Large deviation principles for empirical measures of coloured random graphs |
Kwabena Doku-Amponsah and Peter Morters
|
Law of Large Numbers Limits for Many -Server Queues |
Haya Kaspi and Kavita Ramanan
|
Diffusion limit for many particles in a periodic stochastic acceleration field |
Yves Elskens and Etienne Pardoux
|
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
|
Asymptotic regimes for the partition into colonies of a branching process with emigration |
Jean Bertoin
|
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
|
Utility maximization in models with conditionally independent increments |
Johannes Muhle-Karbe and Jan Kallsen
|
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
|
Fluid Limits of Many-Server Queues with Reneging |
Weining Kang and Kavita Ramanan
|
Extreme(ly) Mean(ingful): Sequential Formation of a Quality Group |
Abba Meyer Krieger, Moshe Pollak, and Ester Samuel-Cahn
|
Stationary Systems of Gaussian Processes |
Zakhar Kabluchko
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VRRW on complete-like graphs: almost sure behavior |
Vlada Limic and Stanislav Volkov
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A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains |
Pavel Chigansky and Ramon Van Handel
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A general framework for waves in random media with long-range correlations |
Renaud Marty and Knut Sølna
|
Multivariate supOU processes |
Ole Eiler Barndorff-Nielsen and Robert Stelzer
|
Occupation and Local Times for Skew Brownian Motion with Applications to Dispersion Across an Interface |
Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann, Edward Waymire, and Brian Wood
|
On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems |
Denis Belomestny
|
Sharp thresholds for the random-cluster and Ising models |
Geoffrey Grimmett and Benjamin Graham
|
Generalized Integrands and Bond Portfolios: Pitfalls and Counter Examples |
Erik Taflin
|
Multilevel Monte Carlo algorithms for Levy-driven SDEs with Gaussian correction |
Steffen Dereich
|
Limit distributions for large Pólya urns |
Brigitte Chauvin, Nicolas Pouyanne, and Réda Sahnoun
|
Random permutations with cycle weights |
Volker Betz, Daniel Ueltschi, and Yvan Velenik
|
Boundary conditions for the single-factor term structure equation |
Erik Ekström and Johan Tysk
|
Almost sure central limit theorem for branching random walks in random environment |
Makoto Nakashima
|
Limit Theorems For Power Variations of Pure-Jump Processes with Application to Activity Estimation |
Viktor Todorov and George Tauchen
|
A rule of thumb for riffle shuffling |
Sami Assaf, Persi Diaconis, and Kannan Soundararajan
|
Sharpness of the percolation transition in the two-dimensional contact process |
Jacob van den Berg
|
Necessary and sufficient conditions for realizability of point processes |
Tobias Kuna, Joel L Lebowitz, and Eugene R Speer
|
Levy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing |
Stefan Gerhold
|
General notions of indexability and the dynamic allocation of individuals to teams providing service |
Kevin Glazebrook, David Hodge, and Chris Kirkbride
|
Hybrid Atlas Models |
Tomoyuki Ichiba, Vassilios Papathanakos, Adrian Banner, Ioannis Karatzas, and Robert Fernholz
|
On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case |
Mariana Olvera-Cravioto, Peter W. Glynn, and Jose H. Blanchet
|
Sampling Conditioned Hypoelliptic Diffusions |
Martin Hairer, Jochen Voss, and Andrew M. Stuart
|
Diffusion Limits of Limited Processor Sharing Queues |
Jiheng Zhang, Jim Dai, and Bert Zwart
|
Affine processes on positive semidefinite matrices |
Christa Cuchiero, Damir Filipovic, Eberhard Mayerhofer, and Josef Teichmann
|
Efficient Simulation of Nonlinear Parabolic SPDEs with Additive Noise |
Arnulf Jentzen, Peter Eris Kloeden, and Georg Winkler
|
Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model |
Qi-Man Shao and Sourav Chatterjee
|
Existence and Uniqueness of Solutions to the Inverse Boundary Crossing Problem for Diffusions |
Xinfu Chen, Lan Cheng, John Chadam, and David Saunders
|
Connectivity and Equilibrium in Random Games |
Constantinos Daskalakis, Alex Dimakis, and Elchanan Mossel
|
Concentration Inequalities for Mean Field Particle Models |
Pierre Del Moral and Emmanuel Rio
|
Smoothness of Densities and Tail Estimates for SDEs with locally smooth coefficients and applications to square root-type diffusions |
Stefano De Marco
|
Hamilton Cycles in Random Geometric Graphs |
Jozsef Balogh, Bela Bollobas, M. Krivelevich, Tobias Mueller, and Mark Walters
|
| Bounds on the Speed and on Regeneration Times for Certain Processes on Regular Trees |
Andrea Collevecchio and Tom Schmitz
|
Recovering a time-homogeneous stock price process from perpetual option prices |
Erik Ekström and David Hobson
|
Traveling waves of selective sweeps |
Rick Durrett and John Mayberry
|
Gaussianization and eigenvalue statistics for Random quantum channels (III) |
Benoit Collins and Ion Nechita
|
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs |
Nizar Touzi, Arash Fahim, and Xavier Warin
|
Geodesics and flows in a Poissonian city |
Wilfrid Stephen Kendall
|
Analysis of the market weights under the Volatility-Stabilized Market models |
Soumik Pal
|
Stability of Join the Shortest Queue Networks |
Maury Bramson |
Optimal multiple stopping time problem |
Kobylanski Magdalena, Quenez Marie-Claire, and Rouy Mironescu Elisabeth |
Random graphs with a given degree sequence |
Sourav Chatterjee, Persi Diaconis, and Allan Sly
|
Majority dynamics on trees and the dynamic cavity method |
Yashodhan Kanoria and Andrea Montanari
|
Discretization Error of Stochastic Integrals |
Masaaki Fukasawa
|
A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary |
Peter Constantin and Gautam Iyer
|
Upper large deviations for the maximal flow through a
domain of Rd in first passage percolation |
Raphaël Cerf and Marie Théret
|
