Annales de l’Institut Henri Poincaré
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Accepted Papers

A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion

Aurélien Deya, Andreas Neuenkirch, andSamy Tindel

Zero Krengel Entropy does not kill Poisson Entropy

Thierry de la Rue and Elise Janvresse

Stationary map coloring

Omer Angel, Itai Benjamini, Ori Gurel-Gurevich, Tom Meyerovitch, and Ron Peled

Geometry of Lipschitz percolation

Geoffrey R. Grimmett and Alexander E. Holroyd

Product of Exponentials and Spectral Radius of Random K Circulants

Arup Bose, Rajat Subhra Hazra, and Koushik Saha

On the invariant measure of the random difference equation Xn = AnXn-1 + Bn in the critical case

Sara Brofferio, Dariusz Buraczewski, and Ewa Damek

Dynamical attraction to stable processes

Albert Meads Fisher and Marina Talet

Limit theorems for stationary Markov processes with L2 spectral gap

Deborah Ferré, Loïc Hervé, nd James Ledoux

Central limit theorems for linear spectral statistics of large dimensional F matrices

Shurong Zheng

Mean mutual information and symmetry breaking for finite random fields

Jerome Buzzi and Lorenzo Zambotti

The unscaled paths of Branching Brownian motion

Simon Colin Harris and Matthew Iain Roberts

A Malliavin Calculus method to study densities of additive functionals of SDE's with irregular drifts

Arturo Kohatsu-Higa

Brownian motion and parabolic Anderson model in a renormalized Poisson potential

Xia Chen and Alexey M Kulik

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier

Gibbs-non-Gibbs properties for evolving Ising models on trees

Aernout Coert Daniel van Enter, Victor N. Ermolaev, Giulio Iacobelli, and Christof Külske

Invariance of Poisson measures under random transformations

Nicolas Privault

Pruning Galton-Watson Trees and Tree-valued Markov Processes

Romain Abraham, Jean-Francois Delmas, and He Hui

Homogenization results for a linear dynamics in random Glauber type environment

Cedric Bernardin

Optimal model selection in density estimation

Matthieu Lerasle

Universality of the asymptotics of the one-sided exit problem for integrated processes

Frank Aurzada and Steffen Dereich

Stationary distributions for jump processes with memory

Krzysztof Burdzy, Tadeusz Kulczycki, and Rene Shilling

Affine Dunkl processes

François Chapon

On conditional independence and log-convexity

Frantisek Matus

Excited against the tide: A random walk with competing drifts

Mark Philip Holmes

Fires on trees

Jean Bertoin

Genealogies of regular exchangeable coalescents with applications to sampling

Vlada Limic

Decay of covariances, uniqueness of ergodic component and scaling limit for a class of ∇φ systems with non-convex potential

Codina Cotar and Jean-Dominique Deuschel

Coexistence probability in the last passage percolation model is 6-8log2

David Coupier and Philippe Heinrich

Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Comets Francis and Serguei Popov

Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

Radoslaw Adamczak and Rafal Latala

Optimal transportation for multifractal random measures. Applications

Rémi Rhodes and Vincent Vargas

Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections

Kobylanski Magdalena

Hydrodynamical behavior of symmetric exclusion with slow bonds

Patricia Carvalho Gonçalves, Adriana Neumann, and Tertuliano Franco

On quenched and annealed critical curves of random pinning model with finite range correlations

Julien Poisat

Poincaré inequalities and hitting times

Arnaud Guillin, Patrick Cattiaux, and Pierre-André Zitt

Supercritical super-Brownian Supercritical super-Brownian motion with a general branching mechanism and travelling waves

Andreas Kyprianou, Rong-li Liu, Antonio Murillo-Salas, and Yanxia Ren

Small and Large Time Stability of the Time taken for a Levy Process to Cross Curved Boundaries

Philip Griffin and Ross Maller

On bilinear forms based on the resolvent of large random matrices

Walid Hachem, Philippe Loubaton, Jamal Najim, and Pascal Vallet

The number of absorbed individuals in branching Brownian motion with a barrier

Pascal Maillard

Persistence of iterated partial sums

Fuchang Gao and Amir Dembo

The critical random barrier for the survival of branching random walk with absorption

Bruno Jaffuel

Challenging the empirical mean and empirical variance: a deviation study

Olivier Catoni

The rate of escape on polycyclic and solvable groups

Russ Thompson

The scaling limits of a heavy tailed renewal Markov process

Julien Sohier

Superdiffusivity for Brownian motion in a Poissonian potential with long range correlation II: upper bound on the volume exponent

Hubert Lacoin

On the optimality of the empirical risk minimization procedure for the Convex Aggregation problem

Guillaume Lecue and Shahar Mendelson

On Finite Rank Deformations of Wigner Matrices

Alessandro Pizzo, David Renfrew, and Alexander Soshnikov

The Brownian cactus I. Scaling limits of discrete cactuses

Nicolas Curien, Jean-François Le Gall, and Gregory Miermont

Random Hysteresis Loops

Gioia Carinci

Asymmetric Covariance Estimates of Brascamp-Lieb Type and Related Inequalities for Log-concave Measures

Eric Anders Carlen, Dario Cordero Erausquin, Elliott H. Lieb

Densité des orbites des trajectoires browniennes sous l'action de la transformation de Lévy

Christophe Leuridan and Jean Brossard

A stochastic formula for the entropy and applications

Joseph Lehec

The discrete-time parabolic Anderson model with heavy-tailed potential

Nicolas Petrelis, Francesco Caravenna, and Philippe Carmona

Limit theorems for one and two-dimensional random walks in random scenery

Fabienne Castell, Nadine Guillotin-Plantard, and Françoise Pène

Superdiffusivity for Brownian Motion in a Poissonian Potential with Long Range Correlation I: Lower Bound on the Volume Exponent

Hubert Lacoin

Almost Everywhere Convergence of Convolution Powers on Compact Abelian Groups

Jean-Pierre Conze and Michael Lin

Existence and asymptotic behaviour of some time-inhomogeneous diffusions

Mihai Gradinaru, Yoann Offret

Anisotropic adaptive kernel deconvolution

Fabienne Comte and Claire Lacour

Large scale behaviour of the spatial Lambda-Fleming-Viot process

Amandine Veber, Nathanaël Berestycki, and Alison M. Etheridge

Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

Marc Hoffman, Axel Munk, and Johannes Schmidt-Hieber

Stein's method in high dimensions with applications

Adrian Roellin

Weak quenched limiting distributions for transient one-dimensional random walk in a random environment

Jonathon Peterson and Gennady Samorodnitsky

The right tail exponent of the Tracy-Widom-beta distribution

Laure Dumaz and Bálint Virág

Discontinuous Stochastic Differential Equations Driven by Levy Processes

Xicheng Zhang

Nonequilibrium fluctuations for a tagged particle in one-dimensional sublinear zero-range processes

Milton Jara, Claudio Landim, and Sunder Sethuraman

Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case

Victor Manuel Rivero

Perturbing transient random walk in a random environment with cookies of maximal strength

Elisabeth Bauernschubert

Scale-free percolation

Maria Deijfen, Remco van der Hofstad, and Gerard Hooghiemstra

Collisions of Random Walks

Perla Sousi, Yuval Peres, and Martin T. Barlow

Weakly nonlinear stochastic CGL equations

Sergei Kuksin
 
   
 
 

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