species zero-range invariant measures
|
|
|
|
|
7606
|
Upcrossing inequalities for stationary sequences and applications
|
|
|
|
|
7607
|
On processes which cannot be distinguished by finitary observation
|
|
|
|
|
7608
|
Dynamics & Stochastics: Festschrift in honor of M. S. Keane
|
|
|
|
|
7609
|
Coverage of space in Boolean models
|
|
|
|
|
7610
|
Decompositions of the free additive convolution
|
|
|
|
|
7611
|
Branching random walk with exponentially decreasing steps, and stochastically self-similar measures
|
|
|
|
|
7612
|
A functional central limit theorem for the M/GI/$\infty$ queue
|
|
|
|
|
7613
|
Heavy tail properties of stationary solutions of multidimensional stochastic recursions
|
|
|
|
|
7614
|
Markovianity in space and time
|
|
|
|
|
7615
|
Strong invariance principle for dependent random fields
|
|
|
|
|
7616
|
Inverting Random Functions III: Discrete MLE Revisited
|
|
|
|
|
7617
|
Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line
|
|
|
|
|
7618
|
On random walks in random scenery
|
|
|
|
|
7619
|
Recurrence of cocycles and stationary random walks
|
|
|
|
|
7620
|
Weak stability and generalized weak convolution for random vectors and stochastic processes
|
|
|
|
|
7621
|
Linearly edge-reinforced random walks
|
|
|
|
|
7622
|
Random walk in random scenery: A survey of some recent results
|
|
|
|
|
7623
|
Proof of a conjecture of N. Konno for the 1D contact process
|
|
|
|
|
7624
|
Invariance principles for fractionally integrated nonlinear processes
|
|
|
|
|
7625
|
A note on percolation in cocycle measures
|
|
|
|
|
7626
|
On the asymptotic behaviour of random recursive trees in random environment
|
|
|
|
|
7627
|
Chen series and Atiyah-Singer index theorem
|
|
|
|
|
7628
|
Asymptotics of unitary and othogonal matrix integrals
|
|
|
|
|
7629
|
High order expansion of matrix models and enumeration of maps
|
|
|
|
|
7630
|
Random Dynamical Systems
|
|
|
|
|
7631
|
Random walk on the incipient infinite cluster for oriented percolation in high dimensions
|
|
|
|
|
7632
|
Stationary and Nonequilibrium Fluctuations in Boundary Driven Exclusion Processes
|
|
|
|
|
7633
|
Evolution of the interfaces in a two dimensional Potts model
|
|
|
|
|
7634
|
Symmetric and centered binomial approximation of sums of locally dependent random variables
|
|
|
|
|
7635
|
An impact of stochastic dynamic boundary conditions on the evolution of the Cahn-Hilliard system
|
|
|
|
|
7636
|
Invasion percolation on regular trees
|
|
|
|
|
7637
|
On two biased graph processes
|
|
|
|
|
7638
|
Damage segregation at fissioning may increase growth rates: A superprocess model
|
|
|
|
|
7639
|
On the absence of ferromagnetism in typical 2D ferromagnets
|
|
|
|
|
7640
|
Equilibrium Glauber dynamics of continuous particle systems as a scaling limit of Kawasaki dynamics
|
|
|
|
|
7641
|
Measure Concentration of Hidden Markov Processes
|
|
|
|
|
7642
|
Slow movement of random walk in random environment on a regular tree
|
|
|
|
|
7643
|
A note on the Menchov-Rademacher Inequality
|
|
|
|
|
7644
|
Eigenvalue Statistics for CMV Matrices: From Poisson to Clock via Circular Beta Ensembles
|
|
|
|
|
7645
|
Isoperimetric inequalities and mixing time for a random walk on a random point process
|
|
|
|
|
7646
|
The ODE method for stability of skip-free Markov chains with applications to MCMC
|
|
|
|
|
7647
|
Stochastic Stokes' drift of a flexible dumbbell
|
|
|
|
|
7648
|
Translated Poisson approximation using exchangeable pair couplings
|
|
|
|
|
7649
|
Mean-variance Hedging in the Discontinuous Case
|
|
|
|
|
7650
|
Large deviations bound for semiflows over a non-uniformly expanding base
|
|
|
|
|
7651
|
Tug of war with noise: a game theoretic view of the p-Laplacian
|
|
|
|
|
7652
|
Asymptotic behavior of random determinants in the Laguerre, Gram and Jacobi ensembles
|
|
|
|
|
7653
|
Some thoughts on multiparameter stochastic processes
|
|
|
|
|
7654
|
Inequalities related to the error function
|
|
|
|
|
7655
|
Stochastic Stokes' drift with inertia
|
|
|
|
|
7656
|
Some Properties of Annulus SLE
|
|
|
|
|
7657
|
$L^p$ moduli of continuity of Gaussian processes and local times of symmetric L\'\u007be\u007dvy processes
|
|
|
|
|
7658
|
The Modulo 1 Central Limit Theorem and Benford's Law for Products
|
|
|
|
|
7659
|
Asymptotic results for empirical measures of weighted sums of independent random variables
|
|
|
|
|
7660
|
On the large scale behavior of super-Brownian motion in three dimensions with a single point source
|
|
|
|
|
7661
|
Parametric estimation for the standard and geometric telegraph process observed at discrete times
|
|
|
|
|
7662
|
Central limit theorem for random partitions under the Plancherel measure
|
|
|
|
|
7663
|
Frequent points for random walks in two dimensions
|
|
|
|
|
7664
|
On characterisation of Markov processes via martingale problems
|
|
|
|
|
7665
|
Computing strategies for achieving acceptability
|
|
|
|
|
7666
|
Characterization of the optimal plans for the Monge-Kantorovich transport problem
|
|
|
|
|
7667
|
Stationary Symmetric alpha-Stable Discrete Parameter Random Fields
|
|
|
|
|
7668
|
Simple Systems with Anomalous Dissipation and Energy Cascade
|
|
|
|
|
7669
|
The topological structure of scaling limits of large planar maps
|
|
|
|
|
7670
|
Estimates and structure of $\alpha$-harmonic functions
|
|
|
|
|
7671
|
A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths
|
|
|
|
|
7672
|
Large deviation principles for empirical measures of colored random graphs
|
|
|
|
|
7673
|
Stochastic geometry of critical curves, Schramm-Loewner evolutions, and conformal field theory
|
|
|
|
|
7674
|
Fluctuations of the front in a one dimensional model of X+Y-->2X
|
|
|
|
|
7675
|
Large deviation principles for empirical measures of coloured random graphs
|
|
|
|
|
7676
|
Zeros of Random Analytic Functions
|
|
|
|
|
7677
|
Nonequilibrium density fluctuations for the zero range process with colour
|
|
|
|
|
7678
|
The moment problem with bounded density
|
|
|
|
|
7679
|
Asymptotic entropy and green speed for random walks on countable groups
|
|
|
|
|
7680
|
Coalescent tree based functional representations for some Feynman-Kac particle models
|
|
|
|
|
7681
|
Feedback stabilization for Oseen fluid equations:A stochastic approach
|
|
|
|
|
7682
|
Law of Large Numbers for products of random matrices with coefficients in the max-plus semi-ring
|
|
|
|
|
7683
|
Infinitely Many Stochastically Stable Attractors
|
|
|
|
|
7684
|
Attractors and Time Averages for Random Maps
|
|
|
|
|
7685
|
Mirror couplings and Neumann eigenfunctions
|
|
|
|
|
7686
|
Convergence rates of random walk on irreducible representations of finite groups
|
|
|
|
|
7687
|
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
|
|
|
|
|
7688
|
The Probability of Choosing Primitive Sets
|
|
|
|
|
7689
|
Non parametric threshold estimation for models with stochastic diffusion coefficients and jumps
|
|
|
|
|
7690
|
An isoperimetric inequality on the $\ell_p$ balls
|
|
|
|
|
7691
|
Invariant manifold reduction for stochastic dynamical systems
|
|
|
|
|
7692
|
Counting faces of randomly-projected polytopes when the projection radically lowers dimension
|
|
|
|
|
7693
|
Predictability of the Burgers dynamics under model uncertainty
|
|
|
|
|
7694
|
On the (ab)use of statistics in the legal case against the nurse Lucia de B
|
|
|
|
|
7695
|
Beta ensembles, stochastic Airy spectrum, and a diffusion
|
|
|
|
|
7696
|
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha-stable processes
|
|
|
|
|
7697
|
Nonintersecting Brownian excursions
|
|
|
|
|
7698
|
Probability density for a hyperbolic SPDE with time dependent coefficients
|
|
|
|
|
7699
|
Examples of Condition (T) for Diffusions in a Random Environment
|
|
|
|
|
7700
|
Monotonicity and non-monotonicity of domains of stochastic integral operators
|
|
|
|
|
7701
|
Moment estimates for L\'\u007be\u007dvy Processes
|
|
|
|
|
7702
|
The spectral dimension of generic trees
|
|
|
|
|
7703
|
Upper large deviations for the maximal flow in first passage percolation
|
|
|
|
|
7704
|
On the small maximal flows in first passage percolation
|
|
|
|
|
7705
|
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
|
|
|
|
|
7706
|
Shape of territories in some competing growth models
|
|
|
|
|
7707
|
On the Spectral Gap for Convex Domains
|
|
|
|
|
7708
|
Stochastic parameterization for large eddy simulation of geophysical flows
|
|
|
|
|
7709
|
The axiomatic melting pot. Teaching probability theory in Prague during the 1930's
|
|
|
|
|
7710
|
Time Consistent Dynamic Risk Processes, Cadlag Modification
|
|
|
|
|
7711
|
On twin primes associated with the Hawkins random sieve
|
|
|
|
|
7712
|
Dualities for Multi-State Probabilistic Cellular Automata
|
|
|
|
|
7713
|
Multiscale analysis of exit distributions for random walks in random environments
|
|
|
|
|
7714
|
The bead model and limit behaviors of dimer models
|
|
|
|
|
7715
|
The bead model & limit behaviors of dimer models
|
|
|
|
|
7716
|
Annealing diffusions in a slowly growing potential
|
|
|
|
|
7717
|
Biased random-to-top shuffling
|
|
|
|
|
7718
|
Complete corrected diffusion approximations for the maximum of a random walk
|
|
|
|
|
7719
|
Error estimates for binomial approximations of game options
|
|
|
|
|
7720
|
Central limit theorems for Poisson hyperplane tessellations
|
|
|
|
|
7721
|
Width and mode of the profile for some random trees of logarithmic height
|
|
|
|
|
7722
|
Variance-optimal hedging for processes with stationary independent increments
|
|
|
|
|
7723
|
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
|
|
|
|
|
7724
|
Continuous-time GARCH processes
|
|
|
|
|
7725
|
Percolation in a hierarchical random graph
|
|
|
|
|
7726
|
Average optimality for continuous-time Markov decision processes in polish spaces
|
|
|
|
|
7727
|
Asymptotics of solutions to semilinear stochastic wave equations
|
|
|
|
|
7728
|
Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate
|
|
|
|
|
7729
|
On the domain of attraction for the lower tail in Wicksell's corpuscle problem
|
|
|
|
|
7730
|
Tail estimates for homogenization theorems in random media
|
|
|
|
|
7731
|
Transportation Distance and the Central Limit Theorem
|
|
|
|
|
7732
|
Accuracy of state space collapse for earliest-deadline-first Queues
|
|
|
|
|
7733
|
Optimal scaling for partially updating MCMC algorithms
|
|
|
|
|
7734
|
High-frequency asymptotics for subordinated isotropic fields on an Abelian compact group
|
|
|
|
|
7735
|
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
|
|
|
|
|
7736
|
Concentration for norms of infinitely divisible vectors with independent components
|
|
|
|
|
7737
|
Median, Concentration and Fluctuation for L\'evy Processes
|
|
|
|
|
7738
|
Random Trees in Electrical Networks
|
|
|
|
|
7739
|
Concentration inequalities and asymptotic results for ratio type empirical processes
|
|
|
|
|
7740
|
Transition Semigroups of Banach Space Valued Ornstein-Uhlenbeck Processes
|
|
|
|
|
7741
|
Traces of symmetric Markov processes and their characterizations
|
|
|
|
|
7742
|
On the absolute continuity of L\'\u007be\u007dvy processes with drift
|
|
|
|
|
7743
|
Logarithmic Sobolev inequality for the inhomogeneous zero range process
|
|
|
|
|
7744
|
Eigenvalues of GUE Minors
|
|
|
|
|
7745
|
On the transience of processes defined on Galton--Watson trees
|
|
|
|
|
7746
|
Some properties for superprocess under a stochastic flow
|
|
|
|
|
7747
|
Average volume, curvatures, and Euler characteristic of random real algebraic varieties
|
|
|
|
|
7748
|
Sample Path Properties of Bifractional Brownian Motion
|
|
|
|
|
7749
|
Concentration for Infinitely Divisible Vectors with Independent Components
|
|
|
|
|
7750
|
Ends in free minimal spanning forests
|
|
|
|
|
7751
|
Asymptotic expansions for sums of block-variables under weak dependence
|
|
|
|
|
7752
|
Boundary Behavior of Harmonic Functions for Truncated Stable Processes
|
|
|
|
|
7753
|
Scaling limit for trap models on $\mathbb\u007bZ\u007d^d$
|
|
|
|
|
7754
|
Some characterizations of the spherical harmonics coefficients for isotropic random fields
|
|
|
|
|
7755
|
SLE and alpha-SLE driven by Levy processes
|
|
|
|
|
7756
|
Intrinsic Ultracontractivity for Non-symmetric Levy Processes
|
|
|
|
|
7757
|
A central limit theorem for stochastic recursive sequences of topical operators
|
|
|
|
|
7758
|
The noise in the circular law and the Gaussian free field
|
|
|
|
|
7759
|
Quasi-compactness and absolutely continuous kernels, applications to Markov chains
|
|
|
|
|
7760
|
Periodic attractors of random truncator maps
|
|
|
|
|
7761
|
Isotropic random walks on affine buildings
|
|
|
|
|
7762
|
Modeling financial assets without semimartingales
|
|
|
|
|
7763
|
Intrinsic Ultracontractivity for Levy processes
|
|
|
|
|
7764
|
A Central Limit Theorem for biased random walks on Galton-Watson trees
|
|
|
|
|
7765
|
Superprocesses with Dependent Spatial Motion and General Branching Densities
|
|
|
|
|
7766
|
Expectation, Conditional Expectation and Martingales in Local Fields
|
|
|
|
|
7767
|
Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion
|
|
|
|
|
7768
|
Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits
|
|
|
|
|
7769
|
Non-differentiable Skew Convolution Semigroups and Related Ornstein-Uhlenbeck Processes
|
|
|
|
|
7770
|
Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration
|
|
|
|
|
7771
|
Skew Convolution Semigroups and Related Immigration Processes
|
|
|
|
|
7772
|
Construction of Immigration Superprocesses with Dependent Spatial Motion from One-Dimensional Excursions
|
|
|
|
|
7773
|
Non-local Branching Superprocesses and Some Related Models
|
|
|
|
|
7774
|
Branching processes with immigration and related topics
|
|
|
|
|
7775
|
Representation of functionals of Ito processes and their first exit times
|
|
|
|
|
7776
|
Approximation of stationary processes by Hidden Markov Models
|
|
|
|
|
7777
|
Functionals of Brownian bridges arising in the current mismatch in D/A-converters
|
|
|
|
|
7778
|
Operator space embedding of Lq into Lp
|
|
|
|
|
7779
|
0--1 laws for regular conditional distributions
|
|
|
|
|
7780
|
Analysis of the Rosenblatt process
|
|
|
|
|
7781
|
Representation of functionals of Ito processes in bounded domains via parabolic Ito equations
|
|
|
|
|
7782
|
A limit theorem of discrete Galton-Watson branching processes with immigration
|
|
|
|
|
7783
|
Backward parabolic Ito equations and second fundamental inequality
|
|
|
|
|
7784
|
Comment on "Sequential Monte Carlo for Bayesian Computation" (P. Del Moral, A. Doucet, A. Jasra)
|
|
|
|
|
7785
|
Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials
|
|
|
|
|
7786
|
Construction of some Quantum Stochastic Operator Cocycles by the Semigroup Method
|
|
|
|
|
7787
|
Multivariate risks and depth-trimmed regions
|
|
|
|
|
7788
|
A Vector-Valued Almost Sure Invariance Principle for Hyperbolic Dynamical Systems
|
|
|
|
|
7789
|
Rate of Convergence of Implicit Approximations for stochastic evolution equations
|
|
|
|
|
7790
|
Spectral gap estimate for fractional Laplacian
|
|
|
|
|
7791
|
Random walks on hypergroup of conics in finite fields
|
|
|
|
|
7792
|
On the number of clusters for planar graphs
|
|
|
|
|
7793
|
Rates of convergence of a transient diffusion in a spectrally negative L\'\u007be\u007dvy potential
|
|
|
|
|
7794
|
Martin boundary of a killed random walk on a half-space
|
|
|
|
|
7795
|
Weak Convergence of Laws on R^\u007bK\u007d with Common Marginals
|
|
|
|
|
7796
|
Second Order Freeness and Fluctuations of Random Matrices, III. Higher order freeness and free cumulants
|
|
|
|
|
7797
|
Stochastic calculus of variations for general L\'evy processes and its applications to jump-type SDE's with non-degenerated drift
|
|
|
|
|
7798
|
Dimension estimates for invariant measures of contracting-on-average iterated function systems
|
|
|
|
|
7799
|
Multivariable Christoffel-Darboux Kernels and Characteristic Polynomials of Random Hermitian Matrices
|
|
|
|
|
7800
|
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
|
|
|
|
|
7801
|
A weakness in strong localization for Sinai's walk
|
|
|
|
|
7802
|
Quasi-invariant measures on the path space of a diffusion
|
|
|
|
|
7803
|
Globally centered discrete snakes
|
|
|
|
|
7804
|
Genealogy of catalytic branching models
|
|
|
|
|
7805
|
Dynamical models for circle covering: Brownian motion and Poisson updating
|
|
|
|
|
7806
|
A Discrete It\^o Calculus Approach to He's Framework for Multi-Factor Discrete Markets
|
|
|
|
|
7807
|
On the free energy of a directed polymer in a Brownian environment
|
|
|
|
|
7808
|
Significant edges in the case of a non-stationary Gaussian noise
|
|
|
|
|
7809
|
Free Jacobi Process
|
|
|
|
|
7810
|
Flow properties of differential equations driven by fractional Brownian motion
|
|
|
|
|
7811
|
Truels, or the survival of the weakest
|
|
|
|
|
7812
|
Identification d'un processus autor\'\u007be\u007dgressif gaussien stable par la m\'\u007be\u007dthode de moyennisation logarithmique
|
|
|
|
|
7813
|
Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor
|
|
|
|
|
7814
|
Stable semigroups on homogeneous trees and hyperbolic spaces
|
|
|
|
|
7815
|
Student's t-test without symmetry conditions
|
|
|
|
|
7816
|
Sharp edge, vertex, and mixed Cheeger type inequalities for finite Markov kernels
|
|
|
|
|
7817
|
Numerical study of the directed polymer in a 1+3 dimensional random medium
|
|
|
|
|
7818
|
Parameter-based Fisher's information of orthogonal polynomials
|
|
|
|
|
7819
|
A discrete invitation to quantum filtering and feedback control
|
|
|
|
|
7820
|
Some properties of exponential integrals of L\'evy processes and examples
|
|
|
|
|
7821
|
Projection formulas for orthogonal polynomials
|
|
|
|
|
7822
|
Hitting times for Gaussian processes
|
|
|
|
|
7823
|
Gaussian marginals of convex bodies with symmetries
|
|
|
|
|
7824
|
The Poisson boundary of lamplighter random walks on trees
|
|
|
|
|
7825
|
Recurrence and Transience for Branching Random Walks in an iid Random Environment
|
|
|
|
|
7826
|
Wiener integrals, Malliavin calculus and covariance measure structure
|
|
|
|
|
7827
|
The knee-jerk mapping
|
|
|
|
|
7828
|
Symmetric $(q,\alpha)$-Stable Distributions. Part II: Second Representation
|
|
|
|
|
7829
|
Symmetric $(q,\alpha)$-Stable Distributions. Part I: First Representation
|
|
|
|
|
7830
|
Shuffling cards for blackjack, bridge, and other card games
|
|
|
|
|
7831
|
Sieving and the Erd\u007b\H o\u007ds-Kac theorem
|
|
|
|
|
7832
|
Long-time behavior of stochastic model with multi-particle synchronization
|
|
|
|
|
7833
|
Optimal control for rough differential equations
|
|
|
|
|
7834
|
Simple Transient Random Walks in One-dimensional Random Environment: the Central Limit Theorem
|
|
|
|
|
7835
|
Singular probability distributions and fractal properties of sets of real numbers defined by the asymptotic frequencies of their s-adic digits
|
|
|
|
|
7836
|
The Ostrogradsky series and related probability measures
|
|
|
|
|
7837
|
Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
|
|
|
|
|
7838
|
Zeros of random polynomials on C^m
|
|
|
|
|
7839
|
Digital search trees and chaos game representation
|
|
|
|
|
7840
|
Asymptotic behaviour of the simple random walk on the 2-comb
|
|
|
|
|
7841
|
On the Brownian meander and excursion conditioned to have a fixed time average
|
|
|
|
|
7842
|
On the Average Number of Sharp Crossings of Certain Gaussian Random Polynomials
|
|
|
|
|
7843
|
Quasi stationary distributions and Fleming-Viot processes in countable spaces
|
|
|
|
|
7844
|
A version of H\"ormander's theorem for the fractional Brownian motion
|
|
|
|
|
7845
|
Intermittency on catalysts: symmetric exclusion
|
|
|
|
|
7846
|
Monotonicity, asymptotic normality and vertex degrees in random graphs
|
|
|
|
|
7847
|
On the maximum queue length in the supermarket model
|
|
|
|
|
7848
|
Dynamical stability of percolation for some interacting particle systems and $\epsilon$-movability
|
|
|
|
|
7849
|
The size of components in continuum nearest-neighbor graphs
|
|
|
|
|
7850
|
Optimal Data-Based Binning for Histograms
|
|
|
|
|
7851
|
Modelling Derivatives Pricing Mechanisms with Their Generating Functions
|
|
|
|
|
7852
|
Spatial birth and death processes as solutions of stochastic equations
|
|
|
|
|
7853
|
Large deviations for sums defined on a Galton-Watson process
|
|
|
|
|
7854
|
The largest eigenvalue of rank one deformation of large Wigner matrices
|
|
|
|
|
7855
|
Partition function of periodic isoradial dimer models
|
|
|
|
|
7856
|
On dual processes of non-symmetric diffusions with measure-valued drifts
|
|
|
|
|
7857
|
Estimates on Green functions and Schrodinger-type equations for non-symmetric diffusions with measure-valued drifts
|
|
|
|
|
7858
|
On Taylor dispersion in oscillatory channel flows
|
|
|
|
|
7859
|
Exponential Approximation by Stein's Method and Spectral Graph Theory
|
|
|
|
|
7860
|
Random polymers and delocalization transitions
|
|
|
|
|
7861
|
Phase transitions in a piecewise expanding coupled map lattice with linear nearest neighbour coupling
|
|
|
|
|
7862
|
On classes of non-Gaussian asymptotic minimizers in entropic uncertainty principles
|
|
|
|
|
7863
|
Potential Theory of Truncated Stable Processes
|
|
|
|
|
7864
|
Zero-one laws for binary random fields
|
|
|
|
|
7865
|
On Stable Pareto Laws in a Hierarchical Model of Economy
|
|
|
|
|
7866
|
An algebraic approach to Polya processes
|
|
|
|
|
7867
|
Random real trees
|
|
|
|
|
7868
|
Large deviations for weighted empirical mean with outliers
|
|
|
|
|
7869
|
Stability of processor sharing networks with simultaneous resource requirements
|
|
|
|
|
7870
|
On the Likelihood of Comparability in Bruhat Order
|
|
|
|
|
7871
|
On the occupation measure of super-Brownian motion
|
|
|
|
|
7872
|
About the proof of the so called exact classical confidence intervals. Where is the trick?
|
|
|
|
|
7873
|
Generalized 3G theorem and application to relativistic stable process on non-smooth open sets
|
|
|
|
|
7874
|
Universality for the distance in finite variance random graphs: Extended version
|
|
|
|
|
7875
|
Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of L\'evy processes
|
|
|
|
|
7876
|
Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space
|
|
|
|
|
7877
|
Imbalance attractors for a strategic model of market microstructure
|
|
|
|
|
7878
|
Small Deviations of Gaussian Random Fields in $L_q$--Spaces
|
|
|
|
|
7879
|
Resampling from the past to improve on MCMC algorithms
|
|
|
|
|
7880
|
Hybrid dynamics for currency modeling
|
|
|
|
|
7881
|
Decay Properties of the Connectivity for Mixed Long Range Percolation Models on $\Z^d$
|
|
|
|
|
7882
|
Poisson limits for empirical point processes
|
|
|
|
|
7883
|
An explicit bound on the Logarithmic Sobolev constant of weakly dependent random variables
|
|
|
|
|
7884
|
Poisson approximations for the Ising model
|
|
|
|
|
7885
|
Estimates of Green Function for some perturbations of fractional Laplacian
|
|
|
|
|
7886
|
Weak approximation of stochastic differential equations and application to derivative pricing
|
|
|
|
|
7887
|
The Freidlin-Wentzell LDP with rapidly growing coefficients
|
|
|
|
|
7888
|
Contour lines of the two-dimensional discrete Gaussian free field
|
|
|
|
|
7889
|
Toward the best constant factor for the Rademacher-Gaussian tail comparison
|
|
|
|
|
7890
|
How T-cells use large deviations to recognize foreign antigens
|
|
|
|
|
7891
|
A limit theorem for the maximal interpoint distance of a random sample in the unit ball
|
|
|
|
|
7892
|
Multiserver queueing systems with retrials and losses
|
|
|
|
|
7893
|
$t^\u007b1/3\u007d$ Superdiffusivity of Finite-Range Asymmetric Exclusion Processes on $\mathbb Z$
|
|
|
|
|
7894
|
The Multiparameter Fractional Brownian Motion
|
|
|
|
|
7895
|
On the behavior of random walk around heavy points
|
|
|
|
|
7896
|
Behavior of a second class particle in Hammersley's process
|
|
|
|
|
7897
|
Random matrix central limit theorems for nonintersecting random walks
|
|
|
|
|
7898
|
The configurational measure on mutually avoiding SLE paths
|
|
|
|
|
7899
|
Loop-free Markov chains as determinantal point processes
|
|
|
|
|
7900
|
Anchored Critical Percolation Clusters and 2-D Electrostatics
|
|
|
|
|
7901
|
Expected Number of Local Maxima of Some Gaussian Random Polynomials
|
|
|
|
|
7902
|
Ito maps and analysis on path spaces
|
|
|
|
|
7903
|
Compressing redundant information in Markov chains
|
|
|
|
|
7904
|
Coherent measurement of factor risks
|
|
|
|
|
7905
|
Sur le nombre de points visit\'\u007be\u007ds par une marche al\'\u007be\u007datoire sur un amas infini de percolation
|
|
|
|
|
7906
|
Optimal stopping of Hunt and L\'evy processes
|
|
|
|
|
7907
|
Large deviations and a Kramers' type law for self-stabilizing diffusions
|
|
|
|
|
7908
|
Equilibrium with coherent risk
|
|
|
|
|
7909
|
On the range of the simple random walk bridge on groups
|
|
|
|
|
7910
|
Pricing with coherent risk
|
|
|
|
|
7911
|
CAPM, rewards, and empirical asset pricing with coherent risk
|
|
|
|
|
7912
|
Pricing and hedging in incomplete markets with coherent risk
|
|
|
|
|
7913
|
Two-Dimensional Critical Percolation: The Full Scaling Limit
|
|
|
|
|
7914
|
The Heckman-Opdam Markov processes
|
|
|
|
|
7915
|
A Central Limit Theorem for Convex Sets
|
|
|
|
|
7916
|
Operators associated with the soft and hard spectral edges of unitary ensembles
|
|
|
|
|
7917
|
Generalization of the Borel-Cantelli Lemma
|
|
|
|
|
7918
|
Tug-of-war and the infinity Laplacian
|
|
|
|
|
7919
|
A Delayed Black and Scholes Formula II
|
|
|
|
|
7920
|
Estimation in spin glasses: A first step
|
|
|
|
|
7921
|
A Delayed Black and Scholes Formula I
|
|
|
|
|
7922
|
On Gaussian Marginals of Uniformly Convex Bodies
|
|
|
|
|
7923
|
Criticality of the Exponential Rate of Decay for the Largest Nearest Neighbor Link in Random Geometric Graph
|
|
|
|
|
7924
|
Epidemic branching processes with and without vaccination
|
|
|
|
|
7925
|
An Implicit Euler Scheme with Non-uniform Time Discretization for Heat Equations with Multiplicative Noise
|
|
|
|
|
7926
|
On the topological Properties of the One Dimensional Exponential Random Geometric Graph
|
|
|
|
|
7927
|
A Strong Law for the Largest Nearest-Neighbor Link on Normally Distributed Points
|
|
|
|
|
7928
|
On Continuity Properties of the Law of Integrals of L\'\u007be\u007dvy Processes
|
|
|
|
|
7929
|
Proliferation Model Dependence in Fluctuation Analysis: The Neutral Case
|
|
|
|
|
7930
|
Limit theorems for random point measures generated by cooperative sequential adsorption
|
|
|
|
|
7931
|
Stable convergence of multiple Wiener-It\^\u007bo\u007d integrals
|
|
|
|
|
7932
|
Stable convergence of generalized stochastic integrals and the principle of conditioning: L^2 theory
|
|
|
|
|
7933
|
Ranked Fragmentations
|
|
|
|
|
7934
|
Wrapping Brownian motion and heat kernels on compact Lie groups
|
|
|
|
|
7935
|
Portmanteau theorem for unbounded measures
|
|
|
|
|
7936
|
Moments of minors of Wishart matrices
|
|
|
|
|
7937
|
Critical Percolation Exploration Path and SLE(6): a Proof of Convergence
|
|
|
|
|
7938
|
On the rate of convergence of a regular martingale related to the branching random walk
|
|
|
|
|
7939
|
Regular variation in the branching random walk
|
|
|
|
|
7940
|
Asymptotic properties of realized power variations and related functionals of semimartingales
|
|
|
|
|
7941
|
The geometry of Brownian surfaces
|
|
|
|
|
7942
|
A Short Note on Stationary Distributions of Unichain Markov Decision Processes
|
|
|
|
|
7943
|
Critical properties and finite--size estimates for the depinning transition of directed random polymers
|
|
|
|
|
7944
|
Infinite volume limits of polymer chains with periodic charges
|
|
|
|
|
7945
|
Numerical Homogenization of the Acoustic Wave Equations with a Continuum of Scales
|
|
|
|
|
7946
|
Local limit theorems for finite and infinite urn models
|
|
|
|
|
7947
|
Asymptotic expansions for distributions of compound sums of light subexponential random variables
|
|
|
|
|
7948
|
Local Time in Parisian Walkways
|
|
|
|
|
7949
|
Some results for poisoning in a catalytic model
|
|
|
|
|
7950
|
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
|
|
|
|
|
7951
|
Network Delay Inference from Additive Metrics
|
|
|
|
|
7952
|
Eigenvalues of non-reversible Markov chains: their connection to mixing times
|
|
|
|
|
7953
|
Two-Dimensional Scaling Limits via Marked Nonsimple Loops
|
|
|
|
|
7954
|
Stein's method for concentration inequalities
|
|
|
|
|
7955
|
Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models
|
|
|
|
|
7956
|
A local limit theorem with speed of convergence for Euclidean algorithms and diophantine costs
|
|
|
|
|
7957
|
Verification Theorems for Stochastic Optimal Control Problems via a Time Dependent Fukushima - Dirichlet Decomposition
|
|
|
|
|
7958
|
Weak Dirichlet processes with a stochastic control perspective
|
|
|
|
|
7959
|
Duals and thinnings of some relatives of the contact process
|
|
|
|
|
7960
|
A mean-field analysis of community structure in social and kin networks
|
|
|
|
|
7961
|
The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
|
|
|
|
|
7962
|
Stochastic derivatives for fractional diffusions
|
|
|
|
|
7963
|
Time-Changed Bessel Processes and Credit Risk
|
|
|
|
|
7964
|
Localizing Volatilities
|
|
|
|
|
7965
|
Getting real with real options
|
|
|
|
|
7966
|
Model robustness of finite state nonlinear filtering over the infinite time horizon
|
|
|
|
|
7967
|
Moderate deviations for random walk in random scenery
|
|
|
|
|
7968
|
Spatial Neutral to the Right Species Sampling Mixture Models
|
|
|
|
|
7969
|
The 1-d stochastic wave equation driven by a fractional Brownian motion
|
|
|
|
|
7970
|
R-local Delaunay inhibition model
|
|
|
|
|
7971
|
The LIL for canonical $U$-statistics
|
|
|
|
|
7972
|
On the connectivity of the Poisson process on fractals
|
|
|
|
|
7973
|
The moment problem on the Wiener space
|
|
|
|
|
7974
|
Processor Sharing Queues with Impatience
|
|
|
|
|
7975
|
Attracting edge and strongly edge reinforced walks
|
|
|
|
|
7976
|
Heuristics for The Whitehead Minimization Problem
|
|
|
|
|
7977
|
Two non-regular extensions of large deviation bound
|
|
|
|
|
7978
|
Non-equilibrium theory of the allele frequency spectrum
|
|
|
|
|
7979
|
The effective bandwidth problem revisited
|
|
|
|
|
7980
|
Heavy tails in last-passage percolation
|
|
|
|
|
7981
|
Limiting behavior of the distance of a random walk
|
|
|
|
|
7982
|
Semi-Selfdecomposable Laws in the Minimum Scheme
|
|
|
|
|
7983
|
A Family of non-Gaussian Martingales with Gaussian Marginals
|
|
|
|
|
7984
|
Stochastic equations with time-dependent drift driven by Levy processes
|
|
|
|
|
7985
|
Maximum principle for SPDEs and its applications
|
|
|
|
|
7986
|
Laws and Likelihoods for Ornstein Uhlenbeck-Gamma and other BNS OU Stochastic Volatilty models with extensions
|
|
|
|
|
7987
|
The coding of compact real trees by real valued functions
|
|
|
|
|
7988
|
On the future infimum of positive self-similar Markov processes
|
|
|
|
|
7989
|
On the overlap in the multiple spherical SK models
|
|
|
|
|
7990
|
When the law of large numbers fails for increasing subsequences of random permutations
|
|
|
|
|
7991
|
A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
|
|
|
|
|
7992
|
Cavity method in the spherical Sherrington-Kirkpatrick model
|
|
|
|
|
7993
|
The maximum of the local time of a diffusion process in a drifted Brownian potential
|
|
|
|
|
7994
|
Invasion and adaptive evolution for individual-based spatially structured populations
|
|
|
|
|
7995
|
Behavior of the Euler scheme with decreasing step in a degenerate situation
|
|
|
|
|
7996
|
Processes with inert drift
|
|
|
|
|
7997
|
Exchangeable partitions derived from Markovian coalescents
|
|
|
|
|
7998
|
Large deviations for many Brownian bridges with symmetrised initial-terminal condition
|
|
|
|
|
7999
|
The zeros of Gaussian random holomorphic functions on $\C^n$, and hole probability
|
|
|
|
|
8000
|
On the asymptotic distribution of certain bivariate reinsurance treaties
|
|
|
|
|
8001
|
Stationarity of pure delay systems and queues with impatient customers via stochastic recursions
|
|
|
|
|
8002
|
Correction. Connect The Dots: How Many Random Points Can A Regular Curve Pass Through?
|
|
|
|
|
8003
|
Ergodic theory for SDEs with extrinsic memory
|
|
|
|
|
8004
|
Quenched nonequilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder
|
|
|
|
|
8005
|
The Metastability Threshold for Modified Bootstrap Percolation in d Dimensions
|
|
|
|
|
8006
|
Lifetime asymptotics of iterated Brownian motion in R^\u007bn\u007d
|
|
|
|
|
8007
|
Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE and LUE
|
|
|
|
|
8008
|
Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter less than 1/2
|
|
|
|
|
8009
|
Log-concavity and the maximum entropy property of the Poisson distribution
|
|
|
|
|
8010
|
Conditioned stable L\'\u007be\u007dvy processes and Lamperti representation
|
|
|
|
|
8011
|
Scattering length for stable processes
|
|
|
|
|
8012
|
Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games
|
|
|
|
|
8013
|
On the number of circuits in random graphs
|
|
|
|
|
8014
|
On Raw Coding of Chaotic Dynamics
|
|
|
|
|
8015
|
A Geometrical Structure for an Infinite Oriented Cluster and its Uniqueness
|
|
|
|
|
8016
|
Ultrametric random field
|
|
|
|
|
8017
|
Limit theory for the random on-line nearest-neighbour graph
|
|
|
|
|
8018
|
Explicit laws of large numbers for random nearest-neighbour type graphs
|
|
|
|
|
8019
|
A generalization of the central limit theorem consistent with nonextensive statistical mechanics
|
|
|
|
|
8020
|
A new random mapping model
|
|
|
|
|
8021
|
Probabilistic approach for granular media equations in the non uniformly convex case
|
|
|
|
|
8022
|
Hedging discontinuous stochastic volatility models
|
|
|
|
|
8023
|
Application of Random Matrix Theory to Multivariate Statistics
|
|
|
|
|
8024
|
A shorter proof of Kanter's Bessel function concentration bound
|
|
|
|
|
8025
|
Theorems Limit With Weight For The Vectorial Martingales To Continuous Time
|
|
|
|
|
8026
|
Convergence of approximations of monotone gradient systems
|
|
|
|
|
8027
|
Statistical properties of topological Collet-Eckmann maps
|
|
|
|
|
8028
|
On the Inference of Spatial Continuity using Spartan Random Field Models
|
|
|
|
|
8029
|
Convex geometry of max-stable distributions
|
|
|
|
|
8030
|
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
|
|
|
|
|
8031
|
Superdiffusive behavior for a Brownian polymer in a Gaussian medium
|
|
|
|
|
8032
|
Transient random walks on a strip in a random environment
|
|
|
|
|
8033
|
Process level moderate deviations for stabilizing functionals
|
|
|
|
|
8034
|
Weak disorder for low dimensional polymers: The model of stable laws
|
|
|
|
|
8035
|
Weak survival for branching random walks on graphs
|
|
|
|
|
8036
|
Large Deviations for Past-Dependent Recursions
|
|
|
|
|
8037
|
Testing statistical hypothesis on random trees and applications to the protein classification problem
|
|
|
|
|
8038
|
A subdiffusive behaviour of recurrent random walk in random environment on a regular tree
|
|
|
|
|
8039
|
On the collision between two PNG droplets
|
|
|
|
|
8040
|
Some strong limit theorems for the largest entries of sample correlation matrices
|
|
|
|
|
8041
|
Individual versus cluster recoveries within a spatially structured population
|
|
|
|
|
8042
|
Large deviation asymptotics and control variates for simulating large functions
|
|
|
|
|
8043
|
Mean field convergence of a model of multiple TCP connections through a buffer implementing RED
|
|
|
|
|
8044
|
Right-Permutative Cellular Automata on Topological Markov Chains
|
|
|
|
|
8045
|
Second class particles and cube root asymptotics for Hammersley's process
|
|
|
|
|
8046
|
Stochastic spatial models of host-pathogen and host-mutualist interactions I
|
|
|
|
|
8047
|
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions
|
|
|
|
|
8048
|
Asymptotic theorems of sequential estimation-adjusted urn models
|
|
|
|
|
8049
|
State Dependent Utility
|
|
|
|
|
8050
|
Dynamics of trap models
|
|
|
|
|
8051
|
The arcsine law as a universal aging scheme for trap models
|
|
|
|
|
8052
|
A zero-one law for first-order logic on random images
|
|
|
|
|
8053
|
Pattern densities in fluid dimer models
|
|
|
|
|
8054
|
Discrete It\^o Formulas and Their Applications to Stochastic Numerics
|
|
|
|
|
8055
|
Universality for mathematical and physical systems
|
|
|
|
|
8056
|
Probabilistic Gene Regulatory Networks, isomorphisms of Markov Chains
|
|
|
|
|
8057
|
Special homomorphisms between Probabilistic Gene Regulatory Networks
|
|
|
|
|
8058
|
On finite-dimensional projections of distributions for solutions of randomly forced PDE's
|
|
|
|
|
8059
|
Cube root fluctuations for the corner growth model associated to the exclusion process
|
|
|
|
|
8060
|
Induced gelation in a two-site spatial coagulation model
|
|
|
|
|
8061
|
Simulation of Discrete Systems using Probabilistic Sequential Systems
|
|
|
|
|
8062
|
Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time
|
|
|
|
|
8063
|
Passage of L\'evy Processes across Power Law Boundaries at Small Times
|
|
|
|
|
8064
|
Convergence rates for density estimators of weakly dependent time series
|
|
|
|
|
8065
|
A forward--backward stochastic algorithm for quasi-linear PDEs
|
|
|
|
|
8066
|
An invariance principle for weakly dependent stationary general models
|
|
|
|
|
8067
|
On the Critical Behavior at the Lower Phase Transition of the Contact Process
|
|
|
|
|
8068
|
Continuity for self-destructive percolation in the plane
|
|
|
|
|
8069
|
Stochastic Dynamics of Discrete Curves and Exclusion Processes. Part 1: Hydrodynamic Limit of the ASEP System
|
|
|
|
|
8070
|
Overshoots and undershoots of L\'\u007be\u007dvy processes
|
|
|
|
|
8071
|
Analysis of top to bottom-$k$ shuffles
|
|
|
|
|
8072
|
The maximum of a random walk reflected at a general barrier
|
|
|
|
|
8073
|
A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
|
|
|
|
|
8074
|
Strong localization and macroscopic atoms for directed polymers
|
|
|
|
|
8075
|
Elements of Stochastic Calculus via Regularisation
|
|
|
|
|
8076
|
On a nonhierarchical version of the generalized random energy model
|
|
|
|
|
8077
|
Self-similarity and fractional Brownian motions on Lie groups
|
|
|
|
|
8078
|
K-processes, scaling limit and aging for the REM-like trap model
|
|
|
|
|
8079
|
Fragmentation at height associated to L\'\u007be\u007dvy processes
|
|
|
|
|
8080
|
Asymptotics for the small fragments of the fragmentation at nodes
|
|
|
|
|
8081
|
Game-theoretic versions of strong law of large numbers for unbounded variables
|
|
|
|
|
8082
|
On the 2D Ising Wulff crystal near criticality
|
|
|
|
|
8083
|
Joint Singular Value Distribution of Two Correlated Rectangular Gaussian Matrices and Its Application
|
|
|
|
|
8084
|
Large deviations and laws of the iterated logarithm for the local times of additive stable processes
|
|
|
|
|
8085
|
2-fold and 3-fold mixing: why 3-dot-type counterexamples are impossible in one dimension
|
|
|
|
|
8086
|
A diluted version of the perceptron model
|
|
|
|
|
8087
|
Weak Disorder in Fibonacci Sequences
|
|
|
|
|
8088
|
Translation-invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom
|
|
|
|
|
8089
|
Regular Variation and Smile Asymptotics
|
|
|
|
|
8090
|
Threshold $theta geq 2$ contact processes on homogeneous trees
|
|
|
|
|
8091
|
Stochastic equation on compact groups in discrete negative time
|
|
|
|
|
8092
|
The Lebesgue decomposition of the free additive convolution of two probability distributions
|
|
|
|
|
8093
|
Freezing transition of the directed polymer in a $1+d$ random medium : location of the critical temperature and unusual critical properties
|
|
|
|
|
8094
|
Multicritical continuous random trees
|
|
|
|
|
8095
|
Design Flaws in the Implementation of the Ziggurat and Monty Python methods (and some remarks on Matlab randn)
|
|
|
|
|
8096
|
Processes on Unimodular Random Networks
|
|
|
|
|
8097
|
Recurrence of random walk traces
|
|
|
|
|
8098
|
The time evolution of permutations under random stirring
|
|
|
|
|
8099
|
On decomposing risk in a financial-intermediate market and reserving
|
|
|
|
|
8100
|
Rigorous Inequalities between Length and Time Scales in Glassy Systems
|
|
|
|
|
8101
|
Bessel convolutions on matrix cones: Algebraic properties and random walks
|
|
|
|
|
8102
|
On inequalities for sums of bounded random variables
|
|
|
|
|
8103
|
Moderate deviations for some point measures in geometric probability
|
|
|
|
|
8104
|
Deviation bounds for additive functionals of Markov process
|
|
|
|
|
8105
|
Correction. Improper regular conditional distributions
|
|
|
|
|
8106
|
Correction. Central limit theorems for additive functionals of the simple exclusion process
|
|
|
|
|
8107
|
Large n limit of Gaussian random matrices with external source, Part III: Double scaling limit
|
|
|
|
|
8108
|
Estimation of anisotropic Gaussian fields through Radon transform
|
|
|
|
|
8109
|
Finitely additive beliefs and universal type spaces
|
|
|
|
|
8110
|
Large deviation for diffusions and Hamilton--Jacobi equation in Hilbert spaces
|
|
|
|
|
8111
|
Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space
|
|
|
|
|
8112
|
Operator Scaling Stable Random Fields
|
|
|
|
|
8113
|
Exponential Random Energy Model
|
|
|
|
|
8114
|
Random Energy Model with Compact Distributions
|
|
|
|
|
8115
|
On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
|
|
|
|
|
8116
|
Markov selections for the 3D stochastic Navier-Stokes equations
|
|
|
|
|
8117
|
Gaussian estimates for spatially inhomogeneous random walks on $\u007b\mathbf\u007bZ\u007d\u007d^d$
|
|
|
|
|
8118
|
The boundary of the Eulerian number triangle
|
|
|
|
|
8119
|
Martingale selection problem and asset pricing in finite discrete time
|
|
|
|
|
8120
|
On the density of properly maximal claims in financial markets with transaction costs
|
|
|
|
|
8121
|
Martingale selection theorem for a stochastic sequence with relatively open convex values
|
|
|
|
|
8122
|
A Max-AR(1) Model with Max-Semistable Marginals
|
|
|
|
|
8123
|
Sparse reconstruction by convex relaxation: Fourier and Gaussian measurements
|
|
|
|
|
8124
|
Exact inequalities for sums of asymmetric random variables, with applications
|
|
|
|
|
8125
|
A Gaussian kinematic formula
|
|
|
|
|
8126
|
On random almost periodic trigonometric polynomials and applications to ergodic theory
|
|
|
|
|
8127
|
Large deviation approach to non equilibrium processes in stochastic lattice gases
|
|
|
|
|
8128
|
Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups
|
|
|
|
|
8129
|
Notes on the two-dimensional fractional Brownian motion
|
|
|
|
|
8130
|
Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
|
|
|
|
|
8131
|
Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic
|
|
|
|
|
8132
|
Genealogical particle analysis of rare events
|
|
|
|
|
8133
|
Atlas models of equity markets
|
|
|
|
|
8134
|
The loop-erased random walk and the uniform spanning tree on the four-dimensional discrete torus
|
|
|
|
|
8135
|
A theory of stochastic integration for bond markets
|
|
|
|
|
8136
|
Exact simulation of diffusions
|
|
|
|
|
8137
|
Rates for branching particle approximations of continuous-discrete filters
|
|
|
|
|
8138
|
Workload reduction of a generalized Brownian network
|
|
|
|
|
8139
|
Error expansion for the discretization of Backward Stochastic Differential Equations
|
|
|
|
|
8140
|
Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
|
|
|
|
|
8141
|
A modified Poincare inequality and its application to First Passage Percolation
|
|
|
|
|
8142
|
Spectral gaps in Wasserstein distances and the 2D stochastic Navier--Stokes equations
|
|
|
|
|
8143
|
Maturity randomization for stochastic control problems
|
|
|
|
|
8144
|
Functional large deviations for multivariate regularly varying random walks
|
|
|
|
|
8145
|
Small time path behavior of double stochastic integrals and applications to stochastic control
|
|
|
|
|
8146
|
Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns
|
|
|
|
|
8147
|
The expected number of zeros of a random system of $p$-adic polynomials
|
|
|
|
|
8148
|
Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales
|
|
|
|
|
8149
|
Two connections between random systems and non-Gibbsian measures
|
|
|
|
|
8150
|
Accuracy of Diffusion Approximations for High Frequency Markov Data
|
|
|
|
|
8151
|
Small time asymptotics in local limit theorems for Markov chains converging to diffusions
|
|
|
|
|
8152
|
The ratio set of the harmonic measure of a random walk on a hyperbolic group
|
|
|
|
|
8153
|
A frequentist framework of inductive reasoning
|
|
|
|
|
8154
|
Discretisation of stochastic control problems for continuous time dynamics with delay
|
|
|
|
|
8155
|
Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes
|
|
|
|
|
8156
|
Optimally coupling the Kolmogorov diffusion, and related optimal control problems
|
|
|
|
|
8157
|
Restricting SLE(8/3) to an annulus
|
|
|
|
|
8158
|
Distortion mismatch in the quantization of probability measures
|
|
|
|
|
8159
|
Stochastic Generalized Porous Media and Fast Diffusion Equations
|
|
|
|
|
8160
|
Euler Estimates of Rough Differential Equations
|
|
|
|
|
8161
|
On the connection between Molchan-Golosov and Mandelbrot-Van Ness representations of fractional Brownian motion
|
|
|
|
|
8162
|
Complex analysis methods in noncommutative probability
|
|
|
|
|
8163
|
Dual Representation as Stochastic Differential Games of Backward Stochastic Differential Equations and Dynamic Evaluations
|
|
|
|
|
8164
|
Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations
|
|
|
|
|
8165
|
On permanental polynomials of certain random matrices
|
|
|
|
|
8166
|
A Parrondo Paradox in Reliability Theory
|
|
|
|
|
8167
|
Invariance principles for random walks conditioned to stay positive
|
|
|
|
|
8168
|
An Autoregressive Model with Semi-stable Marginals
|
|
|
|
|
8169
|
A Sub-Gaussian Berry-Esseen Theorem for the Hypergeometric Distribution
|
|
|
|
|
8170
|
Recognising the Last Record of a Sequence
|
|
|
|
|
8171
|
Critical Branching Regenerative Processes with Migration
|
|
|
|
|
8172
|
Quantum stochatic integrals and Doob-Meyer decomposition
|
|
|
|
|
8173
|
Limit Theorems in Free Probability Theory I
|
|
|
|
|
8174
|
Random series of functions and applications
|
|
|
|
|
8175
|
No-arbitrage and closure results for trading cones with transaction costs
|
|
|
|
|
8176
|
Isoperimetric-type inequalities for iterated Brownian motion in R^n
|
|
|
|
|
8177
|
Statistics of low energy excitations for the directed polymer in a $1+d$ random medium ($d=1,2,3$)
|
|
|
|
|
8178
|
Conformally invariant scaling limits (an overview and a collection of problems)
|
|
|
|
|
8179
|
Tableaux combinatorics for the asymmetric exclusion process
|
|
|
|
|
8180
|
Beta-coalescents and continuous stable random trees
|
|
|
|
|
8181
|
Wasserstein distance on configuration space
|
|
|
|
|
8182
|
Sample path large deviations for queueing networks with Bernoulli routing
|
|
|
|
|
8183
|
Exclusion processes in higher dimensions: Stationary measures and convergence
|
|
|
|
|
8184
|
Moments of convex distribution functions and completely alternating sequences
|
|
|
|
|
8185
|
Large deviations estimates for self-intersection local times for simple random walk in $\Z^3$
|
|
|
|
|
8186
|
Multifractal spectra and precise rates of decay in homogeneous fragmentation
|
|
|
|
|
8187
|
A correspondence principle between (hyper)graph theory and probability theory, and the (hyper)graph removal lemma
|
|
|
|
|
8188
|
Stationary Solutions of SPDEs and Infinite Horizon BDSDEs
|
|
|
|
|
8189
|
On the speed of the one-dimensional excited random walk in the transient regime
|
|
|
|
|
8190
|
Rough Path Analysis Via Fractional Calculus
|
|
|
|
|
8191
|
Exact conditions for countable inclusion-exclusion identity and extensions
|
|
|
|
|
8192
|
A data-reconstructed fractional volatility model
|
|
|
|
|
8193
|
The Brownian Frame Process as a Rough Path
|
|
|
|
|
8194
|
Variational Bounds for the Generalized Random Energy Model
|
|
|
|
|
8195
|
Perpetual integral functionals of diffusions and their numerical computations
|
|
|
|
|
8196
|
Functional quantization rate and mean regularity of processes with an application to L\'evy processes
|
|
|
|
|
8197
|
Metastable Behaviour of Small Noise Levy-Driven Diffusions
|
|
|
|
|
8198
|
Moderate deviations for the range of planar random walks
|
|
|
|
|
8199
|
Propagation of Memory Parameter from Durations to Counts
|
|
|
|
|
8200
|
An introduction to quantum filtering
|
|
|
|
|
8201
|
Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation
|
|
|
|
|
8202
|
Hadamard functions of inverse M-Matrices
|
|
|
|
|
8203
|
Strong disorder implies strong localization for directed polymers in a random environment
|
|
|
|
|
8204
|
Brownian local minima, random dense countable sets and random equivalence classes
|
|
|
|
|
8205
|
Evolution of discrete populations and the canonical diffusion of adaptive dynamics
|
|
|
|
|
8206
|
The maximum entropy ansatz in the absence of a time arrow: fractional pole models
|
|
|
|
|
8207
|
Limiting velocity of high-dimensional random walk in random environment
|
|
|
|
|
8208
|
Symmetrization of Bernoulli
|
|
|
|
|
8209
|
Reflecting a Langevin Process at an Absorbing Boundary
|
|
|
|
|
8210
|
Configurations of balls in Euclidean space that Brownian motion cannot avoid
|
|
|
|
|
8211
|
Structure Theorem for (d,g,h)-Maps
|
|
|
|
|
8212
|
Capital Requirement for Achieving Acceptability
|
|
|
|
|
8213
|
Coagulation Fragmentation Laws Induced By General Coagulations of Two-Parameter Poisson-Dirichlet Processes
|
|
|
|
|
8214
|
The hypergroup property and representation of Markov kernels
|
|
|
|
|
8215
|
A generalization of Strassen's functional LIL
|
|
|
|
|
8216
|
Differential equations driven by H\"\u007bo\u007dlder continuous functions of order greater than 1/2
|
|
|
|
|
8217
|
Thermal Conductivity for a Momentum Conserving Model
|
|
|
|
|
8218
|
Number of Complete N-ary Subtrees on Galton-Watson Family Trees
|
|
|
|
|
8219
|
Correcting Newton--C\^\u007bo\u007dtes integrals by L\'\u007be\u007dvy areas
|
|
|
|
|
8220
|
Uniform in bandwidth consistency of local polynomial regression function estimators
|
|
|
|
|
8221
|
Convexity preserving jump-diffusion models for option pricing
|
|
|
|
|
8222
|
On the Skorokhod Representation Theorem
|
|
|
|
|
8223
|
Pathwise uniqueness for a degenerate stochastic differential equation
|
|
|
|
|
8224
|
Annealed tail estimates for a Brownian motion in a drifted Brownian potential
|
|
|
|
|
8225
|
Error bounds and convergence for American put option pricing based on translation-invariant Markov chains
|
|
|
|
|
8226
|
Isoperimetry between exponential and Gaussian
|
|
|
|
|
8227
|
Large deviations for non-uniformly expanding maps
|
|
|
|
|
8228
|
How many entries of a typical orthogonal matrix can be approximated by independent normals?
|
|
|
|
|
8229
|
Horocyclic products of trees
|
|
|
|
|
8230
|
Reversals of chance in paradoxical games
|
|
|
|
|
8231
|
Random walks and polymers in the presence of quenched disorder
|
|
|
|
|
8232
|
On almost-sure versions of classical limit theorems for dynamical systems
|
|
|
|
|
8233
|
IFSM representation of Brownian motion with applications to simulation
|
|
|
|
|
8234
|
Integral Criteria for Transportation-Cost Inequalities
|
|
|
|
|
8235
|
Order Statistics and Benford's Law
|
|
|
|
|
8236
|
Conservative stochastic Cahn--Hilliard equation with reflection
|
|
|
|
|
8237
|
Critical Galton-Watson processes: The maximum of total progenies within a large window
|
|
|
|
|
8238
|
Recent advances in invariance principles for stationary sequences
|
|
|
|
|
8239
|
Heat Kernel Measure on Central Extension of Current Groups in any Dimension
|
|
|
|
|
8240
|
Correlated Equilibria in Competitive Staff Selection Problem
|
|
|
|
|
8241
|
Stochastic networks with multiple stable points
|
|
|
|
|
8242
|
The Feynman graph representation of convolution semigroups and its applications to L\'\u007be\u007dvy statistics
|
|
|
|
|
8243
|
Free Exponential Families as Kernel Families
|
|
|
|
|
8244
|
On some transformations between positive self--similar Markov processes
|
|
|
|
|
8245
|
Infinite-Dimensional Quadrature and Quantization
|
|
|
|
|
8246
|
Recurrence and transience of excited random walks on $\Z^d$ and strips
|
|
|
|
|
8247
|
A log-Sobolev type inequality for free entropy of two projections
|
|
|
|
|
8248
|
Perfect simulation for a class of positive recurrent Markov chains
|
|
|
|
|
8249
|
Ergodicity and Mixing Properties of the Northeast Model
|
|
|
|
|
8250
|
CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators
|
|
|
|
|
8251
|
The lower envelope of positive self-similar Markov processes
|
|
|
|
|
8252
|
On Sample Functions Behavior of Stable Processes
|
|
|
|
|
8253
|
Random sets of isomorphism of linear operators on Hilbert space
|
|
|
|
|
8254
|
Bulk diffusion in a system with site disorder
|
|
|
|
|
8255
|
Navigation on a Poisson point process
|
|
|
|
|
8256
|
Arbitrary threshold widths for monotone symmetric properties
|
|
|
|
|
8257
|
Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control
|
|
|
|
|
8258
|
Analysis of SPDEs arising in path sampling part II: The nonlinear case
|
|
|
|
|
8259
|
Transient random walks on 2d-oriented lattices
|
|
|
|
|
8260
|
Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case
|
|
|
|
|
8261
|
Crystallization of random trigonometric polynomials
|
|
|
|
|
8262
|
Bulk diffusion of 1D exclusion process with bond disorder
|
|
|
|
|
8263
|
Conditioning by rare sources
|
|
|
|
|
8264
|
Second order asymptotics for matrix models
|
|
|
|
|
8265
|
G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito's type
|
|
|
|
|
8266
|
Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
|
|
|
|
|
8267
|
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
|
|
|
|
|
8268
|
An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability
|
|
|
|
|
8269
|
Analysis of disk scheduling, increasing subsequences and space-time geometry
|
|
|
|
|
8270
|
Small-time behavior of beta coalescents
|
|
|
|
|
8271
|
The submartingale problem for a class of degenerate elliptic operators
|
|
|
|
|
8272
|
Conditioned Galton\u2013Watson trees do not grow
|
|
|
|
|
8273
|
Systematic scan for sampling colorings
|
|
|
|
|
8274
|
Random symmetric matrices are almost surely nonsingular
|
|
|
|
|
8275
|
On the Chung-Diaconis-Graham random process
|
|
|
|
|
8276
|
Duality and evolving set bounds on mixing times
|
|
|
|
|
8277
|
Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution
|
|
|
|
|
8278
|
Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints
|
|
|
|
|
8279
|
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
|
|
|
|
|
8280
|
On a fast, robust estimator of the mode: Comparisons to other robust estimators with applications
|
|
|
|
|
8281
|
On Filtering of Markov Chains in Strong Noise
|
|
|
|
|
8282
|
Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
|
|
|
|
|
8283
|
A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood Is Hard
|
|
|
|
|
8284
|
Uniform Formulae for Coefficients of Meromorphic Functions in Two Variables. Part I
|
|
|
|
|
8285
|
The Linking Probability of Deep Spider-Web Networks
|
|
|
|
|
8286
|
Sharp thresholds and percolation in the plane
|
|
|
|
|
8287
|
Asymptotics in Knuth's parking problem for caravans
|
|
|
|
|
8288
|
Some conditional correlation inequalities for percolation and related processes
|
|
|
|
|
8289
|
A large-deviations analysis of the GI/GI/1 SRPT queue
|
|
|
|
|
8290
|
Limiting search cost distribution for the move-to-front rule with random request probabilities
|
|
|
|
|
8291
|
Static arbitrage bounds on basket option prices
|
|
|
|
|
8292
|
A Limit Theorem for Financial Markets with Inert Investors
|
|
|
|
|
8293
|
A hybrid search algorithm for the Whitehead Minimization problem
|
|
|
|
|
8294
|
The stationary measure of a 2-type totally asymmetric exclusion process
|
|
|
|
|
8295
|
Counting connected graphs asymptotically
|
|
|
|
|
8296
|
An umbral setting for cumulants and factorial moments
|
|
|
|
|
8297
|
Bootstrap Percolation on Infinite Trees and Non-Amenable Groups
|
|
|
|
|
8298
|
Waiting for a Bat to Fly By (in Polynomial Time)
|
|
|
|
|
8299
|
Simulating a Random Walk with Constant Error
|
|
|
|
|
8300
|
Increments of Random Partitions
|
|
|
|
|
8301
|
Stationary Algorithmic Probability
|
|
|
|
|
8302
|
In-Degree and PageRank of Web pages: Why do they follow similar power laws?
|
|
|
|
|
8303
|
Bayesian Regression of Piecewise Constant Functions
|
|
|
|
|
8304
|
Entropy And Vision
|
|
|
|
|
8305
|
On Learning Thresholds of Parities and Unions of Rectangles in Random Walk Models
|
|
|
|
|
8306
|
Generalized Entropy Power Inequalities and Monotonicity Properties of Information
|
|
|
|
|
8307
|
On the reduction of a random basis
|
|
|
|
|
8308
|
Derivatives of Entropy Rate in Special Families of Hidden Markov Chains
|
|
|
|
|
8309
|
Analyse non standard du bruit
|
|
|
|
|
8310
|
MDL Convergence Speed for Bernoulli Sequences
|
|
|
|
|
8311
|
Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition
|
|
|
|
|
8312
|
Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks
|
|
|
|
|
8313
|
On Performance of Event-to-Sink Transport in Transmit-Only Sensor Networks
|
|
|
|
|
8314
|
A simple stability condition for RED using TCP mean-field modeling
|
|
|
|
|
8315
|
Adaptive Poisson disorder problem
|
|
|
|
|
8316
|
Gaussian limits for multidimensional random sequential packing at saturation (extended version)
|
|
|
|
|
8317
|
Anomalous heat-kernel decay for random walk among bounded random conductances
|
|
|
|
|
8318
|
Directed animals in the gas
|
|
|
|
|
8319
|
Highly robust error correction by convex programming
|
|
|
|
|
8320
|
A New Approach for Capacity Analysis of Large Dimensional Multi-Antenna Channels
|
|
|
|
|
8321
|
Generalized Cauchy identities, trees and multidimensional Brownian motions. Part I: bijective proof of generalized Cauchy identities
|
|
|
|
|
8322
|
Random Subgraphs Of Finite Graphs: III. The Phase Transition For The n-Cube
|
|
|
|
|
8323
|
Destruction of Very Simple Trees
|
|
|
|
|
8324
|
The Average Size of Giant Components between the Double-Jump
|
|
|
|
|
8325
|
Thresholds for virus spread on networks
|
|
|
|
|
8326
|
Tail asymptotics for discrete event systems
|
|
|
|
|
8327
|
Conditional hardness for approximate coloring
|
|
|
|
|
8328
|
Counting without sampling: new algorithms for enumeration problems using statistical physics
|
|
|
|
|
8329
|
Deterministic Random Walks on the Two-Dimensional Grid
|
|
|
|
|
8330
|
The Kesten-Stigum Reconstruction Bound Is Tight for Roughly Symmetric Binary Channels
|
|
|
|
|
8331
|
Creation and Growth of Components in a Random Hypergraph Process
|
|
|
|
|
8332
|
Complete Convergence of Message Passing Algorithms for Some Satisfiability Problems
|
|
|
|
|
8333
|
Variations of the solution to a stochastic heat equation
|
|
|
|
|
8334
|
Number variance of random zeros
|
|
|
|
|
8335
|
Fluid limit of a heavily loaded EDF queue with impatient customers
|
|
|
|
|
8336
|
On the continuity of local times of Borel right Markov processes
|
|
|
|
|
8337
|
Characterizations of the Extended Geometric, Harris, Negative Binomial and Gamma Distributions
|
|
|
|
|
8338
|
Bifurcations of stationary measures of random diffeomorphisms
|
|
|
|
|
8339
|
A two-species competition model on Z^d
|
|
|
|
|
8340
|
H\"lder-Sobolev regularity of the solution to the stochastic wave equation in dimension 3
|
|
|
|
|
8341
|
Shape fluctuations are different in different directions
|
|
|
|
|
8342
|
On weakly bounded empirical processes
|
|
|
|
|
8343
|
On Stochastic Schroedinger Equation as a Dirac Boundary-value Problem, and an Inductive Stochastic Limit
|
|
|
|
|
8344
|
Random graph asymptotics on high-dimensional tori
|
|
|
|
|
8345
|
Strong solutions to stochastic Volterra equations
|
|
|
|
|
8346
|
Freezing transitions in non-Fellerian particle systems
|
|
|
|
|
8347
|
Random-cluster representation of the Blume-Capel model
|
|
|
|
|
8348
|
Quasi-Regular Topologies for L^p-Resolvents and Semi-Dirichlet Forms
|
|
|
|
|
8349
|
Excited random walk in two dimensions has linear speed
|
|
|
|
|
8350
|
Homogenization of parabolic equations with a continuum of space and time scales
|
|
|
|
|
8351
|
Semicircularity, Gaussianity and Monotonicity of Entropy
|
|
|
|
|
8352
|
A nonadapted stochastic calculus and non stationary evolution in Fock scale
|
|
|
|
|
8353
|
Phase coexistence of gradient Gibbs states
|
|
|
|
|
8354
|
On the General Form of Quantum Stochastic Evolution Equation
|
|
|
|
|
8355
|
A-priori Estimates and Existence for Quantum Gibbs States
|
|
|
|
|
8356
|
N/V-limit for Stochastic Dynamics in Continuous Particle Systems
|
|
|
|
|
8357
|
On Seneta's constants for the supercritical Bellman-Harris process with $E(Z_+ \log Z_+) = \infty$
|
|
|
|
|
8358
|
Large Deviations for Stochastic Generalized Porous Media Equations
|
|
|
|
|
8359
|
Closed-Form Bayesian Inferences for the Logit Model via Polynomial Expansions
|
|
|
|
|
8360
|
Birkhoff's theorem for a family of probability spaces
|
|
|
|
|
8361
|
On Maximum Increase and Decrease of Brownian Motion
|
|
|
|
|
8362
|
Generalized probabilities taking values in non-Archimedean fields and topological groups
|
|
|
|
|
8363
|
Reconstruction theorem for quantum stochastic processes
|
|
|
|
|
8364
|
Quantum Probabilities and Paradoxes of the Quantum Century
|
|
|
|
|
8365
|
Occupation time fluctuations of Poisson and equilibrium finite variance branching systems
|
|
|
|
|
8366
|
Fermionic construction of partition functions for two-matrix models and perturbative Schur function expansions
|
|
|
|
|
8367
|
Quantum Stochastic Operator Cocycles via Associated Semigroups
|
|
|
|
|
8368
|
Markov measures on Young tableaux and induced representations on the infinite symmetric group
|
|
|
|
|
8369
|
Conformal invariance of isoradial dimer models & the case of triangular quadri-tilings
|
|
|
|
|
8370
|
Large deviations of the empirical current in interacting particle systems
|
|
|
|
|
8371
|
A universal dilation of discrete Markov evolutions
|
|
|
|
|
8372
|
Relative entropy and waiting times for continuous-time Markov processes
|
|
|
|
|
8373
|
Appendix to the paper "Randomly Growing Braid on Three Strands and the Manta Ray"
|
|
|
|
|
8374
|
Asymptotic direction for random walks in random environments
|
|
|
|
|
8375
|
The monotonicity condition for BSDE on manifolds
|
|
|
|
|
8376
|
A quantitative investigation into the accumulation of rounding errors in the numerical solution of ODEs
|
|
|
|
|
8377
|
Gibbs distributions for random partitions generated by a fragmentation process
|
|
|
|
|
8378
|
Normal domination of (super)martingales
|
|
|
|
|
8379
|
Quantum Stochastic Calculus and Quantum Nonlinear Filtering
|
|
|
|
|
8380
|
Quantum Stochastic Semigroups and Their Generators
|
|
|
|
|
8381
|
Localization transition for a copolymer in an emulsion
|
|
|
|
|
8382
|
Large systems of path-repellent Brownian motions in a trap at positive temperature
|
|
|
|
|
8383
|
Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
|
|
|
|
|
8384
|
Coupling all the L\'\u007be\u007dvy stochastic areas of multidimensional Brownian motion
|
|
|
|
|
8385
|
Local structure of random quadrangulations
|
|
|
|
|
8386
|
Poisson kernel and Green function of the ball in real hyperbolic spaces
|
|
|
|
|
8387
|
A functional central limit theorem for a class of urn models
|
|
|
|
|
8388
|
Chaotic States and Stochastic Integration in Quantum Systems
|
|
|
|
|
8389
|
Infinite Dimensional Ito Algebras of Quantum White Noise
|
|
|
|
|
8390
|
Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures
|
|
|
|
|
8391
|
On Stochastic Generators of Positive Definite Exponents
|
|
|
|
|
8392
|
Positive Definite Germs of Quantum Stochastic Processes
|
|
|
|
|
8393
|
Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness and Ergodicity
|
|
|
|
|
8394
|
Explicit formulas for the moments of the sojourn time in the M/G/1 processor sharing queue with permanent jobs
|
|
|
|
|
8395
|
Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case
|
|
|
|
|
8396
|
Tail behaviour of multiple random integrals and U-statistics
|
|
|
|
|
8397
|
Critical Scaling for the Simple SIS Stochastic Epidemic
|
|
|
|
|
8398
|
Feller Processes on non-locally compact spaces
|
|
|
|
|
8399
|
Large Deviation Principle for Enhanced Gaussian Processes
|
|
|
|
|
8400
|
Strictly stable distributions on convex cones
|
|
|
|
|
8401
|
Statistical mechanical systems on complete graphs, infinite exchangeability, finite extensions and a discrete finite moment problem
|
|
|
|
|
8402
|
The critical random graph, with martingales
|
|
|
|
|
8403
|
Feller property and infinitesimal generator of the exploration process
|
|
|
|
|
8404
|
On time-inhomogeneous controlled diffusion processes in domains
|
|
|
|
|
8405
|
Multi-Scaling of the $n$-point density function for coalescing Brownian motions
|
|
|
|
|
8406
|
The fair and random maximal division of "pizza"
|
|
|
|
|
8407
|
Distribution of Eigenvalues of Real Symmetric Palindromic Toeplitz Matrices and Circulant Matrices
|
|
|
|
|
8408
|
Backward Stochatic Differential Equations II
|
|
|
|
|
8409
|
Optimal control of a large dam
|
|
|
|
|
8410
|
Quasi-product forms for Levy-driven fluid networks
|
|
|
|
|
8411
|
Asympyotic expansions for infinite weighted convolutions of light subexponential distributions
|
|
|
|
|
8412
|
Functional Inequalities for Particle Systems on Polish Spaces
|
|
|
|
|
8413
|
Rectangular random matrices, related free entropy and free Fisher's information
|
|
|
|
|
8414
|
Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation
|
|
|
|
|
8415
|
A microscopic interpretation for adaptive dynamics trait substitution sequence models
|
|
|
|
|
8416
|
Limit velocity and zero--one laws for diffusions in random environment
|
|
|
|
|
8417
|
Increasing and Decreasing Subsequences of Permutations and Their Variants
|
|
|
|
|
8418
|
Colouring complete bipartite graphs from random lists
|
|
|
|
|
8419
|
Spatial and non-spatial stochastic models for immune response
|
|
|
|
|
8420
|
Rosenthal type inequalities for free chaos
|
|
|
|
|
8421
|
The process of most recent common ancestors in an evolving coalescent
|
|
|
|
|
8422
|
A long range dependence stable process and an infinite variance branching system
|
|
|
|
|
8423
|
Asymptotic behavior of edge-reinforced random walks
|
|
|
|
|
8424
|
Occupation time fluctuations of an infinite variance branching system in large dimensions
|
|
|
|
|
8425
|
Quantitative concentration inequalities on sample path space for mean field interaction
|
|
|
|
|
8426
|
Kolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
|
|
|
|
|
8427
|
Fragmentation associated to Levy processes using snake
|
|
|
|
|
8428
|
Optimal flow through the disordered lattice
|
|
|
|
|
8429
|
The Probability of a Run
|
|
|
|
|
8430
|
Threshold for monotone symmetric properties through a logarithmic Sobolev inequality
|
|
|
|
|
8431
|
The conformally invariant measure on self-avoiding loops
|
|
|
|
|
8432
|
Random walk models and probabilistic techniques for inhomogeneous polymer chains
|
|
|
|
|
8433
|
On constrained annealed bounds for pinning and wetting models
|
|
|
|
|
8434
|
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
|
|
|
|
|
8435
|
The spatial $\Lambda$-coalescent
|
|
|
|
|
8436
|
Giant Components in Biased Graph Processes
|
|
|
|
|
8437
|
Random trees and applications
|
|
|
|
|
8438
|
On the Limiting Distribution for the Longest Alternating Sequence in a Random Permutation
|
|
|
|
|
8439
|
An Oriented Competition model on Z_\u007b+\u007d^2
|
|
|
|
|
8440
|
A Variation Embedding Theorem and Applications
|
|
|
|
|
8441
|
Exponential functionals of Brownian motion, II: Some related diffusion processes
|
|
|
|
|
8442
|
Berry Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing
|
|
|
|
|
8443
|
Exponential functionals of Brownian motion, I: Probability laws at fixed time
|
|
|
|
|
8444
|
Stochastic Integral with respect to Cylindrical Wiener Process
|
|
|
|
|
8445
|
A permutation test for matching and its asymptotic distribution
|
|
|
|
|
8446
|
Combinatorics and distributions of partial injections
|
|
|
|
|
8447
|
A Coupling, and the Darling-Erdos Conjectures
|
|
|
|
|
8448
|
No multiple collisions for mutually repelling Brownian particles
|
|
|
|
|
8449
|
Theory of Amalgamated Lp Spaces in Noncommutative Probability
|
|
|
|
|
8450
|
An invariance principle for Az\'\u007be\u007dma martingales
|
|
|
|
|
8451
|
Asymptotics of counts of small components in random structures and models of coagulation-fragmentation
|
|
|
|
|
8452
|
Nontangential and probabilistic boundary behavior of pluriharmonic functions
|
|
|
|
|
8453
|
Fragmentation of compositions and intervals
|
|
|
|
|
8454
|
Remarks on some linear fractional stochastic equations
|
|
|
|
|
8455
|
Sharp asymptotic behavior for wetting models in (1+1)-dimension
|
|
|
|
|
8456
|
Random regular graphs of non-constant degree: Concentration of the chromatic number
|
|
|
|
|
8457
|
Sequential and asynchronous processes driven by stochastic or quantum grammars and their application to genomics: a survey
|
|
|
|
|
8458
|
A note on a.s. finiteness of perpetual integral functionals of diffusions
|
|
|
|
|
8459
|
Introduction to determinantal point processes from a quantum probability viewpoint
|
|
|
|
|
8460
|
Directed percolation in two dimensions: An exact solution
|
|
|
|
|
8461
|
Existence of the zero range process and a deposition model with superlinear growth rates
|
|
|
|
|
8462
|
Probability & incompressible Navier-Stokes equations: An overview of some recent developments
|
|
|
|
|
8463
|
Weak logarithmic Sobolev inequalities and entropic convergence
|
|
|
|
|
8464
|
Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process
|
|
|
|
|
8465
|
Computable Convergence Rates for Subgeometrically Ergodic Markov Chains
|
|
|
|
|
8466
|
On the ergodic principle for Markov and quadratic Stochastic Processes and its relations
|
|
|
|
|
8467
|
Some recent aspects of random conformally invariant systems
|
|
|
|
|
8468
|
Exponential functionals of Levy processes
|
|
|
|
|
8469
|
Nonlinearity, correlation and the valuation of employee stock options
|
|
|
|
|
8470
|
Probabilities on cladograms: introduction to the alpha model
|
|
|
|
|
8471
|
Asymptotic expansion for inverse moments of binomial and Poisson distributions
|
|
|
|
|
8472
|
Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
|
|
|
|
|
8473
|
A Necessary and Sufficient Condition for the Tail-Triviality of a Recursive Tree Process
|
|
|
|
|
8474
|
High-resolution product quantization for Gaussian processes under sup-norm distortion
|
|
|
|
|
8475
|
Percolation for the stable marriage of Poisson and Lebesgue
|
|
|
|
|
8476
|
Joint density for the local times of continuous-time Markov chains: Extended version
|
|
|
|
|
8477
|
Regenerative real trees
|
|
|
|
|
8478
|
Density of paths of iterated Levy transforms of Brownian motion
|
|
|
|
|
8479
|
On the separation principle of quantum control
|
|
|
|
|
8480
|
Continuity corrections for certain perpetual American and Bermudan options on multiple assets
|
|
|
|
|
8481
|
Asymptotic analysis of ruin in CEV model
|
|
|
|
|
8482
|
Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III
|
|
|
|
|
8483
|
Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures
|
|
|
|
|
8484
|
A stochastic Lagrangian representation of the 3-dimensional incompressible Navier-Stokes equations
|
|
|
|
|
8485
|
Controlled diffusion processes
|
|
|
|
|
8486
|
Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions
|
|
|
|
|
8487
|
Random homeomorphisms and Fourier expansions - the pointwise behavior
|
|
|
|
|
8488
|
Logarithmic asymptotics for the number of periodic orbits of the Teichmueller flow on Veech's space of zippered rectangles
|
|
|
|
|
8489
|
Harmonic continuous-time branching moments
|
|
|
|
|
8490
|
Asymptotic properties of power variations of L\'\u007be\u007dvy processes
|
|
|
|
|
8491
|
Joint asymptotic behavior of local and occupation times
|
|
|
|
|
8492
|
Almost sure asymptotics for a diffusion process in a drifted Brownian potential
|
|
|
|
|
8493
|
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
|
|
|
|
|
8494
|
Fluctuations of the front in a stochastic combustion model
|
|
|
|
|
8495
|
The Full Brownian Web as Scaling Limit of Stochastic Flows
|
|
|
|
|
8496
|
A modified version of frozen percolation on the binary tree
|
|
|
|
|
8497
|
Fourier transform of a Gaussian measure on the Heisenberg group
|
|
|
|
|
8498
|
Random dense countable sets: characterization by independence
|
|
|
|
|
8499
|
Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games
|
|
|
|
|
8500
|
Approximate McKean-Vlasov Representations for a class of SPDEs
|
|
|
|
|
8501
|
Avoiding defeat in a balls-in-bins process with feedback
|
|
|
|
|
8502
|
Transportation to random zeroes by the gradient flow
|
|
|
|
|
8503
|
Plongement stochastique des syst\`\u007be\u007dmes lagrangiens
|
|
|
|
|
8504
|
Lemme de coherence et th\'\u007be\u007dor\`\u007be\u007dme de Noether stochastique
|
|
|
|
|
8505
|
Harris Processes
|
|
|
|
|
8506
|
Lace expansion for the Ising model
|
|
|
|
|
8507
|
Balls-in-bins with feedback and Brownian Motion
|
|
|
|
|
8508
|
Propagation of Fluctuations in Biochemical Systems, I: Linear SSC Networks
|
|
|
|
|
8509
|
Stein's method and the zero bias transformation with application to simple random sampling
|
|
|
|
|
8510
|
The Scaling Limit Geometry of Near-Critical 2D Percolation
|
|
|
|
|
8511
|
Multivariate normal approximations by Stein's method and size bias couplings
|
|
|
|
|
8512
|
Monte Carlo comparisons of the self-avoiding walk and SLE as parameterized curves
|
|
|
|
|
8513
|
Overcrowding estimates for zeroes of Planar and Hyperbolic Gaussian analytic functions
|
|
|
|
|
8514
|
An unexpected connection between branching processes and optimal stopping
|
|
|
|
|
8515
|
A large deviation approach to some transportation cost inequalities
|
|
|
|
|
8516
|
Asymptotics for first-passage times on Delaunay triangulations
|
|
|
|
|
8517
|
The critical Branching Markov Chain is transient
|
|
|
|
|
8518
|
A trace theorem for Dirichlet forms on fractals
|
|
|
|
|
8519
|
Limiting laws associated with Brownian motion perturbated by normalized exponential weights I
|
|
|
|
|
8520
|
Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II
|
|
|
|
|
8521
|
Winning rate in the full-information best choice problem
|
|
|
|
|
8522
|
Majorizing multiplicative cascades for directed polymers in random media
|
|
|
|
|
8523
|
Transition asymptotics for reaction-diffusion in random media
|
|
|
|
|
8524
|
Options on Hedge Funds under the High Water Mark Rule
|
|
|
|
|
8525
|
Another approach to Brownian motion
|
|
|
|
|
8526
|
On Solutions of First Order Stochastic Partial Differential Equations
|
|
|
|
|
8527
|
Slices of Brownian Sheet: New Results, and Open Problems
|
|
|
|
|
8528
|
A stochastic-variational model for soft Mumford-Shah segmentation
|
|
|
|
|
8529
|
Binomial-Poisson entropic inequalities and the M/M/$\infty$ queue
|
|
|
|
|
8530
|
Individual-based probabilistic models of adaptive evolution and various scaling approximations
|
|
|
|
|
8531
|
Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
|
|
|
|
|
8532
|
Estimates for the density of a nonlinear Landau process
|
|
|
|
|
8533
|
An error bound in the Sudakov-Fernique inequality
|
|
|
|
|
8534
|
A Model for the Bus System in Cuernevaca (Mexico)
|
|
|
|
|
8535
|
A theorem on majorizing measures
|
|
|
|
|
8536
|
Ballistic Random Walk in a Random Environment with a Forbidden Direction
|
|
|
|
|
8537
|
A penalized bandit algorithm
|
|
|
|
|
8538
|
Organized versus self-organized criticality in the abelian sandpile model
|
|
|
|
|
8539
|
How fast is the bandit?
|
|
|
|
|
8540
|
What does a generic Markov operator look like
|
|
|
|
|
8541
|
Recursive partition structures
|
|
|
|
|
8542
|
Lower limits and equivalences for convolution tails
|
|
|
|
|
8543
|
Two choice optimal stopping
|
|
|
|
|
8544
|
Distributional transformations, orthogonal polynomials, and Stein characterizations
|
|
|
|
|
8545
|
Deviations bounds and conditional principles for thin sets
|
|
|
|
|
8546
|
Hypercontractivity for perturbed diffusion semigroups
|
|
|
|
|
8547
|
Large deviations for the zero set of an analytic function with diffusing coefficients
|
|
|
|
|
8548
|
The bi-Poisson process: a quadratic harness
|
|
|
|
|
8549
|
Markov chains in a Dirichlet Environment and hypergeometric integrals
|
|
|
|
|
8550
|
From Gumbel to Tracy-Widom
|
|
|
|
|
8551
|
Random matrices and determinantal processes
|
|
|
|
|
8552
|
Entropic repulsion for a class of Gaussian interface models in high dimensions
|
|
|
|
|
8553
|
q-Gaussian distributions. Simplifications and simulations
|
|
|
|
|
8554
|
Tail asymptotics for monotone-separable networks
|
|
|
|
|
8555
|
On a stochastic partial differential equation with non-local diffusion
|
|
|
|
|
8556
|
A Free Analogue of Shannon's Problem on Monotonicity of Entropy
|
|
|
|
|
8557
|
Quantum Diffusion, Measurement and Filtering
|
|
|
|
|
8558
|
On invariance of domains with smooth boundaries with respect to stochastic differential equations
|
|
|
|
|
8559
|
The localized phase of disordered copolymers with adsorption
|
|
|
|
|
8560
|
Harmonic moments of non homogeneous branching processes
|
|
|
|
|
8561
|
Maximal generalization of Baum-Katz theorem and optimality of sequential tests
|
|
|
|
|
8562
|
On two duality properties of random walks in random environment on the integer line
|
|
|
|
|
8563
|
Asymptotics of iterated branching processes
|
|
|
|
|
8564
|
Invariance principle for the coverage rate of genomic physical mappings
|
|
|
|
|
8565
|
Solvable models of neighbor-dependent nucleotide substitution processes
|
|
|
|
|
8566
|
Large deviations for two scaled diffusions
|
|
|
|
|
8567
|
Limit theorems on large deviations for semimartingales
|
|
|
|
|
8568
|
Self-averaging property of queuing systems
|
|
|
|
|
8569
|
Counting the Chain Records: The Product Case
|
|
|
|
|
8570
|
A Random Point Field related to Bose-Einstein Condensation
|
|
|
|
|
8571
|
Non-negativity preserving numerical algorithms for stochastic differential equations
|
|
|
|
|
8572
|
Stochastic embedding of dynamical systems
|
|
|
|
|
8573
|
On some recent aspects of stochastic control and their applications
|
|
|
|
|
8574
|
Self-Intersection Times for Random Walk, and Random Walk in Random Scenery in dimensions d>4
|
|
|
|
|
8575
|
Recursive computation of the invariant measure of a stochastic differential equation driven by a L\'evy process
|
|
|
|
|
8576
|
Dyson's Brownian motions, intertwining and interlacing
|
|
|
|
|
8577
|
Localization and delocalization of random interfaces
|
|
|
|
|
8578
|
The Hausdorff measure of stable trees
|
|
|
|
|
8579
|
Central limit theorem for stationary linear processes
|
|
|
|
|
8580
|
A numerical approach to copolymers at selective interfaces
|
|
|
|
|
8581
|
A momentum conserving model with anomalous thermal conductivity in low dimension
|
|
|
|
|
8582
|
The spectrum of the averaging operator on a network (metric graph)
|
|
|
|
|
8583
|
Limit laws for distorted return time processes for infinite measure preserving transformations
|
|
|
|
|
8584
|
Ergodic behavior of locally regulated branching populations
|
|
|
|
|
8585
|
The principle of a single big jump: discrete and continuous time modulated random walks with heavy-tailed increments
|
|
|
|
|
8586
|
Limit theorems for number of diffusion processes which did not absorb by boundaries
|
|
|
|
|
8587
|
Limit raring proceses with apllication
|
|
|
|
|
8588
|
Nonlinear stochastic models of 1/f noise and power-law distributions
|
|
|
|
|
8589
|
Evolutionary Trees and the Ising Model on the Bethe Lattice: a Proof of Steel's Conjecture
|
|
|
|
|
8590
|
Random Trees, Levy Processes and Spatial Branching Processes
|
|
|
|
|
8591
|
Diffusions in random environment and ballistic behavior
|
|
|
|
|
8592
|
An explicit Skorokhod embedding for functionals of Markovian excursions
|
|
|
|
|
8593
|
Decompositions of stochastic processes based on irreductible group representations
|
|
|
|
|
8594
|
Continuum tree limit for the range of random walks on regular trees
|
|
|
|
|
8595
|
A limit theorem for the contour process of conditioned Galton-Watson trees
|
|
|
|
|
8596
|
Continuum random trees and branching processes with immigration
|
|
|
|
|
8597
|
Growth of Levy trees
|
|
|
|
|
8598
|
A filtering approach to tracking volatility from prices observed at random times
|
|
|
|
|
8599
|
Path decompositions for real Levy processes
|
|
|
|
|
8600
|
Operators associated with stochastic differential equations driven by fractional Brownian motions
|
|
|
|
|
8601
|
Congruence properties of depths in some random trees
|
|
|
|
|
8602
|
Percolating paths through random points :
|
|
|
|
|
8603
|
Excited random walk against a wall
|
|
|
|
|
8604
|
Multiclass processes, dual points and M/M/1 queues
|
|
|
|
|
8605
|
Zero biasing and a discrete central limit theorem
|
|
|
|
|
8606
|
Linear functions on the classical matrix groups
|
|
|
|
|
8607
|
On a class of stochastic semilinear PDE's
|
|
|
|
|
8608
|
Shy couplings
|
|
|
|
|
8609
|
Distribution of pseudo-critical temperatures and lack of self-averaging in disordered Poland-Scheraga models with different loop exponents
|
|
|
|
|
8610
|
Two-parameter $p, q$-variation Paths and Integrations of Local Times
|
|
|
|
|
8611
|
A functional central limit theorem for interacting particle systems on transitive graphs
|
|
|
|
|
8612
|
Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test
|
|
|
|
|
8613
|
A Central Limit Theorem and Higher Order Results for the Angular Bispectrum
|
|
|
|
|
8614
|
Euclidean Gibbs Measures of Quantum Anharmonic Crystals
|
|
|
|
|
8615
|
Probabilistic Extensions of the Erd\H os-Ko-Rado Property
|
|
|
|
|
8616
|
Spectral analysis of Sinai's walk for small eigenvalues
|
|
|
|
|
8617
|
Game theoretic derivation of discrete distributions and discrete pricing formulas
|
|
|
|
|
8618
|
Nonexistence of solutions in $(0,1)$ for K-P-P-type equations for all $d\ge 1$
|
|
|
|
|
8619
|
Stepping-stone model with circular Brownian migration
|
|
|
|
|
8620
|
Approximation of rough paths of fractional Brownian motion
|
|
|
|
|
8621
|
Norm discontinuity and spectral properties of Ornstein-Uhlenbeck semigroups
|
|
|
|
|
8622
|
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes
|
|
|
|
|
8623
|
The density of the ISE and local limit laws for embedded trees
|
|
|
|
|
8624
|
Stationary processes whose filtrations are standard
|
|
|
|
|
8625
|
Disaggregation of Long Memory Processes on C^\u007b\infty\u007d Class
|
|
|
|
|
8626
|
Second order backward stochastic differential equations and fully non-linear parabolic PDEs
|
|
|
|
|
8627
|
Solutions of max-plus linear equations and large deviations
|
|
|
|
|
8628
|
Brownian motion on disconnected sets, basic hypergeometric functions, and some continued fractions of Ramanujan
|
|
|
|
|
8629
|
Carne--Varopoulos bounds for centered random walks
|
|
|
|
|
8630
|
Percolation, Perimetry, Planarity
|
|
|
|
|
8631
|
Error analysis of coarse-grained kinetic Monte Carlo method
|
|
|
|
|
8632
|
Conditioned square functions for noncommutative martingales
|
|
|
|
|
8633
|
Random walks on free products of cyclic groups
|
|
|
|
|
8634
|
Appendix to the paper "Random walks on free products of cyclic groups"
|
|
|
|
|
8635
|
Benford's law for the $3x+1$ function
|
|
|
|
|
8636
|
Current large deviations for Asymmetric Exclusion Processes with open boundaries
|
|
|
|
|
8637
|
Stationary Solutions of Stochastic Differential Equation with Memory and Stochastic Partial Differential Equations
|
|
|
|
|
8638
|
Dynamic State Tameness
|
|
|
|
|
8639
|
Fundamental Markov systems
|
|
|
|
|
8640
|
Flows and ferromagnets
|
|
|
|
|
8641
|
Countable state shifts and uniqueness of g-measures
|
|
|
|
|
8642
|
Absolutely continuous, invariant measures for dissipative, ergodic transformations
|
|
|
|
|
8643
|
Random Walk in Dynamic Markovian Random Environment
|
|
|
|
|
8644
|
PDE's for the Gaussian ensemble with external source and the Pearcey distribution
|
|
|
|
|
8645
|
Further examples of explicit Krein representations of certain subordinators
|
|
|
|
|
8646
|
Splitting of liftings in products of probability spaces
|
|
|
|
|
8647
|
Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance
|
|
|
|
|
8648
|
Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric
|
|
|
|
|
8649
|
Pathwise asymptotic behavior of random determinants in the uniform Gram and Wishart ensembles
|
|
|
|
|
8650
|
Rounding of continuous random variables and oscillatory asymptotics
|
|
|
|
|
8651
|
Stochastic Volterra equations of nonscalar type in Hilbert space
|
|
|
|
|
8652
|
Fragmentation processes with an initial mass converging to infinity
|
|
|
|
|
8653
|
Symmetric Markov chains on $\Bbb Z^d$ with unbounded range
|
|
|
|
|
8654
|
Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
|
|
|
|
|
8655
|
Large deviations for renormalized self-intersection local times of stable processes
|
|
|
|
|
8656
|
Krein's Theory applied to fluctuations of L\'\u007be\u007dvy processes
|
|
|
|
|
8657
|
Numerical solutions to integrodifferential equations which interpolate heat and wave equations
|
|
|
|
|
8658
|
Random-Turn Hex and other selection games
|
|
|
|
|
8659
|
Valleys and the maximum local time for random walk in random environment
|
|
|
|
|
8660
|
Branching Brownian motion with "mild" Poissonian obstacles
|
|
|
|
|
8661
|
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes
|
|
|
|
|
8662
|
On the Convergence to a Statistical Equilibrium in the Crystal Coupled to a Scalar Field
|
|
|
|
|
8663
|
A large deviation inequality for vector functions on finite reversible Markov Chains
|
|
|
|
|
8664
|
A generalization of the Lindeberg principle
|
|
|
|
|
8665
|
Concentration of Haar measures, with an application to random matrices
|
|
|
|
|
8666
|
Towards the definition of metric hyperbolicity
|
|
|
|
|
8667
|
Analysis of phase transitions in the mean-field Blume-Emery-Griffiths model
|
|
|
|
|
8668
|
Numerical solution of conservative finite-dimensional stochastic Schrodinger equations
|
|
|
|
|
8669
|
Dynamic exponential utility indifference valuation
|
|
|
|
|
8670
|
Explosion phenomena in stochastic coagulation-fragmentation models
|
|
|
|
|
8671
|
Some remarks on first passage of Levy processes, the American put and pasting principles
|
|
|
|
|
8672
|
Spectral characterization of aging: the rem-like trap model
|
|
|
|
|
8673
|
A regression-based Monte Carlo method to solve backward stochastic differential equations
|
|
|
|
|
8674
|
A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
|
|
|
|
|
8675
|
The sizes of the pioneering, lowest crossing and pivotal sites in critical percolation on the triangular lattice
|
|
|
|
|
8676
|
Representation of solutions to BSDEs associated with a degenerate FSDE
|
|
|
|
|
8677
|
On the power of two choices: Balls and bins in continuous time
|
|
|
|
|
8678
|
Utility maximization in incomplete markets
|
|
|
|
|
8679
|
Weak type estimates associated to Burkholder's martingale inequality
|
|
|
|
|
8680
|
Convergence of random measures in geometric probability
|
|
|
|
|
8681
|
Equilibrium for fragmentation with immigration
|
|
|
|
|
8682
|
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
|
|
|
|
|
8683
|
The coalescent effective size of age-structured populations
|
|
|
|
|
8684
|
Hypoellipticity in infinite dimensions and an application in interest rate theory
|
|
|
|
|
8685
|
Equivalent and absolutely continuous measure changes for jump-diffusion processes
|
|
|
|
|
8686
|
On a Two-Temperature Problem for Wave Equation
|
|
|
|
|
8687
|
On Convergence to Equilibrium Distribution, I. The Klein - Gordon Equation with Mixing
|
|
|
|
|
8688
|
Hypoelliptic heat kernel inequalities on Lie groups
|
|
|
|
|
8689
|
Ramdom walks on hypergroup of circles in finite fields
|
|
|
|
|
8690
|
Malliavin calculus for Lie group-valued Wiener functions
|
|
|
|
|
8691
|
Routing in Poisson small-world networks
|
|
|
|
|
8692
|
Brownian local minima and other random dense countable sets
|
|
|
|
|
8693
|
Classical bi-Poisson process: an invertible quadratic harness
|
|
|
|
|
8694
|
On Convergence to Equilibrium Distribution, II. The Wave Equation in Odd Dimensions, with Mixing
|
|
|
|
|
8695
|
Almost Sure Convergence of Solutions to Non-Homogeneous Stochastic Difference Equation
|
|
|
|
|
8696
|
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
|
|
|
|
|
8697
|
Random orderings of the integers and card shuffling
|
|
|
|
|
8698
|
Rank Statistics in Biological Evolution
|
|
|
|
|
8699
|
A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$
|
|
|
|
|
8700
|
The scaling limit of loop-erased random walk in three dimensions
|
|
|
|
|
8701
|
Continuity of the Mixing Operator
|
|
|
|
|
8702
|
Laws of the iterated logarithm for \alpha-time Brownian motion
|
|
|
|
|
8703
|
Higher order PDE's and iterated Processes
|
|
|
|
|
8704
|
Almost Sure Recurrence of the Simple Random Walk Path
|
|
|
|
|
8705
|
The Arithmetic of Distributions in Free Probability Theory
|
|
|
|
|
8706
|
Normal approximations for descents and inversions of permutations of multisets
|
|
|
|
|
8707
|
A simple invariance theorem
|
|
|
|
|
8708
|
On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
|
|
|
|
|
8709
|
Bounds for avalanche critical values of the Bak-Sneppen model
|
|
|
|
|
8710
|
Logical Structure of Physical Probability Assertions
|
|
|
|
|
8711
|
Coherent permutations with descent statistic and the boundary problem for the graph of zigzag diagrams
|
|
|
|
|
8712
|
A Refinement of the Eulerian Numbers, and the Joint Distribution of $\pi(1)$ and Des($\pi$) in $S_n$
|
|
|
|
|
8713
|
Geodesics in First Passage Percolation
|
|
|
|
|
8714
|
Position play in carom billiards as a Markov process
|
|
|
|
|
8715
|
A necessary condition for the uniqueness of the stationary state of a Markov system
|
|
|
|
|
8716
|
Quantum filtering: a reference probability approach
|
|
|
|
|
8717
|
Asymptotic analysis of multiscale approximations to reaction networks
|
|
|
|
|
8718
|
A Fast Algorithm for Simulating the Chordal Schramm-Loewner Evolution
|
|
|
|
|
8719
|
Explicit invariant measures for products of random matrices
|
|
|
|
|
8720
|
Coagulation--fragmentation duality, Poisson--Dirichlet distributions and random recursive trees
|
|
|
|
|
8721
|
Geometric characterization of intermittency in the parabolic Anderson model
|
|
|
|
|
8722
|
Internal Diffusion Limited Aggregation on discrete groups having exponential growth
|
|
|
|
|
8723
|
The distribution of the minimum height among pivotal sites in critical two-dimensional percolation
|
|
|
|
|
8724
|
On complete characterization of coefficients of a.e. converging orthogonal series
|
|
|
|
|
8725
|
Inter-arrival time distribution for the non-homogeneous Poisson process
|
|
|
|
|
8726
|
The contact process seen from a typical infected site
|
|
|
|
|
8727
|
Estimates of potential kernel and Harnack's inequality for anisotropic fractional Laplacian
|
|
|
|
|
8728
|
Concentration inequalities with exchangeable pairs (Ph.D. thesis)
|
|
|
|
|
8729
|
A Generalization of Stationary AR(1) Schemes
|
|
|
|
|
8730
|
Weak Convergence of the Scaled Median of Independent Brownian Motions
|
|
|
|
|
8731
|
The kinetic limit of a system of coagulating planar Brownian particles
|
|
|
|
|
8732
|
On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
|
|
|
|
|
8733
|
Estimates for moments of random matrices with Gaussian elements
|
|
|
|
|
8734
|
Corner percolation on $\mathbb\u007bZ\u007d^2$ and the square root of 17
|
|
|
|
|
8735
|
Limit theorems for the typical Poisson-Voronoi cell and the Crofton cell with a large inradius
|
|
|
|
|
8736
|
Some results on two-sided LIL behavior
|
|
|
|
|
8737
|
Barycenters of measures transported by stochastic flows
|
|
|
|
|
8738
|
Admissible Dirichlet Series
|
|
|
|
|
8739
|
Distances between the winning numbers in Lottery
|
|
|
|
|
8740
|
Stochastic Equivariant Cohomologies and Cyclic Cohomology
|
|
|
|
|
8741
|
Validity of the expected Euler characteristic heuristic
|
|
|
|
|
8742
|
Donsker theorems for diffusions: Necessary and sufficient conditions
|
|
|
|
|
8743
|
Statistical duality of the Laplace distribution
|
|
|
|
|
8744
|
The multifractal spectrum of Brownian intersection local times
|
|
|
|
|
8745
|
Recurrence for persistent random walks in two dimensions
|
|
|
|
|
8746
|
Conditional Association and Spin Systems
|
|
|
|
|
8747
|
Some results concerning maximum Renyi entropy distributions
|
|
|
|
|
8748
|
Tail Bounds for the Stable Marriage of Poisson and Lebesgue
|
|
|
|
|
8749
|
Queueing systems with many servers: Null controllability in heavy traffic
|
|
|
|
|
8750
|
Limit shapes of multiplicative measures associated with coagulation-fragmentation processes and random combinatorial structures
|
|
|
|
|
8751
|
Rectangular random matrices. Related convolution
|
|
|
|
|
8752
|
Generalized stationary random fields with linear regressions - an operator approach
|
|
|
|
|
8753
|
$q-$Wiener ($\alpha,q)-$ Ornstein-Uhlenbeck processes. A generalization of known processes
|
|
|
|
|
8754
|
Bryc's random fields: the existence and distributions analysis
|
|
|
|
|
8755
|
Stationarity of Switching VAR and Other Related Models
|
|
|
|
|
8756
|
The Fermat cubic, elliptic functions, continued fractions, and a combinatorial excursion
|
|
|
|
|
8757
|
Euler integrals for commuting SLEs
|
|
|
|
|
8758
|
Likely path to extinction for simple branching model (Large Deviations approach)
|
|
|
|
|
8759
|
Cramer's theorem for nonnegative multivariate point processes with independent increments
|
|
|
|
|
8760
|
Brownian sheet and reflectionless potentials
|
|
|
|
|
8761
|
Earthquake recurrence as a record breaking process
|
|
|
|
|
8762
|
The random average process and random walk in a space-time random environment in one dimension
|
|
|
|
|
8763
|
Completeness with respect to the probabilistic Pompeiu-Hausdorff metric
|
|
|
|
|
8764
|
Percolation theory
|
|
|
|
|
8765
|
Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour
|
|
|
|
|
8766
|
Deterministic equivalents for certain functionals of large random matrices
|
|
|
|
|
8767
|
A renewal theory approach to periodic copolymers with adsorption
|
|
|
|
|
8768
|
Likelihood inference for incompletely observed stochastic processes: ignorability conditions
|
|
|
|
|
8769
|
Linear stochatic differential-algebraic equations with constant coefficients
|
|
|
|
|
8770
|
Polymer pinning in a random medium as influence percolation
|
|
|
|
|
8771
|
Competition between growths governed by Bernoulli Percolation
|
|
|
|
|
8772
|
On multidimensional branching random walks in random environment
|
|
|
|
|
8773
|
On the strong consistency of asymptotic M-estimators
|
|
|
|
|
8774
|
Central limit theorems for a class of irreducible multicolor urn models
|
|
|
|
|
8775
|
Fast Computation Of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model
|
|
|
|
|
8776
|
Gradient Bounds for Solutions of Elliptic and Parabolic Equations
|
|
|
|
|
8777
|
Random walk attracted by percolation clusters
|
|
|
|
|
8778
|
Limit theorems for weighted samples with applications to Sequential Monte Carlo Methods
|
|
|
|
|
8779
|
Harmonicity of Gibbs measures
|
|
|
|
|
8780
|
Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations
|
|
|
|
|
8781
|
Limit shapes and the complex burgers equation
|
|
|
|
|
8782
|
Linear Latent Structure Analysis: Mixture Distribution Models with Linear Constraints
|
|
|
|
|
8783
|
A New Efficient Algorithm for Construction of LLS Models
|
|
|
|
|
8784
|
Optimal long term investment model with memory
|
|
|
|
|
8785
|
Hammersley's process with sources and sinks
|
|
|
|
|
8786
|
Choquet expectation and Peng's g-expectation
|
|
|
|
|
8787
|
Renormalized self-intersection local time for fractional Brownian motion
|
|
|
|
|
8788
|
A strong law of large numbers for capacities
|
|
|
|
|
8789
|
On the Poisson equation and diffusion approximation 3
|
|
|
|
|
8790
|
Blow-up for the stochastic nonlinear Schrodinger equation with multiplicative noise
|
|
|
|
|
8791
|
Rescaled Lotka-Volterra models converge to super-Brownian motion
|
|
|
|
|
8792
|
Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev\'e Representations II
|
|
|
|
|
8793
|
Concentration around the mean for maxima of empirical processes
|
|
|
|
|
8794
|
An essay on the general theory of stochastic processes
|
|
|
|
|
8795
|
Inference Under Convex Cone Alternatives for Correlated Data
|
|
|
|
|
8796
|
On coding with Feller contractive Markov systems
|
|
|
|
|
8797
|
Examples of quasi-hyperbolic dynamical systems with slow decay of correlations
|
|
|
|
|
8798
|
Damped random walks and the characteristic polynomial of the weighted Laplacian on a graph
|
|
|
|
|
8799
|
Linearization coefficients of Bessel polynomials
|
|
|
|
|
8800
|
Smoothing effect of quenched disorder on polymer depinning transitions
|
|
|
|
|
8801
|
Spectral asymptotics of the Laplacian on supercritical bond-percolation graphs
|
|
|
|
|
8802
|
Measure Concentration for Compound Poisson Distributions
|
|
|
|
|
8803
|
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
|
|
|
|
|
8804
|
Oriented percolation in one-dimensional beta / \u007cx-y\u007c^2 random cluster model at beta > 1
|
|
|
|
|
8805
|
Fast Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model: Using Hermite Expansions for Higher Accuracy
|
|
|
|
|
8806
|
Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
|
|
|
|
|
8807
|
On the scaling limit of simple random walk excursion measure in the plane
|
|
|
|
|
8808
|
P\'\u007be\u007dnalisations of Walsh's Brownian motion
|
|
|
|
|
8809
|
Renormalization analysis of catalytic Wright-Fisher diffusions
|
|
|
|
|
8810
|
Harmonic coordinates on fractals with finitely ramified cell structure
|
|
|
|
|
8811
|
Statistics of Extreme Spacings in Determinantal Random Point Processes
|
|
|
|
|
8812
|
Percolation, boundary, noise: an experiment
|
|
|
|
|
8813
|
Reconstruction and subgaussian operators
|
|
|
|
|
8814
|
Bounds on Non-Symmetric Divergence Measures in Terms of Symmetric Divergence Measures
|
|
|
|
|
8815
|
Singularity points for first passage percolation
|
|
|
|
|
8816
|
Harris Family of Discrete Distributions
|
|
|
|
|
8817
|
Infinite systems of non-colliding generalized meanders and Riemann-Liouville differintegrals
|
|
|
|
|
8818
|
Random conformal dynamical systems
|
|
|
|
|
8819
|
A Variational Principle in the Dual Pair of Reproducing Kernel Hilbert Spaces and an Application
|
|
|
|
|
8820
|
Non-colliding system of Brownian particles as Pfaffian process
|
|
|
|
|
8821
|
A Central Limit Theorem for non-overlapping return times
|
|
|
|
|
8822
|
Precise Asymptotics for a Random Walker's Maximum
|
|
|
|
|
8823
|
Continuous and Tractable models for the Variation of Evolutionary Rates
|
|
|
|
|
8824
|
Rate of Escape of the Mixer Chain
|
|
|
|
|
8825
|
A Note on the Ruin Problem with Risky Investments
|
|
|
|
|
8826
|
Stochastic flows associated to coalescent processes III: Limit theorems
|
|
|
|
|
8827
|
Two new Markov order estimators
|
|
|
|
|
8828
|
Study on optimal timing of mark-to-market for contingent credit risk control
|
|
|
|
|
8829
|
Diffusing polygons and SLE($\kappa,\rho$)
|
|
|
|
|
8830
|
Losses in M/GI/m/n Queues
|
|
|
|
|
8831
|
Free-differentiability conditions on the free-energy function implying large deviations
|
|
|
|
|
8832
|
A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings
|
|
|
|
|
8833
|
Dynamics and Endogeny for recursive processes on trees
|
|
|
|
|
8834
|
Moment inequalities for U-statistics
|
|
|
|
|
8835
|
Towards a characterization of Markov processes enjoying the time-inversion property
|
|
|
|
|
8836
|
A stable marriage of Poisson and Lebesgue
|
|
|
|
|
8837
|
Closed and exact functions in the context of Ginzburg-Landau models
|
|
|
|
|
8838
|
Self-similar and Markov composition structures
|
|
|
|
|
8839
|
Hydrodynamic scaling limit of continuum solid-on-solid model
|
|
|
|
|
8840
|
Rank Independence and Rearrangements of Random Variables
|
|
|
|
|
8841
|
Mixing Time Bounds via the Spectral Profile
|
|
|
|
|
8842
|
Delay differential equations driven by Levy processes: stationarity and Feller properties
|
|
|
|
|
8843
|
Lower deviation probabilities for supercritical Galton-Watson processes
|
|
|
|
|
8844
|
Rigorous results on the threshold network model
|
|
|
|
|
8845
|
Quenched invariance principles for random walks on percolation clusters
|
|
|
|
|
8846
|
Poisson overlapping microballs: self-similarity and X-ray images
|
|
|
|
|
8847
|
On the periodic properties of self-decimated generators of pseudorandom numbers
|
|
|
|
|
8848
|
The stochastic acceleration problem in two dimensions
|
|
|
|
|
8849
|
New scaling of Itzykson-Zuber integrals
|
|
|
|
|
8850
|
Equilibrium Fluctuations for a One-Dimensional Interface in the Solid on Solid Approximation
|
|
|
|
|
8851
|
On the spatial mean of the Poincare cycle
|
|
|
|
|
8852
|
Enlargements of filtrations and path decompositions at non-stopping times
|
|
|
|
|
8853
|
Long range action in networks of chaotic elements
|
|
|
|
|
8854
|
The central limit problem for random vectors with symmetries
|
|
|
|
|
8855
|
A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs
|
|
|
|
|
8856
|
On random measures on the space of trajectories and strong and weak solutions of stochastic equations
|
|
|
|
|
8857
|
De Bruijn Covering Codes for Rooted Hypergraphs
|
|
|
|
|
8858
|
Jacobians and rank 1 perturbations relating to unitary Hessenberg matrices
|
|
|
|
|
8859
|
Stochastic Differential Equations Driven by Purely Spatial Noise
|
|
|
|
|
8860
|
Concentration inequalities on product spaces with applications to Markov processes
|
|
|
|
|
8861
|
Spectral gap estimates for interacting particle systems via a Bochner-type identity
|
|
|
|
|
8862
|
Perfectly random sampling of truncated multinormal distributions
|
|
|
|
|
8863
|
Sinai's condition for real valued L\'\u007be\u007dvy processes
|
|
|
|
|
8864
|
A class of remarkable submartingales
|
|
|
|
|
8865
|
Concentration for independent random variables with heavy tails
|
|
|
|
|
8866
|
Translation-invariant generalized topologies induced by probabilistic norms
|
|
|
|
|
8867
|
How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?
|
|
|
|
|
8868
|
Positive Processes
|
|
|
|
|
8869
|
Skew convolution semigroups and affine Markov processes
|
|
|
|
|
8870
|
A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
|
|
|
|
|
8871
|
The Ghirlanda-Guerra Identities
|
|
|
|
|
8872
|
A necklace of Wulff shapes
|
|
|
|
|
8873
|
Some random times and martingales associated with $BES_\u007b0\u007d(\delta)$ processes $(0<\delta<2)$
|
|
|
|
|
8874
|
A resolution of quantum dynamical semigroups
|
|
|
|
|
8875
|
SLE coordinate changes
|
|
|
|
|
8876
|
Determinantal point processes and fermionic Fock space
|
|
|
|
|
8877
|
Limiting behavior of a diffusion in an asymptotically stable environment
|
|
|
|
|
8878
|
The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument
|
|
|
|
|
8879
|
Non Stopping Times and Stopping Theorems
|
|
|
|
|
8880
|
Estimates of moments and tails of Gaussian chaoses
|
|
|
|
|
8881
|
On the best constants in some non-commutative martingale inequalities
|
|
|
|
|
8882
|
A note on multitype branching processes with immigration in a random environment
|
|
|
|
|
8883
|
The branching process with logistic growth
|
|
|
|
|
8884
|
Accelerating diffusions
|
|
|
|
|
8885
|
Asymptotic results on the moments of the ratio of the random sum of squares to the square of the random sum
|
|
|
|
|
8886
|
The oscillatory distribution of distances in random tries
|
|
|
|
|
8887
|
On the convergence from discrete to continuous time in an optimal stopping problem
|
|
|
|
|
8888
|
Asymptotic behavior of a metapopulation model
|
|
|
|
|
8889
|
Subgeometric ergodicity of strong Markov processes
|
|
|
|
|
8890
|
Summation test for gap penalties and strong law of the local alignment score
|
|
|
|
|
8891
|
Cramer's estimate for a reflected Levy process
|
|
|
|
|
8892
|
On utility maximization in discrete-time financial market models
|
|
|
|
|
8893
|
Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences
|
|
|
|
|
8894
|
A Capture Problem in Brownian Motion and Eigenvalues of Spherical Domains
|
|
|
|
|
8895
|
Metric based up-scaling
|
|
|
|
|
8896
|
Drift rate control of a Brownian processing system
|
|
|
|
|
8897
|
Sample-path large deviations for tandem and priority queues with Gaussian inputs
|
|
|
|
|
8898
|
Relative Divergence Measures and Information Inequalities
|
|
|
|
|
8899
|
Bootstrap Central Limit Theorem for Chains of Infinite Order via Markov Approximations
|
|
|
|
|
8900
|
The motion of a second class particle for the tasep starting from a decreasing shock profile
|
|
|
|
|
8901
|
Classical solutions to reaction-diffusion systems for hedging problems with interacting Ito and point processes
|
|
|
|
|
8902
|
A Generalized It$\hat \u007b\rm o\u007d$'s Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
|
|
|
|
|
8903
|
Generalized Ito Formulae and Space-Time Lebesgue-Stieltjes Integrals of Local Times
|
|
|
|
|
8904
|
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
|
|
|
|
|
8905
|
Regenerative Compositions in the Case of Slow Variation
|
|
|
|
|
8906
|
Computable infinite dimensional filters with applications to discretized diffusion processes
|
|
|
|
|
8907
|
Asymptotic Analysis of Losses in the $GI/M/m/n$ Queueing System as $n$ Increases to Infinity
|
|
|
|
|
8908
|
A microscopic model for Stefan's melting and freezing problem
|
|
|
|
|
8909
|
Superdiffusivity of two dimensional lattice gas models
|
|
|
|
|
8910
|
Nonequilibrium Central Limit Theorem for a Tagged Particle in Symmetric Simple Exclusion
|
|
|
|
|
8911
|
Gaussian estimates for symmetric simple exclusion processes
|
|
|
|
|
8912
|
A determinantal formula for the GOE Tracy-Widom distribution
|
|
|
|
|
8913
|
On a problem of K. Mahler: Diophantine approximation and Cantor sets
|
|
|
|
|
8914
|
A stochastic perturbation of inviscid flows
|
|
|
|
|
8915
|
Stochastic inequalities for single-server loss queueing systems
|
|
|
|
|
8916
|
Forbidden gap argument for phase transitions proved by means of chessboard estimates
|
|
|
|
|
8917
|
On convergence of importance sampling and other properly weighted samples to the target distribution
|
|
|
|
|
8918
|
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
|
|
|
|
|
8919
|
The stability of join-the-shortest-queue models with general input and output processes
|
|
|
|
|
8920
|
Influence and sharp-threshold theorems for monotonic measures
|
|
|
|
|
8921
|
Random growth models with polygonal shapes
|
|
|
|
|
8922
|
Iterated Brownian motion in bounded domains in R^n
|
|
|
|
|
8923
|
Exchangeable, Gibbs and equilibrium measures for Markov subshifts
|
|
|
|
|
8924
|
Quantitative noise sensitivity and exceptional times for percolation
|
|
|
|
|
8925
|
Painleve formulas of the limiting distributions for non-null complex sample covariance matrices
|
|
|
|
|
8926
|
Schoenberg's Theorem via the law of large numbers
|
|
|
|
|
8927
|
Fokker-Planck-Kolmogorov equation for stochastic differential equations with boundary hitting resets
|
|
|
|
|
8928
|
Stochastic Differential Equations: A Wiener Chaos Approach
|
|
|
|
|
8929
|
Stochastic 2-microlocal analysis
|
|
|
|
|
8930
|
Wiener chaos solutions of linear stochastic evolution equations
|
|
|
|
|
8931
|
Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble
|
|
|
|
|
8932
|
Stochastic domination: the contact process, Ising models and FKG measures
|
|
|
|
|
8933
|
Refinements of stochastic domination
|
|
|
|
|
8934
|
An interlacing technique for spectra of random walks and its application to finite percolation clusters
|
|
|
|
|
8935
|
The expected area of the filled planar Brownian loop is Pi/5
|
|
|
|
|
8936
|
High-resolution quantization and entropy coding for fractional Brownian motion
|
|
|
|
|
8937
|
Some properties of the Lerch family of discrete distributions
|
|
|
|
|
8938
|
On the action of Lipschitz functions on vector-valued random sums
|
|
|
|
|
8939
|
Polymer pinning at an interface
|
|
|
|
|
8940
|
A complete characterization of local martingales which are functions of Brownian motion and its maximum
|
|
|
|
|
8941
|
Large deviations for functions of two random projection matrices
|
|
|
|
|
8942
|
The empirical process in Mallows distance, with application to goodness-of-fit tests
|
|
|
|
|
8943
|
Strong asymptotic freeness for Wigner and Wishart matrices
|
|
|
|
|
8944
|
On processes which are infinitely divisible with respect to time
|
|
|
|
|
8945
|
The compact support property for measure-valued processes
|
|
|
|
|
8946
|
Law of Large Numbers for a Class of Superdiffusions
|
|
|
|
|
8947
|
On Davies' conjecture and strong ratio limit properties for the heat kernel
|
|
|
|
|
8948
|
Stability of solutions of BSDEs with random terminal time
|
|
|
|
|
8949
|
Convergence of values in optimal stopping and convergence of optimal stopping times
|
|
|
|
|
8950
|
On the Robin problem in fractal domains
|
|
|
|
|
8951
|
Uniqueness and multiplicity of infinite clusters
|
|
|
|
|
8952
|
Scaling Limit for the Space-Time Covariance of the Stationary Totally Asymmetric Simple Exclusion Process
|
|
|
|
|
8953
|
Anticipating integrals and martingales on the Poisson space
|
|
|
|
|
8954
|
Improved bounds for perfect simulation of a continuous one-dimensional loss network
|
|
|
|
|
8955
|
Coding map for a contractive Markov system
|
|
|
|
|
8956
|
Heavy points of a d-dimensional simple random walk
|
|
|
|
|
8957
|
Minimum spanning trees and random resistor networks in d dimensions
|
|
|
|
|
8958
|
A superprocess involving both branching and coalescing
|
|
|
|
|
8959
|
Generalization of the Critical Volume NTCP Model in the Radiobiology
|
|
|
|
|
8960
|
Quadratic Harnesses, q-commutations, and orthogonal martingale polynomials
|
|
|
|
|
8961
|
A characterization of the infinitely divisible squared Gaussian processes
|
|
|
|
|
8962
|
Invariance principles for random bipartite planar maps
|
|
|
|
|
8963
|
The universality classes in the parabolic Anderson model
|
|
|
|
|
8964
|
How likely is an i.i.d. degree sequence to be graphical?
|
|
|
|
|
8965
|
On a role of predictor in the filtering stability
|
|
|
|
|
8966
|
Minimax and adaptive estimation of the Wigner function in quantum homodyne tomography with noisy data
|
|
|
|
|
8967
|
The Full Scaling Limit of Two-Dimensional Critical Percolation
|
|
|
|
|
8968
|
The heat equation with multiplicative stable L\'evy noise
|
|
|
|
|
8969
|
BSDE with quadratic growth and unbounded terminal value
|
|
|
|
|
8970
|
Metric stability for random walks (with applications in renormalization theory)
|
|
|
|
|
8971
|
The Jammed Phase of the Biham-Middleton-Levine Traffic Model
|
|
|
|
|
8972
|
Mixed Poisson approximation of node depth distributions in random binary search trees
|
|
|
|
|
8973
|
On Layered Stable Processes
|
|
|
|
|
8974
|
On Fractional Tempered Stable Motion
|
|
|
|
|
8975
|
Limit theorems for bipower variation in financial econometrics
|
|
|
|
|
8976
|
Random walks in a Dirichlet environment
|
|
|
|
|
8977
|
Confidence intervals for nonhomogeneous branching processes and polymerase chain reactions
|
|
|
|
|
8978
|
Moment inequalities for functions of independent random variables
|
|
|
|
|
8979
|
A strong invariance principle for associated random fields
|
|
|
|
|
8980
|
Criticality for branching processes in random environment
|
|
|
|
|
8981
|
A probabilistic approach to the geometry of the \ell_p^n-ball
|
|
|
|
|
8982
|
Sectorial convergence of U-statistics
|
|
|
|
|
8983
|
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
|
|
|
|
|
8984
|
Asymptotics for hitting times
|
|
|
|
|
8985
|
One-dependent trigonometric determinantal processes are two-block-factors
|
|
|
|
|
8986
|
Closures of exponential families
|
|
|
|
|
8987
|
On the stochastic calculus method for spins systems
|
|
|
|
|
8988
|
Limit theorems for iterated random topical operators
|
|
|
|
|
8989
|
Contractive Markov systems II
|
|
|
|
|
8990
|
Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
|
|
|
|
|
8991
|
Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables
|
|
|
|
|
8992
|
Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime
|
|
|
|
|
8993
|
Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion
|
|
|
|
|
8994
|
Global L_2-solutions of stochastic Navier-Stokes equations
|
|
|
|
|
8995
|
Uniqueness for diffusions degenerating at the boundary of a smooth bounded set
|
|
|
|
|
8996
|
Lenses in Skew Brownian Flow
|
|
|
|
|
8997
|
Modified logarithmic Sobolev inequalities in null curvature
|
|
|
|
|
8998
|
The right time to sell a stock whose price is driven by Markovian noise
|
|
|
|
|
8999
|
Generalized stochastic differential utility and preference for information
|
|
|
|
|
9000
|
Quenched invariance principle for simple random walk on percolation clusters
|
|
|
|
|
9001
|
Extremes on Trees
|
|
|
|
|
9002
|
Multiplicative monotone convolutions
|
|
|
|
|
9003
|
Central limit theorems for sequences of multiple stochastic integrals
|
|
|
|
|
9004
|
A Local limit theorem for directed polymers in random media: the continuous and the discrete case
|
|
|
|
|
9005
|
Regularity of solutions to stochastic Volterra equations with infinite delay
|
|
|
|
|
9006
|
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
|
|
|
|
|
9007
|
Moderate deviations for diffusions with Brownian potentials
|
|
|
|
|
9008
|
Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
|
|
|
|
|
9009
|
Time changes of symmetric diffusions and Feller measures
|
|
|
|
|
9010
|
Weak Poincare inequalities on domains defined by Brownian rough paths
|
|
|
|
|
9011
|
Asymptotic genealogy of a critical branching process
|
|
|
|
|
9012
|
On the speed of random walks on a percolation cluster of trees
|
|
|
|
|
9013
|
Concentration of normalized sums and a central limit theorem for noncorrelated random variables
|
|
|
|
|
9014
|
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
|
|
|
|
|
9015
|
On the super replication price of unbounded claims
|
|
|
|
|
9016
|
Number of paths versus number of basis functions in American option pricing
|
|
|
|
|
9017
|
Limit laws of estimators for critical multi-type Galton-Watson processes
|
|
|
|
|
9018
|
Normal approximation for hierarchical structures
|
|
|
|
|
9019
|
Stability and the Lyapounov exponent of threshold AR-ARCH Models
|
|
|
|
|
9020
|
A microscopic probabilistic description of a locally regulated population and macroscopic approximations
|
|
|
|
|
9021
|
Continuum percolation with steps in an annulus
|
|
|
|
|
9022
|
Interplay between dividend rate and business constraints for a financial corporation
|
|
|
|
|
9023
|
Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
|
|
|
|
|
9024
|
Elementary bounds on Poincare and log-Sobolev constants for decomposable Markov chains
|
|
|
|
|
9025
|
Exponential penalty function control of loss networks
|
|
|
|
|
9026
|
Quantitative bounds on convergence of time-inhomogeneous Markov chains
|
|
|
|
|
9027
|
Optimal pointwise approximation of SDEs based on brownian motion at discrete points
|
|
|
|
|
9028
|
Mass extinctions: an alternative to the Allee effect
|
|
|
|
|
9029
|
Periodic copolymers at selective interfaces: A Large Deviations approach
|
|
|
|
|
9030
|
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
|
|
|
|
|
9031
|
Asymptotics in randomized urn models
|
|
|
|
|
9032
|
Near-integrated GARCH sequences
|
|
|
|
|
9033
|
Exact and approximate results for deposition and annihilation processes on graphs
|
|
|
|
|
9034
|
A diffusion model of scheduling control in queueing systems with many servers
|
|
|
|
|
9035
|
Reconstructing a two-color scenery by observing it along a simple random walk path
|
|
|
|
|
9036
|
Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment
|
|
|
|
|
9037
|
Renewal theory and computable convergence rates for geometrically ergodic Markov chains
|
|
|
|
|
9038
|
The stepping stone model. II: Genealogies and the infinite sites model
|
|
|
|
|
9039
|
Stochastic Characterization of Harmonic maps on Riemannian polyhedra
|
|
|
|
|
9040
|
On Sampling of stationary increment processes
|
|
|
|
|
9041
|
Limit theorems for mixed max-sum processes with renewal stopping
|
|
|
|
|
9042
|
Stability in Distribution of Randomly Perturbed Quadratic Maps as Markov Processes
|
|
|
|
|
9043
|
Extending Chacon-Walsh: minimality and generalised starting distributions
|
|
|
|
|
9044
|
On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment
|
|
|
|
|
9045
|
The long-run behavior of the stochastic replicator dynamics
|
|
|
|
|
9046
|
Tail of a linear diffusion with Markov switching
|
|
|
|
|
9047
|
Central limit theorems for random polytopes in a smooth convex set
|
|
|
|
|
9048
|
Bridges and networks: Exact asymptotics
|
|
|
|
|
9049
|
An approximate sampling formula under genetic hitchhiking
|
|
|
|
|
9050
|
Upper bounds for spatial point process approximations
|
|
|
|
|
9051
|
Large deviations of a modified Jackson network: stability and rough asymptotics
|
|
|
|
|
9052
|
Concentration inequalities for random fields via coupling
|
|
|
|
|
9053
|
Subexponential asymptotics of hybrid fluid and ruin models
|
|
|
|
|
9054
|
The disorder problem for compound Poisson processes with exponential jumps
|
|
|
|
|
9055
|
Large deviations of the empirical volume fraction for stationary Poisson grain models
|
|
|
|
|
9056
|
On the distribution of the maximum of a gaussian field with d parameters
|
|
|
|
|
9057
|
Characterization of arbitrage-free markets
|
|
|
|
|
9058
|
Logarithmic Sobolev inequality for log-concave measure from Prekopa-Leindler inequality
|
|
|
|
|
9059
|
A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains
|
|
|
|
|
9060
|
Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
|
|
|
|
|
9061
|
Gaussian limits for random measures in geometric probability
|
|
|
|
|
9062
|
Diffusion maps, spectral clustering and reaction coordinates of dynamical systems
|
|
|
|
|
9063
|
Distribution of the Size of a Largest Planar Matching and Largest Planar Subgraph in Random Bipartite Graphs
|
|
|
|
|
9064
|
Large deviations for template matching between point processes
|
|
|
|
|
9065
|
Learning mixtures of separated nonspherical Gaussians
|
|
|
|
|
9066
|
The exit problem for diffusions with time-periodic drift and stochastic resonance
|
|
|
|
|
9067
|
Dynamic importance sampling for uniformly recurrent markov chains
|
|
|
|
|
9068
|
Trading Strategy Adipted Optimization of European Call Option
|
|
|
|
|
9069
|
A stochastic approximation algorithm with multiplicative step size adaptation
|
|
|
|
|
9070
|
A polyhedral Markov field - pushing the Arak-Surgailis construction into three dimensions
|
|
|
|
|
9071
|
Renewal of singularity sets of statistically self-similar measures
|
|
|
|
|
9072
|
Inside singularity sets of random Gibbs measures
|
|
|
|
|
9073
|
The reversible nearest particle systgems on a finite interval
|
|
|
|
|
9074
|
The Basic Representation of the Current Group O(n,1)^X in the L^2 space over the generalized Lebesgue Measure
|
|
|
|
|
9075
|
Baysian inference via classes of normalized random measures
|
|
|
|
|
9076
|
An annihilating--branching particle model for the heat equation with average temperature zero
|
|
|
|
|
9077
|
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
|
|
|
|
|
9078
|
Poisson kernels of half-spaces in real hyperbolic spaces
|
|
|
|
|
9079
|
A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics
|
|
|
|
|
9080
|
The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds
|
|
|
|
|
9081
|
The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations I: The Stochastic Semiflow
|
|
|
|
|
9082
|
Boundary Harnack Principle for fractional powers of Laplacian on the Sierpinski carpet
|
|
|
|
|
9083
|
An invariance principle for conditioned trees
|
|
|
|
|
9084
|
Spherical Asymptotics for the Rotor-Router Model in Z^d
|
|
|
|
|
9085
|
Some explicit Krein representations of certain subordinators, including the Gamma process
|
|
|
|
|
9086
|
Riffle shuffles of decks with repeated cards
|
|
|
|
|
9087
|
Approximate Bermudan option pricing based on the r\'eduite or cubature: soundness and characterisation of perpetual prices as fixed points
|
|
|
|
|
9088
|
A brief note on the soundness of Bermudan option pricing via cubature
|
|
|
|
|
9089
|
Max-Semi-Selfdecomposable Laws and Related Processes
|
|
|
|
|
9090
|
An Inductive Proof of the Berry-Esseen Theorem for Character Ratios
|
|
|
|
|
9091
|
Entropy-driven phase transition in a polydisperse hard-rods lattice system
|
|
|
|
|
9092
|
A set-indexed fractional Brownian motion
|
|
|
|
|
9093
|
Examples of Groups that are Measure Equivalent to the Free Group
|
|
|
|
|
9094
|
On Chordal and Bilateral SLE in multiply connected domains
|
|
|
|
|
9095
|
From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions
|
|
|
|
|
9096
|
How large a disc is covered by a random walk in n steps?
|
|
|
|
|
9097
|
The critical Ising model on trees, concave recursions and nonlinear capacity
|
|
|
|
|
9098
|
Orthogonal Polynomials and Fluctuations of Random Matrices
|
|
|
|
|
9099
|
Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
|
|
|
|
|
9100
|
Tracy--Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
|
|
|
|
|
9101
|
Quantitative concentration inequalities for empirical measures on non-compact spaces
|
|
|
|
|
9102
|
Random walk on the incipient infinite cluster on trees
|
|
|
|
|
9103
|
Determinantal Processes and Independence
|
|
|
|
|
9104
|
A random walk proof of the Erdos-Taylor conjecture
|
|
|
|
|
9105
|
Measure free martingales
|
|
|
|
|
9106
|
Random walks in a random environment
|
|
|
|
|
9107
|
Examples of moderate deviation principle for diffusion processes
|
|
|
|
|
9108
|
Moderate deviation principle for ergodic Markov chain. Lipschitz summands
|
|
|
|
|
9109
|
On tail distributions of supremum and quadratic variation of local martingales
|
|
|
|
|
9110
|
Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics
|
|
|
|
|
9111
|
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models
|
|
|
|
|
9112
|
Hitting distributions of geometric Brownian motion
|
|
|
|
|
9113
|
Recurrence of Simple Random Walk on $Z^2$ is Dynamically Sensitive
|
|
|
|
|
9114
|
Combinatorial aspects of matrix models
|
|
|
|
|
9115
|
Equilibrium Kawasaki dynamics of continuous particle systems
|
|
|
|
|
9116
|
The Shannon information of filtrations and the additional logarithmic utility of insiders
|
|
|
|
|
9117
|
The Single Server Queue and the Storage Model: Large Deviations and Fixed Points
|
|
|
|
|
9118
|
On approximate pattern matching for a class of Gibbs random fields
|
|
|
|
|
9119
|
Discrete interpolation between monotone probability and free probability
|
|
|
|
|
9120
|
Random graphs with arbitrary i.i.d. degrees
|
|
|
|
|
9121
|
Distances in random graphs with finite mean and infinite variance degrees
|
|
|
|
|
9122
|
Lifshitz tails for spectra of Erd\H\u007bo\u007ds--R\'\u007be\u007dnyi random graphs
|
|
|
|
|
9123
|
Preservation of log-concavity on summation
|
|
|
|
|
9124
|
The empirical eigenvalue distribution of a Gram matrix: From independence to stationarity
|
|
|
|
|
9125
|
Universal finitary codes with exponential tails
|
|
|
|
|
9126
|
High-resolution asymptotics for the angular bispectrum of spherical random fields
|
|
|
|
|
9127
|
Concerning life annuities
|
|
|
|
|
9128
|
A repertoire for additive functionals of uniformly distributed m-ary search trees
|
|
|
|
|
9129
|
Strong disorder RG approach of random systems
|
|
|
|
|
9130
|
Gaussian fluctuations for non-Hermitian random matrix ensembles
|
|
|
|
|
9131
|
Kolmogorov-Sinai entropy of a generalized Markov shift
|
|
|
|
|
9132
|
Functional quantization and metric entropy for Riemann-Liouville processes
|
|
|
|
|
9133
|
Limit laws for random vectors with an extreme component
|
|
|
|
|
9134
|
Estimates on path delocalization for copolymers at selective interfaces
|
|
|
|
|
9135
|
An adaptive scheme for the approximation of dissipative systems
|
|
|
|
|
9136
|
Some properties of the rate function of quenched large deviations for random walk in random environment
|
|
|
|
|
9137
|
Cost-volume relationships for flows through a disordered network
|
|
|
|
|
9138
|
Random recursive trees and the Bolthausen-Sznitman coalescent
|
|
|
|
|
9139
|
Subtree prune and regraft: a reversible real tree-valued Markov process
|
|
|
|
|
9140
|
Martingale structure of Skorohod integral processes
|
|
|
|
|
9141
|
On nonexistence of non-constant volatility in the Black-Scholes formula
|
|
|
|
|
9142
|
Absolute continuity for random iterated function systems with overlaps
|
|
|
|
|
9143
|
On maxima and ladder processes for a dense class of Levy processes
|
|
|
|
|
9144
|
On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs
|
|
|
|
|
9145
|
A two armed bandit type problem revisited
|
|
|
|
|
9146
|
Two-dimensional wetting with binary disorder: a numerical study of the loop statistics
|
|
|
|
|
9147
|
Properties of the wealth process in a market microstructure model
|
|
|
|
|
9148
|
Invariance principles for standard-normalized and self-normalized random fields
|
|
|
|
|
9149
|
Different Aspects of a Model for Random Fragmentation Processes
|
|
|
|
|
9150
|
Taking Bigger Metropolis Steps by Dragging Fast Variables
|
|
|
|
|
9151
|
Nonparametric regression estimation for random fields in a fixed-design
|
|
|
|
|
9152
|
On large deviations in the averaging principle for SDE's with a ``full dependence'', correction
|
|
|
|
|
9153
|
A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion
|
|
|
|
|
9154
|
On L\'\u007be\u007dvy processes conditioned to stay positive
|
|
|
|
|
9155
|
Shortest spanning trees and a counterexample for random walks in random environments
|
|
|
|
|
9156
|
Critical percolation on certain non-unimodular graphs
|
|
|
|
|
9157
|
The mean square of weighted multiplicities function
|
|
|
|
|
9158
|
Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections
|
|
|
|
|
9159
|
Mean-field driven first-order phase transitions in systems with long-range interactions
|
|
|
|
|
9160
|
Goldbug Variations
|
|
|
|
|
9161
|
Two Phase Transitions for the Contact Process on Small Worlds
|
|
|
|
|
9162
|
Synchronous couplings of reflected Brownian motions in smooth domains
|
|
|
|
|
9163
|
Alternative proof for the localization of Sinai's walk
|
|
|
|
|
9164
|
On the concentration of Sinai's walk
|
|
|
|
|
9165
|
Min-Max Variational Principle and Front Speeds in Random Shear Flows
|
|
|
|
|
9166
|
An equivalent representation of the Jacobi field of a L\'evy process
|
|
|
|
|
9167
|
Positive harmonic functions for semi-isotropic random walks on trees, lamplighter groups, and DL-graphs
|
|
|
|
|
9168
|
Almost sure estimates for the concentration neighborhood of Sinai's walk
|
|
|
|
|
9169
|
The overhand shuffle mixes in $\Theta(n^2\log n)$ steps
|
|
|
|
|
9170
|
Dynamically Consistent Nonlinear Evaluations and Expectations
|
|
|
|
|
9171
|
A free analogue of the transportation cost inequality on the circle
|
|
|
|
|
9172
|
Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension
|
|
|
|
|
9173
|
A Reversion of the Chernoff Bound
|
|
|
|
|
9174
|
Generalised sifting in black-box groups
|
|
|
|
|
9175
|
The Gaussian primes contain arbitrarily shaped constellations
|
|
|
|
|
9176
|
Percolation-like Scaling Exponents for Minimal Paths and Trees in the Stochastic Mean Field Model
|
|
|
|
|
9177
|
Stationary distributions of multi-type totally asymmetric exclusion processes
|
|
|
|
|
9178
|
Poisson--Dirichlet distribution for random Belyi surfaces
|
|
|
|
|
9179
|
Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects
|
|
|
|
|
9180
|
Free extreme values
|
|
|
|
|
9181
|
Small ball probability estimates in terms of width
|
|
|
|
|
9182
|
Backward Stochastic Differential Equations on Manifolds
|
|
|
|
|
9183
|
Recent approaches to multidimensional Bermudan option pricing and the extrapolation to American option prices
|
|
|
|
|
9184
|
Free transportation cost inequalities for non-commutative multi-variables
|
|
|
|
|
9185
|
Properties of a renewal process approximation for a spin market model
|
|
|
|
|
9186
|
Statistical properties of the phase transitions in a spin model for market microstructure
|
|
|
|
|
9187
|
Nonintersecting Paths, Noncolliding Diffusion Processes and Representation Theory
|
|
|
|
|
9188
|
Random dynamics and thermodynamic limits for polygonal Markov fields in the plane
|
|
|
|
|
9189
|
Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus
|
|
|
|
|
9190
|
On the increments of the principal value of Brownian local time
|
|
|
|
|
9191
|
Estimates of random walk exit probabilities and application to loop-erased random walk
|
|
|
|
|
9192
|
Partly divisible probability measures on locally compact Abelian groups
|
|
|
|
|
9193
|
Tanaka formula for symmetric L\'\u007be\u007dvy processes
|
|
|
|
|
9194
|
Partly Divisible Probability Distributions
|
|
|
|
|
9195
|
The Ising-Sherrington-Kirpatrick model in a magnetic field at high temperature
|
|
|
|
|
9196
|
Alternatives to the neoBayesian Theorem, avoiding several of its inconsistencies: The rMPE-Method
|
|
|
|
|
9197
|
Percolation with Multiple Giant Clusters
|
|
|
|
|
9198
|
Convergence of Coalescing Nonsimple Random Walks to the Brownian Web
|
|
|
|
|
9199
|
Edge-reinforced random walk on a ladder
|
|
|
|
|
9200
|
Pinning by a sparse potential
|
|
|
|
|
9201
|
Transition from the annealed to the quenched asymptotics for a random walk on random obstacles
|
|
|
|
|
9202
|
The divergence of fluctuations for the shape on first passage percolation
|
|
|
|
|
9203
|
Probabilistic and fractal aspects of Levy trees
|
|
|
|
|
9204
|
Discrete and continuous Yang-Mills measure for non-trivial bundles over compact surfaces
|
|
|
|
|
9205
|
Ruelle's probability cascades seen as a fragmentation process
|
|
|
|
|
9206
|
Conditioned Brownian trees
|
|
|
|
|
9207
|
A note on random walk in random scenery
|
|
|
|
|
9208
|
Pinning of polymers and interfaces by random potentials
|
|
|
|
|
9209
|
On the operator space UMD property for noncommutative Lp-spaces
|
|
|
|
|
9210
|
Singular control with state constraints on unbounded domain
|
|
|
|
|
9211
|
On Positive Recurrence of Constrained Diffusion Processes
|
|
|
|
|
9212
|
Stability Properties of Constrained Jump-Diffusion Processes
|
|
|
|
|
9213
|
Scaling of Percolation on Infinite Planar Maps, I
|
|
|
|
|
9214
|
Connectivity Transitions in Networks with Super-Linear Preferential Attachment
|
|
|
|
|
9215
|
On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
|
|
|
|
|
9216
|
The average amount of information lost in multiplication
|
|
|
|
|
9217
|
Order estimation of Markov chains
|
|
|
|
|
9218
|
Entropy and the law of small numbers
|
|
|
|
|
9219
|
Positional games on random graphs
|
|
|
|
|
9220
|
Vertex and edge expansion properties for rapid mixing
|
|
|
|
|
9221
|
Random Bulgarian solitaire
|
|
|
|
|
9222
|
Coin flipping from a cosmic source: On error correction of truly random bits
|
|
|
|
|
9223
|
Distances in random graphs with finite variance degrees
|
|
|
|
|
9224
|
Transfer theorems and asymptotic distributional results for m-ary search trees
|
|
|
|
|
9225
|
Random subgraphs of finite graphs: I. The scaling window under the triangle condition
|
|
|
|
|
9226
|
Steady state analysis of balanced-allocation routing
|
|
|
|
|
9227
|
Algebraic geometry of Bayesian networks
|
|
|
|
|
9228
|
Image Denoising by Statistical Area Thresholding
|
|
|
|
|
9229
|
An arctic circle theorem for Groves
|
|
|
|
|
9230
|
Random combinatorial structures: the convergent case
|
|
|
|
|
9231
|
A probabilistic model for the degree of the cancellation polynomial in Gosper's algorithm
|
|
|
|
|
9232
|
Z-measures on partitions and their scaling limits
|
|
|
|
|
9233
|
Metric Construction, Stopping Times and Path Coupling
|
|
|
|
|
9234
|
Random Weighting, Asymptotic Counting, and Inverse Isoperimetry
|
|
|
|
|
9235
|
Path Coupling Using Stopping Times and Counting Independent Sets and Colourings in Hypergraphs
|
|
|
|
|
9236
|
Lamplighters, Diestel-Leader Graphs, Random Walks, and Harmonic Functions
|
|
|
|
|
9237
|
Asymptotic Enumeration of Spanning Trees
|
|
|
|
|
9238
|
A Predictive Theory of Games
|
|
|
|
|
9239
|
Analysis of loss networks with routing
|
|
|
|
|
9240
|
Mismatched codebooks and the role of entropy-coding in lossy data compression
|
|
|
|
|
9241
|
Phase Transition in the Aldous-Shields Model of Growing Trees
|
|
|
|
|
9242
|
Partial fillup and search time in LC tries
|
|
|
|
|
9243
|
Deterministic modal Bayesian Logic: derive the Bayesian within the modal logic T
|
|
|
|
|
9244
|
On the cascade rollback synchronization
|
|
|
|
|
9245
|
Combinations and Mixtures of Optimal Policies in Unichain Markov Decision Processes are Optimal
|
|
|
|
|
9246
|
Every decision tree has an influential variable
|
|
|
|
|
9247
|
Analyticity of Entropy Rate of Hidden Markov Chains
|
|
|
|
|
9248
|
Noise stability of functions with low influences: invariance and optimality
|
|
|
|
|
9249
|
On Generalized Computable Universal Priors and their Convergence
|
|
|
|
|
9250
|
Strong Asymptotic Assertions for Discrete MDL in Regression and Classification
|
|
|
|
|
9251
|
Individual displacements in hashing with coalesced chains
|
|
|
|
|
9252
|
The maximum entropy state
|
|
|
|
|
9253
|
Degree Distribution of Competition-Induced Preferential Attachment Graphs
|
|
|
|
|
9254
|
On the asymptotic behavior of some Algorithms
|
|
|
|
|
9255
|
New Coins From Old: Computing With Unknown Bias
|
|
|
|
|
9256
|
A Resistance Bound Via An Isoperimetric Inequality
|
|
|
|
|
9257
|
On random pm 1 matrices: singularity and determinant
|
|
|
|
|
9258
|
Learning nonsingular phylogenies and hidden Markov models
|
|
|
|
|
9259
|
The mixing time of the Thorp shuffle
|
|
|
|
|
9260
|
Balanced boolean functions that can be evaluated so that every input bit is unlikely to be read
|
|
|
|
|
9261
|
On the bias of traceroute sampling: or, power-law degree distributions in regular graphs
|
|
|
|
|
9262
|
Coupling with the stationary distribution and improved sampling for colorings and independent sets
|
|
|
|
|
9263
|
Routing complexity of faulty networks
|
|
|
|
|
9264
|
Diffusion Maps, Spectral Clustering and Eigenfunctions of Fokker-Planck Operators
|
|
|
|
|
9265
|
A general lower bound for mixing of single-site dynamics on graphs
|
|
|
|
|
9266
|
A Continuous-Discontinuous Second-Order Transition in the Satisfiability of Random Horn-SAT Formulas
|
|
|
|
|
9267
|
A Random Matrix Approach to the Lack of Projections in C*_red(F_2)
|
|
|
|
|
9268
|
Semi-Selfdecomposable Laws and Related Processes
|
|
|
|
|
9269
|
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
|
|
|
|
|
9270
|
Maximal type inequalities for linear stochastic Volterra equations
|
|
|
|
|
9271
|
Function-valued stochastic convolutions arising in integrodifferential equations
|
|
|
|
|
9272
|
Exchangeable Gibbs partitions and Stirling triangles
|
|
|
|
|
9273
|
Self-Organized Forest-Fires near the Critical Time
|
|
|
|
|
9274
|
Phase ordering after a deep quench: the stochastic Ising and hard core gas models on a tree
|
|
|
|
|
9275
|
Relaxation time of $L$-reversal chains and other chromosome shuffles
|
|
|
|
|
9276
|
A question about Parisi functional
|
|
|
|
|
9277
|
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
|
|
|
|
|
9278
|
Null flows, positive flows and the structure of stationary symmetric stable processes
|
|
|
|
|
9279
|
A quantum version of Sanov's theorem
|
|
|
|
|
9280
|
Excited Random Walk in One Dimension
|
|
|
|
|
9281
|
The Escape model on a homogeneous tree
|
|
|
|
|
9282
|
On the invariant measure of a positive recurrent diffusion in R
|
|
|
|
|
9283
|
Noise Stability of Weighted Majority
|
|
|
|
|
9284
|
Longest common subsequences and the Bernoulli matching model: numerical work and analyses of the r-reach simplification
|
|
|
|
|
9285
|
Improving on bold play when the gambler is restricted
|
|
|
|
|
9286
|
A GUE Central Limit Theorem and Universality of Directed First and Last Passage Site Percolation
|
|
|
|
|
9287
|
Nonparametric estimation for Levy processes with a view towards mathematical finance
|
|
|
|
|
9288
|
Q-Markov random probability measures and their posterior distributions
|
|
|
|
|
9289
|
Improved Lower Bounds for the Critical Probability of Oriented-Bond Percolation in Two Dimensions
|
|
|
|
|
9290
|
Dimension free and infinite variance tail estimates on Poisson space
|
|
|
|
|
9291
|
Construction of the Thermodynamic Jamming Limit for the Parking Process and Other Exclusion Schemes on Z^d
|
|
|
|
|
9292
|
Stein Estimation for Infinitely Divisible Laws
|
|
|
|
|
9293
|
A Markov property for set-indexed processes
|
|
|
|
|
9294
|
Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise
|
|
|
|
|
9295
|
On finite range stable type concentration
|
|
|
|
|
9296
|
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions
|
|
|
|
|
9297
|
An Urn Model of Diaconis
|
|
|
|
|
9298
|
Narrow Escape, Part III: Riemann surfaces and non-smooth domains
|
|
|
|
|
9299
|
Narrow Escape, Part II: The circular disk
|
|
|
|
|
9300
|
Narrow Escape, Part I
|
|
|
|
|
9301
|
Optimal mass transportation and Mather theory
|
|
|
|
|
9302
|
Stationary Transformation of Integrated Brownian Motion
|
|
|
|
|
9303
|
M-estimation of linear models with dependent errors
|
|
|
|
|
9304
|
Empirical processes of dependent random variables
|
|
|
|
|
9305
|
Minimal spanning forests
|
|
|
|
|
9306
|
The compact support property for measure-valued diffusions
|
|
|
|
|
9307
|
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
|
|
|
|
|
9308
|
Roughening and inclination of competition interfaces
|
|
|
|
|
9309
|
Explicit formulas for a continuous stochastic maturation model. Application to anticancer drug pharmacokinetics/pharmacodynamics
|
|
|
|
|
9310
|
Large deviations for rough paths of the fractional Brownian motion
|
|
|
|
|
9311
|
On local martingale and its supremum: harmonic functions and beyond
|
|
|
|
|
9312
|
A probabilistic analysis of some tree algorithms
|
|
|
|
|
9313
|
The Foregound-Background Processor-Sharing Queue: a survey
|
|
|
|
|
9314
|
Statistical Consequences of Devroye Inequality for Processes. Applications to a Class of Non-Uniformly Hyperbolic Dynamical Systems
|
|
|
|
|
9315
|
Devroye Inequality for a Class of Non-Uniformly Hyperbolic Dynamical Systems
|
|
|
|
|
9316
|
Random Partitioning Problems Involving Poisson Point Processes On The Interval
|
|
|
|
|
9317
|
Analytical probabilistic approach to the ground state of lattice quantum systems: exact results in terms of a cumulant expansion
|
|
|
|
|
9318
|
On Skorohod spaces as universal sample path spaces
|
|
|
|
|
9319
|
Nonnegative Matrix Factorization and I-Divergence Alternating Minimization
|
|
|
|
|
9320
|
Convergence of Markov processes near saddle fixed points
|
|
|
|
|
9321
|
On radial stochastic Loewner evolution in multiply connected domains
|
|
|
|
|
9322
|
Umbral nature of the Poisson random variables
|
|
|
|
|
9323
|
A CLT for a band matrix model
|
|
|
|
|
9324
|
The Pearcey Process
|
|
|
|
|
9325
|
A probabilistic representation of solutions of the incompressible Navier-Stokes equations in R3
|
|
|
|
|
9326
|
Frequently visited sets for random walks
|
|
|
|
|
9327
|
Large deviations for trapped interacting Brownian particles and paths
|
|
|
|
|
9328
|
Benford's Law, Values of L-functions and the 3x+1 Problem
|
|
|
|
|
9329
|
Long-range exclusion processes, generator and invariant measures
|
|
|
|
|
9330
|
Deterministic Bayesian Logic
|
|
|
|
|
9331
|
Exact Constants in the Rosenthal Moment Inequalities for Sums of independent centered Random Variables
|
|
|
|
|
9332
|
Exponential Bounds for Random Sums
|
|
|
|
|
9333
|
An almost sure invariance principle for random walks in a space-time random environment
|
|
|
|
|
9334
|
An Almost Sure Invariance Principle for Additive Functionals of Markov Chains
|
|
|
|
|
9335
|
The quantization complexity of diffusion processes
|
|
|
|
|
9336
|
Stability of the nonlinear filter for slowly switching Markov chains
|
|
|
|
|
9337
|
Noncommutative continuous Bernoulli shifts
|
|
|
|
|
9338
|
A multi-type shape theorem for FPP models
|
|
|
|
|
9339
|
The time constant and critical probabilities in percolation models
|
|
|
|
|
9340
|
Fluctuation of planar Brownian loop capturing large area
|
|
|
|
|
9341
|
The Effect of Finite Memory Cutoff on Loop Erased Walk in Z^3
|
|
|
|
|
9342
|
The initial drift of a 2D droplet at zero temperature
|
|
|
|
|
9343
|
Exact variations for stochastic heat equations driven by space--time white noise
|
|
|
|
|
9344
|
Fast Non-Parametric Bayesian Inference on Infinite Trees
|
|
|
|
|
9345
|
Exchangeable pairs and Poisson approximation
|
|
|
|
|
9346
|
The largest eigenvalue of small rank perturbations of Hermitian random matrices
|
|
|
|
|
9347
|
Statistically dual distributions and estimation of the parameters
|
|
|
|
|
9348
|
Greedy lattice animals: geometry and criticality (with an Appendix)
|
|
|
|
|
9349
|
Quantum Hele-Shaw flow
|
|
|
|
|
9350
|
Fisher's Information for Discretely Sampled Levy Processes
|
|
|
|
|
9351
|
Dobrushin-Kotecky-Shlosman theorem for polygonal Markov fields in the plane
|
|
|
|
|
9352
|
Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev\'e Representations
|
|
|
|
|
9353
|
Polynuclear growth model, GOE$^2$ and random matrix with deterministic source
|
|
|
|
|
9354
|
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach
|
|
|
|
|
9355
|
Cosine products, Fourier transforms, and random sums
|
|
|
|
|
9356
|
An Extreme-Value Analysis of the LIL for Brownian Motion
|
|
|
|
|
9357
|
Deviations of a random walk in a random scenery with stretched exponential tails
|
|
|
|
|
9358
|
The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile
|
|
|
|
|
9359
|
Almost Global Stochastic Stability
|
|
|
|
|
9360
|
Gundy's decomposition for non-commutative martingales and applications
|
|
|
|
|
9361
|
Alpha-Pfaffian, pfaffian point process and shifted Schur measure
|
|
|
|
|
9362
|
Commutation relations for SLE
|
|
|
|
|
9363
|
On a multivariate version of Bernstein's inequality
|
|
|
|
|
9364
|
A multivariate generalization of Hoeffding's inequality
|
|
|
|
|
9365
|
On the spectrum of Markov semigroups via sample path large deviations
|
|
|
|
|
9366
|
Directed Polymers in Random Environment are Diffusive at Weak Disorder
|
|
|
|
|
9367
|
Infinite dimensional entangled Markov chains
|
|
|
|
|
9368
|
Stochastic Volterra convolution with L\'evy process
|
|
|
|
|
9369
|
A coalescent model for the effect of advantageous mutations on the genealogy of a population
|
|
|
|
|
9370
|
Random partitions approximating the coalescence of lineages during a selective sweep
|
|
|
|
|
9371
|
On automorphisms of type II Arveson systems (probabilistic approach)
|
|
|
|
|
9372
|
The hyperbolic geometry of random transpositions
|
|
|
|
|
9373
|
A sharp isoperimetric bound for convex bodies
|
|
|
|
|
9374
|
On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space
|
|
|
|
|
9375
|
Stein's Method and Minimum Parsimony Distance after Shuffles
|
|
|
|
|
9376
|
On a class of free Levy laws related to a regression problem
|
|
|
|
|
9377
|
Random Multiplication Approaches Uniform Measure in Finite Groups
|
|
|
|
|
9378
|
Non-interactive correlation distillation, inhomogeneous Markov chains, and the reverse Bonami-Beckner inequality
|
|
|
|
|
9379
|
The fairest price of an asset in an environment of temporary arbitrage
|
|
|
|
|
9380
|
Random tree growth with general weight function
|
|
|
|
|
9381
|
On measures of unfairness and an optimal currency transaction tax
|
|
|
|
|
9382
|
Colored Coalescent Theory
|
|
|
|
|
9383
|
Properties of convolutions arising in stochastic Volterra equations
|
|
|
|
|
9384
|
Relativistic Diffusions and Schwarzschild Geometry
|
|
|
|
|
9385
|
Scaling Limit and Critical Exponents for Two-Dimensional Bootstrap Percolation
|
|
|
|
|
9386
|
Taylor expansions of R-transforms, application to supports and moments
|
|
|
|
|
9387
|
Dynamic monetary risk measures for bounded discrete-time processes
|
|
|
|
|
9388
|
A Note on Edwards' Hypothesis for Zero-Temperature Ising Dynamics
|
|
|
|
|
9389
|
Large deviations for Wishart processes
|
|
|
|
|
9390
|
Ergodicity for the weakly damped stochastic non-linear Schr\"\u007bo\u007ddinger equations
|
|
|
|
|
9391
|
Coupling for some partial differential equations driven by white noise
|
|
|
|
|
9392
|
On the Symmetry of the Diffusion Coefficient in Asymmetric Simple Exclusion
|
|
|
|
|
9393
|
Direct pivotal predictive inference
|
|
|
|
|
9394
|
Markov chains in smooth Banach spaces and Gromov hyperbolic metric spaces
|
|
|
|
|
9395
|
Hitting properties of parabolic s.p.d.e.'s with reflection
|
|
|
|
|
9396
|
Maxwell's daemon, the Turing machine, and Jaynes' robot
|
|
|
|
|
9397
|
Scaling limits of the uniform spanning tree and loop-erased random walk on finite graphs
|
|
|
|
|
9398
|
Hitting and return times in ergodic dynamical systems
|
|
|
|
|
9399
|
Fluctuations of the Longest Common Subsequence in the Asymmetric Case of 2- and 3-Letter Alphabets
|
|
|
|
|
9400
|
A critical branching process model for biodiversity
|
|
|
|
|
9401
|
A phase transition in a model for the spread of an infection
|
|
|
|
|
9402
|
Convergence rates for pointwise curve estimation with a degenerate design
|
|
|
|
|
9403
|
A short proof of the Harris-Kesten Theorem
|
|
|
|
|
9404
|
The critical probability for random Voronoi percolation in the plane is 1/2
|
|
|
|
|
9405
|
Zeroes of Gaussian analytic functions
|
|
|
|
|
9406
|
Markov chain comparison
|
|
|
|
|
9407
|
Branching Processes, and Random-Cluster Measures on Trees
|
|
|
|
|
9408
|
Connecting Yule Process, Bisection and Binary Search Tree via Martingales
|
|
|
|
|
9409
|
First Passage Properties of the Erdos-Renyi Random Graph
|
|
|
|
|
9410
|
Continuous Time Markov Processes on Graphs
|
|
|
|
|
9411
|
On the smooth-fit property for one-dimensional optimal switching problem
|
|
|
|
|
9412
|
Characterization of invariant measures at the leading edge for competing particle systems
|
|
|
|
|
9413
|
Improved Vapnik Cervonenkis bounds
|
|
|
|
|
9414
|
Time fractional Schrodinger equation
|
|
|
|
|
9415
|
Capacities in Wiener Space, Quasi-Sure Lower Functions, and Kolmogorov's Epsilon-Entropy
|
|
|
|
|
9416
|
Timescales of population rarity and commonness in random environments
|
|
|
|
|
9417
|
Spatial birth-and-death processes in random environment
|
|
|
|
|
9418
|
Martingales and Profile of Binary Search Trees
|
|
|
|
|
9419
|
Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces
|
|
|
|
|
9420
|
Large deviation asymptotics for occupancy problems
|
|
|
|
|
9421
|
Stein's method, Palm theory and Poisson process approximation
|
|
|
|
|
9422
|
On Hoeffding's inequalities
|
|
|
|
|
9423
|
Exact convergence rate and leading term in central limit theorem for student's t statistic
|
|
|
|
|
9424
|
On the contraction method with degenerate limit equation
|
|
|
|
|
9425
|
Large Deviations for Random Power Moment Problem
|
|
|
|
|
9426
|
Vertex-reinforced random walk on Z eventually gets stuck on five points
|
|
|
|
|
9427
|
Weighted uniform consistency of kernel density estimators
|
|
|
|
|
9428
|
Measure concentration for Euclidean distance in the case of dependent random variables
|
|
|
|
|
9429
|
Strong memoryless times and rare events in Markov renewal point processes
|
|
|
|
|
9430
|
Relative entropy and variational properties of generalized Gibbsian measures
|
|
|
|
|
9431
|
Martingale approximations for sums of stationary processes
|
|
|
|
|
9432
|
Algebraic methods toward higher-order probability inequalities, II
|
|
|
|
|
9433
|
Means of a Dirichlet process and multiple hypergeometric functions
|
|
|
|
|
9434
|
Zero temperature limit for interacting Brownian particles. II. Coagulation in one dimension
|
|
|
|
|
9435
|
Zero temperature limit for interacting Brownian particles. I. Motion of a single body
|
|
|
|
|
9436
|
Superdiffusivity of occupation-time variance in 2-dimensional asymmetric processes with density 1/2
|
|
|
|
|
9437
|
On diffusivity of a tagged particle in asymmetric zero-range dynamics
|
|
|
|
|
9438
|
Two-player nonZero-sum stopping games in discrete time
|
|
|
|
|
9439
|
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
|
|
|
|
|
9440
|
Characterization of the cubic exponential families by orthogonality of polynomials
|
|
|
|
|
9441
|
A stochastic log-Laplace equation
|
|
|
|
|
9442
|
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients
|
|
|
|
|
9443
|
Uniqueness of solutions of the stochastic Navier-Stokes equation with invariant measure given by the enstrophy
|
|
|
|
|
9444
|
On weighted U-statistics for stationary processes
|
|
|
|
|
9445
|
Stochastic bounds for Levy processes
|
|
|
|
|
9446
|
Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes
|
|
|
|
|
9447
|
A uniform functional law of the logarithm for the local empirical process
|
|
|
|
|
9448
|
Path decompositions for Markov chains
|
|
|
|
|
9449
|
Moderate deviation probabilities for open convex sets: nonlogarithmic behavior
|
|
|
|
|
9450
|
Sharp asymptotics of the functional quantization problem for Gaussian processes
|
|
|
|
|
9451
|
Levy processes and Fourier analysis on compact Lie groups
|
|
|
|
|
9452
|
On the concentration of measure phenomenon for stable and related random vectors
|
|
|
|
|
9453
|
The Euler scheme for Levy driven stochastic differential equations: limit theorems
|
|
|
|
|
9454
|
Limit theorems for a class of identically distributed random variables
|
|
|
|
|
9455
|
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws
|
|
|
|
|
9456
|
Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations
|
|
|
|
|
9457
|
Convergence of functionals of sums of r.v.s to local times of fractional stable motions
|
|
|
|
|
9458
|
Stable stationary processes related to cyclic flows
|
|
|
|
|
9459
|
Potential theory for hyperbolic SPDEs
|
|
|
|
|
9460
|
p-variation of strong Markov processes
|
|
|
|
|
9461
|
Central limit theorems for iterated random Lipschitz mappings
|
|
|
|
|
9462
|
The shattering dimension of sets of linear functionals
|
|
|
|
|
9463
|
Utility maximizing entropy and the second law of thermodynamics
|
|
|
|
|
9464
|
Trimmed trees and embedded particle systems
|
|
|
|
|
9465
|
Absolute continuity of symmetric Markov processes
|
|
|
|
|
9466
|
Normal approximation under local dependence
|
|
|
|
|
9467
|
Conditioning and initial enlargement of filtration on a Riemannian manifold
|
|
|
|
|
9468
|
Calculating the Greeks by Cubature formulas
|
|
|
|
|
9469
|
A general nonconvex large deviation result II
|
|
|
|
|
9470
|
Validity of heavy traffic steady-state approximations in generalized Jackson Networks
|
|
|
|
|
9471
|
Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
|
|
|
|
|
9472
|
A universality property for last-passage percolation paths close to the axis
|
|
|
|
|
9473
|
Multivariate spatial central limit theorems with applications to percolation and spatial graphs
|
|
|
|
|
9474
|
Reflected Brownian motion in generic triangles and wedges
|
|
|
|
|
9475
|
Geometric Ergodicity and Perfect Simulation
|
|
|
|
|
9476
|
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
|
|
|
|
|
9477
|
Small ball probability and Dvoretzky theorem
|
|
|
|
|
9478
|
Symmetric random walks on certain amalgamated free product groups
|
|
|
|
|
9479
|
Markov processes on partitions
|
|
|
|
|
9480
|
Expectations of hook products on large partitions
|
|
|
|
|
9481
|
Discretization methods for homogeneous fragmentations
|
|
|
|
|
9482
|
Asymptotical behaviour of the presence probability in branching random walks and fragmentations
|
|
|
|
|
9483
|
Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
|
|
|
|
|
9484
|
Construction of a specification from its singleton part
|
|
|
|
|
9485
|
Large time asymptotics for the density of a branching Wiener process
|
|
|
|
|
9486
|
Polymorphisms, Markov processes, random perturbations of K-automorphisms
|
|
|
|
|
9487
|
Images of the Brownian Sheet
|
|
|
|
|
9488
|
Exceptional Times and Invariance for Dynamical Random Walks
|
|
|
|
|
9489
|
The Clark-Ocone formula for vector valued random variables in abstract Wiener space
|
|
|
|
|
9490
|
Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces
|
|
|
|
|
9491
|
Point processes and stochastic displacement fields
|
|
|
|
|
9492
|
Regularity of the sample paths of a class of second order spde's
|
|
|
|
|
9493
|
Bounding Fastest Mixing
|
|
|
|
|
9494
|
The Rotor-Router Model
|
|
|
|
|
9495
|
Large deviations for processes with discontinuous statistics
|
|
|
|
|
9496
|
Eynard-Mehta theorem, Schur process, and their pfaffian analogs
|
|
|
|
|
9497
|
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
|
|
|
|
|
9498
|
Representation theory and random point processes
|
|
|
|
|
9499
|
One-dimensional linear recursions with Markov-dependent coefficients
|
|
|
|
|
9500
|
Large deviations for the chemical distance in supercritical Bernoulli percolation
|
|
|
|
|
9501
|
Harness Processes and Non-Homogeneous Crystals
|
|
|
|
|
9502
|
Large deviations and stochastic calculus for large random matrices
|
|
|
|
|
9503
|
Long time behavior of the solutions to non-linear Kraichnan equations
|
|
|
|
|
9504
|
Random walk loop soup
|
|
|
|
|
9505
|
Cugliandolo-Kurchan equations for dynamics of Spin-Glasses
|
|
|
|
|
9506
|
Some remarks about the positivity of random variables on a Gaussian probability space
|
|
|
|
|
9507
|
Exactness of Rokhlin endomorphisms and weak mixing of Poisson boundaries
|
|
|
|
|
9508
|
Counting Lattice Paths By Gessel Pairs
|
|
|
|
|
9509
|
First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components
|
|
|
|
|
9510
|
An LIL for cover times of disks by planar random walk and Wiener sausage
|
|
|
|
|
9511
|
On Long Range Percolation with Heavy Tails
|
|
|
|
|
9512
|
On the total length of the random minimal directed spanning tree
|
|
|
|
|
9513
|
On Recent Progress for the Stochastic Navier Stokes Equations
|
|
|
|
|
9514
|
Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds
|
|
|
|
|
9515
|
On the Brownian directed polymer in a Gaussian random environment
|
|
|
|
|
9516
|
On the Markov chain central limit theorem
|
|
|
|
|
9517
|
Stochastic-like behaviour in nonuniformly expanding maps
|
|
|
|
|
9518
|
Normal Approximation in Geometric Probability
|
|
|
|
|
9519
|
Uncertainty relations in models of market microstructure
|
|
|
|
|
9520
|
Translation invariant Gibbs states for the Ising model
|
|
|
|
|
9521
|
Winning quick and dirty: the greedy random walk
|
|
|
|
|
9522
|
Gibbs Measures For SOS Models On a Cayley Tree
|
|
|
|
|
9523
|
Malliavin calculus and ergodic properties of highly degenerate 2D stochastic Navier--Stokes equation
|
|
|
|
|
9524
|
An Analysis of Ising Type Models On Cayley Tree by a Contour Argument
|
|
|
|
|
9525
|
Why There Are No Gaps In The Support Of Non-Negative Integer-Valued Infinitely Divisible Laws?
|
|
|
|
|
9526
|
On numerical solutions to stochastic Volterra equations
|
|
|
|
|
9527
|
Non-intersecting, simple, symmetric random walks and the extended Hahn kernel
|
|
|
|
|
9528
|
A lower bound for the chemical distance in sparse long-range percolation models
|
|
|
|
|
9529
|
The Small Scales of the Stochastic Navier Stokes Equations under Rough Forcing
|
|
|
|
|
9530
|
The kinetic limit of a system of coagulating Brownian particles
|
|
|
|
|
9531
|
Asymptotic analysis of a particle system with mean-field interaction
|
|
|
|
|
9532
|
On some exponential integral functionals of BM($\mu$) and BES(3)
|
|
|
|
|
9533
|
Harmonicity of quasiconformal measures and Poisson boundaries of hyperbolic spaces
|
|
|
|
|
9534
|
Special moments
|
|
|
|
|
9535
|
Annealed deviations of random walk in random scenery
|
|
|
|
|
9536
|
A Markov jump process approximation of the stochastic Burgers equation
|
|
|
|
|
9537
|
Normability of Probabilistic Normed Spaces
|
|
|
|
|
9538
|
Monte Carlo Algorithms for Optimal Stopping and Statistical Learning
|
|
|
|
|
9539
|
Eigenvalue gaps for the Cauchy process and a Poincar\'e inequality
|
|
|
|
|
9540
|
Statistical Mechanics of Self-Avoiding Manifolds (Part II)
|
|
|
|
|
9541
|
Quantum Separation of Variables and Multi-component Dyson Brownian Motion
|
|
|
|
|
9542
|
On the mixing coefficients of piecewise monotonic maps
|
|
|
|
|
9543
|
Universality of residence-time distributions in non-adiabatic stochastic resonance
|
|
|
|
|
9544
|
On occupation times of stationary excursions
|
|
|
|
|
9545
|
Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models
|
|
|
|
|
9546
|
Stochastic Loewner evolution in multiply connected domains
|
|
|
|
|
9547
|
SPDEs with coloured noise: Analytic and stochastic approaches
|
|
|
|
|
9548
|
Dual random fragmentation and coagulation and an application to the genealogy of Yule processes
|
|
|
|
|
9549
|
The spectrum of a random geometric graph is concentrated
|
|
|
|
|
9550
|
Binary market models with memory
|
|
|
|
|
9551
|
Infinite volume limit of the Abelian sandpile model in dimensions d >= 3
|
|
|
|
|
9552
|
Regenerative partition structures
|
|
|
|
|
9553
|
On the shape of the ground state eigenvalue density of a random Hill's equation
|
|
|
|
|
9554
|
A log-scale limit theorem for one-dimensional random walks in random environments
|
|
|
|
|
9555
|
A Sharp analog of Young's Inequality on $S^N$ and Related Entropy Inequalities
|
|
|
|
|
9556
|
Exact Monte Carlo time dynamics in many-body lattice quantum systems
|
|
|
|
|
9557
|
Ground state of many-body lattice systems: an analytical probabilistic approach
|
|
|
|
|
9558
|
Existence of weak solutions to stochastic evolution inclusions
|
|
|
|
|
9559
|
The Theory of Quantum Levy Processes
|
|
|
|
|
9560
|
Linear filtering of systems with memory
|
|
|
|
|
9561
|
An extension which is relatively twofold mixing but not threefold mixing
|
|
|
|
|
9562
|
Limit theorems for rarefaction of set of diffusion processes by boundaries
|
|
|
|
|
9563
|
L\'evy processes and Jacobi fields
|
|
|
|
|
9564
|
Spectral properties of the Laplacian on bond-percolation graphs
|
|
|
|
|
9565
|
Law of large numbers for increasing subsequences of random permutations and an approximation result for the uniform measure
|
|
|
|
|
9566
|
The semigroup of the Glauber dynamics of a continuous system of free particles
|
|
|
|
|
9567
|
Asymptotic enumeration and logical limit laws for expansive multisets and selections
|
|
|
|
|
9568
|
\alpha-Continuity Properties of Stable Processes
|
|
|
|
|
9569
|
Colligative properties of solutions: II. Vanishing concentrations
|
|
|
|
|
9570
|
Colligative properties of solutions: I. Fixed concentrations
|
|
|
|
|
9571
|
Brownian motion with killing and reflection and the "hot--spots" problem
|
|
|
|
|
9572
|
Young integrals and SPDEs
|
|
|
|
|
9573
|
Asymptotic Behavior of Random Heaps
|
|
|
|
|
9574
|
Restoring Topology from Shifts
|
|
|
|
|
9575
|
Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better
|
|
|
|
|
9576
|
The exit distribution for iterated Brownian motion in cones
|
|
|
|
|
9577
|
On the shape of the ground state eigenfunction for stable processes
|
|
|
|
|
9578
|
Symmetric stable processes in parabola--shaped regions
|
|
|
|
|
9579
|
Saturating Constructions for Normed Spaces II
|
|
|
|
|
9580
|
Saturating Constructions for Normed Spaces
|
|
|
|
|
9581
|
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
|
|
|
|
|
9582
|
Malliavin Calculus for the Stochastic 2D Navier Stokes Equation
|
|
|
|
|
9583
|
Two-dimensional Gibbsian point processes with continuous spin-symmetries
|
|
|
|
|
9584
|
Low-temperature properties of some disordered systems from the statistical properties of nearly degenerate two-level excitations
|
|
|
|
|
9585
|
Bivariate Uniqueness and Endogeny for Recursive Distributional Equations : Two Examples
|
|
|
|
|
9586
|
The evolution of a random vortex filament
|
|
|
|
|
9587
|
Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks
|
|
|
|
|
9588
|
Iterated Brownian motion in an open set
|
|
|
|
|
9589
|
Earliest-deadline-first service in heavy-traffic acyclic networks
|
|
|
|
|
9590
|
Stochastic partial differential equations driven by Levy space-time white noise
|
|
|
|
|
9591
|
Generalized Urn Models of Evolutionary Processes
|
|
|
|
|
9592
|
When can the two-armed bandit algorithm be trusted?
|
|
|
|
|
9593
|
On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals
|
|
|
|
|
9594
|
A mixture representation of \pi with applications in Markov chain Monte Carlo and perfect sampling
|
|
|
|
|
9595
|
Random oriented Trees: a Model of drainage networks
|
|
|
|
|
9596
|
An almost sure invariance principle for renormalized intersection local times
|
|
|
|
|
9597
|
Concentration of permanent estimators for certain large matrices
|
|
|
|
|
9598
|
Optimal Scaling of Mala for Nonlinear Regression
|
|
|
|
|
9599
|
Ruin probabilities and decompositions for general perturbed risk processes
|
|
|
|
|
9600
|
Practical drift conditions for subgeometric rates of convergence
|
|
|
|
|
9601
|
A Characterization of Hedging Portfolios for Interest Rate Contingent Claims
|
|
|
|
|
9602
|
Correction Bounds on measures satisfying moment conditions
|
|
|
|
|
9603
|
Analytic urns
|
|
|
|
|
9604
|
Distances in random graphs with infinite mean degrees
|
|
|
|
|
9605
|
Solution of Monge-Amp\`ere Equation on Wiener Space for log-concave measures: General case
|
|
|
|
|
9606
|
Conditional Equi-concentration of Types
|
|
|
|
|
9607
|
Statistics of a vortex filament model
|
|
|
|
|
9608
|
Modeling Credit Risk with Partial Information
|
|
|
|
|
9609
|
Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic
|
|
|
|
|
9610
|
Local limit theory and large deviations for supercritical Branching processes
|
|
|
|
|
9611
|
Fluid model for a network operating under a fair bandwidth-sharing policy
|
|
|
|
|
9612
|
On maximum likelihood estimation of the extreme value index
|
|
|
|
|
9613
|
A probabilistic approach to $q$-polynomial coefficients, Euler and Stirling numbers
|
|
|
|
|
9614
|
Limit law of the standard right factor of a random Lyndon word
|
|
|
|
|
9615
|
Exclusion Processes with Multiple Interactions
|
|
|
|
|
9616
|
Multi-particle processes with reinforcements
|
|
|
|
|
9617
|
Density of eigenvalues of random normal matrices
|
|
|
|
|
9618
|
Extremes of the discrete two-dimensional Gaussian free field
|
|
|
|
|
9619
|
Convergence of the empirical process in Mallows distance, with an application to bootstrap performance
|
|
|
|
|
9620
|
A new maximal inequality and invariance principle for stationary sequences
|
|
|
|
|
9621
|
Exchangeable measures for subshifts
|
|
|
|
|
9622
|
Product of random projections, Jacobi ensembles and universality problems arising from free probability
|
|
|
|
|
9623
|
Brownian Sheet and Quasi-Sure Analysis
|
|
|
|
|
9624
|
Harnesses, Levy bridges and Monsieur Jourdain
|
|
|
|
|
9625
|
Uniqueness of maximal entropy measure on essential spanning forests
|
|
|
|
|
9626
|
Exponential Orlicz Spaces: New Norms and Applications
|
|
|
|
|
9627
|
Universal Adaptive Estimations and Confidence Intervals in the Nonparametric Statistics
|
|
|
|
|
9628
|
Bide - Side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales
|
|
|
|
|
9629
|
A Law of Large Numbers for Weighted Majority
|
|
|
|
|
9630
|
Robust reconstruction on trees is determined by the second eigenvalue
|
|
|
|
|
9631
|
Multiplicative Monotone Convolution
|
|
|
|
|
9632
|
Recurrent graphs where two independent random walks collide finitely often
|
|
|
|
|
9633
|
A definition and some characteristic properties of pseudo-stopping times
|
|
|
|
|
9634
|
Survey: Information flow on trees
|
|
|
|
|
9635
|
Levy processes: Capacity and Hausdorff dimension
|
|
|
|
|
9636
|
Level Crossing Probabilities II: Polygonal Recurrence of Multidimensional Random Walks
|
|
|
|
|
9637
|
Diffusion local time storage
|
|
|
|
|
9638
|
Fourier tranform in exponential rearrangement invariant spaces
|
|
|
|
|
9639
|
Level Crossing Probabilities I: One-dimensional Random Walks and Symmetrization
|
|
|
|
|
9640
|
Large deviations and support results for nonlinear Schrodinger equations with additive noise and applications
|
|
|
|
|
9641
|
The zeros of random polynomials cluster uniformly near the unit circle
|
|
|
|
|
9642
|
Graph diameter in long-range percolation
|
|
|
|
|
9643
|
A Thinning Analogue of de Finetti's Theorem
|
|
|
|
|
9644
|
Balls-in-boxes duality for coalescing random walks and coalescing Brownian motions
|
|
|
|
|
9645
|
Competition interfaces and second class particles
|
|
|
|
|
9646
|
Ma-Dasgupta renormalization studies of various disordered systems
|
|
|
|
|
9647
|
Intermittency in a catalytic random medium
|
|
|
|
|
9648
|
Large deviations for the Yang-Mills measure on a compact surface
|
|
|
|
|
9649
|
Limit theorems for sequences of random trees
|
|
|
|
|
9650
|
Adjusted Viterbi training
|
|
|
|
|
9651
|
Power laws for family sizes in a duplication model
|
|
|
|
|
9652
|
Central Limit Theorem and convergence to stable laws in Mallows distance
|
|
|
|
|
9653
|
Slab Percolation and Phase Transitions for the Ising Model
|
|
|
|
|
9654
|
A Local Limit Theorem for random walks conditioned to stay positive
|
|
|
|
|
9655
|
Coalescence in a random background
|
|
|
|
|
9656
|
The asymptotic distributions of the largest entries of sample correlation matrices
|
|
|
|
|
9657
|
Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes
|
|
|
|
|
9658
|
Large deviations problems for star networks: the min policy
|
|
|
|
|
9659
|
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows
|
|
|
|
|
9660
|
Symmetric measures via moments
|
|
|
|
|
9661
|
Random Oxford Graphs
|
|
|
|
|
9662
|
An asymptotic log-Fourier interpretation of the R-transform
|
|
|
|
|
9663
|
Poisson Hypothesis for Information Networks (A study in non-linear Markov processes) I. Domain of Validity
|
|
|
|
|
9664
|
Bayes Theorem and the cMPE-Method: Differences, Complementarities and the Importance of Discerning between Weight-bearing and Extensional Evidence
|
|
|
|
|
9665
|
Some Remarks on the Optimal Level of Randomization in Global Optimization
|
|
|
|
|
9666
|
A probabilistic approach to second order variational inequalities with bilateral constraints
|
|
|
|
|
9667
|
Ergodicity of the 2D Navier-Stokes Equations with Degenerate Stochastic Forcing
|
|
|
|
|
9668
|
Classical and free infinitely divisible distributions and random matrices
|
|
|
|
|
9669
|
Self-Similar Corrections to the Ergodic Theorem for the Pascal-Adic Transformation
|
|
|
|
|
9670
|
Failure of the Raikov theorem for free random variables
|
|
|
|
|
9671
|
Large deviations for empirical entropies of Gibbsian sources
|
|
|
|
|
9672
|
On a class of one-sided Markov shifts
|
|
|
|
|
9673
|
Quasistationary distributions for one-dimensional diffusions with killing
|
|
|
|
|
9674
|
Short-term equity dynamics and endogenous market fluctuations
|
|
|
|
|
9675
|
Fluctuations of the one-dimensional polynuclear growth model with external sources
|
|
|
|
|
9676
|
Weak convergence of positive self-similar Markov processes and overshoots of L\'\u007be\u007dvy processes
|
|
|
|
|
9677
|
Random walks with $k$-wise independent increments
|
|
|
|
|
9678
|
Moderate deviations for non-linear functionals and empirical spectral density of moving average processes
|
|
|
|
|
9679
|
Modified logarithmic Sobolev inequalities and transportation inequalities
|
|
|
|
|
9680
|
Ergodicity for the stochastic Complex Ginzburg-Landau equations
|
|
|
|
|
9681
|
Convergence of values in optimal stopping
|
|
|
|
|
9682
|
The "hot spots" problem in planar domains with one hole
|
|
|
|
|
9683
|
Invariant Percolation and Harmonic Dirichlet Functions
|
|
|
|
|
9684
|
Memory loss property for products of random matrices in the $(\max,+)$ algebra
|
|
|
|
|
9685
|
Entropy dissipation estimates in a Zero-Range dynamics
|
|
|
|
|
9686
|
Asymptotics of a two-dimensional sticky random walk
|
|
|
|
|
9687
|
Asymptotic laws for regenerative compositions: gamma subordinators and the like
|
|
|
|
|
9688
|
Perte d'information dans les transformations du jeu de pile ou face
|
|
|
|
|
9689
|
Reductions of Hidden Information Sources
|
|
|
|
|
9690
|
Strong approximations of three-dimensional Wiener sausages
|
|
|
|
|
9691
|
Height fluctuations in the honeycomb dimer model
|
|
|
|
|
9692
|
Some remarks on transportation cost and related inequalities
|
|
|
|
|
9693
|
Coexistence for Richardson type competing spatial growth models
|
|
|
|
|
9694
|
Complexities of convex combinations and bounding the generalization error in classification
|
|
|
|
|
9695
|
Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins
|
|
|
|
|
9696
|
Free energy in the generalized Sherrington-Kirkpatrick mean field model
|
|
|
|
|
9697
|
A note on the free energy of the coupled system in the Sherrington-Kirkpatrick model
|
|
|
|
|
9698
|
Bounds for diluted mean-fields spin glass models
|
|
|
|
|
9699
|
Deviation inequality for monotonic Boolean functions with application to a number of k-cycles in a random graph
|
|
|
|
|
9700
|
Free energy in the Sherrington-Kirkpatrick model with constrained magnetization
|
|
|
|
|
9701
|
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model
|
|
|
|
|
9702
|
A note on Talagrand's concentration inequality for empirical processes
|
|
|
|
|
9703
|
Infinite canonical super-Brownian motion and scaling limits
|
|
|
|
|
9704
|
Probabilistic Analysis for Randomized Game Tree Evaluation
|
|
|
|
|
9705
|
Rademacher processes and bounding the risk of function learning
|
|
|
|
|
9706
|
Moments and tails in monotone-separable stochastic networks
|
|
|
|
|
9707
|
Diffusion approximation for a processor sharing queue in heavy traffic
|
|
|
|
|
9708
|
On the minimal travel time needed to collect n items on a circle
|
|
|
|
|
9709
|
Spanning tree size in Random Binary Search Trees
|
|
|
|
|
9710
|
On overload in a storage model, with a self-similar and infinitely divisible input
|
|
|
|
|
9711
|
A homing problem for diffusion processes with control-dependent variance
|
|
|
|
|
9712
|
Perfect Sampling Using Bounding Chains
|
|
|
|
|
9713
|
The tail of the stationary distribution of a random coefficient AR(q) model
|
|
|
|
|
9714
|
Optimal Hoeffding bounds for discrete reversible Markov chains
|
|
|
|
|
9715
|
Optimal investment with random endowments in incomplete markets
|
|
|
|
|
9716
|
Dual formulation of the utility maximization problem: the case of nonsmooth utility
|
|
|
|
|
9717
|
Invariant states and rates of Convergence for a critical fluid model of a processor sharing queue
|
|
|
|
|
9718
|
Convergence rate of linear two-time-scale stochastic approximation
|
|
|
|
|
9719
|
A representation of Gibbs measure for the random energy model
|
|
|
|
|
9720
|
Second Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices
|
|
|
|
|
9721
|
Deformations of convolution semigroups on commutative hypergroups
|
|
|
|
|
9722
|
The maximality principle revisited: on certain optimal stopping problems
|
|
|
|
|
9723
|
Matrix Kernels for the Gaussian Orthogonal and Symplectic Ensembles
|
|
|
|
|
9724
|
Spectral characterisation of ageing: the REM-like trap model
|
|
|
|
|
9725
|
Non-Archimedean valued quasi-invariant descending at infinity measures
|
|
|
|
|
9726
|
Spectral computations on lamplighter groups and Diestel-Leader graphs
|
|
|
|
|
9727
|
Second Order Freeness and Fluctuations of Random Matrices: I. Gaussian and Wishart matrices and Cyclic Fock spaces
|
|
|
|
|
9728
|
Limit shapes for random square Young tableaux and plane partitions
|
|
|
|
|
9729
|
Repulsion of an evolving surface on walls with random heights
|
|
|
|
|
9730
|
Strong approximation for the supermarket model
|
|
|
|
|
9731
|
A converse Lyapunov theorem for almost sure stabilizability
|
|
|
|
|
9732
|
The mixing time for simple exclusion
|
|
|
|
|
9733
|
Self-similar fragmentations derived from the stable tree II: splitting at nodes
|
|
|
|
|
9734
|
Self-similar fragmentations derived from the stable tree I: splitting at heights
|
|
|
|
|
9735
|
Spectral gap for the zero range process with constant rate
|
|
|
|
|
9736
|
A stochastic flow arising in the study of local times
|
|
|
|
|
9737
|
Moderate deviation principle for exponentially ergodic Markov chain
|
|
|
|
|
9738
|
The space requirement of m-ary search trees: distributional asymptotics for m >= 27
|
|
|
|
|
9739
|
Identification of periodic and cyclic fractional stable motions
|
|
|
|
|
9740
|
Excursion decompositions for $\SLE$ and Watts' crossing formula
|
|
|
|
|
9741
|
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
|
|
|
|
|
9742
|
Integral representations of periodic and cyclic fractional stable motions
|
|
|
|
|
9743
|
Explicit representation of finite predictor coefficients and its applications
|
|
|
|
|
9744
|
Semi-additive functionals and cocycles in the context of self-similarity
|
|
|
|
|
9745
|
The Critical Value of the Contact Process with Added and Removed Edges
|
|
|
|
|
9746
|
Functional Limit Theorems for Multiparameter Fractional Brownian Motion
|
|
|
|
|
9747
|
The Covariance of Topological Indices that Depend on the Degree of a Vertex
|
|
|
|
|
9748
|
Coarsening, Nucleation, and the Marked Brownian Web
|
|
|
|
|
9749
|
An ergodic theorem for filtering with applications to stability
|
|
|
|
|
9750
|
Iterated Brownian Motion in Parabola-Shaped Domains
|
|
|
|
|
9751
|
Integration by parts on the law of the reflecting Brownian motion
|
|
|
|
|
9752
|
Logarithmic Sobolev Inequality for Zero-Range Dynamics: independence of the number of particles
|
|
|
|
|
9753
|
Indifference pricing and hedging in stochastic volatility models
|
|
|
|
|
9754
|
Compositions of random transpositions
|
|
|
|
|
9755
|
Ranking patterns of the unfolding model and arrangements
|
|
|
|
|
9756
|
Combinatorial aspects of Connes's embedding conjecture and asymptotic distribution of traces of products of unitaries
|
|
|
|
|
9757
|
How non-Gibbsianness helps a metastable Morita minimizer to provide a stable free energy
|
|
|
|
|
9758
|
Tracking of Historical Volatility
|
|
|
|
|
9759
|
"Chaotic" kinetics, macroscopic fluctuations and long-term stability of the catalytic systems
|
|
|
|
|
9760
|
Irreducible compositions and the first return to the origin of a random walk
|
|
|
|
|
9761
|
Bi-Poisson process
|
|
|
|
|
9762
|
Large deviations for a class of nonhomogeneous Markov chains
|
|
|
|
|
9763
|
A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
|
|
|
|
|
9764
|
Growth of the Brownian forest
|
|
|
|
|
9765
|
Combinatorics of random processes and sections of convex bodies
|
|
|
|
|
9766
|
Random processes via the combinatorial dimension: introductory notes
|
|
|
|
|
9767
|
Finite and countable infinite products of Probabilistic Normed Spaces
|
|
|
|
|
9768
|
Determinantal processes with number variance saturation
|
|
|
|
|
9769
|
On Spectral Norm of Large Band Random Matrices
|
|
|
|
|
9770
|
Time to absorption in discounted reinforcement models
|
|
|
|
|
9771
|
What is the probability of intersecting the set of Brownian double points?
|
|
|
|
|
9772
|
A phase transition in random coin tossing
|
|
|
|
|
9773
|
Where did the Brownian particle go?
|
|
|
|
|
9774
|
Towards a theory of negative dependence
|
|
|
|
|
9775
|
Robust Phase Transitions for Heisenberg and Other Models on General Trees
|
|
|
|
|
9776
|
Diffusion limited aggregation on a tree
|
|
|
|
|
9777
|
The trace of spatial Brownian motion is capacity-equivalent to the unit square
|
|
|
|
|
9778
|
Network formation by reinforcement learning: the long and medium run
|
|
|
|
|
9779
|
Uniform random spanning trees
|
|
|
|
|
9780
|
Non-amenable products are not treeable
|
|
|
|
|
9781
|
Moment conditions for a sequence with negative drift to be uniformly bounded in L^r
|
|
|
|
|
9782
|
Sharpness of second moment criteria for branching and tree-indexed processes
|
|
|
|
|
9783
|
Conceptual Proofs of L log L Criteria
|
|
|
|
|
9784
|
Cycles in random k-ary maps and the poor performance of random random number generation
|
|
|
|
|
9785
|
On which graphs are all random walks in random environments transient?
|
|
|
|
|
9786
|
Random Walks in Varying Dimensions
|
|
|
|
|
9787
|
Tree-indexed processes
|
|
|
|
|
9788
|
Maximum Variation of Total Risk
|
|
|
|
|
9789
|
Sojourn times for Brownian sheet
|
|
|
|
|
9790
|
Covariance matrices of self-affine measures
|
|
|
|
|
9791
|
An almost sure invariance principle for the range of planar random walks
|
|
|
|
|
9792
|
Planar first-passage percolation times are not tight
|
|
|
|
|
9793
|
Local Characteristics, Entropy and Limit Theorems for Spanning Trees and Domino Tilings via Transfer-Impedances
|
|
|
|
|
9794
|
Galton-Watson Trees with the Same Mean Have the Same Polar Sets
|
|
|
|
|
9795
|
The Contact Process on Trees
|
|
|
|
|
9796
|
Domination Between Trees and Application to an Explosion Problem
|
|
|
|
|
9797
|
Critical RWRE on trees and tree-indexed random walks
|
|
|
|
|
9798
|
Vertex-Reinforced Random Walk
|
|
|
|
|
9799
|
General state space Markov chains and MCMC algorithms
|
|
|
|
|
9800
|
A Transposition Rule Analysis Based on a Particle Process
|
|
|
|
|
9801
|
Martin Capacity for Markov Chains
|
|
|
|
|
9802
|
On Path Integrals for the High-Dimensional Brownian Bridge
|
|
|
|
|
9803
|
Random Walk in a Random Environment and First-Passage Percolation on Trees
|
|
|
|
|
9804
|
Choosing a Spanning Tree for the Integer Lattice Uniformly
|
|
|
|
|
9805
|
Critical Random Walk in Random Environment on Trees of Exponential Growth
|
|
|
|
|
9806
|
Functional central limit theorems for a large network in which customers join the shortest of several queues
|
|
|
|
|
9807
|
PDEs for the joint distributions of the Dyson, Airy and Sine processes
|
|
|
|
|
9808
|
Solution of the Monge-Ampere Equation on Wiener Space for log-concave measures
|
|
|
|
|
9809
|
Relativistic Diffusions
|
|
|
|
|
9810
|
The Structure of Strongly Stationary Systems
|
|
|
|
|
9811
|
Natural decomposition of processes and weak Dirichlet processes
|
|
|
|
|
9812
|
Asymptotic laws for compositions derived from transformed subordinators
|
|
|
|
|
9813
|
On the Largest Singular Values of Random Matrices with Independent Cauchy Entries
|
|
|
|
|
9814
|
Strong disorder for a certain class of directed polymers in a random environment
|
|
|
|
|
9815
|
Non-backtracking random walks and cogrowth of graphs
|
|
|
|
|
9816
|
Limit of normalized quadrangulations: The Brownian map
|
|
|
|
|
9817
|
On the rate of convergence in the central limit theorem for martingale difference sequences
|
|
|
|
|
9818
|
Exact convergence rates in the central limit theorem for a class of martingales
|
|
|
|
|
9819
|
Surface area and other measures of ellipsoids
|
|
|
|
|
9820
|
Hitting times for independent random walks on $\mathbb\u007bZ\u007d^d$
|
|
|
|
|
9821
|
Universality In Sherrington-Kirkpatrick's Spin Glass Model
|
|
|
|
|
9822
|
Quadri-tilings of the plane
|
|
|
|
|
9823
|
The effect of service time variability on maximum queue lengths in M^X/G/1 queues
|
|
|
|
|
9824
|
The Beurling estimate for a class of random walks
|
|
|
|
|
9825
|
A Pickands type estimator of the extreme value index
|
|
|
|
|
9826
|
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel-Leader graphs
|
|
|
|
|
9827
|
Boundaries and harmonic functions for random walks with random transition probabilities
|
|
|
|
|
9828
|
Boolean convolution of probability measures on the unit circle
|
|
|
|
|
9829
|
Free analog of pressure and its Legendre transform
|
|
|
|
|
9830
|
Experimental test of the probability density function of true value of Poisson distribution parameter by single observation of number of events
|
|
|
|
|
9831
|
The Poisson boundary of random rational affinities
|
|
|
|
|
9832
|
Poisson boundary for finitely generated groups of rational affinities
|
|
|
|
|
9833
|
The traveling salesman problem, conformal invariance, and dense polymers
|
|
|
|
|
9834
|
Measure convolution semigroups and non-infinitely divisible probability distributions
|
|
|
|
|
9835
|
Littelmann paths and brownian paths
|
|
|
|
|
9836
|
Exchangeable Fragmentation-Coalescence processes and their equilibrium measures
|
|
|
|
|
9837
|
The exploration process of inhomogeneous continuum random trees, and an extension of Jeulin's local time identity
|
|
|
|
|
9838
|
On symmetric random walks with random conductances on $\Z^d$
|
|
|
|
|
9839
|
On First-Passage-Time Densities for Certain Symmetric Markov Chains
|
|
|
|
|
9840
|
A Note on the Notion of Geometric Rough Paths
|
|
|
|
|
9841
|
Random Geometric Series
|
|
|
|
|
9842
|
Janossy densities, multimatrix spacing distributions and Fredholm resolvents
|
|
|
|
|
9843
|
Orthogonal polynomial ensembles in probability theory
|
|
|
|
|
9844
|
The parabolic Anderson model
|
|
|
|
|
9845
|
Deriving laws from ordering relations
|
|
|
|
|
9846
|
Perpetual integral functionals as hitting and occupation times
|
|
|
|
|
9847
|
Brownian motion in riemannian admissible complex
|
|
|
|
|
9848
|
Curved Wiener Space Analysis
|
|
|
|
|
9849
|
Multi-excited random walks on integers
|
|
|
|
|
9850
|
On Method of Statistical Differentials
|
|
|
|
|
9851
|
A generalized model of mutation-selection balance with applications to aging
|
|
|
|
|
9852
|
Phase transition of the largest eigenvalue for non-null complex sample covariance matrices
|
|
|
|
|
9853
|
Heterogeneity, and the secret of the sea
|
|
|
|
|
9854
|
Conditional moments of q-Meixner processes
|
|
|
|
|
9855
|
On the central and local limit theorem for martingale difference sequences
|
|
|
|
|
9856
|
Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
|
|
|
|
|
9857
|
Nonclassical stochastic flows and continuous products
|
|
|
|
|
9858
|
Two recursive decompositions of Brownian bridge
|
|
|
|
|
9859
|
Martingales and character ratios
|
|
|
|
|
9860
|
Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
|
|
|
|
|
9861
|
Dynamics of exponential linear map in functional space
|
|
|
|
|
9862
|
A Novel Approach to Non-Hermitian Random Matrix Models
|
|
|
|
|
9863
|
Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
|
|
|
|
|
9864
|
Rayleigh processes, real trees, and root growth with re-grafting
|
|
|
|
|
9865
|
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's
|
|
|
|
|
9866
|
A note on compact Markov operators
|
|
|
|
|
9867
|
Random Metric Spaces and Universality
|
|
|
|
|
9868
|
Theory of resistor networks: The two-point resistance
|
|
|
|
|
9869
|
Approximate Nonnegative Matrix Factorization via Alternating Minimization
|
|
|
|
|
9870
|
Asymptotic laws for nonconservative self-similar fragmentations
|
|
|
|
|
9871
|
Probabilities of randomly centered small balls and quantization in Banach spaces
|
|
|
|
|
9872
|
Averaging versus Chaos in Turbulent Transport?
|
|
|
|
|
9873
|
Stochastic processes in random graphs
|
|
|
|
|
9874
|
One-dimensional random field Kac's model: localization of the phases
|
|
|
|
|
9875
|
Maximal clusters in non-critical percolation and related models
|
|
|
|
|
9876
|
Criticality in unbounded-types branching processes
|
|
|
|
|
9877
|
Change point models and conditionally pure birth processes; an inequality on the stochastic intensity
|
|
|
|
|
9878
|
Perfect simulation for unilateral fields
|
|
|
|
|
9879
|
Numerical cubature using error-correcting codes
|
|
|
|
|
9880
|
Gaussian scaling for the critical spread-out contact process above the upper critical dimension
|
|
|
|
|
9881
|
From n+1-level atom chains to n-dimensional noises
|
|
|
|
|
9882
|
Critical points for spread-out self-avoiding walk, percolation and the contact process above the upper critical dimensions
|
|
|
|
|
9883
|
Percolation and lattice animals: exponent relations, and conditions for $\theta(p_c)=0$
|
|
|
|
|
9884
|
A lattice animal approach to percolation
|
|
|
|
|
9885
|
Hydrodynamic limit for perturbation of a hyperbolic equilibrium point in two-component systems
|
|
|
|
|
9886
|
Some Processes Associated with Fractional Bessel Processes
|
|
|
|
|
9887
|
Size of Outbreaks Near the Epidemic Threshold
|
|
|
|
|
9888
|
Degrees of transience and recurrence and hierarchical random walks
|
|
|
|
|
9889
|
A survey of max-type recursive distributional equations
|
|
|
|
|
9890
|
Conditional Intensity and Gibbsianness of Determinantal Point Processes
|
|
|
|
|
9891
|
Markov property of monotone L\'evy processes
|
|
|
|
|
9892
|
Bivariate Uniqueness and Endogeny for the Logistic Recursive Distributional Equation
|
|
|
|
|
9893
|
The square of white noise as a Jacobi field
|
|
|
|
|
9894
|
A General Divergence Measure for Monotonic Functions and Applications in Information Theory
|
|
|
|
|
9895
|
Multitype Contact Process with Frozen states
|
|
|
|
|
9896
|
Relative Fatou's Theorem for $(-\Delta)^\u007b\alpha/2\u007d$-harmonic Functions in Bounded $\kappa$-fat Open Set
|
|
|
|
|
9897
|
Logarithmic Sobolev inequality for zero-range Dynamics
|
|
|
|
|
9898
|
Character expansion method for the first order asymptotics of a matrix integral
|
|
|
|
|
9899
|
Maximal local time of a d-dimensional simple random walk on subsets
|
|
|
|
|
9900
|
Critical random hypergraphs: The emergence of a giant set of identifiable vertices
|
|
|
|
|
9901
|
A Survey of Results on Random Random Walks on Finite Groups
|
|
|
|
|
9902
|
Random strategies with memory for the Robin Hood game
|
|
|
|
|
9903
|
Stochastic Processes with Short Memory
|
|
|
|
|
9904
|
SLE, CFT and zig-zag probabilities
|
|
|
|
|
9905
|
The Skorokhod embedding problem and its offspring
|
|
|
|
|
9906
|
Weak convergence of random p-mappings and the exploration process of inhomogeneous continuum random trees
|
|
|
|
|
9907
|
Gaussian fluctuations of eigenvalues in the GUE
|
|
|
|
|
9908
|
Expansion in $n^\u007b-1\u007d$ for percolation critical values on the $n$-cube and $Z^n$: the first three terms
|
|
|
|
|
9909
|
Random subgraphs of finite graphs: II. The lace expansion and the triangle condition
|
|
|
|
|
9910
|
Asymptotic expansions in $n^\u007b-1\u007d$ for percolation critical values on the $n$-cube and $\mathbb\u007bZ\u007d^n$
|
|
|
|
|
9911
|
Moderate deviations for particle filtering
|
|
|
|
|
9912
|
3D crystal: how flat its flat facets are?
|
|
|
|
|
9913
|
Multiple shocks in bricklayers' model
|
|
|
|
|
9914
|
On Vervaat and Vervaat-error type processes for partial sums and renewals
|
|
|
|
|
9915
|
The genealogy of self-similar fragmentations with negative index as a continuum random tree
|
|
|
|
|
9916
|
Extreme exchangeable random order processes by positive definite functions on semigroups
|
|
|
|
|
9917
|
Mixing times for random walks on finite lamplighter groups
|
|
|
|
|
9918
|
Kolmogorov's structure functions and model selection
|
|
|
|
|
9919
|
A Conditional Entropy Power Inequality for Dependent Variables
|
|
|
|
|
9920
|
Limiting distributions for additive functionals on Catalan trees
|
|
|
|
|
9921
|
Asymptotic Behavior of the Number of Lost Messages
|
|
|
|
|
9922
|
Random walks on the torus with several generators
|
|
|
|
|
9923
|
Simply generated trees, B-series and Wigner processes
|
|
|
|
|
9924
|
Identifying several biased coins encountered by a hidden random walk
|
|
|
|
|
9925
|
Negative association in uniform forests and connected graphs
|
|
|
|
|
9926
|
Essential edges in Poisson random hypergraphs
|
|
|
|
|
9927
|
Reversible coagulation-fragmentation processes and random combinatorial structures: Asymptotics for the number of groups
|
|
|
|
|
9928
|
Continuous and discontinuous phase transitions in hypergraph processes
|
|
|
|
|
9929
|
Explicit Solution for a Network Control Problem in the Large Deviation Regime
|
|
|
|
|
9930
|
A Large Closed Queueing Network Containing Two Types of Node and Multiple Customer Classes: One Bottleneck Station
|
|
|
|
|
9931
|
Dimers, tilings and trees
|
|
|
|
|
9932
|
Stein's method, Jack measure, and the Metropolis algorithm
|
|
|
|
|
9933
|
The interlace polynomial of a graph
|
|
|
|
|
9934
|
Colouring powers of cycles from random lists
|
|
|
|
|
9935
|
Three Sampling Formulas
|
|
|
|
|
9936
|
Quicksort with Unreliable Comparisons: A Probabilistic Analysis
|
|
|
|
|
9937
|
Merging costs for the additive Marcus-Lushnikov process, and Union-Find algorithms
|
|
|
|
|
9938
|
Generating Functions For Kernels of Digraphs (Enumeration & Asymptotics for Nim Games)
|
|
|
|
|
9939
|
Why Delannoy numbers?
|
|
|
|
|
9940
|
Spontaneous Dynamics of Asymmetric Random Recurrent Spiking Neural Networks
|
|
|
|
|
9941
|
Poisson convergence in the restricted k-partioning problem
|
|
|
|
|
9942
|
Unicyclic Components in Random Graphs
|
|
|
|
|
9943
|
A Card Shuffling Analysis of Deformations of the Plancherel Measure of the Symmetric Group
|
|
|
|
|
9944
|
The two possible values of the chromatic number of a random graph
|
|
|
|
|
9945
|
Expected Length of the Longest Common Subsequence for Large Alphabets
|
|
|
|
|
9946
|
Low-Dimensional Faces of Random 0/1-Polytopes
|
|
|
|
|
9947
|
On The Multiresolution Structure of Internet Traffic Traces
|
|
|
|
|
9948
|
Shuffling by Semi-Random Transpositions
|
|
|
|
|
9949
|
Maximum Weight Independent Sets and Matchings in Sparse Random Graphs. Exact Results Using the Local Weak Convergence Method
|
|
|
|
|
9950
|
The Chromatic Number of Random Regular Graphs
|
|
|
|
|
9951
|
On the Convergence Speed of MDL Predictions for Bernoulli Sequences
|
|
|
|
|
9952
|
Universal Convergence of Semimeasures on Individual Random Sequences
|
|
|
|
|
9953
|
A shape theorem for the spread of an infection
|
|
|
|
|
9954
|
Extremes of geometric variables with applications to branching processes
|
|
|
|
|
9955
|
The spread of a rumor or infection in a moving population
|
|
|
|
|
9956
|
Low regularity solutions to a gently stochastic nonlinear wave equation in nonequilibrium statistical mechanics
|
|
|
|
|
9957
|
The structure of finite clusters in high intensity Poisson Boolean stick process
|
|
|
|
|
9958
|
General framework for the probabilistic description of experiments
|
|
|
|
|
9959
|
The divergence of Banach space valued random variables on Wiener space
|
|
|
|
|
9960
|
Sojourn times in the M/G/1 FB queue with light-tailed service times
|
|
|
|
|
9961
|
A Guide to Stochastic Loewner Evolution and its Applications
|
|
|
|
|
9962
|
Harness processes and harmonic crystals
|
|
|
|
|
9963
|
Correlation functions of the shifted Schur measure
|
|
|
|
|
9964
|
Piecewise Deterministic Quantum Dynamics and Quantum Fractals on the Poincare Disk
|
|
|
|
|
9965
|
Coexistence in two-type first-passage percolation models
|
|
|
|
|
9966
|
Some Jump Processes in Quantum Field Theory
|
|
|
|
|
9967
|
Nonuniqueness for specifications in $\ell^\u007b2+\epsilon\u007d$
|
|
|
|
|
9968
|
On the approximation of one Markov chain by another
|
|
|
|
|
9969
|
Out of equilibrium functional central limit theorems for a large network where customers join the shortest of several queues
|
|
|
|
|
9970
|
A functional central limit theorem in equilibrium for a large network in which customers join the shortest of several queues
|
|
|
|
|
9971
|
V-variable fractals and superfractals
|
|
|
|
|
9972
|
Global Existence of Bell's Time-Inhomogeneous Jump Process for Lattice Quantum Field Theory
|
|
|
|
|
9973
|
Perturbation of singular equilibria of hyperbolic two-component systems: a universal hydrodynamic limit
|
|
|
|
|
9974
|
Random complex zeroes, III. Decay of the hole probability
|
|
|
|
|
9975
|
Random walk generated by random permutations of \u007b1,2,3, ..., n+1\u007d
|
|
|
|
|
9976
|
On Quantum Iterated Function Systems
|
|
|
|
|
9977
|
Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices
|
|
|
|
|
9978
|
A Fractal Valued Random Iteration Algorithm and Fractal Hierarchy
|
|
|
|
|
9979
|
Approximation of integrals over asymptotic sets with applications to probability and statistics
|
|
|
|
|
9980
|
Gaussian free fields for mathematicians
|
|
|
|
|
9981
|
A criterion for Talagrand's quadratic transportation cost inequality
|
|
|
|
|
9982
|
Stochastic evolutions in superspace and superconformal field theory
|
|
|
|
|
9983
|
The dead leaves model : general results and limits at small scales
|
|
|
|
|
9984
|
Occurrence, repetition and matching of patterns in the low-temperature Ising model
|
|
|
|
|
9985
|
Deviations from the Circular Law
|
|
|
|
|
9986
|
Sharp Integrability for Brownian Motion in Parabola-shaped Regions
|
|
|
|
|
9987
|
Relativistic Brownian Motion in 3+1 Dimensions
|
|
|
|
|
9988
|
Local limit of labeled trees and expected volume growth in a random quadrangulation
|
|
|
|
|
9989
|
The automorphism group of the Gaussian measure cannot act pointwise
|
|
|
|
|
9990
|
Infinite interacting diffusion particles I: Equilibrium process and its scaling limit
|
|
|
|
|
9991
|
Stability of Random Sums
|
|
|
|
|
9992
|
Some Classes Of Distributions On The Non-Negative Lattice
|
|
|
|
|
9993
|
Bessel processes, the integral of geometric Brownian motion, and Asian options
|
|
|
|
|
9994
|
Instability in Stochastic and Fluid Queueing Networks
|
|
|
|
|
9995
|
Nonstationary queues:Estimation of the rates of convergence
|
|
|
|
|
9996
|
A model of the term structure of interest rates based on L\'evy fields
|
|
|
|
|
9997
|
Uniform infinite planar triangulation and related time-reversed critical branching process
|
|
|
|
|
9998
|
Renewal Theory and Geometric Infinite Divisibility
|
|
|
|
|
9999
|
On the Location of the 1-particle Branch of the Spectrum of the Disordered Stochastic Ising Model
|
|
|
|
|
10000
|
Neighbourhoods of independence for random processes
|
|
|
|
|
10001
|
From repeated to continuous quantum interactions
|
|
|
|
|
10002
|
A Phase Transition and Stochastic Domination in Pippenger's Probabilistic Failure Model for Boolean Networks with Unreliable Gates
|
|
|
|
|
10003
|
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values
|
|
|
|
|
10004
|
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
|
|
|
|
|
10005
|
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation
|
|
|
|
|
10006
|
Limit theorems and absorption problems for one-dimensional correlated random walks
|
|
|
|
|
10007
|
The noisy voter-exclusion process
|
|
|
|
|
10008
|
Gibbs properties of the fuzzy Potts model on trees and in mean field
|
|
|
|
|
10009
|
Information geometric neighbourhoods of randomness and geometry of the McKay bivariate gamma 3-manifold
|
|
|
|
|
10010
|
Inequalities related to free entropy derived from random matrix approximation
|
|
|
|
|
10011
|
Anomalous Diffusion with Periodical Initial Conditions on Interval with Reflecting Edges
|
|
|
|
|
10012
|
Skorokhod embeddings, minimality and non-centred target distributions
|
|
|
|
|
10013
|
Unilateral Small Deviations for the Integral of Fractional Brownian Motion
|
|
|
|
|
10014
|
Exponential distribution for the occurrence of rare patterns in Gibbsian random fields
|
|
|
|
|
10015
|
Stochastic Loewner evolution in doubly connected domains
|
|
|
|
|
10016
|
On asymptotics of large Haar distributed unitary matrices
|
|
|
|
|
10017
|
Limiting distribution of last passage percolation models
|
|
|
|
|
10018
|
An estimate on the maximum of a nice class of stochastic integrals
|
|
|
|
|
10019
|
An estimate about multiple stochastic integrals with respect to a normalized empirical measure
|
|
|
|
|
10020
|
Diffusion in random environment and the renewal theorem
|
|
|
|
|
10021
|
Excited random walk in three dimensions has positive speed
|
|
|
|
|
10022
|
Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process
|
|
|
|
|
10023
|
Thick points for the Cauchy process
|
|
|
|
|
10024
|
CFTs of SLEs: the radial case
|
|
|
|
|
10025
|
Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles
|
|
|
|
|
10026
|
Instability of set recurrence and Green's function on groups with the Liouville property
|
|
|
|
|
10027
|
Probabilistic representations of solutions to the heat equation
|
|
|
|
|
10028
|
Linear speed large deviations for percolation clusters
|
|
|
|
|
10029
|
Elementary fixed points of the BRW smoothing transforms with infinite number of summands
|
|
|
|
|
10030
|
Monotone properties of random geometric graphs have sharp thresholds
|
|
|
|
|
10031
|
Universality of Critical Behaviour in a Class of Recurrent Random Walks
|
|
|
|
|
10032
|
Hierarchical equilibria of branching populations
|
|
|
|
|
10033
|
Central limit theorems for the large-spin asymptotics of quantum spins
|
|
|
|
|
10034
|
The harmonic explorer and its convergence to SLE(4)
|
|
|
|
|
10035
|
The Satisfiability Threshold of Random 3-SAT Is at Least 3.52
|
|
|
|
|
10036
|
An alternative inference tool to total probability formula and its applications
|
|
|
|
|
10037
|
Exact Sampling from Perfect Matchings of Dense Nearly Regular Bipartite Graphs
|
|
|
|
|
10038
|
Second-order fluctuations and current across characteristic for a one-dimensional growth model of independent random walks
|
|
|
|
|
10039
|
Order by disorder, without order, in a two-dimensional spin system with O(2) symmetry
|
|
|
|
|
10040
|
Functionals of Dirichlet processes, the Markov Krein Identity and Beta-Gamma processes
|
|
|
|
|
10041
|
Orbital order in classical models of transition-metal compounds
|
|
|
|
|
10042
|
Orbital ordering in transition-metal compounds: I. The 120-degree model
|
|
|
|
|
10043
|
Exact Solution of Discrete Hedging Equation for European Option
|
|
|
|
|
10044
|
Random complex zeroes, II. Perturbed lattice
|
|
|
|
|
10045
|
Asymptotic analysis via Mellin transforms for small deviations in $L^2$-norm of integrated Brownian sheets
|
|
|
|
|
10046
|
SU(d)--biinvariant random walks on SL(d,C) and their Euclidean counterparts
|
|
|
|
|
10047
|
Self-Interacting Diffusions : Symmetric Interactions
|
|
|
|
|
10048
|
Weak limits for quantum random walks
|
|
|
|
|
10049
|
Stochastic differential equations with boundary conditions driven by a Poisson noise
|
|
|
|
|
10050
|
Slab percolation for the Ising model
|
|
|
|
|
10051
|
The center of mass of the ISE and the Wiener index of trees
|
|
|
|
|
10052
|
Catastrophe Management and Inter-Reserve Distance for Marine Reserve Networks
|
|
|
|
|
10053
|
Stochastic differential equations with jumps
|
|
|
|
|
10054
|
Perturbations of the Symmetric Exclusion Process
|
|
|
|
|
10055
|
"Local Realism", Bell's Theorem and Quantum "Locally Realistic" Inequalities
|
|
|
|
|
10056
|
Extremal Reversible Measures for the Exclusion Process
|
|
|
|
|
10057
|
Fast simulation of new coins from old
|
|
|
|
|
10058
|
Virasoro action on Schur function expansions, skew Young tableaux and random walks
|
|
|
|
|
10059
|
Hitting times for special patterns in the symmetric exclusion process on Z^d
|
|
|
|
|
10060
|
On the Dirichlet problem for asymmetric zero-range process on increasing domains
|
|
|
|
|
10061
|
A new test for the multivariate two-sample problem based on the concept of minimum energy
|
|
|
|
|
10062
|
q-Levy processes
|
|
|
|
|
10063
|
An invariant of finitary codes with finite expected square root coding length
|
|
|
|
|
10064
|
Janossy Densities of Coupled Random Matrices
|
|
|
|
|
10065
|
Convergence of symmetric diffusions on Wiener spaces
|
|
|
|
|
10066
|
The probability of making a correct decision in hypotheses testing as estimator of quality of planned experiments
|
|
|
|
|
10067
|
Differential Equations for Dyson Processes
|
|
|
|
|
10068
|
Discrete Green's functions for products of regular graphs
|
|
|
|
|
10069
|
Probabilistic Events and Physical Reality: A Complete Algebra of Probability
|
|
|
|
|
10070
|
k-workers in a Circular Warehouse -- A random walk on a circle, without passing
|
|
|
|
|
10071
|
Some remarks on the elliptic Harnack inequality
|
|
|
|
|
10072
|
A Scaling Limit for t-Schur Measures
|
|
|
|
|
10073
|
Random probability measures via Polya sequences: revisiting the Blackwell-MacQueen urn scheme
|
|
|
|
|
10074
|
Correlation inequalities for noninteracting Bose gases
|
|
|
|
|
10075
|
Loop-erased random walk on a torus in dimensions 4 and above
|
|
|
|
|
10076
|
More rigorous results on the Kauffman-Levin model of evolution
|
|
|
|
|
10077
|
Constrained Brownian motion: Fluctuations away from circular and parabolic barriers
|
|
|
|
|
10078
|
Independence and Product Systems
|
|
|
|
|
10079
|
Approximations of the Brownian Rough Path with Applications to Stochastic Analysis
|
|
|
|
|
10080
|
Commutants of von Neumann Modules, Representations of B^a(E) and Other Topics Related to Product Systems of Hilbert Modules
|
|
|
|
|
10081
|
Fluctuations of the Empirical Entropies of a Chain of Infinite Order
|
|
|
|
|
10082
|
Asymptotic hitting time for a simple evolutionary model of protein folding
|
|
|
|
|
10083
|
Central limit theorems in Random cluster and Potts Models
|
|
|
|
|
10084
|
Non-commutative Polynomials of Independent Gaussian Random Matrices. The Real and Symplectic Cases
|
|
|
|
|
10085
|
A central limit theorem for Gibbs measures relative to Brownian motion
|
|
|
|
|
10086
|
SLEs as boundaries of clusters of Brownian loops
|
|
|
|
|
10087
|
On the noise-induced passage through an unstable periodic orbit I: Two-level model
|
|
|
|
|
10088
|
On Asymptotics for the Airy Process
|
|
|
|
|
10089
|
Limit theorems for one-dimensional transient random walks in Markov environments
|
|
|
|
|
10090
|
Brownian intersection local times: Exponential moments and law of large masses
|
|
|
|
|
10091
|
The Percolation Transition in the Zero-Temperature Domany Model
|
|
|
|
|
10092
|
Continuum Nonsimple Loops and 2D Critical Percolation
|
|
|
|
|
10093
|
A Particular Bit of Universality: Scaling Limits of Some Dependent Percolation Models
|
|
|
|
|
10094
|
A non constructive proof of the existence of a maximal irreducibility measure
|
|
|
|
|
10095
|
The maximum queue length for heavy tailed service times
|
|
|
|
|
10096
|
Image measures of infinite product measures and generalized Bernoulli convolutions
|
|
|
|
|
10097
|
On the rate of convergence to equilibrium for countable ergodic Markov chains
|
|
|
|
|
10098
|
$\widetilde\u007bQ\u007d$-representation of real numbers and fractal probability distributions
|
|
|
|
|
10099
|
Asymptotic estimation of shift parameter of a quantum state
|
|
|
|
|
10100
|
The chaotic chameleon
|
|
|
|
|
10101
|
A proof of a conjecture of Buck, Chan and Robbins on the random assignment problem
|
|
|
|
|
10102
|
Conformal restriction and related questions
|
|
|
|
|
10103
|
On Quantum Statistical Inference, II
|
|
|
|
|
10104
|
On an Argument of David Deutsch
|
|
|
|
|
10105
|
Spectral measure of large random Hankel, Markov and Toeplitz matrices
|
|
|
|
|
10106
|
On Dynamical Gaussian Random Walks
|
|
|
|
|
10107
|
Glauber dynamics on trees:Boundary conditions and mixing time
|
|
|
|
|
10108
|
Boundary Trace of Reflecting Brownian Motions
|
|
|
|
|
10109
|
Regenerative Composition Structures
|
|
|
|
|
10110
|
On Spectra of Noises associated with Harris flows
|
|
|
|
|
10111
|
Approximation probabilities, the law of quasistable markets, and phase transitions from the "condensed" state
|
|
|
|
|
10112
|
Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field
|
|
|
|
|
10113
|
Fock Space Decomposition of Levy Processes
|
|
|
|
|
10114
|
On the first-visit-time problem for birth and death processes with catastrophes
|
|
|
|
|
10115
|
Asymptotic behaviour of watermelons
|
|
|
|
|
10116
|
Wiener Chaos and the Cox-Ingersoll-Ross model
|
|
|
|
|
10117
|
Convergence to equilibrium for finite Markov processes, with application to the Random Energy Model
|
|
|
|
|
10118
|
An Anisotropic Ballistic Deposition Model with Links to the Ulam Problem and the Tracy-Widom Distribution
|
|
|
|
|
10119
|
Products of Beta matrices and sticky flows
|
|
|
|
|
10120
|
Entropic repulsion of an interface in an external field
|
|
|
|
|
10121
|
Asymptotic analysis by the saddle point method of the Anick-Mitra-Sondhi model
|
|
|
|
|
10122
|
Fluctuations of a one-dimensional polynuclear growth model in a half space
|
|
|
|
|
10123
|
Controlling Rough Paths
|
|
|
|
|
10124
|
Extra heads and invariant allocations
|
|
|
|
|
10125
|
Surface Area of Ellipsoids
|
|
|
|
|
10126
|
Noncolliding Brownian motions and Harish-Chandra formula
|
|
|
|
|
10127
|
Seiberg-Witten Theory and Random Partitions
|
|
|
|
|
10128
|
Random Sets and Invariants for (Type II) Continuous Tensor Product Systems of Hilbert Spaces
|
|
|
|
|
10129
|
A Phase Transition for the Metric Distortion of Percolation on the Hypercube
|
|
|
|
|
10130
|
Chernoff's bound forms
|
|
|
|
|
10131
|
The Monge-Kantorovitch Problem and Monge-Ampere Equation on Wiener Space
|
|
|
|
|
10132
|
Remarks on the geometry of coordinate projections in R^n
|
|
|
|
|
10133
|
Stopping games in continuous time
|
|
|
|
|
10134
|
Geometrical Optics Approach to Markov-Modulated Fluid Models
|
|
|
|
|
10135
|
On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models
|
|
|
|
|
10136
|
Glauber dynamics of continuous particle systems
|
|
|
|
|
10137
|
The inverse of the cumulative standard normal probability function
|
|
|
|
|
10138
|
Perturbed Markov Chains
|
|
|
|
|
10139
|
A Stochastic Heisenberg Inequality
|
|
|
|
|
10140
|
Non-linear Response of the trap model in the aging regime : Exact results in the strong disorder limit
|
|
|
|
|
10141
|
An Extended Variational Principle for the SK Spin-Glass Model
|
|
|
|
|
10142
|
An Ergodic Theorem for the Quantum Relative Entropy
|
|
|
|
|
10143
|
Singularity analysis, Hadamard products, and tree recurrences
|
|
|
|
|
10144
|
The arctic circle boundary and the Airy process
|
|
|
|
|
10145
|
Chordal Loewner families and univalent Cauchy transforms
|
|
|
|
|
10146
|
Ecological Succession Model
|
|
|
|
|
10147
|
A probabilistic representation for the vorticity of a 3D viscous fluid and for general systems of parabolic equations
|
|
|
|
|
10148
|
Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles
|
|
|
|
|
10149
|
Critical percolation in annuli and $SLE_6$
|
|
|
|
|
10150
|
A large-deviation theorem for tree-indexed Markov chains
|
|
|
|
|
10151
|
Quenched large deviations for one dimensional nonlinear filtering
|
|
|
|
|
10152
|
Small deviations in p-variation for stable processes
|
|
|
|
|
10153
|
Small deviations in p-variation norm for multidimensional Levy processes
|
|
|
|
|
10154
|
On the speed of a planar random walk avoiding its past convex hull
|
|
|
|
|
10155
|
Self-Averaged Scaling Limits for Random Parabolic Waves
|
|
|
|
|
10156
|
Conformal transformations and the SLE partition function martingale
|
|
|
|
|
10157
|
Towards the Modeling of Neuronal Firing by Gaussian Processes
|
|
|
|
|
10158
|
Stein's Method and Plancherel Measure of the Symmetric Group
|
|
|
|
|
10159
|
Volumes of symmetric random polytopes
|
|
|
|
|
10160
|
On symmetric versions of Sylvester's problem
|
|
|
|
|
10161
|
Hydrodynamic limit of asymmetric exclusion processes under diffusive scaling in $d\ge 3$
|
|
|
|
|
10162
|
On a non-linear Fluctuation Theorem for the aging dynamics of disordered trap models
|
|
|
|
|
10163
|
Evolving sets, mixing and heat kernel bounds
|
|
|
|
|
10164
|
The Poisson-Dirichlet law is the unique invariant distribution for uniform split-merge transformations
|
|
|
|
|
10165
|
General Probabilistic Framework of Randomness
|
|
|
|
|
10166
|
State Tameness: A New Approach for Credit Constrains
|
|
|
|
|
10167
|
Amenability via random walks
|
|
|
|
|
10168
|
Spheres and Minima
|
|
|
|
|
10169
|
On the asymptotic behavior of first passage time densities for stationary Gaussian processes
|
|
|
|
|
10170
|
On entropy and Hausdorff dimension of measures defined through a non-homogeneous Markov process
|
|
|
|
|
10171
|
On the uniqueness of the branching parameter for a random cascade measure
|
|
|
|
|
10172
|
Law of large numbers for the asymmetric simple exclusion process
|
|
|
|
|
10173
|
Brownian beads
|
|
|
|
|
10174
|
An explanation of infrared catastrophe of 1/f power spectra
|
|
|
|
|
10175
|
A Supplement To The Bose-Dasgupta-Rubin (2002) Review Of Infinitely Divisible Laws And Processes
|
|
|
|
|
10176
|
1/f spectral trend and frequency power law of lossy media
|
|
|
|
|
10177
|
Towards Dead Time Inclusion in Neuronal Modeling
|
|
|
|
|
10178
|
Small deviations for fractional stable processes
|
|
|
|
|
10179
|
On the Stability of Geometric Extremes
|
|
|
|
|
10180
|
A Note on Maximum and Minimum Stability of Certain Distributions
|
|
|
|
|
10181
|
Glauber Dynamics On The Cycle Is Monotone
|
|
|
|
|
10182
|
Poisson calculus for spatial neutral to the right processes
|
|
|
|
|
10183
|
Infinite Divisibility and Max-Infinite Divisibility with Random Sample Size
|
|
|
|
|
10184
|
Markov Chain Sampling for Non-linear State Space Models Using Embedded Hidden Markov Models
|
|
|
|
|
10185
|
Chains with complete connections: General theory, uniqueness, loss of memory and mixing properties
|
|
|
|
|
10186
|
Chains with complete connections and one-dimensional Gibbs measures
|
|
|
|
|
10187
|
Measuring and hedging financial risks in dynamical world
|
|
|
|
|
10188
|
Aspects of Randomization in Infinitely Divisible and Max-Infinitely Divisible Laws
|
|
|
|
|
10189
|
A numeraire-free and original probability based framework for financial markets
|
|
|
|
|
10190
|
A Tractable Complex Network Model based on the Stochastic Mean-field Model of Distance
|
|
|
|
|
10191
|
Another Look at Random Infinite Divisibility
|
|
|
|
|
10192
|
Phase transitions in Phylogeny
|
|
|
|
|
10193
|
Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm
|
|
|
|
|
10194
|
Derivation of the Leroux system as the hydrodynamic limit of a two-component lattice gas
|
|
|
|
|
10195
|
Rapid mixing in Markov chains
|
|
|
|
|
10196
|
MDP for integral functionals of fast and slow processes with averaging
|
|
|
|
|
10197
|
On the scaling of the chemical distance in long-range percolation models
|
|
|
|
|
10198
|
The Brownian loop soup
|
|
|
|
|
10199
|
Additive functionals on random search trees
|
|
|
|
|
10200
|
Renormalization, large deviations and phase separation in Ising and percolation models
|
|
|
|
|
10201
|
Brownian intersections, cover times and thick points via trees
|
|
|
|
|
10202
|
Ergodic convergence rates of Markov processes--eigenvalues, inequalities and ergodic theory
|
|
|
|
|
10203
|
Localization-delocalization phenomena for random interfaces
|
|
|
|
|
10204
|
Estimates for the strong approximation in multidimensional central limit theorem
|
|
|
|
|
10205
|
Conformal invariance, universality, and the dimension of the Brownian frontier
|
|
|
|
|
10206
|
Aging and spin-glass dynamics
|
|
|
|
|
10207
|
Random walks in random environments
|
|
|
|
|
10208
|
Some aspects of additive coalescents
|
|
|
|
|
10209
|
Toeplitz determinants, random growth and determinantal processes
|
|
|
|
|
10210
|
Random path representation and sharp correlations asymptotics at high-temperatures
|
|
|
|
|
10211
|
Rigorous Non-Perturbative Ornstein-Zernike Theory for Ising Ferromagnets
|
|
|
|
|
10212
|
On some inequalities for Gaussian measures
|
|
|
|
|
10213
|
Fock factorizations, and decompositions of the $L^2$ spaces over general Levy processes
|
|
|
|
|
10214
|
Two-dimensional Poisson Trees converge to the Brownian web
|
|
|
|
|
10215
|
On the p-Logarithmic and Alpha-Power Divergence Measures in Information Theory
|
|
|
|
|
10216
|
Wigner-Yanase information on quantum state space:the geometric approach
|
|
|
|
|
10217
|
Asymptotic shape for the chemical distance and first-passage percolation in random environment
|
|
|
|
|
10218
|
Ergodicity of Stochastic Differential Equations Driven by Fractional Brownian Motion
|
|
|
|
|
10219
|
Random Walk with Shrinking Steps
|
|
|
|
|
10220
|
On the distribution of lattice points in thin annuli
|
|
|
|
|
10221
|
The Brownian Web: Characterization and Convergence
|
|
|
|
|
10222
|
A rigorous derivation of Smoluchowski's equation in the moderate limit
|
|
|
|
|
10223
|
Random walks in random environment: What a single trajectory tells
|
|
|
|
|
10224
|
Stability of nonlinear filters in nonmixing case
|
|
|
|
|
10225
|
Random Surfaces
|
|
|
|
|
10226
|
A geometric proof of the Kochen-Specker no-go theorem
|
|
|
|
|
10227
|
Kerov's central limit theorem for the Plancherel measure on Young diagrams
|
|
|
|
|
10228
|
Explicit formulas for hook walks on continual Young diagrams
|
|
|
|
|
10229
|
Random planar curves and Schramm-Loewner evolutions
|
|
|
|
|
10230
|
Random polynomials of high degree and Levy concentration of measure
|
|
|
|
|
10231
|
Anchored expansion, percolation and speed
|
|
|
|
|
10232
|
Behavior dominated by slow particles in a disordered asymmetric exclusion process
|
|
|
|
|
10233
|
Annular non-crossing permutations and partitions, and second-order asymptotics for random matrices
|
|
|
|
|
10234
|
Renewal theory on the oriented tree
|
|
|
|
|
10235
|
On $L_1$-distance between first exit times from two regions
|
|
|
|
|
10236
|
A Proof of Parisi's Conjecture on the Random Assignment Problem
|
|
|
|
|
10237
|
Physical interpretation of fractional diffusion-wave equation via lossy media obeying frequency power law
|
|
|
|
|
10238
|
Anomalous diffusion, Localization, Aging and Sub-aging effects in trap models at very low temperature
|
|
|
|
|
10239
|
Conformal Fractal Geometry and Boundary Quantum Gravity
|
|
|
|
|
10240
|
Dynamics of Majority Rule
|
|
|
|
|
10241
|
Comparison inequality and two block estimate for inhomogeneous Bernoulli measures
|
|
|
|
|
10242
|
SLE(\kappa,\rho) martingales and duality
|
|
|
|
|
10243
|
Discrete Loewner evolution
|
|
|
|
|
10244
|
Surface order large deviations for 2d FK-percolation and Potts models
|
|
|
|
|
10245
|
Late points for random walks in two dimensions
|
|
|
|
|
10246
|
Statistical mechanics of anharmonic lattices
|
|
|
|
|
10247
|
Bernoulli Sieve
|
|
|
|
|
10248
|
Random walks on FKG-horizontally oriented lattices
|
|
|
|
|
10249
|
On the characterisation of paired monotone metrics
|
|
|
|
|
10250
|
Poisson Hypothesis for information networks (A study in non-linear Markov processes)
|
|
|
|
|
10251
|
Comparison results and steady states for the Fujita equation with fractional Laplacian
|
|
|
|
|
10252
|
Stochastic Resonance in Two-State Markov Chains
|
|
|
|
|
10253
|
A PDE for the joint distributions of the Airy Process
|
|
|
|
|
10254
|
Excited Random Walk
|
|
|
|
|
10255
|
Reflected planar Brownian motions, intertwining relations and crossing probabilities
|
|
|
|
|
10256
|
Juggling probabilities
|
|
|
|
|
10257
|
Integrals, Partitions, and Cellular Automata
|
|
|
|
|
10258
|
A proof of the Gibbs-Thomson formula in the droplet formation regime
|
|
|
|
|
10259
|
Hydrodynamic limit of a disordered lattice gas
|
|
|
|
|
10260
|
Girsanov's transformation for SLE(kappa,rho) processes, intersection exponents and hiding exponents
|
|
|
|
|
10261
|
Ballistic random walks in random environment at low disorder
|
|
|
|
|
10262
|
Supercritical multitype branching processes: the ancestral types of typical individuals
|
|
|
|
|
10263
|
Stochastic Integration with respect to Volterra processes
|
|
|
|
|
10264
|
Girsanov Theorem for Filtered Poisson Processes
|
|
|
|
|
10265
|
A System of Differential Equations for the Airy Process
|
|
|
|
|
10266
|
A noisy system with a flattened Hamiltonian and multiple time scales
|
|
|
|
|
10267
|
Random walks on supercritical percolation clusters
|
|
|
|
|
10268
|
Rotations and Tangent Processes on Wiener Space
|
|
|
|
|
10269
|
Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results
|
|
|
|
|
10270
|
Special orthogonal splittings of $L_1^\u007b2k\u007d$
|
|
|
|
|
10271
|
Smoothing Before Estimating Uncertainty, Scaling, and Intermittency: Application to Short Heart Rate Signals
|
|
|
|
|
10272
|
Couplings of Uniform Spanniing Forests
|
|
|
|
|
10273
|
Physical measures for partially hyperbolic surface endomorphisms
|
|
|
|
|
10274
|
Symmetrized Chebyshev Polynomials
|
|
|
|
|
10275
|
Scaling Limit, Noise, Stability
|
|
|
|
|
10276
|
Conditions implying regularity of the three dimensional Navier-Stokes equation
|
|
|
|
|
10277
|
Isoperimetry and heat kernel decay on percolation clusters
|
|
|
|
|
10278
|
Asymptotics for random walks in alcoves of affine Weyl groups
|
|
|
|
|
10279
|
Sharp phase transition theorems for hyperbolicity of random groups
|
|
|
|
|
10280
|
A power law for the free energy in two dimensional percolation
|
|
|
|
|
10281
|
Time, Finite Statistics, and Bell's Fifth Position
|
|
|
|
|
10282
|
Infinite systems of non-colliding Brownian particles
|
|
|
|
|
10283
|
Conformal restriction, highest-weight representations and SLE
|
|
|
|
|
10284
|
SLE martingales and the Virasoro algebra
|
|
|
|
|
10285
|
Limiting shape for directed percolation models
|
|
|
|
|
10286
|
Normed convergence property for hypergroups admitting an invariant measure
|
|
|
|
|
10287
|
Janossy Densities II. Pfaffian Ensembles
|
|
|
|
|
10288
|
Markov chain intersections and the loop-erased walk
|
|
|
|
|
10289
|
Symmetrization approach to concentration inequalities for empirical processes
|
|
|
|
|
10290
|
Deviation bounds for wavelet shrinkage
|
|
|
|
|
10291
|
On smallest triangles
|
|
|
|
|
10292
|
Speeding up the FMMR perfect sampling algorithm: A case study revisited
|
|
|
|
|
10293
|
An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
|
|
|
|
|
10294
|
Multiplicative Measures on Free Groups
|
|
|
|
|
10295
|
Bernoulli Numbers and the Probability of a Birthday Surprise
|
|
|
|
|
10296
|
The Largest Eigenvalue Of Sparse Random Graphs
|
|
|
|
|
10297
|
Partiality in physics
|
|
|
|
|
10298
|
Shortest paths in the Tower of Hanoi graph and finite automata
|
|
|
|
|
10299
|
Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet
|
|
|
|
|
10300
|
Convergence and Loss Bounds for Bayesian Sequence Prediction
|
|
|
|
|
10301
|
Extremal Properties of Random Structures
|
|
|
|
|
10302
|
Random k-SAT: Two Moments Suffice to Cross a Sharp Threshold
|
|
|
|
|
10303
|
Phase Diagram for the Constrained Integer Partitioning Problem
|
|
|
|
|
10304
|
The threshold for random k-SAT is 2k (ln 2 - O(k))
|
|
|
|
|
10305
|
Random MAX SAT, random MAX CUT, and their phase transitions
|
|
|
|
|
10306
|
On the Graph-Density of Random 0/1-Polytopes
|
|
|
|
|
10307
|
Bayesian Treatment of Incomplete Discrete Data Applied to Mutual Information and Feature Selection
|
|
|
|
|
10308
|
Robust Estimators under the Imprecise Dirichlet Model
|
|
|
|
|
10309
|
Convex Imprecise Previsions: Basic Issues and Applications
|
|
|
|
|
10310
|
On the Maximum Satisfiability of Random Formulas
|
|
|
|
|
10311
|
The volume and time comparison principle and transition probability estimates for random walks
|
|
|
|
|
10312
|
Bindweeds or random walks in random environments on multiplexed trees and their asympotics
|
|
|
|
|
10313
|
Reconstruction Thresholds on Regular Trees
|
|
|
|
|
10314
|
A phase transition in the random transposition random walk
|
|
|
|
|
10315
|
Optimal Nonlinear Prediction of Random Fields on Networks
|
|
|
|
|
10316
|
Unimprovable Solution to Systems of Empirical Linear Algebraic Equations
|
|
|
|
|
10317
|
Disintegration of cylindrical measures
|
|
|
|
|
10318
|
Scaling limit of loop erased random walk - a naive approach
|
|
|
|
|
10319
|
Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces
|
|
|
|
|
10320
|
Critical region for droplet formation in the two-dimensional Ising model
|
|
|
|
|
10321
|
Janossy Densities I. Determinantal Ensembles
|
|
|
|
|
10322
|
Krengel-Lin decomposition for probability measures on hypergroups
|
|
|
|
|
10323
|
Lower order terms in Szego type limit theorems on Zoll manifolds
|
|
|
|
|
10324
|
Lower Order Terms in Szego Theorems on Zoll Manifolds
|
|
|
|
|
10325
|
A new application of Random Matrices: Ext(C*_\u007bred\u007d(F_2)) is not a group
|
|
|
|
|
10326
|
Small values of the maximum for the integral of fractional Brownian motion
|
|
|
|
|
10327
|
Absolute continuity of autophage measures on finite-dimensional vector spaces
|
|
|
|
|
10328
|
The noise of a Brownian sticky flow is black
|
|
|
|
|
10329
|
The Mean Distance to the n-th Neighbour in a Uniform Distribution of Random Points: An Application of Probability Theory
|
|
|
|
|
10330
|
The Jacobi field of a L\'evy process
|
|
|
|
|
10331
|
The p-spin interaction model with external field
|
|
|
|
|
10332
|
Dimension and randomness in groups acting on rooted trees
|
|
|
|
|
10333
|
Asymptotics of almost holomorphic sections of ample line bundles on symplectic manifolds: an addendum
|
|
|
|
|
10334
|
Asymptotics of almost holomorphic sections on symplectic manifolds
|
|
|
|
|
10335
|
An Optimal Skorokhod Embedding for Diffusions
|
|
|
|
|
10336
|
An asymptotic expansion for the discrete harmonic potential
|
|
|
|
|
10337
|
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
|
|
|
|
|
10338
|
Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results
|
|
|
|
|
10339
|
Entropic Geometry from Logic
|
|
|
|
|
10340
|
Two non-regular extensions of the large deviation bound
|
|
|
|
|
10341
|
Limiting behavior of relative R\'enyi entropy in a non-regular location shift family
|
|
|
|
|
10342
|
On the Red-Green-Blue Model
|
|
|
|
|
10343
|
Quasicrystals and almost periodicity
|
|
|
|
|
10344
|
Error-rate and decision-theoretic methods of multiple testing: Which genes have high objective probabilities of differential expression?
|
|
|
|
|
10345
|
Asymptotic flux across hypersurfaces for diffusion processes
|
|
|
|
|
10346
|
Randomness as an Equilibrium. Potential and Probability Density
|
|
|
|
|
10347
|
Ergodicity and mixing for stochastic partial differential equations
|
|
|
|
|
10348
|
SLE and triangles
|
|
|
|
|
10349
|
Bounds for covariances and variances of truncated random variables
|
|
|
|
|
10350
|
Some highlights of percolation
|
|
|
|
|
10351
|
Projection of Markov measures may be Gibbsian
|
|
|
|
|
10352
|
On a relation between stochastic integration and geometric measure theory
|
|
|
|
|
10353
|
Trees and matchings from point processes
|
|
|
|
|
10354
|
Higher order expansions for the overlap of the SK model
|
|
|
|
|
10355
|
Super-Brownian motion with extra birth at one point
|
|
|
|
|
10356
|
Cramer's estimate for the exponential functional of a Levy process
|
|
|
|
|
10357
|
Random polynomials with prescribed Newton polytope
|
|
|
|
|
10358
|
Geometry of contours and Peierls estimates in d=1 Ising models
|
|
|
|
|
10359
|
Sticky flows on the circle
|
|
|
|
|
10360
|
A Monte Carlo method for exponential hedging of contingent claims
|
|
|
|
|
10361
|
Martin Boundary Theory of some Quantum Random Walks
|
|
|
|
|
10362
|
The heat semigroup on configuration spaces
|
|
|
|
|
10363
|
Scaling limit of stochastic dynamics in classical continuous systems
|
|
|
|
|
10364
|
The dimension of the SLE curves
|
|
|
|
|
10365
|
The speed of biased random walk on percolation clusters
|
|
|
|
|
10366
|
Variational principle for generalized Gibbsian measures
|
|
|
|
|
10367
|
Concentration of norms and eigenvalues of random matrices
|
|
|
|
|
10368
|
On two-temperature problem for harmonic crystals
|
|
|
|
|
10369
|
Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
|
|
|
|
|
10370
|
Dynamical Windings of Random Walks and Exclusion Models. Part I: Thermodynamic Limit
|
|
|
|
|
10371
|
First order asymptotics of matrix integrals ; a rigorous approach towards the understanding of matrix models
|
|
|
|
|
10372
|
Glauber versus Kawasaki for spectral gap and logarithmic Sobolev inequalities of some unbounded conservative spin systems
|
|
|
|
|
10373
|
Entropies, convexity, and functional inequalities
|
|
|
|
|
10374
|
A growth model in multiple dimensions and the height of a random partial order
|
|
|
|
|
10375
|
Hard rods: statistics of parking configurations
|
|
|
|
|
10376
|
Linear Phase Transition in Random Linear Constraint Satisfaction Problem
|
|
|
|
|
10377
|
Non-Isomorphic Product Systems
|
|
|
|
|
10378
|
Mixing Time of the Rudvalis Shuffle
|
|
|
|
|
10379
|
Bouchaud's model exhibits two different aging regimes in dimension one
|
|
|
|
|
10380
|
Onsager relations and Eulerian hydrodynamics for systems with several conservation laws
|
|
|
|
|
10381
|
Poisson-Kingman partitions
|
|
|
|
|
10382
|
On the convergence to statistical equilibrium for harmonic crystals
|
|
|
|
|
10383
|
Estimates for Norms of Random Polynomials
|
|
|
|
|
10384
|
Random linear combinations of functions from $L_1$
|
|
|
|
|
10385
|
Almost Sure Central Limit Theorems and the Erdos-Renyi law for Expanding Maps of the Interval
|
|
|
|
|
10386
|
A Limit Theorem for Shifted Schur Measures
|
|
|
|
|
10387
|
A simple construction of the Fractional Brownian motion
|
|
|
|
|
10388
|
Linear cellular automata, asymptotic randomization, and entropy
|
|
|
|
|
10389
|
Asymptotic behaviour of measures with long range correlations under the action of cellular automata
|
|
|
|
|
10390
|
The serial harness interacting with a wall
|
|
|
|
|
10391
|
Limit Theorem for Sums of Random Products
|
|
|
|
|
10392
|
High temperature Sherrington-Kirkpatrick model for general spins
|
|
|
|
|
10393
|
Formule d'Ito pour des diffusions uniformement elliptiques et processus de Dirichlet
|
|
|
|
|
10394
|
Fluid Limits of Pure Jump Markov Processes: a Practical Guide
|
|
|
|
|
10395
|
Random complex zeroes, I. Asymptotic normality
|
|
|
|
|
10396
|
Ergodicity of the finite dimensional approximation of the 3D Navier-Stokes equations forced by a degenerate noise
|
|
|
|
|
10397
|
Nonlinear Filtering of Diffusion Processes in Correlated Noise: Analysis by Separation of Variables
|
|
|
|
|
10398
|
A remark on unified error exponents: Hypothesis testing, data compression and measure concentration
|
|
|
|
|
10399
|
Conformal Field Theories of Stochastic Loewner Evolutions
|
|
|
|
|
10400
|
Asymptotic Stability of the optimal filter for non-ergodic signals
|
|
|
|
|
10401
|
Lower bounds for boundary roughness for droplets in Bernoulli percolation
|
|
|
|
|
10402
|
Separated-occurrence inequalities for dependent percolation and Ising models
|
|
|
|
|
10403
|
Poisson trees, succession lines and coalescing random walks
|
|
|
|
|
10404
|
The Partial Averaging method
|
|
|
|
|
10405
|
Conformal fields, restriction properties, degenerate representations and SLE
|
|
|
|
|
10406
|
Upper bound of a volume exponent for directed polymers in a random environment
|
|
|
|
|
10407
|
Conformal restriction: the chordal case
|
|
|
|
|
10408
|
Vicious Walkers and Hook Young Tableaux
|
|
|
|
|
10409
|
Sampling from a couple of negatively correlated gamma variates
|
|
|
|
|
10410
|
The Martin boundary of a discrete quantum group
|
|
|
|
|
10411
|
The ODE Method and Spectral Theory of Markov Operators
|
|
|
|
|
10412
|
The optimal order for the p-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates
|
|
|
|
|
10413
|
Spectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes
|
|
|
|
|
10414
|
On the Largest Eigenvalue of a Random Subgraph of the Hypercube
|
|
|
|
|
10415
|
Large deviations for Brownian motion in a random scenery
|
|
|
|
|
10416
|
Crossing Probabilities and Modular Forms
|
|
|
|
|
10417
|
Random walks that avoid their past convex hull
|
|
|
|
|
10418
|
Product structure of heat phase space and branching Brownian motion
|
|
|
|
|
10419
|
Sampling from a couple of positively correlated beta variates
|
|
|
|
|
10420
|
Best Choice from the Planar Poisson Process
|
|
|
|
|
10421
|
On fixed points of Poisson shot noise transforms
|
|
|
|
|
10422
|
On perpetuities related to the size-biased distributions
|
|
|
|
|
10423
|
Loewner's equation in noncommutative probability
|
|
|
|
|
10424
|
Good Local Bounds for Simple Random Walks
|
|
|
|
|
10425
|
Growth and Percolation on the Uniform Infinite Planar Triangulation
|
|
|
|
|
10426
|
Crossing Formulae for Critical Percolation in an Annulus
|
|
|
|
|
10427
|
Quantum Causality, Stochastics, Trajectories and Information
|
|
|
|
|
10428
|
Diffraction and Palm measure of point processes
|
|
|
|
|
10429
|
Growth and Structure of Stochastic Sequences
|
|
|
|
|
10430
|
Comparison of different goodness-of-fit tests
|
|
|
|
|
10431
|
Clustering in coagulation -fragmentation processes, random combinatorial structures and additive number systems: Asymptotic formulae and limiting laws
|
|
|
|
|
10432
|
Scattering into Cones and Flux across Surfaces in Quantum Mechanics: a Pathwise Probabilistic Approach
|
|
|
|
|
10433
|
Four Lectures on Noncommutative Dynamics
|
|
|
|
|
10434
|
Iterating random functions on a finite set
|
|
|
|
|
10435
|
Maximin setting for investment problems and fixed income management with observable but non-predictable parameters
|
|
|
|
|
10436
|
Optimal portfolio selection and compression in an incomplete market
|
|
|
|
|
10437
|
Rigorous analysis of discontinuous phase transitions via mean-field bounds
|
|
|
|
|
10438
|
Conformal Invariance and Stochastic Loewner Evolution Predictions for the 2D Self-Avoiding Walk - Monte Carlo Tests
|
|
|
|
|
10439
|
Asymptotic formula for a partition function of reversible coagulation -fragmentation processes
|
|
|
|
|
10440
|
The simplest nearest-neighbor spin system on regular graphs:Time dynamics of the mean coverage function
|
|
|
|
|
10441
|
Mixing times of the biased card shuffling and the asymmetric exclusion process
|
|
|
|
|
10442
|
Default Logic in a Coherent Setting
|
|
|
|
|
10443
|
Uniform Infinite Planar Triangulations
|
|
|
|
|
10444
|
Percolation on finite graphs and isoperimetric inequalities
|
|
|
|
|
10445
|
Minimum aberration designs of resolution III
|
|
|
|
|
10446
|
On the formation/dissolution of equilibrium droplets
|
|
|
|
|
10447
|
Signal Significance in the Presence of Systematic and Statistical Uncertainties
|
|
|
|
|
10448
|
Some non-linear s.p.d.e.'s that are second order in time
|
|
|
|
|
10449
|
A simple proof of a result of A. Novikov
|
|
|
|
|
10450
|
$\mathbb Z_n$--graded Independence
|
|
|
|
|
10451
|
Mock-Gaussian Behaviour for Linear Statistics of Classical Compact Groups
|
|
|
|
|
10452
|
Swendsen-Wang dynamics on Z^d for disordered non ferromagnetic systems
|
|
|
|
|
10453
|
Large time behavior of the heat kernel
|
|
|
|
|
10454
|
Matrix Models for Beta Ensembles
|
|
|
|
|
10455
|
Phase transition and critical behavior in a model of organized criticality
|
|
|
|
|
10456
|
Convergence of the Poincare Constant
|
|
|
|
|
10457
|
Discrete polynuclear growth and determinantal processes
|
|
|
|
|
10458
|
Ergodic properties of a simple deterministic traffic flow model re(al)visited
|
|
|
|
|
10459
|
SLE_k growth processes and conformal field theories
|
|
|
|
|
10460
|
Equilibrium distribution of zeros of random polynomials
|
|
|
|
|
10461
|
The Point of View of the Particle on the Law of Large Numbers for Random Walks in a Mixing Random Environment
|
|
|
|
|
10462
|
On Random Walks and Diffusions Related to Parrondo's Games
|
|
|
|
|
10463
|
On Parrondo's paradox: how to construct unfair games by composing fair games
|
|
|
|
|
10464
|
Asymptotics for the almost sure Lyapunov Exponent for the solution of the parabolic Anderson problem
|
|
|
|
|
10465
|
Sharp Metastability Threshold for Two-Dimensional Bootstrap Percolation
|
|
|
|
|
10466
|
Transience of percolation clusters on wedges
|
|
|
|
|
10467
|
Duality of Orthogonal and Symplectic Matrix Integrals and Quaternionic Feynman Graphs
|
|
|
|
|
10468
|
Inference by Conversion
|
|
|
|
|
10469
|
What is Stochastic Independence?
|
|
|
|
|
10470
|
A new factorization property of the selfdecomposable probability measures
|
|
|
|
|
10471
|
Symmetric Ornstein-Uhlenbeck Semigroups and their Generators
|
|
|
|
|
10472
|
A law of large numbers for random walks in random mixing environments
|
|
|
|
|
10473
|
The Random-Cluster Model
|
|
|
|
|
10474
|
Random Planar Lattices and Integrated SuperBrownian Excursion
|
|
|
|
|
10475
|
First-order transitions for n-vector models in two and more dimensions; rigorous proof
|
|
|
|
|
10476
|
Asymptotic stability of the Wonham filter for ergodic and nonergodic signals
|
|
|
|
|
10477
|
Green's Function for a Hierarchical Self-Avoiding Walk in Four Dimensions
|
|
|
|
|
10478
|
End-to-end Distance from the Green's Function for a Hierarchical Self-Avoiding Walk in Four Dimensions
|
|
|
|
|
10479
|
Towards a practical, theoretically sound algorithm for random generation in finite groups
|
|
|
|
|
10480
|
A local limit theorem for a family of non-reversible Markov chains
|
|
|
|
|
10481
|
An upper bound on the fluctuations of a second class particle
|
|
|
|
|
10482
|
A Bayesian approach to source separation
|
|
|
|
|
10483
|
Pricing rule based on non-arbitrage arguments for random volatility and volatility smile
|
|
|
|
|
10484
|
Dirichlet Spectrum and Heat Content
|
|
|
|
|
10485
|
Diffusions on Graphs, Poisson Problems and Spectral Geometry
|
|
|
|
|
10486
|
Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
|
|
|
|
|
10487
|
Brownian Bridge and Self-Avoiding Random Walk
|
|
|
|
|
10488
|
Random and universal metric spaces
|
|
|
|
|
10489
|
Moments and Cumulants of Polynomial random variables on unitary groups, the Itzykson-Zuber integral and free probability
|
|
|
|
|
10490
|
On the integral of geometric Brownian motion
|
|
|
|
|
10491
|
Painlev\'e expressions for LOE, LSE and interpolating ensembles
|
|
|
|
|
10492
|
A limit shape theorem for periodic stochastic dispersion
|
|
|
|
|
10493
|
Hausdorff dimension in stochastic dispersion
|
|
|
|
|
10494
|
Coassociativity breaking and oriented graphs
|
|
|
|
|
10495
|
On Markovian Cocycle Perturbations in Classical and Quantum Probability
|
|
|
|
|
10496
|
Stationary Determinantal Processes: Phase Multiplicity, Bernoullicity, Entropy, and Domination
|
|
|
|
|
10497
|
Determinantal probability measures
|
|
|
|
|
10498
|
On the universality of the probability distribution of the product $B^\u007b-1\u007dX$ of random matrices
|
|
|
|
|
10499
|
Occupation densities for SPDE's with reflection
|
|
|
|
|
10500
|
A note on edge oriented reinforced random walks and RWRE
|
|
|
|
|
10501
|
On diffusion approximation with discontinuous coefficients
|
|
|
|
|
10502
|
On the scaling limit of planar self-avoiding walk
|
|
|
|
|
10503
|
On exponential stability of Wonham filter
|
|
|
|
|
10504
|
Explicit Construction of the Brownian Self-Transport Operator
|
|
|
|
|
10505
|
Revision of upper estimate of percolation threshold on square lattice
|
|
|
|
|
10506
|
Hausdorff dimensions for SLE_6
|
|
|
|
|
10507
|
Gibbs measures and semiclassical approximations to action minimizing measures
|
|
|
|
|
10508
|
An asymptotic link between LUE and GUE and its spectral interpretation
|
|
|
|
|
10509
|
A Singular Parabolic Anderson Model
|
|
|
|
|
10510
|
Orthogonal decompositions for L\'evy processes with an application to the gamma, Pacsal, and Meixner processes
|
|
|
|
|
10511
|
On the upper limit of percolation threshold in square lattice
|
|
|
|
|
10512
|
A general Hsu-Robbins-Erdos type estimate of tail probabilities of sums of independent identically distributed random variables
|
|
|
|
|
10513
|
Geometric singular perturbation theory for stochastic differential equations
|
|
|
|
|
10514
|
Functional central limit theorems for vicious walkers
|
|
|
|
|
10515
|
First Passage Percolation Has Sublinear Distance Variance
|
|
|
|
|
10516
|
Scaled Boolean Algebras
|
|
|
|
|
10517
|
Free L\'evy Processes on Dual Groups
|
|
|
|
|
10518
|
Convergence in Energy-Lowering (Disordered) Stochastic Spin Systems
|
|
|
|
|
10519
|
Flows, coalescence and noise
|
|
|
|
|
10520
|
Large deviations for the one-dimensional Edwards model
|
|
|
|
|
10521
|
Weak-interaction limits for one-dimensional random polymers
|
|
|
|
|
10522
|
The Brownian Web
|
|
|
|
|
10523
|
A path-transformation for random walks and the Robinson-Schensted correspondence
|
|
|
|
|
10524
|
Random matrices, non-colliding processes and queues
|
|
|
|
|
10525
|
Large deviations of empirical measures under symmetric interaction
|
|
|
|
|
10526
|
Random polynomials with prescribed Newton polytope, I
|
|
|
|
|
10527
|
Measures of maximal relative entropy
|
|
|
|
|
10528
|
Asymptotic of the Heat Kernel in General Benedicks Domains
|
|
|
|
|
10529
|
Linear stochastic differential equations with functional boundary conditions
|
|
|
|
|
10530
|
Polynomials of Meixner's type in infinite dimensions-Jacobi fields and orthogonality measures
|
|
|
|
|
10531
|
On nodal lines of Neumann eigenfunctions
|
|
|
|
|
10532
|
Distance matrices, random metrics and Urysohn space
|
|
|
|
|
10533
|
Analytical ramifications of derivatives valuation: Asian options and special functions
|
|
|
|
|
10534
|
A General Class of Estimators of Population Median Using Two Auxiliary Variables in Double Sampling
|
|
|
|
|
10535
|
Existence of quasi-stationary measures for asymmetric attractive particle systems on $\ZZ^d$
|
|
|
|
|
10536
|
Brownian excursions an Parisian barrier options: a note
|
|
|
|
|
10537
|
Quenched large deviations for diffusions in a random Gaussian shear flow drift
|
|
|
|
|
10538
|
A self-avoiding walk with attractive interactions
|
|
|
|
|
10539
|
A tracial quantum central limit theorem
|
|
|
|
|
10540
|
Stationary quantum stochastic processes from the cohomological point of view
|
|
|
|
|
10541
|
Green functions on self-similar graphs and bounds for the spectrum of the Laplacian
|
|
|
|
|
10542
|
Analysis and Probability over Infinite Extensions of a Local Field, II: A Multiplicative Theory
|
|
|
|
|
10543
|
Interruptible exact sampling in the passive case
|
|
|
|
|
10544
|
Determining the Genus of a Map by Local Observation of a Simple Random Process
|
|
|
|
|
10545
|
Selfsimilar random fractal measure using contraction method in probabilistic metric spaces
|
|
|
|
|
10546
|
Some New Results on the Kinetic Ising Model in a Pure Phase
|
|
|
|
|
10547
|
Gaussian fields and random packing
|
|
|
|
|
10548
|
New explicit examples of fixed points of Poisson shot noise transforms
|
|
|
|
|
10549
|
Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models
|
|
|
|
|
10550
|
Uniform Poincare inequalities for unbounded conservative spin systems: The non-interacting case
|
|
|
|
|
10551
|
Analytical kinetics of clustering processes with cooperative action of aggregation and fragmentation
|
|
|
|
|
10552
|
Superdiffusivity of asymmetric exclusion process in dimensions one and two
|
|
|
|
|
10553
|
Mark correlations: relating physical properties to spatial distributions
|
|
|
|
|
10554
|
Recursion relations for Unitary integrals, Combinatorics and the Toeplitz Lattice
|
|
|
|
|
10555
|
Stability of the Bose-Einstein condensate under polynomial perturbations
|
|
|
|
|
10556
|
Entropy and a generalisation of `Poincare's Observation'
|
|
|
|
|
10557
|
Existence And Uniqueness Of Stationary Solution Of Nonlinear Stochastic Differential Equation With Memory
|
|
|
|
|
10558
|
On Finite-dimensional Term Structure models
|
|
|
|
|
10559
|
On the physical relevance of random walks: an example of random walks on a randomly oriented lattice
|
|
|
|
|
10560
|
Statistical Analysis of a Semilinear Hyperbolic System Advected by a White in Time Random Velocity Field
|
|
|
|
|
10561
|
Quadratic replica coupling in the Sherrington-Kirkpatrick mean field spin glass model
|
|
|
|
|
10562
|
Central limit theorem for fluctuations in the high temperature region of the Sherrington-Kirkpatrick spin glass model
|
|
|
|
|
10563
|
Approximation of the effective conductivity of ergodic media by periodization
|
|
|
|
|
10564
|
On a conjecture of Dyson
|
|
|
|
|
10565
|
Correlations between zeros of a random polynomial
|
|
|
|
|
10566
|
The lowest crossing in 2D critical percolation
|
|
|
|
|
10567
|
Between equilibrium fluctuations and Eulerian scaling: Perturbation of equilibrium for a class of deposition models
|
|
|
|
|
10568
|
Measuring Sets in Infinite Groups
|
|
|
|
|
10569
|
Empirical margin distributions and bounding the generalization error of combined classifiers
|
|
|
|
|
10570
|
Some extensions of an inequality of Vapnik and Chervonenkis
|
|
|
|
|
10571
|
On choosing and bounding probability metrics
|
|
|
|
|
10572
|
Asymptotic Analysis of the GI/M/1/n Loss System as n Increases to Infinity
|
|
|
|
|
10573
|
Source coding, large deviations, and approximate pattern matching
|
|
|
|
|
10574
|
Computing stationary probability distributions and large deviation rates for constrained random walks.: the undecidability results
|
|
|
|
|
10575
|
On the critical exponents of random k-SAT
|
|
|
|
|
10576
|
Phase transition for Parking blocks, Brownian excursion and coalescence
|
|
|
|
|
10577
|
On the expected value of the minimum assignment
|
|
|
|
|
10578
|
Random Walk in an Alcove of an Affine Weyl Group, and Non-colliding Random Walks on an Interval
|
|
|
|
|
10579
|
Quicksort asymptotics
|
|
|
|
|
10580
|
Required sample size for learning sparse Bayesian networks with many variables
|
|
|
|
|
10581
|
Permutation graphs, fast forward permutations, and sampling the cycle structure of a permutation
|
|
|
|
|
10582
|
Exact Solution of a Drop-push Model for Percolation
|
|
|
|
|
10583
|
Phase Transition in a Random Fragmentation Problem with Applications to Computer Science
|
|
|
|
|
10584
|
Generating a Random Sink-free Orientation in Quadratic Time
|
|
|
|
|
10585
|
Almost Sure Convergence of the Minimum Bipartite Matching Functional in Euclidean Space
|
|
|
|
|
10586
|
Clairvoyant scheduling of random walks
|
|
|
|
|
10587
|
The diameter of a long range percolation graph
|
|
|
|
|
10588
|
Meaningful Information
|
|
|
|
|
10589
|
Self-Optimizing and Pareto-Optimal Policies in General Environments Based on Bayes-Mixtures
|
|
|
|
|
10590
|
Some Local Measures of Complexity of Convex Hulls and Generalization Bounds
|
|
|
|
|
10591
|
Sharpening Occam's Razor
|
|
|
|
|
10592
|
Operator-valued distributions: I. Characterizations of freeness
|
|
|
|
|
10593
|
Hitting properties of a random string
|
|
|
|
|
10594
|
Quantum Finance: The Finite Dimensional Case
|
|
|
|
|
10595
|
A Non-commutative Version of the Fundamental Theorem of Asset Pricing
|
|
|
|
|
10596
|
Statistically self-similar fractal sets
|
|
|
|
|
10597
|
Brownian Bridge Asymptotics for the Subcritical Bernoulli Bond Percolation
|
|
|
|
|
10598
|
Monte Carlo Tests of SLE Predictions for the 2D Self-Avoiding Walk
|
|
|
|
|
10599
|
Spreading maps (polymorphisms), symmetries of Poisson processes and matching summation
|
|
|
|
|
10600
|
Enhanced interface repulsion from quenched hard-wall randomness
|
|
|
|
|
10601
|
Conformal invariance of planar loop-erased random walks and uniform spanning trees
|
|
|
|
|
10602
|
A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall
|
|
|
|
|
10603
|
Free martingale polynomials
|
|
|
|
|
10604
|
Non-Conservative Minimal Quantum Dynamical Semigroups
|
|
|
|
|
10605
|
The mutual affinity of random measures
|
|
|
|
|
10606
|
Optimal tail estimates for directed last passage site percolation with geometric random variables
|
|
|
|
|
10607
|
On the Expansion of Graphs of 0/1-Polytopes
|
|
|
|
|
10608
|
Growth fluctuations in a class of deposition models
|
|
|
|
|
10609
|
Random walks in random environment on trees and multiplicative chaos
|
|
|
|
|
10610
|
Stochastic spatial models of plant diseases
|
|
|
|
|
10611
|
Laplace operators in deRham complexes associated with measures on configuration spaces
|
|
|
|
|
10612
|
Discrete Spacings
|
|
|
|
|
10613
|
Fermion and boson random point processes as particle distributions of infinite free Fermi and Bose gases of finite density
|
|
|
|
|
10614
|
Noncommutative extensions of the Fourier transform and its logarithm
|
|
|
|
|
10615
|
Random walks on randomly oriented lattices
|
|
|
|
|
10616
|
Ornstein-Zernike Theory for the finite range Ising models above T_c
|
|
|
|
|
10617
|
Logarithmic fluctuations for the Internal Diffusion Limited Aggregation
|
|
|
|
|
10618
|
The gambler's ruin problem in path representation form
|
|
|
|
|
10619
|
Critical resonance in the non-intersecting lattice path model
|
|
|
|
|
10620
|
Bogolyubov Measure in Quantum Equilibrium Statistical Mechanics
|
|
|
|
|
10621
|
Cardy's Formula for some Dependent Percolation Models
|
|
|
|
|
10622
|
Approach to Fixation for Zero-Temperature Stochastic Ising Models on the Hexagonal Lattice
|
|
|
|
|
10623
|
Uniform exponential ergodicity of stochastic dissipative systems
|
|
|
|
|
10624
|
Bayesian Estimation of Time Series Lags and Structure
|
|
|
|
|
10625
|
Shot noise distributions and selfdecomposability
|
|
|
|
|
10626
|
Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights
|
|
|
|
|
10627
|
Fisher Information inequalities and the Central Limit Theorem
|
|
|
|
|
10628
|
Fluctuations in the composite regime of a disordered growth model
|
|
|
|
|
10629
|
Approximate Distribution of Hitting Probabilities for a Regular Surface with Compact Support in 2D
|
|
|
|
|
10630
|
Sample path properties of the stochastic flows
|
|
|
|
|
10631
|
Two-dimensional gauge theories of the symmetric group S_n in the large-n limit
|
|
|
|
|
10632
|
Transience, Recurrence and Critical Behavior for Long-Range Percolation
|
|
|
|
|
10633
|
Integrals over Grassmannians and Random permutations
|
|
|
|
|
10634
|
The shape theorem for the frog model with random initial configuration
|
|
|
|
|
10635
|
Accardi contra Bell (cum mundi): The Impossible Coupling
|
|
|
|
|
10636
|
Centralisers of Involutions in Black Box Groups
|
|
|
|
|
10637
|
Orthogonal and Symplectic Black Box Groups, Revisited
|
|
|
|
|
10638
|
Exponential Convergence to Non-Equilibrium Stationary States in Classical Statistical Mechanics
|
|
|
|
|
10639
|
Fluctuations of the Entropy Production in Anharmonic Chains
|
|
|
|
|
10640
|
Finite volume approximation of the effective diffusion matrix: The case of independent bond disorder
|
|
|
|
|
10641
|
Tangent Processes on Wiener Space
|
|
|
|
|
10642
|
Some Ergodic Theorems for Random Rotations on Wiener Space
|
|
|
|
|
10643
|
Strong and weak mean value properties on trees
|
|
|
|
|
10644
|
The Kruskal Count
|
|
|
|
|
10645
|
2D models of statistical physics with continuous symmetry: the case of singular interactions
|
|
|
|
|
10646
|
The Generalized Spike Process, Sparsity, and Statistical Independence
|
|
|
|
|
10647
|
Segal-Bargmann Transforms of One-mode Interacting Fock Spaces Associated with Gaussian and Poisson Measures
|
|
|
|
|
10648
|
The Asymmetric One-Dimensional Constrained Ising Model
|
|
|
|
|
10649
|
A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations
|
|
|
|
|
10650
|
Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications
|
|
|
|
|
10651
|
Harmonic analysis on the infinite-dimensional unitary group and determinantal point processes
|
|
|
|
|
10652
|
The problem of harmonic analysis on the infinite-dimensional unitary group
|
|
|
|
|
10653
|
Regularity of quasi-stationary measures for simple exclusion in dimension d >= 5
|
|
|
|
|
10654
|
An information-theoretic Central Limit Theorem for finitely susceptible FKG systems
|
|
|
|
|
10655
|
Critical exponents for two-dimensional percolation
|
|
|
|
|
10656
|
Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling
|
|
|
|
|
10657
|
Rigidity of the interface for percolation and random-cluster models
|
|
|
|
|
10658
|
Stochastic models which separate fractal dimension and Hurst effect
|
|
|
|
|
10659
|
GL(n,q) and Increasing Subsequences in Nonuniform Random Permutations
|
|
|
|
|
10660
|
Anisotropic Contact Process on Homogeneous Trees
|
|
|
|
|
10661
|
Universal bounds on the selfaveraging of random diffraction measures
|
|
|
|
|
10662
|
Structure of large random hypergraphs
|
|
|
|
|
10663
|
One-arm exponent for critical 2D percolation
|
|
|
|
|
10664
|
Linear Boltzmann equation as the long time dynamics of an electron weakly coupled to a phonon field
|
|
|
|
|
10665
|
Diffusive fluctuations for one-dimensional totally asymmetric interacting random dynamics
|
|
|
|
|
10666
|
Transience of second-class particles and diffusive bounds for additive functionals in one-dimensional asymmetric exclusion processes
|
|
|
|
|
10667
|
Chaotic size dependence in the Ising model with random boundary conditions
|
|
|
|
|
10668
|
Formula for the Mean Square Displacement Exponent of the Self-Avoiding Walk in 3, 4 and All Dimensions
|
|
|
|
|
10669
|
Quantum Information in Space and Time
|
|
|
|
|
10670
|
Shuffles on Coxeter groups
|
|
|
|
|
10671
|
Quadratic variation, p-variation and integration with applications to stock price modelling
|
|
|
|
|
10672
|
Dynamics of the Thermohaline Circulation under Wind forcing
|
|
|
|
|
10673
|
Enstrophy Dynamics of Stochastically Forced Large-Scale Geophysical Flows
|
|
|
|
|
10674
|
Building a Stationary Stochastic Process From a Finite-dimensional Marginal
|
|
|
|
|
10675
|
Proof of the Conjecture that the Planar Self-Avoiding Walk has Root Mean Square Displacement Exponent 3/4
|
|
|
|
|
10676
|
Directed percolation and random walk
|
|
|
|
|
10677
|
On Convergence of Moments for Random Young Tableaux and a Random Growth Model
|
|
|
|
|
10678
|
On the largest eigenvalue of a sparse random subgraph of the hypercube
|
|
|
|
|
10679
|
The effect of additive noise on dynamical hysteresis
|
|
|
|
|
10680
|
Cover Times for Brownian Motion and Random Walks in Two Dimensions
|
|
|
|
|
10681
|
On multifractality and fractional derivatives
|
|
|
|
|
10682
|
Existence of Gibbs measures relative to Brownian motion
|
|
|
|
|
10683
|
Hausdorff Measure for a Stable-Like Process over an Infinite Extension of a Local Field
|
|
|
|
|
10684
|
Weak Laws in Geometric Probability
|
|
|
|
|
10685
|
On hidden Markov chains and finite stochastic systems
|
|
|
|
|
10686
|
Geometry of the Uniform Spanning Forest: Transitions in Dimensions 4, 8, 12
|
|
|
|
|
10687
|
Filtrations of random processes in the light of classification theory. I. A topological zero-one law
|
|
|
|
|
10688
|
An Extension to the Tangent Sequence Martingale Inequality
|
|
|
|
|
10689
|
A percolation formula
|
|
|
|
|
10690
|
Variational principle and almost quasilocality for some renormalized measures
|
|
|
|
|
10691
|
Random Electrical Networks on Complete Graphs II: Proofs
|
|
|
|
|
10692
|
Riemann-Hilbert problems for last passage percolation
|
|
|
|
|
10693
|
Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram
|
|
|
|
|
10694
|
Infrared regular representation of the three dimensional massless Nelson model
|
|
|
|
|
10695
|
Information flow on trees
|
|
|
|
|
10696
|
Asymmetric diffusion and the energy gap above the 111 ground state of the quantum XXZ model
|
|
|
|
|
10697
|
The Entropy Rate of Thermal Diffusion
|
|
|
|
|
10698
|
Finite dimensional Realizations of Stochastic Equations
|
|
|
|
|
10699
|
A counterexample to the smoothness of the solution to an equation arising in fluid mechanics
|
|
|
|
|
10700
|
Rearrangement Invariant Norms of Symmetric Sequence Norms of Independent Sequences of Random Variables
|
|
|
|
|
10701
|
Limit theorems for monolayer ballistic deposition in the continuum
|
|
|
|
|
10702
|
Mathematics of random growing interfaces
|
|
|
|
|
10703
|
A duality method in prediction theory of multivariate stationary sequences
|
|
|
|
|
10704
|
Tails of probability density for sums of random independent variables
|
|
|
|
|
10705
|
Basic properties of SLE
|
|
|
|
|
10706
|
percolation on finite graphs
|
|
|
|
|
10707
|
On the simplest split-merge operator on the infinite-dimensional simplex
|
|
|
|
|
10708
|
Extension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract)
|
|
|
|
|
10709
|
Multi-scale homogenization with bounded ratios and Anomalous Slow Diffusion
|
|
|
|
|
10710
|
Scale Invariance of the PNG Droplet and the Airy Process
|
|
|
|
|
10711
|
Aging properties of Sinai's model of random walk in random environment
|
|
|
|
|
10712
|
Super-diffusivity in a shear flow model from perpetual homogenization
|
|
|
|
|
10713
|
On conformally invariant subsets of the planar Brownian curve
|
|
|
|
|
10714
|
Anomalous Slow Diffusion from Perpetual Homogenization
|
|
|
|
|
10715
|
First passage time problem for biased continuous-time random walks
|
|
|
|
|
10716
|
Anomalous diffusion and the first passage time problem
|
|
|
|
|
10717
|
First Passage Time Distribution for Anomalous Diffusion
|
|
|
|
|
10718
|
Asymptotics of certain coagulation-fragmentation processes and invariant Poisson-Dirichlet measures
|
|
|
|
|
10719
|
Thick points for intersections of planar sample paths
|
|
|
|
|
10720
|
Random regularization of Brown spectral measure
|
|
|
|
|
10721
|
Possible loss and recovery of Gibbsianness during the stochastic evolution of Gibbs measures
|
|
|
|
|
10722
|
Classification on the average of random walks
|
|
|
|
|
10723
|
Conditional Expectation as Quantile Derivative
|
|
|
|
|
10724
|
Coupling and Bernoullicity in random-cluster and Potts models
|
|
|
|
|
10725
|
Probabilistic Dynamics of Two-Layer Geophysical Flows
|
|
|
|
|
10726
|
General characterization theorems and intrinsic topologies in white noise analysis
|
|
|
|
|
10727
|
Roles of Log-concavity, log-convexity, and growth order in white noise analysis
|
|
|
|
|
10728
|
Ergodicity of Stochastically Forced Large Scale Geophysical Flows
|
|
|
|
|
10729
|
Characterization of Hida Measures in white noise analysis
|
|
|
|
|
10730
|
Characterization of test functions in CKS-space
|
|
|
|
|
10731
|
Walks on the slit plane: other approaches
|
|
|
|
|
10732
|
Characterization of Product Measures by Integrability Condition
|
|
|
|
|
10733
|
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
|
|
|
|
|
10734
|
Products of random matrices and q-Catalan numbers
|
|
|
|
|
10735
|
Asymptotic behavior of a stationary silo with absorbing walls
|
|
|
|
|
10736
|
Phase transition for the frog model
|
|
|
|
|
10737
|
Spectral densities describing off-white noises
|
|
|
|
|
10738
|
Applications of Symmetric Functions to Cycle and Increasing Subsequence Structure after Shuffles (Part 2)
|
|
|
|
|
10739
|
Flux fluctuations in the one dimensional nearest neighbors symmetric simple exclusion process
|
|
|
|
|
10740
|
A Central Limit Theorem for Convolution Equations and Weakly Self-Avoiding Walks
|
|
|
|
|
10741
|
Exponential Mixing for a Stochastic PDE Driven by Degenerate Noise
|
|
|
|
|
10742
|
SU(1,1) Random Polynomials
|
|
|
|
|
10743
|
A paradox of diffusion market model related with existence of winning combinations of options
|
|
|
|
|
10744
|
Detection of spatial pattern through independence of thinned processes
|
|
|
|
|
10745
|
On some properties of transitions operators
|
|
|
|
|
10746
|
A dynamic one-dimensional interface interacting with a wall
|
|
|
|
|
10747
|
Clusters and Recurrence in the Two-Dimensional Zero-Temperature Stochastic Ising Model
|
|
|
|
|
10748
|
Stochastic version of the Erdos-Renyi limit theorem
|
|
|
|
|
10749
|
Limit theorems for the painting of graphs by clusters
|
|
|
|
|
10750
|
Moderate deviations for the volume of the Wiener sausage
|
|
|
|
|
10751
|
Change Intolerance in Spanning Forests
|
|
|
|
|
10752
|
Gaussian maximum of entropy and reversed log-Sobolev inequality
|
|
|
|
|
10753
|
Random walks with badly approximable numbers
|
|
|
|
|
10754
|
Discrepancy convergence for the drunkard's walk on the sphere
|
|
|
|
|
10755
|
Mixing times of lozenge tiling and card shuffling Markov chains
|
|
|
|
|
10756
|
Fast graphs for the random walker
|
|
|
|
|
10757
|
Anchored expansion and random walk
|
|
|
|
|
10758
|
Applications of Symmetric Functions to Cycle and Subsequence Structure after Shuffles
|
|
|
|
|
10759
|
The shape theorem for the frog model
|
|
|
|
|
10760
|
On first exit times for homogeneous diffusion processes
|
|
|
|
|
10761
|
On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited
|
|
|
|
|
10762
|
Constructing, characterizing, and simulating Gaussian and higher-order point distributions
|
|
|
|
|
10763
|
Ito formula for free stochastic integrals
|
|
|
|
|
10764
|
Free stochastic measures via noncrossing partitions II
|
|
|
|
|
10765
|
Eigenvalues, inequalities and ergodic theory
|
|
|
|
|
10766
|
Sharp estimates for Brownian non-intersection probabilities
|
|
|
|
|
10767
|
Yang-Mills measure on compact surfaces
|
|
|
|
|
10768
|
Explicit criteria for several types of ergodicity
|
|
|
|
|
10769
|
Flip dynamics in octagonal rhombus tiling sets
|
|
|
|
|
10770
|
Winterbottom Construction for Finite Range Ferromagnetic Models: An L_1 Approach
|
|
|
|
|
10771
|
Non-Gibbsianness of the invariant measures of non-reversible cellular automata with totally asymmetric noise
|
|
|
|
|
10772
|
Microscopic shape of shocks in a domain growth model
|
|
|
|
|
10773
|
Duality of orthogonal polynomials on a finite set
|
|
|
|
|
10774
|
Current fluctuations for the totally asymmetric simple exclusion process
|
|
|
|
|
10775
|
Drift and entropy growth for random walks on groups
|
|
|
|
|
10776
|
The Abelian Sandpile Model on an Infinite Tree
|
|
|
|
|
10777
|
On the asymptotics of drift
|
|
|
|
|
10778
|
R-cyclic families of matrices in free probability
|
|
|
|
|
10779
|
How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling
|
|
|
|
|
10780
|
Critical behavior in lossy source coding
|
|
|
|
|
10781
|
Approximating the limiting Quicksort distribution
|
|
|
|
|
10782
|
The diameter of long-range percolation clusters on finite cycles
|
|
|
|
|
10783
|
The scaling window of the 2-SAT transition
|
|
|
|
|
10784
|
The zeta(2) limit in the random assignment problem
|
|
|
|
|
10785
|
Intrinsic Volumes of the Brownian Motion Body
|
|
|
|
|
10786
|
Randomness
|
|
|
|
|
10787
|
Harmonic mean, random polynomials and stochastic matrices
|
|
|
|
|
10788
|
Mathematics of learning
|
|
|
|
|
10789
|
Yet another zeta function and learning
|
|
|
|
|
10790
|
The Minimum Expectation Selection Problem
|
|
|
|
|
10791
|
The Generalized Universal Law of Generalization
|
|
|
|
|
10792
|
Diagonal Sums of Boxed Plane Partitions
|
|
|
|
|
10793
|
Compatible sequences and a slow Winkler percolation
|
|
|
|
|
10794
|
Glauber Dynamics on Trees and Hyperbolic Graphs
|
|
|
|
|
10795
|
Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences
|
|
|
|
|
10796
|
The 3D Quasigeostrophic Fluid Dynamics under Random Forcing on Boundary
|
|
|
|
|
10797
|
A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential
|
|
|
|
|
10798
|
Equilibrium Fluctuations for Lattice Gases
|
|
|
|
|
10799
|
Walks on the slit plane
|
|
|
|
|
10800
|
Stochastic differential equations for trace-class operators and quantum continual measurements
|
|
|
|
|
10801
|
A signal-recovery system: asymptotic properties and construction of an infinite volume limit
|
|
|
|
|
10802
|
Hydrodynamic equation for a deposition model
|
|
|
|
|
10803
|
Asymptotic behaviour for critical slowing-down random walks
|
|
|
|
|
10804
|
Moments of inertia associated with the lozenge tilings of a hexagon
|
|
|
|
|
10805
|
A Fredholm Determinant Identity and the Convergence of Moments for Random Young Tableaux
|
|
|
|
|
10806
|
States of quantum systems and their liftings
|
|
|
|
|
10807
|
The Large Deviation Principle for Coarse-Grained Processes
|
|
|
|
|
10808
|
Estimating the p-variation index of a sample function: An application to financial data set
|
|
|
|
|
10809
|
On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals
|
|
|
|
|
10810
|
Large Deviation Principles and Complete Equivalence and Nonequivalence Results for Pure and Mixed Ensembles
|
|
|
|
|
10811
|
A generalised inductive approach to the lace expansion
|
|
|
|
|
10812
|
Non-intersecting Paths, Random Tilings and Random Matrices
|
|
|
|
|
10813
|
Coordinate restrictions of linear operators in $l_2^n$
|
|
|
|
|
10814
|
The infrared behaviour in Nelson's model of a quantum particle coupled to a massless scalar field
|
|
|
|
|
10815
|
The asymptotic determinant of the discrete Laplacian
|
|
|
|
|
10816
|
Enumeration of simple random walks and tridiagonal matrices
|
|
|
|
|
10817
|
A Distribution Function Arising in Computational Biology
|
|
|
|
|
10818
|
A growth model in a random environment
|
|
|
|
|
10819
|
Some Comparisons for Gaussian Processes
|
|
|
|
|
10820
|
On the mixing time of simple random walk on the super critical percolation cluster
|
|
|
|
|
10821
|
A new property of absorbed diffusions
|
|
|
|
|
10822
|
Hamilton Variational Principle for Statistical Ensemble of Deterministic Systems and its Application for Ensemble of Stochastic Systems
|
|
|
|
|
10823
|
Correlations between zeros and supersymmetry
|
|
|
|
|
10824
|
Statistical analysis of the inhomogeneous telegrapher's process
|
|
|
|
|
10825
|
Probability density of determinants of random matrices
|
|
|
|
|
10826
|
Uniformly Generating Distribution Functions for Discrete Random Variables
|
|
|
|
|
10827
|
Random Delaunay triangulations, the Thurston-Andreev theorem, and metric uniformization
|
|
|
|
|
10828
|
Recurrence of Distributional Limits of Finite Planar Graphs
|
|
|
|
|
10829
|
Random Delaunay triangulations and metric uniformization
|
|
|
|
|
10830
|
Critical behavior of the massless free field at the depinning transition
|
|
|
|
|
10831
|
Geodesics and Spanning Trees for Euclidean First-Passage Percolation
|
|
|
|
|
10832
|
Zero-Temperature Dynamics of Plus/Minus J Spin Glasses and Related Models
|
|
|
|
|
10833
|
The Dimension of the Planar Brownian Frontier is 4/3
|
|
|
|
|
10834
|
Integrable Lattices: Random Matrices and Random Permutations
|
|
|
|
|
10835
|
Infinite random matrices and ergodic measures
|
|
|
|
|
10836
|
Hua type integrals over unitary groups and over projective limits of unitary groups
|
|
|
|
|
10837
|
From Random Polynomials to Symplectic Geometry
|
|
|
|
|
10838
|
Realizable monotonicity and inverse probability transform
|
|
|
|
|
10839
|
Processes with Long Memory: Regenerative Construction and Perfect Simulation
|
|
|
|
|
10840
|
On the concentration of eigenvalues of random symmetric matrices
|
|
|
|
|
10841
|
Finite Affine Groups: Cycle Indices, Hall-Littlewood Polynomials, and Probabilistic Algorithms
|
|
|
|
|
10842
|
Confidence intervals for the parameter of Poisson distribution in presence of background
|
|
|
|
|
10843
|
Uniqueness of the Invariant Measure for a Stochastic PDE Driven by Degenerate Noise
|
|
|
|
|
10844
|
What is the question that MaxEnt answers? A probabilistic interpretation
|
|
|
|
|
10845
|
Large deviations for a zero mean asymmetric zero range process in random media
|
|
|
|
|
10846
|
Random walks with strongly inhomogeneous rates and singular diffusions: convergence, localization and aging in one dimension
|
|
|
|
|
10847
|
The Gibbs ensemble of a vortex filament
|
|
|
|
|
10848
|
Second class particles as microscopic characteristics in totally asymmetric nearest-neighbor K-exclusion processes
|
|
|
|
|
10849
|
Classical versions of q-Gaussian processes: conditional moments and Bell's inequality
|
|
|
|
|
10850
|
Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum
|
|
|
|
|
10851
|
Variational representations of Varadhan Functionals
|
|
|
|
|
10852
|
Computing and Sampling Restricted Vertex Degree Subgraphs and Hamiltonian Cycles
|
|
|
|
|
10853
|
Local statistics for random domino tilings of the Aztec diamond
|
|
|
|
|
10854
|
A variational principle for domino tilings
|
|
|
|
|
10855
|
Cube-root boundary fluctuations for droplets in random cluster models
|
|
|
|
|
10856
|
The spectral gap of the 2-D stochastic Ising model with nearly single-spin boundary conditions
|
|
|
|
|
10857
|
Pathwise description of dynamic pitchfork bifurcations with additive noise
|
|
|
|
|
10858
|
The spectral gap of the 2-D stochastic Ising model with mixed boundary conditions
|
|
|
|
|
10859
|
Explicit isoperimetric constants and phase transitions in the random-cluster model
|
|
|
|
|
10860
|
Images of eigenvalue distributions under power maps
|
|
|
|
|
10861
|
Change, time and information geometry
|
|
|
|
|
10862
|
Stationary random fields with linear regressions
|
|
|
|
|
10863
|
Uniform asymptotic estimates of transition probabilities on combs
|
|
|
|
|
10864
|
On the probabilistic rationale of I-divergence and J-divergence minimization
|
|
|
|
|
10865
|
On q-deformed quantum stochastic calculus
|
|
|
|
|
10866
|
Metastability and low lying spectra in reversible Markov chains
|
|
|
|
|
10867
|
Gaussian Random Matrix Models for q-deformed Gaussian Random Variables
|
|
|
|
|
10868
|
New Permanent Estimators via Non-Commutative Determinants
|
|
|
|
|
10869
|
Spontaneous magnetisation in the plane
|
|
|
|
|
10870
|
Density preserving functions
|
|
|
|
|
10871
|
Bounded Fluctuations and Translation Symmetry Breaking in One-Dimensional Particle Systems
|
|
|
|
|
10872
|
Fluctuations of the free energy in the REM and the p-spin SK models
|
|
|
|
|
10873
|
Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model
|
|
|
|
|
10874
|
Embeddings of rearrangement invariant spaces that are not strictly singular
|
|
|
|
|
10875
|
Critical exponents, conformal invariance and planar Brownian motion
|
|
|
|
|
10876
|
Zeros of Gaussian Analytic Functions
|
|
|
|
|
10877
|
Stationary Markov chains with linear regressions
|
|
|
|
|
10878
|
Symmetric Hilbert spaces arising from species of structures
|
|
|
|
|
10879
|
From slightly coloured noises to unitless product systems
|
|
|
|
|
10880
|
Favourite sites of simple random walk
|
|
|
|
|
10881
|
Universality of the local spacing distribution in certain ensembles of hermitian Wigner matrices
|
|
|
|
|
10882
|
A Generalization of the Random Assignment Problem
|
|
|
|
|
10883
|
Semigroups, rings, and Markov chains
|
|
|
|
|
10884
|
Random polynomials having few or no real zeros
|
|
|
|
|
10885
|
A signed generalization of the Bernoulli-Laplace diffusion model
|
|
|
|
|
10886
|
Random walks on wreath products of groups
|
|
|
|
|
10887
|
Scaling of avalanche queues in directed dissipative sandpiles
|
|
|
|
|
10888
|
Approximate factorization and concentration for characters of symmetric groups
|
|
|
|
|
10889
|
Correlation functions for symmetrized increasing subsequences
|
|
|
|
|
10890
|
Mixing times for Markov chains on wreath products and related homogeneous spaces
|
|
|
|
|
10891
|
Gaussian limit for determinantal random point fields
|
|
|
|
|
10892
|
The standard deviation effect (or why one should sit first base playing blackjack)
|
|
|
|
|
10893
|
Analyticity of intersection exponents for planar Brownian motion
|
|
|
|
|
10894
|
Values of Brownian intersection exponents III: Two-sided exponents
|
|
|
|
|
10895
|
Distinguished properties of the gamma process and related topics
|
|
|
|
|
10896
|
Stochastic monotonicity and realizable monotonicity
|
|
|
|
|
10897
|
Occupation Time Fluctuations in Branching Systems
|
|
|
|
|
10898
|
Modelling of stock price changes: a real analysis approach
|
|
|
|
|
10899
|
On the fine structure of stationary measures in systems which contract-on-average
|
|
|
|
|
10900
|
Stieltjes integrals of H\"older continuous functions with applications to fractional Brownian motion
|
|
|
|
|
10901
|
Limit Theorems for Height Fluctuations in a Class of Discrete Space and Time Growth Models
|
|
|
|
|
10902
|
Exact sampling from non-attractive distributions using summary states
|
|
|
|
|
10903
|
The identification capacity and resolvability of channels with input cost constraint
|
|
|
|
|
10904
|
An information-spectrum approach to joint source-channel coding
|
|
|
|
|
10905
|
Moment Inequalities for Symmetric Statistics
|
|
|
|
|
10906
|
No more than three favourite sites for simple random walk
|
|
|
|
|
10907
|
Statistical Properties of Convex Minorants of Random Walks and Brownian Motions
|
|
|
|
|
10908
|
A New Geometric Probability Technique for an N-dimensional Sphere and Its Applications to Physics
|
|
|
|
|
10909
|
A Personal List of Unsolved Problems Concerning Lattice Gases and Antiferromagnetic Potts Models
|
|
|
|
|
10910
|
Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes
|
|
|
|
|
10911
|
Long-time tails in the parabolic Anderson model with bounded potential
|
|
|
|
|
10912
|
A mean identity for longest increasing subsequence problems
|
|
|
|
|
10913
|
Loop-erased walks and total positivity
|
|
|
|
|
10914
|
Easy and nearly simultaneous proofs of the Ergodic Theorem and Maximal Ergodic Theorem
|
|
|
|
|
10915
|
General Theory of Lee-Yang Zeros in Models with First-Order Phase Transitions
|
|
|
|
|
10916
|
On the valuation of Paris options: foundational results
|
|
|
|
|
10917
|
Exponential and moment inequalities for U-statistics
|
|
|
|
|
10918
|
Asymptotics of Multivariate Sequences, part I. Smooth points of the singular variety
|
|
|
|
|
10919
|
Random matrix theory over finite fields: a survey
|
|
|
|
|
10920
|
Values of Brownian intersection exponents II: Plane exponents
|
|
|
|
|
10921
|
Lifschitz tail in a magnetic field: coexistence of classical and quantum behavior in the borderline case
|
|
|
|
|
10922
|
Limiting distributions for a polynuclear growth model with external sources
|
|
|
|
|
10923
|
On Asymptotic Expansions and Scales of Spectral Universality in Band Random Matrix Ensembles
|
|
|
|
|
10924
|
On the valuation of Asian options: integral representations
|
|
|
|
|
10925
|
Super-Brownian motion with reflecting historical paths
|
|
|
|
|
10926
|
Hydrodynamic profiles for the totally asymmetric exclusion process with a slow bond
|
|
|
|
|
10927
|
Precise Propagation of Upper and Lower Probability Bounds in System P
|
|
|
|
|
10928
|
Between Sobolev and Poincar\'e
|
|
|
|
|
10929
|
Nature of Ground State Incongruence in Two-Dimensional Spin Glasses
|
|
|
|
|
10930
|
On the kernel of tree incidence matrices
|
|
|
|
|
10931
|
A Probabilistic Approach to Conjugacy Classes in the Finite Symplectic and Orthogonal Groups
|
|
|
|
|
10932
|
Entropy-driven phase transitions in multitype lattice gas models
|
|
|
|
|
10933
|
Classical and Quantum Probability
|
|
|
|
|
10934
|
Classical and quantum info-manifolds
|
|
|
|
|
10935
|
Some measure-preserving point transformations on the Wiener space and their ergodicity
|
|
|
|
|
10936
|
Multifractal Spectrum and Thermodynamical Formalism of the Farey Tree
|
|
|
|
|
10937
|
Blocking measures for asymmetric exclusion processes via coupling
|
|
|
|
|
10938
|
Universality and scaling of zeros on symplectic manifolds
|
|
|
|
|
10939
|
SL(2) and z-measures
|
|
|
|
|
10940
|
Determinantal random point fields
|
|
|
|
|
10941
|
Is Bootstrap Really Helpful in Point Process Statistics?
|
|
|
|
|
10942
|
A Mixture of the Exclusion Process and the Voter Model
|
|
|
|
|
10943
|
On the cover time of planar graphs
|
|
|
|
|
10944
|
The supremum of Brownian local times on Holder curves
|
|
|
|
|
10945
|
Constructive Fractional-Moment Criteria for Localization in Random Operators
|
|
|
|
|
10946
|
Random almost holomorphic sections of ample line bundles on symplectic manifolds
|
|
|
|
|
10947
|
Random unitaries in non-commutative tori, and an asymptotic model for q-circular systems
|
|
|
|
|
10948
|
Markov Transitions and the Propagation of Chaos
|
|
|
|
|
10949
|
On the Hydrodynamic Equilibrium of a Rod in a Lattice Fluid
|
|
|
|
|
10950
|
On Upper Limits for Gravitational Radiation
|
|
|
|
|
10951
|
From random sets to continuous tensor products: answers to three questions of W. Arveson
|
|
|
|
|
10952
|
Asymptotic Behavior of Thermal Non-Equilibrium Steady States for a Driven Chain of Anharmonic Oscillators
|
|
|
|
|
10953
|
Random vicious walks and random matrices
|
|
|
|
|
10954
|
Path-wise solutions of SDE's driven by Levy processes
|
|
|
|
|
10955
|
Diffeomorphic flows driven by Levy processes
|
|
|
|
|
10956
|
q-probability: I. Basic discrete distributions
|
|
|
|
|
10957
|
A dynamic model of social network formation
|
|
|
|
|
10958
|
Asymptotic redundancies for universal quantum coding
|
|
|
|
|
10959
|
Hypothesis testing with the general source
|
|
|
|
|
10960
|
Extension of Fill's perfect rejection sampling algorithm to general chains
|
|
|
|
|
10961
|
Combinatorics of Free Cumulants
|
|
|
|
|
10962
|
On Random Sections of the Cube
|
|
|
|
|
10963
|
Growth Rates in the Quaquaversal Tiling
|
|
|
|
|
10964
|
The Clairvoyant Demon Has A Hard Task
|
|
|
|
|
10965
|
Algorithmic Statistics
|
|
|
|
|
10966
|
Perfect simulation from the Quicksort limit distribution
|
|
|
|
|
10967
|
A characterization of the set of fixed points of the Quicksort transformation
|
|
|
|
|
10968
|
Smoothness and decay properties of the limiting Quicksort density function
|
|
|
|
|
10969
|
A Bayesian Reflection on Surfaces
|
|
|
|
|
10970
|
The Cover Time, the Blanket Time, and the Matthews Bound
|
|
|
|
|
10971
|
The Randomness Recycler: A New Technique for Perfect Sampling
|
|
|
|
|
10972
|
Percolation in the Hyperbolic Plane
|
|
|
|
|
10973
|
Layered Multishift Coupling for use in Perfect Sampling Algorithms (with a primer on CFTP)
|
|
|
|
|
10974
|
Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions
|
|
|
|
|
10975
|
Integrals over classical Groups, Random permutations, Toda and Toeplitz lattices
|
|
|
|
|
10976
|
Poisson approximation for large-contours in low-temperature Ising models
|
|
|
|
|
10977
|
Cesaro mean distribution of group automata starting from measures with summable decay
|
|
|
|
|
10978
|
A non-Fock fermion toy model
|
|
|
|
|
10979
|
Generalized Riffle Shuffles and Quasisymmetric Functions
|
|
|
|
|
10980
|
Rate of convergence to equilibrium of symmetric simple exclusion processes
|
|
|
|
|
10981
|
The Asymmetric Simple Exclusion Process with Multiple Shocks
|
|
|
|
|
10982
|
Hydrodynamics for totally asymmetric $k$-step exclusion processes
|
|
|
|
|
10983
|
Convergence to the maximal invariant measure for a zero-range process with random rates
|
|
|
|
|
10984
|
Perfect simulation for interacting point processes, loss networks and Ising models
|
|
|
|
|
10985
|
Coalescence of skew Brownian motions
|
|
|
|
|
10986
|
Splitting: Tanaka's SDE revisited
|
|
|
|
|
10987
|
Rigorous Probabilistic Analysis of Equilibrium Crystal Shapes
|
|
|
|
|
10988
|
Values of Brownian intersection exponents I: Half-plane exponents
|
|
|
|
|
10989
|
Growth in free groups (and other stories)
|
|
|
|
|
10990
|
A remark on the notion of robust phase transitions
|
|
|
|
|
10991
|
Weakly Gibbsian representations for joint measures of quenched lattice spin models
|
|
|
|
|
10992
|
Descent Functions and Random Young Tableaux
|
|
|
|
|
10993
|
Transversal fluctuations for increasing subsequences on the plane
|
|
|
|
|
10994
|
Ornstein-Uhlenbeck-Cauchy Process
|
|
|
|
|
10995
|
Affine shuffles, shuffles with cuts, the Whitehouse module, and patience sorting
|
|
|
|
|
10996
|
Finite-Volume Fractional-Moment Criteria for Anderson Localization
|
|
|
|
|
10997
|
How to Couple from the Past Using a Read-Once Source of Randomness
|
|
|
|
|
10998
|
Symmetrized random permutations
|
|
|
|
|
10999
|
Estimating the J function without edge correction
|
|
|
|
|
11000
|
Phase transition and percolation in Gibbsian particle models
|
|
|
|
|
11001
|
Numerical characteristics of groups and their interrelations
|
|
|
|
|
11002
|
Inferring the intensity of Poisson processes at the limit of the detector sensitivity (with a case study on gravitational wave burst search)
|
|
|
|
|
11003
|
Integration of Brownian vector fields
|
|
|
|
|
11004
|
Exact Estimates for Moments of Random Bilinear Forms
|
|
|
|
|
11005
|
Quasi-invariance and reversibility in the Fleming-Viot process
|
|
|
|
|
11006
|
Random words, quantum statistics, central limits, random matrices
|
|
|
|
|
11007
|
Singularity of Some Random Continued Fractions
|
|
|
|
|
11008
|
A Note on Wetting Transition for Gradient Fields
|
|
|
|
|
11009
|
Measuring the magnitude of sums of independent random variables
|
|
|
|
|
11010
|
Loss of tension in an infinite membrane with holes distributed by Poisson law
|
|
|
|
|
11011
|
Perturbation of the equilibrium for a totally asymmetric stick process in one dimension
|
|
|
|
|
11012
|
Phase Transitions on Nonamenable Graphs
|
|
|
|
|
11013
|
Conformally Invariant Fractals and Potential Theory
|
|
|
|
|
11014
|
The Propagation of Molecular Chaos by Markov Transitions
|
|
|
|
|
11015
|
Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities
|
|
|
|
|
11016
|
Quantitative estimates of discrete harmonic measures
|
|
|
|
|
11017
|
Teaching statistics in the physics curriculum: Unifying and clarifying role of subjective probability
|
|
|
|
|
11018
|
Discrete Growth Models
|
|
|
|
|
11019
|
Percolation and number of phases in the 2D Ising model
|
|
|
|
|
11020
|
Limit Theorems for Motions in a Flow with a Nonzero Drift
|
|
|
|
|
11021
|
Equity Allocation and Portfolio Selection in Insurance
|
|
|
|
|
11022
|
Vertex-reinforced random walk on arbitrary graphs
|
|
|
|
|
11023
|
Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model
|
|
|
|
|
11024
|
Infinite wedge and random partitions
|
|
|
|
|
11025
|
Universality at the edge of the spectrum in Wigner random matrices
|
|
|
|
|
11026
|
Gaussian fluctuation for the number of particles in Airy, Bessel, sine and other determinantal random point fields
|
|
|
|
|
11027
|
L\'evy Processes on $U_q(g)$ as Infinitely Divisible Representations
|
|
|
|
|
11028
|
Noise sensitivity on continuous products: an answer to an old question of J. Feldman
|
|
|
|
|
11029
|
Strong law of large numbers for the interface in ballistic deposition
|
|
|
|
|
11030
|
Recent results and open problems on the hydrodynamics of disordered asymmetric exclusion and zero-range processes
|
|
|
|
|
11031
|
A variational coupling for a totally asymmetric exclusion process with long jumps but no passing
|
|
|
|
|
11032
|
Overcoming priors anxiety
|
|
|
|
|
11033
|
Discrete orthogonal polynomial ensembles and the Plancherel measure
|
|
|
|
|
11034
|
On a singular semilinear elliptic boundary value problem and the boundary Harnack principle
|
|
|
|
|
11035
|
Fractional Brownian Motion Limit for a Model of Turbulent Transport
|
|
|
|
|
11036
|
Taylor-Kubo Formula for Turbulent Diffusion in a Non-Mixing Flow with Long-Range Correlation
|
|
|
|
|
11037
|
Separation of variables in the Kramers equation
|
|
|
|
|
11038
|
On the effect of adding epsilon-Bernoulli percolation to everywhere percolating subgraphs of Z^d
|
|
|
|
|
11039
|
Statistical properties of braid groups in locally free approximation
|
|
|
|
|
11040
|
Z-Measures on partitions, Robinson-Schensted-Knuth correspondence, and beta=2 random matrix ensembles
|
|
|
|
|
11041
|
Monotonicity property for a class of semilinear partial differential equations
|
|
|
|
|
11042
|
Stationary Measures for Random Walks in a Random Environment with Random Scenery
|
|
|
|
|
11043
|
The LIL for canonical U-statistics of order 2
|
|
|
|
|
11044
|
On Universality of Smoothed Eigenvalue Density of Large Random Matrices
|
|
|
|
|
11045
|
The asymptotics of monotone subsequences of involutions
|
|
|
|
|
11046
|
The Largest Cluster in Subcritical Percolation
|
|
|
|
|
11047
|
Algebraic aspects of increasing subsequences
|
|
|
|
|
11048
|
Lattice trees, percolation and super-Brownian motion
|
|
|
|
|
11049
|
Sample path large deviations for a class of Markov chains related to disordered mean field models
|
|
|
|
|
11050
|
The random geometry of equilibrium phases
|
|
|
|
|
11051
|
Sparse Random Matrices and Statistics of Rooted Trees
|
|
|
|
|
11052
|
A Simple Approach to Global Regime of the Random Matrix Theory
|
|
|
|
|
11053
|
On separable Fokker-Planck equations with a constant diagonal diffusion matrix
|
|
|
|
|
11054
|
On the Stochastic Kuramoto-Sivashinsky Equation
|
|
|
|
|
11055
|
(Non-) Gibbsianness and phase transitions in random lattice spin models
|
|
|
|
|
11056
|
Mean-field lattice trees
|
|
|
|
|
11057
|
The Expected Number of Real Roots of a Multihomogeneous System of Polynomial Equations
|
|
|
|
|
11058
|
Universality and scaling of correlations between zeros on complex manifolds
|
|
|
|
|
11059
|
On Cantor's singular moments
|
|
|
|
|
11060
|
Blocking and Persistence in the Zero-Temperature Dynamics of Homogeneous and Disordered Ising Models
|
|
|
|
|
11061
|
On the Distributions of the Lengths of the Longest Monotone Subsequences in Random Words
|
|
|
|
|
11062
|
Scaling limits of loop-erased random walks and uniform spanning trees
|
|
|
|
|
11063
|
Distributions on partitions, point processes, and the hypergeometric kernel
|
|
|
|
|
11064
|
Random Matrices and Random Permutations
|
|
|
|
|
11065
|
Uniqueness for a class of one-dimensional stochastic PDEs using moment duality
|
|
|
|
|
11066
|
Shape Fluctuations and Random Matrices
|
|
|
|
|
11067
|
Scaling limit of Fourier-Walsh coefficients (a framework)
|
|
|
|
|
11068
|
Extinction for two parabolic stochastic PDE's on the lattice
|
|
|
|
|
11069
|
Free stochastic measures via noncrossing partitions
|
|
|
|
|
11070
|
Fourier-Walsh coefficients for a coalescing flow (discrete time)
|
|
|
|
|
11071
|
Returns to origin of a one-dimensional random walk visiting each site an even number of times
|
|
|
|
|
11072
|
The Critical Parameter for the Heat Equation with a Noise Term to Blow Up in Finite Time
|
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11073
|
Trees, not cubes: hypercontractivity, cosiness, and noise stability
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11074
|
A pattern theorem for lattice clusters
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11075
|
Modeling interest rate dynamics: an infinite-dimensional approach
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11076
|
Linear Boltzmann Equation as the Weak Coupling Limit of a Random Schrodinger Equation
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11077
|
Escape Probability, Mean Residence Time and Geophysical Fluid Particle Dynamics
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11078
|
Nonlocal Dynamics of Passive Tracer Dispersion with Random Stopping
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11079
|
Necessary and Sufficient Conditions for the Strong Law of Large Numbers for U-statistics
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11080
|
Elementary derivation of Spitzer's asymptotic law for Brownian windings and some of its physical applications
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11081
|
Path Crossing Exponents and the External Perimeter in 2D Percolation
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11082
|
Noise sensitivity of boolean functions and applica- tions to percolation
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11083
|
Mean-field theory for scale free random networks
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11084
|
On near-critical and dynamical percolation in the tree case
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11085
|
Scaling limits for minimal and random spanning trees in two dimensions
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11086
|
Efficient sphere-covering and converse measure concentration via generalized coding theorems
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11087
|
The Average-Case Area of Heilbronn-Type Triangles
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11088
|
Minimum Description Length Induction, Bayesianism, and Kolmogorov Complexity
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11089
|
Longest Increasing Subsequences of Random Colored Permutations
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11090
|
An embedding for the Kesten-Spitzer random walk in random scenery
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11091
|
A Way Out of the Quantum Trap
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11092
|
Estimating Vaccine Coverage by Using Computer Algebra
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11093
|
Stability for a continuous SOS-interface model in a randomly perturbed periodic potential
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11094
|
An Application of Stochastic Flows to Riemannian Foliations
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11095
|
Statistics of knots and entangled random walks
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11096
|
Random Walk on Knot Diagrams, Colored Jones Polynomial and Ihara-Selberg Zeta Function
|
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11097
|
Indistinguishability of Percolation Clusters
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11098
|
Random Unitary Matrices, Permutations and Painleve
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11099
|
Bayesian reasoning versus conventional statistics in High Energy Physics
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11100
|
Jeffreys priors versus experienced physicist priors - arguments against objective Bayesian theory
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11101
|
A comparison inequality for sums of independent random variables
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11102
|
Invariant Measures and Convergence for Cellular Automaton 184 and Related Processes
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11103
|
Continuum-sites stepping-stone models, coalescing exhcangeable partitions, and random trees
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11104
|
On the thermodynamic limit for a one-dimensional sandpile process
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11105
|
The restriction of the Ising model to a layer
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11106
|
The linearization of the central limit operator in free probability theory
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11107
|
Point processes and the infinite symmetric group. Part V: Analysis of the matrix Whittaker kernel
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11108
|
Point processes and the infinite symmetric group. Part VI: Summary of results
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11109
|
Point Processes and the Infinite Symmetric Group. Part IV: Matrix Whittaker kernel
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11110
|
Large deviations and queueing networks: methods for rate function identification
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11111
|
Some function spaces related to the Brownian motion on simple nested fractals
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11112
|
Free probability for probabilists
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11113
|
Martin Boundary and Integral Representation for Harmonic Functions of Symmetric Stable Processes
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11114
|
Intrinsic Ultracontractivity, Conditional Lifetimes and Conditional Gauge for Symmetric Stable Processes on Rough Domains
|
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11115
|
Equilibrium Pure States and Nonequilibrium Chaos
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11116
|
Fractional Brownian motion and the Markov Property
|
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11117
|
Finite time extinction of super-Brownian motions with catalysts
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|
11118
|
Probability around the Quantum Gravity. Part 1: Pure Planar Gravity
|
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|
11119
|
Large deviations for the Fleming-Viot process with neutral mutation and selection
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|
11120
|
Maximality of the microstates free entropy for R-diagonal elements
|
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|
11121
|
Some minimization problems for the free analogue of the Fisher information
|
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|
11122
|
Geometrically Intrinsic Nonlinear Recursive Filters I: Algorithms
|
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|
11123
|
Geometrically Intrinsic Nonlinear Recursive Filters II: Foundations
|
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|
11124
|
Intrinsic Location Parameter of a Diffusion Process
|
|
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|
11125
|
Probability and Entropy in Quantum Theory
|
|
|
|
|
11126
|
Continuity properties of Schr\"odinger semigroups with magnetic fields
|
|
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|
|
11127
|
The Repeated Solicitation Model
|
|
|
|
|
11128
|
Unreal Probabilities: Partial Truth with Clifford Numbers
|
|
|
|
|
11129
|
Non-Gaussian Surface Pinned by a Weak Potential
|
|
|
|
|
11130
|
A Note on the Decay of Correlations Under $\delta$-Pinning
|
|
|
|
|
11131
|
Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
|
|
|
|
|
11132
|
Fractional Differentiation Operator over an Infinite Extension of a Local Field
|
|
|
|
|
11133
|
Analysis and Probability over Infinite Extensions of a Local Field
|
|
|
|
|
11134
|
Non-degenerate conditionings of the exit measures of super-Brownian motion
|
|
|
|
|
11135
|
Loss network representation of Peierls contours
|
|
|
|
|
11136
|
Decay of correlations for non H\"\u007bo\u007dlderian dynamics. A coupling approach
|
|
|
|
|
11137
|
Equilibrium condition in Insurance Pricing: a particular case
|
|
|
|
|
11138
|
Characterization of G-regularity for super-Brownian motion and consequences for parabolic partial differential equations
|
|
|
|
|
11139
|
Some properties of the range of super-Brownian motion
|
|
|
|
|
11140
|
Unitary Brownian motions are linearizable
|
|
|
|
|
11141
|
Factor maps between tiling dynamical systems
|
|
|
|
|
11142
|
The continuous spin random field model: Ferromagnetic ordering in d>=3
|
|
|
|
|
11143
|
Insurance policy value and Pareto-optimal retention in the hypothesis of rare loss events
|
|
|
|
|
11144
|
Concrete representation of martingales
|
|
|
|
|
11145
|
The incipient infinite cluster in high-dimensional percolation
|
|
|
|
|
11146
|
On Reichenbach's common cause principle and Reichenbach's notion of common cause
|
|
|
|
|
11147
|
Quantum field theory for discrepancies
|
|
|
|
|
11148
|
Time Dynamics of Probability Measure and Hedging of Derivatives
|
|
|
|
|
11149
|
Cauchy Noise and Affiliated Stochastic Processes
|
|
|
|
|
11150
|
Point processes and the infinite symmetric group. Part I: The general formalism and the density function
|
|
|
|
|
11151
|
Point processes and the infinite symmetric group. Part III: Fermion point processes
|
|
|
|
|
11152
|
Point Processes and the Infinite Symmetric Group. Part II: Higher Correlation Functions
|
|
|
|
|
11153
|
Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap
|
|
|
|
|
11154
|
A note on sums of independent random variables
|
|
|
|
|
11155
|
Brownian Sheet Images and Bessel-Riesz Capacity
|
|
|
|
|
11156
|
Measures on contour, polymer or animal models. A probabilistic approach
|
|
|
|
|
11157
|
A Note on the Eigenvalue Density of Random Matrices
|
|
|
|
|
11158
|
Approximation and support theorem for a two space-dimensional wave equation
|
|
|
|
|
11159
|
Percolation Perturbations in Potential Theory and Random Walks
|
|
|
|
|
11160
|
On the conditioned exit measures of super-Brownian motion
|
|
|
|
|
11161
|
Stochastic analysis on configuration spaces: basic ideas and recent results
|
|
|
|
|
11162
|
A Simple Path to Biggins' Martingale Convergence for Branching Random Walk
|
|
|
|
|
11163
|
The Stable Manifold Theorem for Stochastic Differential Equations
|
|
|
|
|
11164
|
Distribution of zeros of random and quantum chaotic sections of positive line bundles
|
|
|
|
|
11165
|
Markov Processes with Identical Bridges
|
|
|
|
|
11166
|
Local fields, Gaussian measures, and Brownian motions
|
|
|
|
|
11167
|
A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions
|
|
|
|
|
11168
|
A counterexample to the "hot spots" conjecture
|
|
|
|
|
11169
|
On increasing subsequences of iid samples
|
|
|
|
|
11170
|
Partial norms and the convergence of general products of matrices
|
|
|
|
|
11171
|
Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses
|
|
|
|
|
11172
|
Rademacher's theorem on configuration spaces and applications
|
|
|
|
|
11173
|
Limit Theorems for Sums of p-Adic Random Variables
|
|
|
|
|
11174
|
Stochastic bifurcation models
|
|
|
|
|
11175
|
Burgers velocity fields and dynamical transport processes
|
|
|
|
|
11176
|
Strong uniqueness for certain infinite dimensional Dirichlet operators and applications to stochastic quantization
|
|
|
|
|
11177
|
A support property for infinite dimensional interacting diffusion processes
|
|
|
|
|
11178
|
Smoluchowski's coagulation equation: uniqueness, non-uniqueness and a hydrodynamic limit for the stochastic coalescent
|
|
|
|
|
11179
|
H\"older Regularity and Dimension Bounds for Random Curves
|
|
|
|
|
11180
|
Biological Sequence Analysis
|
|
|
|
|
11181
|
Density Estimation from an Individual Numerical Sequence
|
|
|
|
|
11182
|
Limits to Consistent On-Line Forecasting for Ergodic Time Series
|
|
|
|
|
11183
|
Information Distance
|
|
|
|
|
11184
|
Breaking the chain
|
|
|
|
|
11185
|
Completely regular multivariate stationary process and the Muckenhoupt condition
|
|
|
|
|
11186
|
Probabilistic measures and algorithms arising from the Macdonald symmetric functions
|
|
|
|
|
11187
|
A probabilistic approach toward the finite general linear and unitary groups
|
|
|
|
|
11188
|
Stein's Method and Non-Reversible Markov Chains
|
|
|
|
|
11189
|
On a class of stochastic differential equations used in quantum optics
|
|
|
|
|
11190
|
Brownian Motion in a Weyl Chamber, Non-Colliding Particles, and Random Matrices
|
|
|
|
|
11191
|
Random rearrangements and operators
|
|
|
|
|
11192
|
On minimal parabolic functions and time-homogeneous parabolic h-transforms
|
|
|
|
|
11193
|
Stochastic equations and evolution families in the space of formal mappings
|
|
|
|
|
11194
|
Gamma Noise Analysis
|
|
|
|
|
11195
|
Paths with exponential intersection tails and oriented percolation
|
|
|
|
|
11196
|
Vertex-reinfoced random walk on Z visits finitely many states
|
|
|
|
|
11197
|
Markov chains in a field of traps
|
|
|
|
|
11198
|
No directed fractal percolation in zero area
|
|
|
|
|
11199
|
The probability that Brownian motion almost covers a line
|
|
|
|
|
11200
|
First passage percolation and a model for competing spatial growth
|
|
|
|
|
11201
|
Sets avoided by Brownian motion
|
|
|
|
|
11202
|
Confidence regions for means of multivariate normal distributions and a non-symmetric correlation inequality for gaussian measure
|
|
|
|
|
11203
|
Reliable Cellular Automata with Self-Organization
|
|
|
|
|
11204
|
On the Number of Incipient Spanning Clusters
|
|
|
|
|
11205
|
On the Gaussian measure of the intersection of symmetric, convex sets
|
|
|
|
|
11206
|
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
|
|
|
|
|
11207
|
Covariant SPDEs and Quantum Field Structures
|
|
|
|
|
11208
|
A correlation inequality for the expectations of norms of stable vectors
|
|
|
|
|
11209
|
Ergodic unitarily invariant measures on the space of infinite Hermitian matrices
|
|
|
|
|
11210
|
Volumes of Restricted Minkowski Sums and the Free Analogue of the Entropy Power Inequality
|
|
|
|
|
11211
|
The dimension of the Brownian frontier is greater than 1
|
|
|
|
|
11212
|
Feynman-Kac Kernels in Markovian Representations of the Schroedinger Interpolating Dynamics
|
|
|
|
|
11213
|
The Schroedinger Problem, Levy Processes Noise in Relativistic Quantum Mechanics
|
|
|
|
|
11214
|
Concentration of measure and isoperimetric inequalities in product spaces
|
|
|
|
|
11215
|
A general decomposition theory for random cascades
|
|
|
|
|
11216
|
Contraction and decoupling inequalities for multilinear forms and u-statistics
|
|
|
|
|
11217
|
A Shuffle that Mixes Sets of Any Fixed Size Much Faster than It Mixes the Whole Deck
|
|
|
|
|
11218
|
Coupling and Harnack inequalities for Sierpinski carpets
|
|
|
|
|
11219
|
Bounds on the tail probability of U-statistics and quadratic forms
|
|
|
|
|
11220
|
q-Deformed Brownian Motion
|
|
|
|
|
11221
|
Percolation, first-passage percolation and covering times for Richardson\u2019s model on the n-cube
|
|
|
|
|
11222
|
The Birth of the Giant Component
|
|
|
|
|
11223
|
A general correspondence between Dirichlet forms and right processes
|
|
|
|
|
11224
|
Remarks on Talagrand's deviation inequality for Rademacher functions
|
|
|
|
|
11225
|
Stable Husbands
|
|
|
|
|
11226
|
Random walks and electric networks
|