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Author Index
A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
Martinez Miguel
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Loic Chaumont, Universite Pierre et Marie Curie
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
Rafal Latala, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Giovanni Peccati, Universite Pierre et Marie Curie, France
- Volume 9, 2004 - Articles
Weak Convergence to Ocone Martingales: a Remark
Abstract
A
Robert J. Adler, Technion - Israel Institute of Technology
- Volume 11, 2006 - Articles
Global geometry under isotropic Brownian flows
Abstract
Aureli Alabert, Universitat Autònoma de Barcelona
- Volume 11, 2006 - Articles
Linear stochastic differential-algebraic equations with constant coefficients
Abstract
Tom Alberts, New York University
- Volume 13, 2008 - Articles
Intersection probabilities for a chordal SLE path and a semicircle
Abstract
David J. Aldous, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
- Volume 3, 1998 - Articles
Brownian Excursion Conditioned on Its Local Time
Abstract
Larbi Alili, ETH Zurich
- Volume 7, 2002 - Articles
Canonical Decompositions of Certain Generalized Brownian Bridges
Abstract
Roland Alkemper, Johannes-Gutenberg Universität Mainz, Germany
- Volume 12, 2007 - Articles
GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
Abstract
Jenny Andersson, Chalmers University of Technology
- Volume 11, 2006 - Articles
The volume fraction of a non--overlapping germ--grain model
Abstract
Kyprianou Andreas, University of Bath
- Volume 13, 2008 - Articles
On the parabolic generator of a general one-dimensional Lévy process
Abstract
Peter Andrew, University of Utrecht
- Volume 11, 2006 - Articles
A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Abstract
Christophe Andrieu, University of Bristol
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Omer Angel, University of British Columbia, Canada
- Volume 10, 2005 - Articles
The Jammed Phase of the Biham-Middleton-Levine Traffic Model
Abstract
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
John A. D. Appleby, Dublin City University
- Volume 9, 2004 - Articles
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Abstract
- Volume 7, 2002 - Articles
Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, University of Texas
- Volume 3, 1998 - Articles
The Law of Large Numbers for U-statistics Under Absolute Regularity
Abstract
Louis-Pierre Arguin, Princeton University
- Volume 12, 2007 - Articles
A dynamical characterization of Poisson-Dirichlet distributions
Abstract
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Yves Atchade, University of Michigan
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Siva Athreya, University of British Columbia
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
B
Khaled Bahlali, IMATH, USTV, Toulon
- Volume 7, 2002 - Articles
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
Abstract
Dominique Bakry, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Raluca Balan, University of Ottawa, Canada
- Volume 11, 2006 - Articles
Strong Approximation for Mixing Sequences with Infinite Variance
Abstract
Raluca M Balan, University of Ottawa
- Volume 14, 2009 - Articles
A Note on a Feynman-Kac-Type Formula
Abstract
Paolo Baldi, Universita i Roma
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
Antar Bandyopadhyay, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
David Barbato, Università di Pisa, Italy
- Volume 10, 2005 - Articles
FKG Inequality for Brownian Motion and Stochastic Differential Equations
Abstract
Martin Barlow, University of British Columbia
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Franck Barthe, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Yuliy Baryshnikov, University of Osnabrueck
- Volume 3, 1998 - Articles
Wiener Soccer and Its Generalization
Abstract
Richard F. Bass, University of Washington
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Fabrice Baudoin, Université Paris 6 et Paris 7
- Volume 7, 2002 - Articles
Further Exponential Generalization of Pitman's 2M-X Theorem
Abstract
Witold Bednorz, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Itai Benjamini, Weizmann Institute of Science
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 8, 2003 - Articles
Excited Random Walk
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
- Volume 1, 1996 - Articles
Percolation Beyond Z^d, Many Questions And a Few Answers
Abstract
Jean Berard, Université de Lyon
- Volume 12, 2007 - Articles
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Abstract
Patrice Bertail, Laboratory of Statistics, CREST and MODALX, University Paris X, France
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
Jean Bertoin, Universite Pierre et Marie Curie
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
- Volume 6, 2001 - Articles
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Abstract
- Volume 5, 2000 - Articles
The Convex Minorant of the Cauchy Process
Abstract
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
J. D. Biggins, The University of Sheffield, UK
- Volume 14, 2009 - Articles
Large deviations in randomly coloured random graphs
Abstract
- Volume 9, 2004 - Articles
Large Deviations for Mixtures
Abstract
Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
- Volume 9, 2004 - Articles
A Condition for Weak Disorder for Directed Polymers in Random Environment
Abstract
Anders Bjorner, Royal Institute of Technology
- Volume 14, 2009 - Articles
Note: Random-to-front shuffles on trees
Abstract
Sergey G Bobkov, University of Minnesota
- Volume 13, 2008 - Articles
A note on the distributions of the maximum of linear Bernoulli processes
Abstract
Thierry Bodineau, Université Pierre et Marie Curie, France
- Volume 10, 2005 - Articles
A Universality Property for Last-Passage Percolation Paths Close to the Axis
Abstract
Daniel Boivin, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Konstantin Borovkov, University of Melbourne
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
Arup Bose, Indian Statistical Institute
- Volume 12, 2007 - Articles
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Abstract
- Volume 12, 2007 - Articles
On asymptotic properties of the rank of a special random adjacency matrix
Abstract
Mireille BOSSY, INRIA Sophia Antipolis Méditérannée
- Volume 14, 2009 - Articles
On mean numbers of passage times in small balls of discretized Itô processes
Abstract
Thomas R Boucher, Plymouth State University
- Volume 12, 2007 - Articles
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Abstract
Brahim Boufoussi, Department of Mathematics, Cadi Ayyad University FSSM
- Volume 8, 2003 - Articles
On a SDE driven by a fractional Brownian motion and with monotone drift
Abstract
Paul Bourgade, LPMA, Paris 6
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Jean-Christophe Breton, Laboratoire Mathématiques, Image et Applications
- Volume 13, 2008 - Articles
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Abstract
Philippe Briand, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Wlodek Bryc, University of Cincinnati
- Volume 12, 2007 - Articles
Asymptotic results for empirical measures of weighted sums of independent random variables
Abstract
Chris Burdzy, University of Washington
- Volume 13, 2008 - Articles
Markov processes with product-form stationary distribution
Abstract
- Volume 11, 2006 - Articles
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Abstract
- Volume 9, 2004 - Articles
A Gaussian Oscillator
Abstract
Krzysztof Burdzy, University of Washington
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Zaeem Burq, University of Melbourne
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
C
Francesco Caravenna, Università di Milano-Bicocca, Italy
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
Niclas Carlsson, Abo Akademi University, Finland
- Volume 10, 2005 - Articles
Some Notes on Topological Recurrence
Abstract
Philippe Carmona, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Philippe Carmona, Université de Nantes
- Volume 14, 2009 - Articles
Small time expansions for transition probabilities of some Lévy processes
Abstract
- Volume 14, 2009 - Articles
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Abstract
- Volume 14, 2009 - Articles
An optimal Itô formula for Lévy processes
Abstract
- Volume 14, 2009 - Articles
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Abstract
Rene Carmona, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Patrick Cattiaux, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Pedro José Catuogno, Universidade Estadual de Campinas, Brazil
- Volume 10, 2005 - Articles
Geometry of Stochastic Delay Differential Equations
Abstract
Philippe Chassaing, Institut Elie Cartan
- Volume 9, 2004 - Articles
The Center of Mass of the ISE and the Wiener Index of Trees
Abstract
Sourav Chatterjee, University of California at Berkeley
- Volume 14, 2009 - Articles
An observation about submatrices
Abstract
Juan Ruiz de Chavez, UAM-I
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
Yu-Ting Chen, Institute of Mathematics, Academia Sinica, Taipei, Taiwan
- Volume 14, 2009 - Articles
A note on r-balayages of matrix-exponential L'evy processes
Abstract
Zhen-Qing Chen, University of Washington, USA
- Volume 10, 2005 - Articles
When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?
Abstract
- Volume 10, 2005 - Articles
Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70--81)
Abstract
- Volume 10, 2005 - Articles
Editorial Board for Volume 10 (2005)
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
Pavel Chigansky, The Weizmann Institute of Science
- Volume 11, 2006 - Articles
On a role of predictor in the filtering stability
Abstract
Pavel Chigansky, The Hebrew University
- Volume 13, 2008 - Articles
Distribution of the Brownian motion on its way to hitting zero
Abstract
Sergei Chobanyan, Georgian Academy of Sciences, Georgia
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
Henri Comman, University of Santiago de Chile
- Volume 13, 2008 - Articles
Stone-Weierstrass type theorems for large deviations
Abstract
Joseph G. Conlon, University of Michigan
- Volume 10, 2005 - Articles
On Homogenization of Non-Divergence Form Partial Difference Equations
Abstract
François Coquet, Université Rennes 1
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Laure Coutin, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Michael Cranston, University of California at Irvine
- Volume 4, 1999 - Articles
Linear Expansion of Isotropic Brownian Flows
Abstract
Endre Csáki, Hungarian Academy of Sciences
- Volume 9, 2004 - Articles
Invariance Principles for Ranked Excursion Lengths and Heights
Abstract
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
D
Sébastien Darses, Boston University
- Volume 12, 2007 - Articles
Dynamical properties and characterization of gradient drift diffusions
Abstract
Amites Dasgupta, Indian Statistical Institute
- Volume 12, 2007 - Articles
Maxima of the cells of an equiprobable multinomial
Abstract
Arnaud de La Fortelle, Mines Paris
- Volume 11, 2006 - Articles
Yule process sample path asymptotics
Abstract
Victor H de la Pe{~n}a, Columbia University
- Volume 14, 2009 - Articles
Exponential inequalities for self-normalized processes with applications
Abstract
Bernardo Nunes Borge de Lima, UFMG, Belo Horizonte
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Dante DeBlassie, Texas A&M University
- Volume 12, 2007 - Articles
The Chance of a Long Lifetime for Brownian Motion in a Horn-Shaped Domain
Abstract
Arnaud Debussche, IRMAR, ENS Cachan Bretagne, CNRS, UEB
- Volume 12, 2007 - Articles
A modified Kardar--Parisi--Zhang model
Abstract
Maria Deijfen, Stockholm University
- Volume 11, 2006 - Articles
Stationary random graphs on Z with prescribed iid degrees and finite mean connections
Abstract
Maria Deijfen, Stockholm University
- Volume 14, 2009 - Articles
Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Abstract
Bernard Delyon, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
Amir Dembo, Stanford University
- Volume 1, 1996 - Articles
Moderate Deviations for Martingales with Bounded Jumps
Abstract
- Volume 1, 1996 - Articles
Transportation Approach to Some Concentration Inequalities in Product Spaces
Abstract
Jean-Marc Derrien, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Luc Devroye, McGill University
- Volume 10, 2005 - Articles
A Limit Law for the Root Value of Minimax Trees
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
Ton AB Dieker, Georgia Institute of Technology
- Volume 14, 2009 - Articles
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
Abstract
Dmitry Dolgopyat, University of Maryland
- Volume 14, 2009 - Articles
Non-perturbative approach to random walk in markovian environment
Abstract
Julien Dubédat, Université Paris-Sud
- Volume 8, 2003 - Articles
SLE and Triangles
Abstract
Maximilian Duerre
- Volume 11, 2006 - Articles
Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
Abstract
Frédérique Duheille-Bienvenue, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
Thomas S.A. Duquesne, University Paris 6
- Volume 14, 2009 - Articles
An elementary proof of Hawkes's conjecture on Galton-Watson trees.
Abstract
E
Maren Eckhoff, Technical University of Munich
- Volume 14, 2009 - Articles
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
Abstract
Nathanael Enriquez, Universite Paris 10
- Volume 13, 2008 - Articles
Renewal series and square-root boundaries for Bessel processes
Abstract
Steven N. Evans, University of California at Berkeley
- Volume 11, 2006 - Articles
The expected number of zeros of a random system of p-adic polynomials
Abstract
- Volume 4, 1999 - Articles
Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Abstract
- Volume 3, 1998 - Articles
Eventual Intersection for Sequences of Lévy Processes
Abstract
F
Franco Fagnola, Università di Genova
- Volume 5, 2000 - Articles
Mild Solutions of Quantum Stochastic Differential Equations
Abstract
Chad Fargason, Duke University
- Volume 3, 1998 - Articles
Percolation Dimension of Brownian Motion in R^3
Abstract
Shui Feng, McMaster University
- Volume 7, 2002 - Articles
Large Deviations and Quasi-Potential of a Fleming-Viot Process
Abstract
Lisandro J Fermín, Universite Paris-Sud and Universidad Central de Venezuela
- Volume 11, 2006 - Articles
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Abstract
Patrik L Ferrari, Bonn University
- Volume 14, 2009 - Articles
Maximum of Dyson Brownian motion and non-colliding systems with a boundary
Abstract
D. Feyel, Université Evry
- Volume 13, 2008 - Articles
A non-commutative sewing lemma
Abstract
Raul Fierro, Universidad Catolica de Valparaiso
- Volume 13, 2008 - Articles
A stochastic scheme of approximation for ordinary differential equations
Abstract
James Allen Fill, The Johns Hopkins University
- Volume 5, 2000 - Articles
A Characterization of the Set of Fixed Points of the Quicksort Transformation
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
P. J. Fitzsimmons, University of California, San Diego
- Volume 5, 2000 - Articles
Strict Fine Maxima
Abstract
Patrick J Fitzsimmons, UC San Diego
- Volume 11, 2006 - Articles
On the Existence of Recurrent Extensions of Self-similar Markov Processes
Abstract
Markus Flury, Universität
- Volume 13, 2008 - Articles
A note on the ballistic limit of random motion in a random potential
Abstract
Sacha Friedli, IMPA, Rio de Janeiro
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Takahiko Fujita, Graduate School of Commerce and management, Hitotsubashi University
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Ryoki Fukushima, University of Zurich
- Volume 14, 2009 - Articles
From the Lifshitz tail to the quenched survival asymptotics in the trapping problem
Abstract
Tadahisa Funaki, Graduate School of Mathematical Sciences, The University of Tokyo
- Volume 12, 2007 - Articles
Dichotomy in a scaling limit under Wiener measure with density
Abstract
G
Onno van Gaans, Leiden University
- Volume 11, 2006 - Articles
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Abstract
Fuchang Gao, University of Idaho
- Volume 8, 2003 - Articles
The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Abstract
Fuchang Gao, University of Idaho
- Volume 13, 2008 - Articles
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Abstract
Fuqing Gao, Wuhan University
- Volume 14, 2009 - Articles
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
Abstract
Emmanuelle Gautherat, Laboratory of Statistics, CREST and Economic Faculty of Reims, France
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
Giambattista Giacomin, Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
- Volume 6, 2001 - Articles
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Abstract
PAGES Gilles, Univ. Paris 6
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
Evarist Giné, University of Connecticut
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
Alexander Gnedin, Utrecht University
- Volume 13, 2008 - Articles
Corners and Records of the Poisson Process in Quadrant
Abstract
Emmanuel Gobet, Centre de Mathématiques Appliquées
- Volume 8, 2003 - Articles
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Abstract
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
Larry Goldstein, University of Southern California
- Volume 14, 2009 - Articles
Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors
Abstract
Patrícia C. Gonçalves, CMAT - U. Minho
- Volume 14, 2009 - Articles
Density fluctuations for a zero-range process on the percolation cluster
Abstract
Nathael Gozlan
- Volume 11, 2006 - Articles
Integral criteria for transportation cost inequalities
Abstract
Philip S. Griffin, Syracuse University
- Volume 7, 2002 - Articles
Tightness of the Student t-Statistic
Abstract
Stanislav Grishin, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Arnaud GUILLIN, LATP, Univ. Aix-Marseille 1
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Nadine Guillotin, Université Claude Bernard - Lyon 1
- Volume 4, 1999 - Articles
Edge Occupation Measure for a Reversible Markov Chain
Abstract
Nadine Guillotin-Plantard, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
Nadine Guillotin-Plantard, Université Lyon 1
- Volume 13, 2008 - Articles
A functional limit theorem for a 2d-random walk with dependent marginals
Abstract
Herve Guiol, IMA-EPFL
- Volume 8, 2003 - Articles
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Abstract
Alice Guionnet, Ecole Normale Superieure
- Volume 5, 2000 - Articles
Concentration of the Spectral Measure for Large Matrices
Abstract
Adityanand Guntuboyina, Yale University
- Volume 14, 2009 - Articles
Concentration of the spectral measure of large Wishart matrices with dependent entries
Abstract
Friedrich Götze, Universitat Bielefeld
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
H
Olle Häggström, Chalmers University of Technology and Goteborg University
- Volume 7, 2002 - Articles
A Monotonicity Result for Hard-core and Widom-Rowlinson Models on Certain d-dimensional Lattices
Abstract
Olle Haggstrom, Chalmers University of Technology
- Volume 12, 2007 - Articles
On Variance Conditions for Markov Chain CLTs
Abstract
Olle Haggstrom, Chalmers University of Technology
- Volume 14, 2009 - Articles
Some two-dimensional finite energy percolation processes
Abstract
B. M. Hambly, University of Oxford
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
Alan Hammond, U.C. Berkeley, USA
- Volume 10, 2005 - Articles
Critical Exponents in Percolation via Lattice Animals
Abstract
Kenji Handa, Saga University
- Volume 10, 2005 - Articles
Sampling Formulae for Symmetric Selection
Abstract
- Volume 4, 1999 - Articles
A Lower Bound for Time Correlation of Lattice Gases
Abstract
Keisuke Hara
- Volume 9, 2004 - Articles
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Abstract
LUSCHGY Harald, Univ. Trier
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
Hugo Harari-Kermadec, ENS-Cachan
- Volume 13, 2008 - Articles
Exponential bounds for multivariate self-normalized sums
Abstract
John W Harris, University of Bristol
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Simon C Harris, University of Bath
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Enkelejd Hashorva, University of Bern, Switzerland
- Volume 10, 2005 - Articles
Boundary Crossings of Brownian Motion
Abstract