Neighbor Selection and Hitting Probability in Small-World Graphs |
Oskar Sandberg
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Moderate deviations for Poisson-Dirichlet distribution |
Shui Feng and Fuqing Gao
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Brownian moving averages have conditional full support |
Alexander S. Cherny
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Binomial Approximations of Shortfall Risk for Game Options |
Yan Dolinsky and Yuri Kifer
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On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Levy processes |
Ronnie Loeffen
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On Martingale Approximations |
Ou Zhao and Michael Woodroofe
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Exponential inequalities for self-normalized martingales with applications |
Bercu Bernard and Touati Abderrahmen
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Pathwise inequalities for local time:applications to Skorokhod embeddings and optimal stopping |
Alex M.G. Cox, David Graham Hobson, and Jan Obloj
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Uniqueness thresholds on trees versus graphs |
Allan Sly
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Linear and quadratic functionals of random hazard rates: an asymptotic analysis |
Giovanni Peccati and Igor Pruenster
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Geodesics in First Passage Percolation |
Christopher Hoffman
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An explicit solution for an optimal stopping/optimal control problem which models an asset sale |
Victoria Henderson and David Graham Hobson
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On Universal Estimates for Binary Renewal Processes |
Benjamin Weiss and Gusztáv Morvai
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Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf |
Malrieu Florent and Jourdain Benjamin
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Finite size scaling for the core of large random hypergraphs |
Andrea Montanari and Amir Dembo
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A CLT for information-theoretic statistics of Gram random matrices with a given variance profile |
Jamal Najim, Walid Hachem, and Philippe Loubaton
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One-dimensional Brownian Particle Systems With Rank Dependent Drifts |
Soumik Pal and Jim Pitman
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Reflected and Doubly Reflected BSDEs with Jumps: A Priori Estimates and Comparison |
Stéphane Crépey and Anis Matoussi
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A functional central limit theorem for the M/GI/infinity queue |
Pascal Moyal and Laurent Decreusefond
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Polling systems with parameter regeneration, the general case. |
Iain MacPhee, Mikhail Menshikov, Dimitri Petritis, and Serguei Popov
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Pricing and trading credit default swaps in a hazard process model |
Tomasz R. Bielecki, Monique Jeanblanc and Marek Rutkowski
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Laws of large numbers for epidemic models with countably many types |
Andrew David Barbour and Malwina Luczak
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Asymptotic Optimality of Maximum Pressure Policies in Stochastic Processing Networks |
Jim Dai and Wuqin Lin
|
Continuous first-passage percolation and continuous greedy paths model: linear growth |
Jean-Baptiste Gouere and Regine Marchand
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Central Limit Theorem for the Solution of the Kac Equation |
Ester Gabetta and Eugenio Regazzini
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Optimal Stopping and Free Boundary Characterizations for some Brownian Control Problems |
Amarjit Budhiraja and Kevin Ross
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Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials |
Remco van der Hofstad, Peter Morters, and Nadia Sidorova
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The Asymptotic Distribution and Berry-Esseen Bound of a New Test for Independence in High Dimension with an Application to Stochastic Optimization |
Wei-Dong Liu, Zhengyan Lin, and Qi-Man Shao
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The contact process in a dynamic random environment |
Daniel Remenik
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Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results |
Zbigniew Palmowski, Florin Avram, and Martijn Pistorius
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Degenerate diffusions arising from gene duplication models |
Lea Popovic and Rick Durrett
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Integrated Functionals of Normal Processes and Fractional Brownian Motions |
Ngai Hang Chan and Boris Buchmann
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Matrix Norms and Rapid Mixing for Spin Systems |
Martin Dyer, Leslie Ann Goldberg, and Mark Jerrum
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A Berry-esseen Theorem For Sample Quantiles Under Weak Dependence |
Soumendra N Lahiri and Shuxia Sun
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The Calculation of Expectations for Classes of Diffusion Processes by Lie Symmetry Methods |
Mark Craddock and Kelly Ann Lennox
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On Large Deviation Regimes for Random Media Models |
Michael Craig Cranston, Damien Gauthier, Thomas Mountford
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Bounds on tail probabilities via extreme points and theorems of Dubins and F. Riesz |
John L. Denny and Larry Shepp
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Gaussian Limits for Generalized Spacings |
Yuliy Baryshnikov, Mathew Penrose, and Joseph E Yukich
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Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem |
Emanuele Dolera, Ester Gabetta, and Eugenio Regazzini
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Relative Frequencies in Multitype Branching Processes |
Andrei Y. Yakovlev, and Nikolay M. Yanev
|
| Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws |
Martin Jacobsen, Thomas Mikosch, Jan Rosinski, and Gennady Samorodnitsky
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Fluid Limit of a Network with Fair Bandwidth Sharing and General Document Size Distributions |
H. Christian Gromoll, and Ruth J. Williams
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A phase transition for competition interfaces |
Pablo Ferrari, James Martin, and Leandro Pinto Rodrigues Pimentel
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Coupled Paraxial Wave Equations in Random Media in the White-Noise Regime |
Josselin Garnier and Knut Solna
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Large portfolio losses: A dynamic contagion model |
Paolo Dai Pra, Wolfgang J. Runggaldier, Elena Sartori, and Marco Tolotti
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Adaptive independent Metropolis-Hastings |
Lars Holden, Ragnar Hauge, and Marit Holden
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Crested products of Markov chains |
Alfredo Donno, and Daniele D'Angeli
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On the uniqueness of the infinite cluster of the vacant set of random interlacements |
Augusto Quadros Teixeira
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On spectral properties of large dimensional correlation matrices and covariance matrices computed from elliptically distributed data |
Noureddine El Karoui
|
Rate of relaxation for a mean-field zero-range process |
Benjamin Thomas Graham
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On the convergence to equilibrium of Kac's random walk on matrices |
Roberto Imbuzeiro Oliveira
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Critically loaded queueing models that are throughput sub-optimal |
Rami Atar, and Gennady Shaikhet
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Portfolio Choice With Jumps: A Closed-form Solution |
Yacine Ait-Sahalia, Julio Cacho-Diaz, and T.R. Hurd
|
The Asymptotic Distribution of a Cluster-Index for I.I.D. Normal Random Variables |
Yannis Yatracos
|
No Arbitrage Without Semimartingales |
Robert Jarrow, Philip Protter, and Hasanjan Sayit
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Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions |
Dawn B. Woodard, Scott C. Schmidler, and Mark Huber
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Capacitive flows on a 2D random net |
Olivier Garet
|
A central limit theorem via differential equations |
Taral Guldahl Seierstad
|
Efficient Importance Sampling for Counting |
Jose H. Blanchet
|
A waiting time problem arising from the study of multi-stage carcinogenesis |
Rick Durrett, Deena Schmidt, and Jason Schweinsberg
|
A Khasminskii type averaging principle for stochastic reaction-diffusion equations. The general case |
Sandra Cerrai
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