Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes |
Bénédicte Haas
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The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation |
Emanuele Dolera and Eugenio Regazzini
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On rough isometries of Poisson processes on the line |
Ron Peled
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A Birthday Paradox for Markov chains, with an optimal bound for collision in the Pollard Rho Algorithm for Discrete Logarithm |
Jeong Han Kim, Ravi Montenegro, Yuval Peres, and Prasad Tetali
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Exact and asymptotic n-tuple laws at first and last passage |
Andreas Kyprianou, Juan Carlos Pardo, and Victor Rivero
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Ising models on locally tree-like graphs |
Andrea Montanari and Amir Dembo
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Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations |
Pierre Del Moral and Arnaud Doucet
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Optimal Detection of a Change-Set in a Spatial Poisson Process |
Gail B. Ivanoff and Ely Merzbach
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Geography of local configurations |
David Coupier
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Positive recurrence of reflecting Brownian motion in three dimensions |
Michael Harrison, J. G. Dai, and Maury Bramson
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Forgetting of the initial distribution for non-ergodic Hidden Markov Chains |
Randal Douc, Elisabeth Gassiat, Benoit Landelle and Eric Moulines
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Brownian coagulation and a version of Smoluchowski's equation on the circle |
Ines Armendariz
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Normal approximation for coverage models over binomial point processes |
Larry Goldstein and Mathew D. Penrose
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A law of large numbers for random partitions of the interval and the limiting transient search-cost of the move-to-front strategy |
Joaquín Fontbona and Javiera Barrera
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A cautionary tale on the efficiency of some adaptive Monte Carlo schemes |
Yves F Atchadé
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A New Formula for Some Linear Stochastic Equations with Applications |
Offer Kella and Marc Yor
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The random conductance model with Cauchy tails |
Martin Barlow and Xinghua Zheng
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Intermediate Range Migration in the Two-Dimensional Stepping Stone Model |
J. Theodore Cox
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A Functional Limit Theorem for the Profile of b-nary Trees |
Eva-Maria Schopp
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On optimal arbitrage |
Daniel Fernholz and Ioannis Karatzas
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Optimal investment policy and dividend payment strategy in an Insurance Company |
Pablo Azcue and Nora Muler
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Asymptotic Behaviour of the Rate of Adaptation |
Feng Yu
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An asymptotic sampling formula for the Coalescent with Recombination |
Paul A Jenkins and Yun S Song
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Large deviation principles for empirical measures of coloured random graphs |
Kwabena Doku-Amponsah and Peter Morters
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On using shadow prices in portfolio optimization with transaction costs |
Jan Kallsen and Johannes Muhle-Karbe
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Network Stability Under Max-Min Fair Bandwidth Sharing |
Maury Bramson
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Unconstrained Recursive Importance Sampling |
Vincent Lemaire and Gilles Pagès
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The emergence of rational behaviour in the presence of stochastic perturbations |
Panayotis Mertikopoulos and Aris Leonidas Moustakas
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Topology-Guided Sampling of Nonhomogeneous Random Fields |
Konstantin Mischaikow and Thomas Wanner
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A Markovian slot machine and Parrondo's paradox |
S N Ethier and Jiyeon Lee
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Do Price and Volatility Jump Together? |
Viktor Todorov and Jean Jacod
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On the Wiener disorder problem |
Semih Onur Sezer
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Choice-memory tradeoff in allocations |
Noga Alon, Ori Gurel-Gurevich, and Eyal Lubetzky
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The diversity of a distributed genome in bacterial populations |
Franz Baumdicker, Wolfgang R. Hess, and Peter Pfaffelhuber
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Products of Random Matrices: Dimension and Growth in Norm |
Vladislav Kargin
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Simulation of a diffusion process by using the importance sampling paradigm |
Madalina Deaconu and Antoine Lejay
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Lamperti Type Laws: Positive Linnik, Bessel Bridge Occupation and Mittag-Leffler Functions |
Lancelot Fitzgerald James
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Time inhomogeneous Markov chains with wave like behavior |
Laurent Saloff-Coste and Jessica V Zuniga
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Law of Large Numbers Limits for Many -Server Queues |
Kavita Ramanan and Haya Kaspi
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Backward stochastic differential equations with time delayed generators - results and counterexamples |
Lukasz Delong and Peter Imkeller
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Construction of signed multiplicative cascades |
Julien Barral, Xiong Jin, and Benoit Mandelbrot
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Convergence of signed multiplicative cascades |
Julien Barral, Xiong Jin, and Benoit Mandelbrot
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First passage percolation on random graphs with finite mean degrees |
Remco van der Hofstad, Gerard Hooghiemstra, and Shankar Bhamidi
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Numerical method for optimal stopping of piecewise deterministic Markov processes |
Benoite de Saporta, Francois Dufour, and Karen Gonzalez
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A Time-Dependent Poisson Random Field Model for Polymorphism Within and Between Two Related Biological Species |
Amei Amei and Stanley A Sawyer
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Numeraire-invariant preferences in financial modeling |
Constantinos Kardaras
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Multifractal Analysis in a mixed asymptotic framework |
Emmanuel Bacry, Arnaud Gloter, Marc Hoffmann, and Jean François Muzy
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Diffusion limit for many particles in a periodic stochastic acceleration field |
Yves Elskens and Etienne Pardoux
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Stochastic vortex method for forced three dimensional Navier-Stokes equations and pathwise convergence rate |
Joaquin Fontbona
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Wiener-Hopf factorization and distribution of extrema for a family of Levy processes |
Alexey Kuznetsov
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Many-server diffusion limits for G/Ph/n+M queues |
Jim Dai and Tolga Tezcan
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Applications of Weak Convergence for Hedging of American and Game Options |
Yan Dolinsky
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Load optimization in a planar network |
Charles Bordenave and Giovanni Luca Torrisi
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| Spectral Distributions of Adjacency and Laplacian Matrices |
Tiefeng Jiang and Xue Ding
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Asymptotic regimes for the partition into colonies of a branching process with emigration |
Jean Bertoin
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Asymptotic Behavior of the Finite-Size Magnetization as a Function of the Speed of Approach to Criticality |
Richard S. Ellis, Jonathan Machta, and Peter Tak-Hun Otto
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Utility maximization in models with conditionally independent increments |
Johannes Muhle-Karbe and Jan Kallsen
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Heavy Traffic Analysis for EDF Queues with Reneging |
Lukasz Kruk, John Lehoczky, Kavita Ramanan, and Steven Shreve
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On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains |
Eero Saksman and Matti Vihola
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Fluid Limits of Many-Server Queues with Reneging |
Weining Kang and Kavita Ramanan
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Extreme(ly) Mean(ingful): Sequential Formation of a Quality Group |
Abba Meyer Krieger, Moshe Pollak, and Ester Samuel-Cahn
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Erratum to: Perpetuities with thin tails revisited Ann. Appl. Probab. 19 (2009) 2080-2101 |
Pawel Hitczenko and Jacek Wesolowski
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