|
1.
|
The Center of Mass of the ISE and the Wiener Index of Trees Janson, Svante; Uppsala University - Chassaing, Philippe; Institut Elie Cartan
|
|
2.
|
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals Hara, Keisuke; Ritsumeikan University
|
|
3.
|
Invariance Principles for Ranked Excursion Lengths and Heights Csaki, Endre; A. Rényi Institute of Mathematics, Hungarian Academy of Sciences - Hu, Yueyun; Universite Paris VI
|
|
4.
|
A Condition for Weak Disorder for Directed Polymers in Random Environment Birkner, Matthias; Weierstrass Institute for Applied Analysis and Stochastics, Germany
|
|
5.
|
Recurrent Graphs where Two Independent Random Walks Collide Finitely Often Krishnapur, Manjunath; University of California at Berkeley, USA - Peres, Yuval; University of California at Berkeley, USA
|
|
6.
|
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails Soshnikov, Alexander; University of California at Davis, USA
|
|
7.
|
A Gaussian Oscillator Burdzy, Krzysztof; University of Washington - White, David; University of Washington
|
|
8.
|
Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions Song, Renming; University of Illinois, Urbana - Vondracek, Zoran; University of Zagreb, Croatia
|
|
9.
|
Geometric Ergodicity and Perfect Simulation Kendall, Wilfrid S.; University of Warwick
|
|
10.
|
On Standard Normal Convergence of the Multivariate Student $t$-Statistic for Symmetric Random Vectors Giné, Evarist; University of Connecticut, USA - Götze, Friedrich; Universitat Bielefeld
|
|
11.
|
Weak Convergence to Ocone Martingales: a Remark Peccati, Giovanni; Universite Pierre et Marie Curie, France
|
|
12.
|
On Long Range Percolation with Heavy Tails Friedli, Sacha; IMPA, Rio de Janeiro - Borge de Lima, Benoîte; UFMG, Belo Horizonte - Sidoravicius, Vladas; IMPA, Rio de Janeiro
|
|
13.
|
Tree and Grid factors of General Point processes Timar, Adam; Indiana University
|
|
14.
|
Long-term behavior for superprocesses over a stochastic flow Xiong, Jie; University of Tennessee
|
|
15.
|
State Tameness: A New Approach for Credit Constrains Londono, Jaime A.; Universidad EAFIT
|
|
16.
|
Large Deviations for Mixtures Biggins, J. D.; The University of Sheffield, UK
|
|
17.
|
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations Appleby, John A. D.; Dublin City University - Kelly, Conall; Dublin City University, Dublin, Ireland
|
|
18.
|
Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions Louis, Pierre-Yves; Technische Universitat Berlin
|
|
19.
|
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk Jarai, Antal A; Carleton University, Canada - Kesten, Harry; Cornell University
|
|
20.
|
On the optimal strategy in a random game Jonasson, Johan; Chalmers University of Technology
|
|
21.
|
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities Dieker, A.B.; Georgia Institute of Technology - Moriarty, J.; University of Manchester
|
|
22.
|
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers Eckhoff, Maren; Technical University of Munich - Rolles, Silke W.W.; Technical University of Munich
|
|
23.
|
Note: Random-to-front shuffles on trees Bjorner, Anders; Royal Institute of Technology
|
|
24.
|
Orthogonality and probability: beyond nearest neighbor transitions Kovchegov, Yevgeniy V; Oregon State University
|
|
25.
|
The scaling limit of senile reinforced random walk. Holmes, Mark P; University of Auckland
|
|
26.
|
A local limit theorem for the critical random graph van der Hofstad, Remco W; Technische Universiteit Eindhoven - Kager, Wouter; VU University - Müller, Tobias; Tel Aviv University
|
|
27.
|
Small time expansions for transition probabilities of some Lévy processes Marchal, Philippe; CNRS and DMA, Ecole Normale Supérieure
|
|
28.
|
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon Janssen, A.J.E.M; Philips Research - Van Leeuwaarden, J.S.H.; Eindhoven University of Technology and EURANDOM
|
|
29.
|
Characterization of distributions with the length-bias scaling property Lopez-Garcia, Marcos; Instituto de Matematicas, UNAM
|
|
30.
|
An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences Lin, Fuming; Sichuan University of Science and Engineering
|
|
31.
|
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift Gao, Fuqing; Wuhan University - Jiang, Hui; Nanjing University of Aeronautics
|
|
32.
|
Non-perturbative approach to random walk in markovian environment Dolgopyat, Dmitry; University of Maryland - Liverani, Carlangelo; Universito of Rome 2
|
|
33.
|
An optimal Itô formula for Lévy processes Eisenbaum, Nathalie; LPMA, Université Paris 6 - Walsh, Alexander; LPMA, Université Paris 6
|
|
34.
|
Tesselation of a triangle by repeated barycentric subdivision Hough, Robert D; Stanford University
|
|
35.
|
Standard representation of multivariate functions on a general probability space Janson, Svante; Uppsala University
|
|
36.
|
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion Tudor, Ciprian A.; Universte de Paris 1
|
|
37.
|
Concentration of the spectral measure of large Wishart matrices with dependent entries Guntuboyina, Adityanand; Yale University - Leeb, Hannes; Yale University
|
|
38.
|
On the re-rooting invariance property of Lévy trees Duquesne, Thomas; Université Pierre et Marie Curie - Le Gall, Jean-Francois; Université Paris-Sud
|
|
39.
|
Uniform bounds for exponential moment of maximum of a Dyck path Khorunzhiy, Oleksiy; Université de Versailles, France - Marckert, Jean-François; CNRS, LabRI, Université de Bordeaux
|
|
40.
|
A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$ Maejima, Makoto; Keio University - Nakahara, Genta; Keio University
|
|
41.
|
Density fluctuations for a zero-range process on the percolation cluster Goncalves, Patricia C.; CMAT - U. Minho - Jara, Milton D.; Paris Dauphine
|
|
42.
|
First-passage percolation on width-two stretches with exponential link weights Schlemm, Eckhard; Zentrum Mathematik, Technische Université München
|
|
43.
|
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps Hoepfner, Reinhard; Johannes Gutenberg Universitaet Mainz
|
|
44.
|
An extension of Mineka's coupling inequality Posfai, Anna; University of Szeged
|
|
45.
|
Maximum of Dyson Brownian motion and non-colliding systems with a boundary Borodin, Alexei; California Institute of Technology - Ferrari, Patrik L; Bonn University - Prahofer, Michael; TU Munchen - Sasamoto, Tomohiro; Chiba University - Warren, Jon; University of Warwick
|
|
46.
|
A note on directed polymers in gaussian environments Hu, Yueyun; Université Paris XIII - Shao, Qi-Man; The Hong Kong University of Science and Technology
|
|
47.
|
Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces Jegaraj, Terence; University of New South Wales
|
|
48.
|
Identification of the rate function for large deviations of an irreducible Markov chain Liu, Wei; Wuhan University - Wu, Liming; Université Blaise Pascal
|
|
49.
|
Harnack Inequality for Functional SDEs with Bounded Memory Es-Sarhir, Abdelhadi; TU (Berlin) - von Renesse, Max-K.; TU (Berlin) - Scheutzow, Michael; TU (Berlin)
|
|
50.
|
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand Mueller, Carl E; University of Rochester - Wu, Zhixin; DePauw University
|
