On spectral properties of large dimensional correlation matrices and covariance matrices computed from elliptically distributed data |
Noureddine El Karoui
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Attraction time for strongly reinforced walks |
Codina Cotar and Vlada Limic
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On the Inverse First-Passage-Time Problem for a Wiener Process |
Cristina Zucca and Laura Sacerdote
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Subcritical regimes in some models of continuum percolation |
Jean-Baptiste Gouere
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Time averages, recurrence and transience in the stochastic replicator dynamics |
Josef Hofbauer and Lorens A. Imhof
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On convergence to stationarity of fractional Brownian storage |
Michel Mandjes, Ilkka Norros, and Peter W. Glynn
|
Bubbles, convexity and the Black-Scholes equation |
Erik Ekström, and Johan Tysk
|
A note on the enumeration of directed animals via gas considerations |
Marie Albenque
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Chaos in a spatial epidemic model |
Rick Durrett and Daniel Remenik
|
Optimal Reinsurance/Investment for General Insurance Models |
Jin Ma and Yuping Liu
|
Diffusivity in one-dimensional generalized Mott variable-range hopping models |
Pietro Caputo and Alessandra Faggionato
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Random recurrence equations and ruin in a Markov-dependent stochastic economic environment |
Jeffrey F. Collamore |
Search cost for a nearly optimal path in a binary tree |
Robin Pemantle
|
Fractional term structure models: No - arbitrage and consistency |
Alberto Masayoshi Faria Ohashi
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Recursive Estimation of Time-Average Variance Constants |
Wei Wu
|
Matching with shift for one dimensional Gibbs measures |
Pierre Collet, Cristian Giardina, and Frank Redig
|
Woodroofe's One-armed Bandit Problem Revisited |
Assaf Zeevi and Alexander Goldenshluger
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Coexistence in stochastic spatial models |
Rick Durrett
|
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy |
Ruth J Williams, Weining Kang, Frank Kelly, and Nam Lee
|
The Bernoulli sieve revisited |
Alexander V. Gnedin, Alex Iksanov, Pavlo Negadajlov, and Uwe Roesler
|
On the silhouette of binary search trees |
Rudolf Gruebel
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A polymer in a multi-interface medium |
Francesco Caravenna and Nicolas Pétrélis
|
Robust Adaptive Importance Sampling for Normal Random Vectors |
Benjamin Jourdain and Jérôme Lelong
|
Approximations of the Wiener sausage and its curvature measures |
Jan Rataj, Evgeny Spodarev, and Daniel Meschenmoser
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On deciding stability of multiclass queueing networks under buffer priority scheduling policies |
David Gamarnik and Dmitriy Katz
|
Spatially explicit non-Mendelian diploid model |
Nicolas Lanchier and Claudia Neuhauser
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Coexistence for a multitype contact process with seasons |
Benjamin Chan, Rick Durrett, and Nicolas David Lanchier
|
Esscher transform and the duality principle for multidimensional semimartingales |
Ernst Eberlein, Antonis Papapantoleon, and Albert N. Shiryaev
|
The quintuple law for sums of dependent Levy processes |
Irmingard Eder and Claudia Klüppelberg
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Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm |
Pao-Liu Chow
|
Perpetuities with thin tails, revisited |
Pawel Hitczenko and Jacek Wesolowski
|
On many-server queues in heavy traffic |
Anatolii Puhalskii and Joshua Reed
|
Conditional Limit Theorems for Regulated Fractional Brownian Motion |
Hernan P. Awad and Peter W. Glynn
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Heavy-traffic limits for waiting times in many-server queues with abandonment |
Rishi Talreja and Ward Whitt
|
A dual characterization of self generation and log-affine forward performances |
Gordan Zitkovic
|
Consitency Properties of a Simulation-Based Estimator for Dynamic Processes |
Manuel S Santos
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The G/GI/N Queue in the Halfin-Whitt Regime |
Joshua E Reed
|
Limit theorems for additive functionals of a Markov chain |
Milton Jara, Tomasz Komorowski, and Stefano Olla
|
Continuity of a Queueing Integral Representation in the M1 Topology |
Guodong Pang and Ward Whitt
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Proportional Fairness and its Relationship with Multi-class Queueing Networks |
Neil Stuart Walton
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Spatial homogenization in a stochastic network with mobility |
Florian Simatos and Danielle Tibi
|
Interacting Multi-Class Transmissions in Large Stochastic Networks |
Carl Graham and Philippe Robert
|
Commuting birth-and-death processes |
Steven N. Evans, Bernd Sturmfels, and Caroline Uhler
|
Dynamics of the time to the most recent common ancestor in a large branching population |
Steven N. Evans and Peter L. Ralph
|
Dynamic Tree Algorithms |
Philippe Robert
|
Asymptotics of the probability minimizing a "Down-side" risk |
Hiroaki Hata, Hideo Nagai, and Shuenn-Jyi Sheu
|
Comparisons for Backward Stochastic Differential Equations on Markov Chains and Related No-arbitrage Conditions |
Samuel N Cohen and Robert James Elliott
|
The Palm measure and the Voronoi tessellation for the Ginibre process |
Andre Goldman
|
Equality of Critical Points for Polymer Depinning Transitions with Loop Exponent One |
Kenneth S. Alexander and Nikolaos Zygouras
|
Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes |
Bénédicte Haas
|
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
|
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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